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fix: resolve all CI mypy (265→0) and ruff (26→0) errors

Browse Source 
- 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>
This commit is contained in:
GitHub
2026-06-10 15:03:41 +08:00
co-authored by Claude Opus 4.8
parent 5aac7d3a39
commit 4dfd18050e
51 changed files with 548 additions and 335 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.claude/settings.local.json
+87
View File
@@ -0,0 +1,87 @@
{
"permissions": {
"allow": [
"Skill(update-config)",
"Bash(echo '{\"tool_name\":\"Edit\",\"tool_input\":{\"file_path\":\"D:\\\\\\\\python\\\\\\\\xmtdx\\\\\\\\src\\\\\\\\xmtdx\\\\\\\\__init__.py\"}}')",
"Bash(python -c \"import sys,json,subprocess;d=json.load\\(sys.stdin\\);f=d.get\\('tool_input',{}\\).get\\('file_path',''\\);exec\\('' if not f.endswith\\(\\\\\\\\'.py\\\\\\\\'\\) else 'subprocess.run\\([\\\\\\\\'ruff\\\\\\\\',\\\\\\\\'check\\\\\\\\',\\\\\\\\'--fix\\\\\\\\',f],capture_output=True\\);subprocess.run\\([\\\\\\\\'ruff\\\\\\\\',\\\\\\\\'format\\\\\\\\',f],capture_output=True\\)'\\);print\\(f'done: {f}'\\)\")",
"Bash(python *)",
"Bash(ruff check *)",
"Bash(git add *)",
"Bash(git commit *)",
"Bash(git push *)",
"mcp__zread__get_repo_structure",
"Bash(pip install *)",
"mcp__web-reader__webReader",
"Bash(python3 *)",
"Bash(where mypy *)",
"Bash(pip list *)",
"Bash(uv run *)",
"Bash(git stash *)",
"Bash(dir /s /b src\\\\xmtdx)",
"Bash(git remote *)",
"Bash(uv --version)",
"Bash(git rm *)",
"mcp__plugin_context7_context7__resolve-library-id",
"mcp__plugin_context7_context7__query-docs",
"Bash(grep -E \"\\\\.py$\")",
"Bash(awk '{added+=$1; deleted+=$2} END {print \"+\" added \" -\" deleted}')",
"Bash(find D:/python/easty_tdx/examples/1[1-7]* -name \"*.py\")",
"Bash(easy-tdx ping *)",
"Bash(easy-tdx version *)",
"Bash(easy-tdx kline *)",
"Bash(easy-tdx quote *)",
"Bash(easy-tdx tick *)",
"Bash(easy-tdx transaction *)",
"Bash(easy-tdx auction *)",
"Bash(easy-tdx quote-list *)",
"Bash(easy-tdx board-list *)",
"Bash(easy-tdx board-members *)",
"Bash(easy-tdx belong-board *)",
"Bash(easy-tdx capital-flow *)",
"Bash(echo \"EXIT CODE: $?\")",
"Bash(easy-tdx unusual *)",
"Bash(easy-tdx market-stat *)",
"Bash(easy-tdx server-info *)",
"Bash(easy-tdx symbol-info *)",
"Bash(easy-tdx ex *)",
"WebSearch",
"mcp__zread__search_doc",
"mcp__zread__read_file",
"Bash(git status *)",
"Bash(pip show *)",
"Bash(git tag *)",
"Bash(twine upload *)",
"Bash(pip index *)",
"Bash(curl -s https://pypi.org/pypi/easy-tdx/json)",
"Bash(curl -sI \"https://files.pythonhosted.org/packages/py3/e/easy-tdx/easy_tdx-1.2.0-py3-none-any.whl\")",
"Bash(gh run *)",
"Bash(easy-tdx *)",
"mcp__web-search-prime__web_search_prime",
"mcp__plugin_compound-engineering_context7__resolve-library-id",
"mcp__plugin_compound-engineering_context7__query-docs",
"Bash(pip uninstall *)",
"Bash(xargs grep -l \"Command\\\\|Request\\\\|Response\")",
"Bash(quotes/stock_xdxr_info.go)",
"Bash(mypy src/)",
"Bash(ruff format *)",
"mcp__plugin_episodic-memory_episodic-memory__search",
"Bash(echo \"FK/\")",
"Bash(git pull *)",
"mcp__playwright__browser_navigate",
"mcp__playwright__browser_snapshot",
"Bash(gh auth *)",
"Bash(rm -rf easy_tdx.wiki)",
"Bash(gh repo *)",
"Bash(gh api *)",
"Bash(mypy src/easy_tdx/backtest/types.py)",
