Commit Graph
6 Commits
Author SHA1 Message Date
GitHub 155328df8b release: v1.16.2 — 三轮审计质量加固(B6.9→A7.9)
经三轮代码审计后的综合质量加固版本,覆盖协议核心层、数据正确性、
错误处理、测试真实度与可维护性。761 单测全绿(+58),ruff/mypy 全过。

主要修复:
- 离线 .day 写入原子化(fsync + _repair_tail + 读取校验,CQS 守住)
- 回测止损前视偏差(延迟下一根开盘 + 跳空保护)
- VWAP 权重索引 / bar_time fail-fast / 绩效除零保护
- 闭包绑定 / 路径穿越 / naive datetime 跨时区 / ruff UP038

重构:
- 抽 AsyncHeartbeatMixin 收敛 4 处心跳副本(12→1)
- 统一 _RETRY_DELAYS 退避序列 / scanner 失败可观测性

新增 5 个测试文件 + 公共 API 类型契约,CI 加 Windows 矩阵 +
trusted publishing 签名 + 锁文件。

详见 CHANGELOG.md
2026-07-02 03:37:37 +08:00
GitHub db83e7505d fix(security_quotes): 修复 ETF/指数实时行情价格被放大10倍 (Issue #8) 2026-06-29 22:15:28 +08:00
GitHubandClaude Opus 4.8 4dfd18050e fix: resolve all CI mypy (265→0) and ruff (26→0) errors
- pyproject.toml: add mypy overrides for pandas/tabulate/matplotlib stubs,
  disable strict checking for vendored MyTT library
- config.py: use cast() for dict[str, Any] .get() returns
- beichi.py: widen _calc_bi_force param to BI | XD, import XD
- backtest/cli.py: split combo/single strategy into separate typed variables
- backtest/combo.py: add bool_array() helper for numpy return types
- chanlun/analyser.py: type ignore for pandas row access, fix dict type arg
- unified.py: change fields param from object to Any
- ex/mac_client.py: add type args to list literals
- cli/cmd_offline.py: wrap int market as Market enum before API call
- cli/cmd_chanlun.py: fix dict type arg
- offline/write_*.py: explicit int() cast for struct.unpack returns
- MyTT.py: fix line-too-long comments, UP038 isinstance syntax
- tests: fix E712 (==False → ~mask), E741 (noqa), F841, import sorting
- ruff format applied across codebase

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-10 15:03:41 +08:00
GitHubandClaude Opus 4.8 8d68e9c094 docs: add backtest engine design spec
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-09 16:05:17 +08:00
Justin Gu 02701952ca feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields
- K-line: daily+ periods output 'date' only, minute periods output 'datetime'
- Transactions (tick-by-tick): combine date param + hour/minute into 'datetime'
- XdxrRecord, HistoricalFundFlow: year/month/day merged to 'date'
- MinuteBar: rename unknown_1 to _unknown_1 (hidden from DataFrame)
- MinuteBar: add datetime column computed from bar index (A-share 240-bar pattern)
- get_minute_time_data: use history endpoint only (current-day endpoint broken in pytdx too)
- Update all examples to reflect new DataFrame column names
2026-05-22 04:19:07 +08:00
GitHubandClaude Opus 4.7 50491f9aae feat!: rename project from xmtdx to easy-tdx
- Package directory: src/xmtdx/ -> src/easy_tdx/
- Import path: from easy_tdx import ...
- pip install easy-tdx
- Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx)
- Add NOTICE with detailed attribution
- Update all examples, tests, scripts, docs
- Bump version to 1.0.0

BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx`

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 23:21:21 +08:00