mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 23:54:17 +08:00
Justin Gu
c15bd8232f
通达信服务端 QFQ 模式对长期重度除权股票（如 601088）深层历史页 返回负价格，导致回测总收益 -3087%、回撤 326.85%、年化 nan、 bollinger 崩溃、10 策略 invalid-value-in-scalar-power、MyTT divide-by-zero。 客户端兜底：检测 QFQ 负价时用 NONE+XDXR 本地重算前复权 （因子以除权日前一交易日含权收盘价为基准，保证除权日前后连续）。 同步+异步双路径一致修复，失败降级返回原值。 - 新增 src/easy_tdx/mac/adjust.py（纯函数 compute_forward_factor/ apply_forward_adjust/has_bad_prices） - MacClient/AsyncMacClient 触发本地重算，XDXR 按 (market,code) 缓存 - tests: +20 例（16 纯函数 + 4 集成），844 全绿，ruff/mypy 通过
68 lines
1.9 KiB
TOML
68 lines
1.9 KiB
TOML
[build-system]
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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[project]
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name = "easy-tdx"
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version = "1.17.2"
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description = "通达信 TCP 协议行情数据客户端，支持在线行情、离线数据读取与写入同步"
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readme = "README.md"
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requires-python = ">=3.10"
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dependencies = ["pandas>=2.0,<3", "tzdata>=2024.1", "click>=8.0,<9"]
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[project.scripts]
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easy-tdx = "easy_tdx.cli:cli" # cli/__init__.py exposes the click group
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[project.optional-dependencies]
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dev = ["pytest>=8.0", "pytest-asyncio>=0.23", "pytest-cov", "mypy>=1.9", "ruff>=0.4", "scipy>=1.10,<1.16", "httpx>=0.27"]
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science = ["scipy>=1.10,<1.16"]
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web = ["fastapi>=0.110,<1", "uvicorn[standard]>=0.29"]
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[tool.hatch.build.targets.wheel]
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packages = ["src/easy_tdx"]
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[tool.mypy]
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strict = true
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python_version = "3.12"
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# 跳过未跟踪的本地脚本（依赖外部 unified_config/sqlalchemy/requests，不属于库）
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exclude = ["src/easy_tdx/exchange_margin\\.py"]
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[[tool.mypy.overrides]]
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module = ["pandas", "tabulate", "matplotlib", "matplotlib.*"]
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ignore_missing_imports = true
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[[tool.mypy.overrides]]
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module = "easy_tdx.MyTT"
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# Type stubs provided via MyTT.pyi — keep strict checks enabled
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[[tool.mypy.overrides]]
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module = ["fastapi.*", "uvicorn.*", "pydantic.*"]
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ignore_missing_imports = true
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[[tool.mypy.overrides]]
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module = ["scipy", "scipy.*"]
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ignore_missing_imports = true
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[tool.ruff]
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target-version = "py310"
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line-length = 100
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extend-exclude = ["*.pyi", "src/easy_tdx/exchange_margin.py"]
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[tool.ruff.lint]
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select = ["E", "F", "I", "UP"]
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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addopts = "--tb=short"
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asyncio_mode = "auto"
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[tool.coverage.run]
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source = ["easy_tdx"]
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omit = ["tests/*"]
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[tool.coverage.report]
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# 覆盖率门槛。从 50 提升到 60（审计 #9）：补充 reconnect/bitmap/config 测试后
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# 实测约 61%。进一步提到 70 需补 web/ 路由与更多 client 镜像测试，留待后续。
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fail_under = 60
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show_missing = true
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