"Bash(mypy tests/unit/test_backtest_types.py)",
"Bash(mypy src/easy_tdx/backtest/types.py tests/unit/test_backtest_types.py)",
"Bash(mypy *)",
"Bash(git diff *)",
"Bash(echo \"exit: $?\")",
"Bash(where easy-tdx *)",
"mcp__zai-mcp-server__analyze_image",
"Bash(git ls-remote *)"
]
}
}
pyproject.toml
+9
View File
@@ -23,6 +23,15 @@ packages = ["src/easy_tdx"]
strict = true
python_version = "3.10"
[[tool.mypy.overrides]]
module = ["pandas", "tabulate", "matplotlib", "matplotlib.*"]
ignore_missing_imports = true
[[tool.mypy.overrides]]
module = "easy_tdx.MyTT"
disallow_untyped_defs = false
disallow_untyped_calls = false
[tool.ruff]
target-version = "py310"
line-length = 100
src/easy_tdx/MyTT.py
+4 -3
View File
@@ -4,7 +4,8 @@
# V2.1 2021-6-6 新增 BARSLAST函数 SLOPE,FORCAST线性回归预测函数
# V2.3 2021-6-13 新增 TRIX,DPO,BRAR,DMA,MTM,MASS,ROC,VR,ASI等指标
# V2.4 2021-6-27 新增 EXPMA,OBV,MFI指标, 改进SMA核心函数(核心函数彻底无循环)
# V2.7 2021-11-21 修正 SLOPE,BARSLAST,函数,新加FILTER,LONGCROSS, 感谢qzhjiang对SLOPE,SMA等函数的指正
# V2.7 2021-11-21 修正 SLOPE,BARSLAST,函数,新加FILTER,LONGCROSS,
# 感谢qzhjiang对SLOPE,SMA等函数的指正
# V2.8 2021-11-23 修正 FORCAST,WMA函数,欢迎qzhjiang,stanene,bcq加入社群，一起来完善myTT库
# V2.9 2021-11-29 新增 HHVBARS,LLVBARS,CONST, VALUEWHEN功能函数
# V2.92 2021-11-30 新增 BARSSINCEN函数,现在可以 pip install MyTT 完成安装
@@ -128,7 +129,7 @@ def WMA(S, N): # 通达信S序列的N日加权移动平均 Yn = (1*X1+2*X2+3*X3
def DMA(S, A): # 求S的动态移动平均，A作平滑因子,必须 0<A<1 (此为核心函数，非指标）
if isinstance(A, (int, float)):
if isinstance(A, int | float):
return pd.Series(S).ewm(alpha=A, adjust=False).mean().values
A = np.array(A)
A[np.isnan(A)] = 1.0
@@ -164,7 +165,7 @@ def LAST(S, A, B): # 从前A日到前B日一直满足S_BOOL条件, 要求A>B &
)
# ------------------ 1级：应用层函数(通过0级核心函数实现）使用方法请参考通达信--------------------------------
# -- 1级：应用层函数(通过0级核心函数实现）使用方法请参考通达信 --------------------
def COUNT(S, N): # COUNT(CLOSE>O, N): 最近N天满足S_BOO的天数 True的天数
return SUM(S, N)
src/easy_tdx/backtest/cli.py
+8 -9
View File
@@ -79,14 +79,13 @@ def backtest(
# 1. 加载策略（单策略 or 多因子组合）
is_combo = combo_strategies is not None
strategy = None
if is_combo:
strategy = _load_combo_strategies(combo_strategies)
assert combo_strategies is not None # narrowed by is_combo
combo_classes = _load_combo_strategies(combo_strategies)
else:
strategy = _load_strategy(strategy_str, strategy_file)
if strategy is None:
strategy_cls = _load_strategy(strategy_str, strategy_file)
if strategy_cls is None:
click.echo("错误: 必须指定 --strategy-file / --combo-strategies / --strategy", err=True)
raise SystemExit(1)
@@ -111,21 +110,21 @@ def backtest(
if is_combo:
from ..backtest.combo import CombinationRunner
assert strategy is not None # for type checker
runner = CombinationRunner(
strategy_classes=strategy,
strategy_classes=combo_classes,
df=df,
cash=cash,
commission=commission,
execution=execution,
)
result = runner.run_combination(
indices=list(range(len(strategy))),
indices=list(range(len(combo_classes))),
mode=combo_mode.upper(),
)
else:
assert strategy_cls is not None # guarded above by SystemExit
engine = BacktestEngine(
strategy=strategy,
strategy=strategy_cls,
cash=cash,
commission=commission,
execution=execution,
src/easy_tdx/backtest/combo.py
+9 -4
View File
@@ -39,6 +39,11 @@ NDArray = np.ndarray
BoolArray = npt.NDArray[np.bool_]
def bool_array(x: Any) -> BoolArray:
"""Ensure the result is a BoolArray (not a scalar bool_)."""
