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9 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
Justin Gu f36e2d6a6c feat(screen): v1.15.0 — 强势股排名 + 修复证券类型识别与名称分批查询 
新增：强势股排名（screen strength）
- 全市场按 5/20/60 日涨幅加权合成强势分，纯离线扫描
- 三种预设：steady(稳健)/breakout(妖股)/balanced(均衡)
- CLI: easy-tdx screen strength --preset steady --top 50 --table
- Web API: GET /api/v1/market/strength
- 支持自定义权重、成交额过滤、并发扫描

修复：
- _detect_security_type 代码段不全，ETF/基金/科创板/逆回购被误判为 A 股
- screen strength/rank 名称补齐超 80 只时末尾被丢弃（分批查询）

详见 CHANGELOG.md
 2026-06-25 03:33:13 +08:00
Justin Gu 786c7e3619 fix: remove unused type: ignore comments for mypy strict 2026-06-11 04:30:39 +08:00
Justin Gu c25570eb86 fix: mypy strict — type annotate co_filename in _get_strategy_file 2026-06-11 04:27:54 +08:00
Justin Gu c9ed57e66d fix: parallel scan pickle bug — pass strategy file path instead of class to child processes 2026-06-11 04:24:09 +08:00
Justin Gu 15cc7680c4 release: v1.9.7 — CLI全量集成（workers/cache/chanlun-level/portfolio/multi-level）+ bugfix 2026-06-11 03:57:48 +08:00
Justin Gu ec8d21b7e2 feat: incremental scanning with mtime-based cache 
- Add cache_file param to SignalScanner for persistent scan cache
- Cache stores {filepath: {mtime, result}} as JSON
- On rescan, skip files with unchanged mtime (reuse cached results)
- Files with changed mtime are rescanned and cache updated
- Add 3 tests: cache reuse, no-cache full scan, cache invalidation
 2026-06-11 02:17:52 +08:00
Justin Gu b7e0f17842 feat: concurrent scanning with ProcessPoolExecutor 
- Add workers param to SignalScanner.scan() (default=0 for serial)
- workers=2+ uses ProcessPoolExecutor for parallel .day file processing
- Extract _scan_one_file as top-level function for pickle compatibility
- Results identical between serial and parallel modes
- Add 4 tests with synthetic .day file fixtures
 2026-06-11 02:09:10 +08:00
Justin Gu a3d6d93122 feat: strategy screener - scan all stocks by signal, rank by backtest performance (v1.9.2) 
- Add 'screen' CLI command group with 'scan' and 'rank' subcommands
- scan: offline signal scanning from local .day files, zero network IO
- rank: backtest ranking of scanned signals by sharpe/drawdown/etc
- Two-step workflow: scan outputs JSON, rank reads JSON and evaluates
- Support --universe (all/sh/sz/custom file), --sort, --names
- Support pipe mode: scan ... | rank --from - --table
- New module: src/easy_tdx/screen/{scanner,ranker,cli}.py
- 20 unit tests (offline, no network required)
 2026-06-10 03:03:03 +08:00