return np.asarray(x, dtype=np.bool_)
# ── 数据结构 ────────────────────────────────────────────────────────────────
@@ -200,15 +205,15 @@ def combine_masks(
sell_stack = np.stack(sell_arrays)
if mode == "AND":
return np.all(buy_stack, axis=0), np.all(sell_stack, axis=0)
return bool_array(np.all(buy_stack, axis=0)), bool_array(np.all(sell_stack, axis=0))
elif mode == "OR":
return np.any(buy_stack, axis=0), np.any(sell_stack, axis=0)
return bool_array(np.any(buy_stack, axis=0)), bool_array(np.any(sell_stack, axis=0))
elif mode == "MAJORITY":
n_factors = len(signals_list)
threshold = n_factors / 2
return (
np.sum(buy_stack, axis=0) > threshold,
np.sum(sell_stack, axis=0) > threshold,
bool_array(np.sum(buy_stack, axis=0) > threshold),
bool_array(np.sum(sell_stack, axis=0) > threshold),
)
else:
raise ValueError(f"不支持的合并模式: {mode!r}（可选: AND, OR, MAJORITY）")
src/easy_tdx/chanlun/analyser.py
+6 -5
View File
@@ -8,6 +8,7 @@ K线合并 → 分型识别 → 笔计算 → 中枢计算 → 线段 → 买卖
from __future__ import annotations
from dataclasses import dataclass, field
from typing import Any
import pandas as pd
@@ -38,10 +39,10 @@ def _df_to_klines(df: pd.DataFrame) -> list[Kline]:
Kline(
index=i,
date=dt,
open=float(row.open),
close=float(row.close),
high=float(row.high),
low=float(row.low),
open=float(row.open), # type: ignore[arg-type]
close=float(row.close), # type: ignore[arg-type]
high=float(row.high), # type: ignore[arg-type]
low=float(row.low), # type: ignore[arg-type]
amount=float(vol),
)
)
@@ -64,7 +65,7 @@ class ChanlunResult:
bcs: list[BC] = field(default_factory=list)
macd: dict[str, list[float]] = field(default_factory=dict)
def to_dict(self) -> dict:
def to_dict(self) -> dict[str, Any]:
"""将结果转为可序列化的字典（用于 JSON 输出）。"""
return {
"code": self.code,
src/easy_tdx/chanlun/beichi.py
+2 -2
View File
@@ -9,7 +9,7 @@
from __future__ import annotations
from easy_tdx.chanlun.config import ChanlunConfig
from easy_tdx.chanlun.types import BC, BI, ZS, BCType
from easy_tdx.chanlun.types import BC, BI, XD, ZS, BCType
def check_bi_beichi(
@@ -165,7 +165,7 @@ def _check_qs_beichi(bis: list[BI], zss: list[ZS]) -> list[BC]:
return bcs
def _calc_bi_force(bi: BI) -> float:
def _calc_bi_force(bi: BI | XD) -> float:
"""计算笔的力度（简化：用幅度表示）。
真正的力度应用 MACD 面积，这里用幅度作为简化替代。
src/easy_tdx/cli/cmd_chanlun.py
+2 -1
View File
@@ -3,6 +3,7 @@
from __future__ import annotations
import json
from typing import Any
import click
@@ -65,7 +66,7 @@ def chanlun(
click.echo(json.dumps(result_dict, ensure_ascii=False))
def _print_table(result: dict) -> None:
def _print_table(result: dict[str, Any]) -> None:
"""以表格形式输出缠论分析结果。"""
click.echo(f"标的: {result['code']} 周期: {result['frequency']}")
click.echo(f"原始K线: {result['kline_count']} 缠论K线: {result['ckline_count']}")
src/easy_tdx/cli/cmd_ex.py
+2 -1
View File
@@ -57,7 +57,8 @@ def kline(
mkt = parse_ex_market(market)
with get_mac_ex_client() as client:
df = client.goods_kline(
mkt, code,
mkt,
code,
period=parse_period(period),
start=start,
count=count,
src/easy_tdx/cli/cmd_offline.py
+3 -2
View File
@@ -493,8 +493,9 @@ def _fetch_all_daily_bars(
Returns:
SecurityBar 列表（按日期升序）。
"""
from ..models.enums import KlineCategory
from ..models.enums import KlineCategory, Market
mkt = Market(market)
fetch_fn = client.get_index_bars if is_index else client.get_security_bars
all_bars: list[SecurityBar] = []
@@ -503,7 +504,7 @@ def _fetch_all_daily_bars(
max_pages = 50 if need_full else 1 # 50 页 = 40000 条，足够覆盖 A 股全部历史
for _ in range(max_pages):
df = fetch_fn(market, code, KlineCategory.DAY, start, page_size)
df = fetch_fn(mkt, code, KlineCategory.DAY, start, page_size)
if df.empty:
break
all_bars.extend(_df_to_bars(df))
src/easy_tdx/client.py
+8 -1
View File
@@ -32,7 +32,14 @@ from .commands.security_list import GetSecurityListCmd
from .commands.security_quotes import GetSecurityQuotesCmd
from .commands.transaction import GetHistoryTransactionDataCmd, GetTransactionDataCmd
from .commands.xdxr_info import GetXdxrInfoCmd
from .config import get_best_host, get_calc_hosts, get_known_hosts, get_port, get_timeout, save_best_host
from .config import (
get_best_host,
get_calc_hosts,
get_known_hosts,
get_port,
get_timeout,
save_best_host,
)
from .exceptions import TdxConnectionError
from .models.bar import SecurityBar
from .models.enums import KlineCategory, Market
src/easy_tdx/codec/block.py
+4 -2
View File
@@ -56,12 +56,14 @@ def parse_block_dat(data: bytes, filename: str = "") -> list["TdxBlock"]:
if code:
codes.append(code)
results.append(TdxBlock(
results.append(
TdxBlock(
name=name,
category=category,
count=stock_count,
codes=codes,
))
)
)
# 跳过整个 2813 字节的记录块
pos += 2813
src/easy_tdx/codec/datetime_.py
+2 -7
View File
@@ -7,13 +7,10 @@
日线及以上（其余 category）：4 字节 YYYYMMDD 整数
"""
from .._binary import unpack_from
def get_datetime_minute(
data: bytes | bytearray, pos: int
) -> tuple[int, int, int, int, int, int]:
def get_datetime_minute(data: bytes | bytearray, pos: int) -> tuple[int, int, int, int, int, int]:
"""解析分钟级时间戳（4 字节）。
Returns:
@@ -28,9 +25,7 @@ def get_datetime_minute(
return year, month, day, hour, minute, pos + 4
def get_datetime_day(
data: bytes | bytearray, pos: int
) -> tuple[int, int, int, int]:
def get_datetime_day(data: bytes | bytearray, pos: int) -> tuple[int, int, int, int]:
"""解析日期（4 字节 YYYYMMDD）。
Returns:
src/easy_tdx/codec/industry.py
+1
View File
@@ -1,5 +1,6 @@
"""通达信行业配置文件 (tdxhy.cfg) 解析器。"""
def parse_tdxhy_cfg(content: bytes) -> dict[str, tuple[str, str]]:
"""解析 tdxhy.cfg 字节内容。
src/easy_tdx/codec/volume.py
-1
View File
@@ -9,7 +9,6 @@
警告：此函数专为成交量设计，不可用于价格字段（pytdx Bug #3）。
"""
from .._binary import unpack_from
src/easy_tdx/commands/company_info.py
+12 -6
View File
@@ -39,12 +39,14 @@ class GetCompanyInfoCategoryCmd(BaseCommand[list[CompanyInfoCategory]]):
raw = b[:nul] if nul != -1 else b
return raw.decode("gbk", errors="replace")
results.append(CompanyInfoCategory(
results.append(
CompanyInfoCategory(
name=_decode(name_b),
filename=_decode(filename_b),
start=start,
length=length,
))
)
)
return results
@@ -52,9 +54,7 @@ class GetCompanyInfoCategoryCmd(BaseCommand[list[CompanyInfoCategory]]):
class GetCompanyInfoContentCmd(BaseCommand[str]):
"""按文件名、偏移、长度读取公司信息文本（GBK 编码）。"""
def __init__(
self, market: Market, code: str, filename: str, offset: int, length: int
) -> None:
def __init__(self, market: Market, code: str, filename: str, offset: int, length: int) -> None:
self.market = market
self.code = code.encode("utf-8")
self.filename = filename.encode("gbk")
@@ -66,7 +66,13 @@ class GetCompanyInfoContentCmd(BaseCommand[str]):
header = bytes.fromhex("0c07109c0001680068 00d002".replace(" ", ""))
return header + struct.pack(
"<H6sH80sIII",
int(self.market), self.code, 0, fname_padded, self.offset, self.length, 0,
int(self.market),
self.code,
0,
fname_padded,
self.offset,
self.length,
0,
)
def parse_response(self, body: bytes) -> str:
src/easy_tdx/commands/finance_info.py
+34 -8
View File
@@ -31,15 +31,41 @@ class GetFinanceInfoCmd(BaseCommand[FinanceInfo]):
fields = struct.unpack(_FIN_FMT, slice_bytes(body, pos, _FIN_SIZE, "finance_info body"))
(
liutong_guben, province, industry, updated_date, ipo_date,
zong_guben, guojia_gu, faqiren_faren_gu, faren_gu, b_gu, h_gu, zhigong_gu,
zong_zichan, liudong_zichan, guding_zichan, wuxing_zichan,
liutong_guben,
province,
industry,
updated_date,
ipo_date,
zong_guben,
guojia_gu,
faqiren_faren_gu,
faren_gu,
b_gu,
h_gu,
zhigong_gu,
zong_zichan,
liudong_zichan,
guding_zichan,
wuxing_zichan,
gudong_renshu,
liudong_fuzhai, changqi_fuzhai, ziben_gongjijin, jing_zichan,
zhuying_shouru, zhuying_lirun, yingshou_zhangkuan, yingye_lirun,
touzi_shouyu, jingying_xianjinliu, zong_xianjinliu,
cunhuo, lirun_zonghe, shuihou_lirun, jing_lirun, weifen_lirun,
meigujing_zichan, reserve2,
liudong_fuzhai,
changqi_fuzhai,
ziben_gongjijin,
jing_zichan,
zhuying_shouru,
zhuying_lirun,
yingshou_zhangkuan,
yingye_lirun,
touzi_shouyu,
jingying_xianjinliu,
zong_xianjinliu,
cunhuo,
lirun_zonghe,
shuihou_lirun,
jing_lirun,
weifen_lirun,
meigujing_zichan,
reserve2,
) = fields
_SCALE = 10000.0 # 财务数据单位：万元/万股
src/easy_tdx/commands/fund_flow.py
+7 -3
View File
@@ -59,8 +59,11 @@ class GetHistoryFundFlowCmd(BaseCommand[list[HistoricalFundFlow]]):
month = (raw_date // 100) % 100
day = raw_date % 100
results.append(HistoricalFundFlow(
year=year, month=month, day=day,
results.append(
HistoricalFundFlow(
year=year,
month=month,
day=day,
super_in=_decode_volume(raw_data[1]),
large_in=_decode_volume(raw_data[2]),
medium_in=_decode_volume(raw_data[3]),
@@ -69,7 +72,8 @@ class GetHistoryFundFlowCmd(BaseCommand[list[HistoricalFundFlow]]):
large_out=_decode_volume(raw_data[6]),
medium_out=_decode_volume(raw_data[7]),
small_out=_decode_volume(raw_data[8]),
))
)
)
pos += 36
return results
src/easy_tdx/commands/setup.py
+1 -4
View File
@@ -9,10 +9,7 @@ from typing import Final
SETUP_CMD1: Final[bytes] = bytes.fromhex("0c0218930001030003000d0001")
SETUP_CMD2: Final[bytes] = bytes.fromhex("0c0218940001030003000d0002")
SETUP_CMD3: Final[bytes] = bytes.fromhex(
"0c031899000120002000db0f"
"d5d0c9ccd6a4a8af0000008f"
"c22540130000d500c9ccbdf0"
"d7ea00000002"
"0c031899000120002000db0fd5d0c9ccd6a4a8af0000008fc22540130000d500c9ccbdf0d7ea00000002"
)
SETUP_COMMANDS: Final[tuple[bytes, ...]] = (SETUP_CMD1, SETUP_CMD2, SETUP_CMD3)
src/easy_tdx/commands/transaction.py
+23 -15
View File
@@ -26,8 +26,6 @@ class GetTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
header = bytes.fromhex("0c170801010 10e000e00c50f".replace(" ", ""))
return header + struct.pack("<H6sHH", int(self.market), self.code, self.start, self.count)
def parse_response(self, body: bytes) -> list[TransactionRecord]:
return _parse_transaction_body(body)
@@ -35,9 +33,7 @@ class GetTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
class GetHistoryTransactionDataCmd(BaseCommand[list[TransactionRecord]]):
"""获取历史某日逐笔成交（date 格式 YYYYMMDD，分页）。"""
def __init__(
self, market: Market, code: str, date: int, start: int, count: int = 800
) -> None:
def __init__(self, market: Market, code: str, date: int, start: int, count: int = 800) -> None:
self.market = market
self.code = code.encode("utf-8")
self.date = date
@@ -72,11 +68,17 @@ def _parse_transaction_body(body: bytes) -> list[TransactionRecord]:
buyorsell, pos = get_price(body, pos)
unknown_last, pos = get_price(body, pos) # Bug #4 修复：不再丢弃
last_price += price_diff
records.append(TransactionRecord(
hour=hour, minute=minute,
price=last_price / 100.0, vol=vol, buyorsell=buyorsell,
unknown_last=unknown_last, _raw=body[record_start:pos],
))
records.append(
TransactionRecord(
hour=hour,
minute=minute,
price=last_price / 100.0,
vol=vol,
buyorsell=buyorsell,
unknown_last=unknown_last,
_raw=body[record_start:pos],
)
)
return records
@@ -96,10 +98,16 @@ def _parse_history_transaction_body(body: bytes) -> list[TransactionRecord]:
buyorsell, pos = get_price(body, pos) # 历史无 num_orders
unknown_last, pos = get_price(body, pos)
last_price += price_diff
records.append(TransactionRecord(
hour=hour, minute=minute,
price=last_price / 100.0, vol=vol, buyorsell=buyorsell,
unknown_last=unknown_last, _raw=body[record_start:pos],
))
records.append(
TransactionRecord(
hour=hour,
minute=minute,
price=last_price / 100.0,
vol=vol,
buyorsell=buyorsell,
unknown_last=unknown_last,
_raw=body[record_start:pos],
)
)
return records
src/easy_tdx/config.py
+12 -12
View File
@@ -27,7 +27,7 @@ import json
import os
from datetime import datetime
from pathlib import Path
from typing import Any
from typing import Any, cast
_CONFIG_DIR = Path(os.environ.get("EASY_TDX_CONFIG_DIR", str(Path.home() / ".easy_tdx")))
_CONFIG_FILE = _CONFIG_DIR / "config.json"
@@ -137,7 +137,7 @@ _FALLBACK_TIMEOUT = 15.0
def _load() -> dict[str, Any]:
try:
if _CONFIG_FILE.exists():
return json.loads(_CONFIG_FILE.read_text("utf-8"))
return cast(dict[str, Any], json.loads(_CONFIG_FILE.read_text("utf-8")))
except Exception:
pass
return {}
@@ -161,7 +161,7 @@ def get_best_host() -> str:
if env:
return env
cfg = _load()
return cfg.get("best_host", _FALLBACK_HOSTS[0])
return cast(str, cfg.get("best_host", _FALLBACK_HOSTS[0]))
def get_known_hosts() -> list[str]:
@@ -170,25 +170,25 @@ def get_known_hosts() -> list[str]:
if env:
return [h.strip() for h in env.split(",") if h.strip()]
cfg = _load()
return cfg.get("known_hosts", list(_FALLBACK_HOSTS))
return cast(list[str], cfg.get("known_hosts", list(_FALLBACK_HOSTS)))
def get_calc_hosts() -> list[str]:
"""返回计算服务器列表。"""
cfg = _load()
return cfg.get("calc_hosts", list(_FALLBACK_CALC_HOSTS))
return cast(list[str], cfg.get("calc_hosts", list(_FALLBACK_CALC_HOSTS)))
def get_mac_hosts() -> list[str]:
"""返回 MAC 行情服务器列表。"""
cfg = _load()
return cfg.get("mac_hosts", list(_FALLBACK_MAC_HOSTS))
return cast(list[str], cfg.get("mac_hosts", list(_FALLBACK_MAC_HOSTS)))
def get_ex_hosts() -> list[str]:
"""返回扩展行情服务器列表。"""
cfg = _load()
return cfg.get("ex_hosts", list(_FALLBACK_EX_HOSTS))
return cast(list[str], cfg.get("ex_hosts", list(_FALLBACK_EX_HOSTS)))
def get_best_ex_host() -> str:
@@ -197,13 +197,13 @@ def get_best_ex_host() -> str:
if env:
return env
cfg = _load()
return cfg.get("best_ex_host", _FALLBACK_EX_HOSTS[0])
return cast(str, cfg.get("best_ex_host", _FALLBACK_EX_HOSTS[0]))
def get_mac_ex_hosts() -> list[str]:
"""返回 MAC 协议扩展行情服务器列表。"""
cfg = _load()
return cfg.get("mac_ex_hosts", list(_FALLBACK_MAC_EX_HOSTS))
return cast(list[str], cfg.get("mac_ex_hosts", list(_FALLBACK_MAC_EX_HOSTS)))
def get_best_mac_ex_host() -> str:
@@ -212,7 +212,7 @@ def get_best_mac_ex_host() -> str:
if env:
return env
cfg = _load()
return cfg.get("best_mac_ex_host", _FALLBACK_MAC_EX_HOSTS[0])
return cast(str, cfg.get("best_mac_ex_host", _FALLBACK_MAC_EX_HOSTS[0]))
def get_port() -> int:
@@ -221,7 +221,7 @@ def get_port() -> int:
if env:
return int(env)
cfg = _load()
return cfg.get("port", _FALLBACK_PORT)
return cast(int, cfg.get("port", _FALLBACK_PORT))
def get_timeout() -> float:
@@ -230,7 +230,7 @@ def get_timeout() -> float:
if env:
return float(env)
cfg = _load()
return cfg.get("timeout", _FALLBACK_TIMEOUT)
return cast(float, cfg.get("timeout", _FALLBACK_TIMEOUT))
# ---------------------------------------------------------------------------
src/easy_tdx/ex/commands/login.py
+4 -2
View File
@@ -12,7 +12,8 @@ _MSG_ID = 0x2454
_HEAD_FLAG = 0x01
# 80 字节 Login body，来自 opentdx 参考实现，已通过实际测试验证。
_LOGIN_BODY = bytes(bytearray.fromhex(
_LOGIN_BODY = bytes(
bytearray.fromhex(
"e5bb1c2fafe52594"
"1f32c6e5d53dfb41"
"5b734cc9cdbf0ac9"
@@ -23,7 +24,8 @@ _LOGIN_BODY = bytes(bytearray.fromhex(
"1f32c6e5d53dfb41"
"a9325ac935dc0837"
"335a16e4ce17c1bb"
))
)
)
# EX 协议帧头格式: head_flag(1B) + customize(4B) + version(1B) + zipsize(2B) + unzipsize(2B)
_EX_HEADER_FMT = "<BIBHH"
src/easy_tdx/ex/mac_client.py
+9 -7
View File
@@ -13,18 +13,18 @@ import pandas as pd
from .._df import _to_df
from ..commands.base import BaseCommand
from ..config import get_best_mac_ex_host, get_mac_ex_hosts, save_best_mac_ex_host
from ..exceptions import TdxConnectionError
from .commands.login import MacExLoginCmd
from .commands.get_instrument_count import GetExInstrumentCountCmd
from .commands.get_instrument_info import GetExInstrumentInfoCmd
from ..mac.commands.chart_sampling import ChartSamplingCmd
from ..mac.commands.symbol_bar import SymbolBarCmd
from ..mac.commands.symbol_quotes import SymbolQuotesCmd
from ..mac.commands.symbol_tick_chart import SymbolTickChartCmd
from ..mac.commands.symbol_transaction import SymbolTransactionCmd
from ..mac.enums import Adjust, Period, SortOrder, SortType
from ..config import get_best_mac_ex_host, get_mac_ex_hosts, save_best_mac_ex_host
from ..mac.models import MacQuoteField
from .commands.get_instrument_count import GetExInstrumentCountCmd
from .commands.get_instrument_info import GetExInstrumentInfoCmd
from .commands.login import MacExLoginCmd
from .transport.async_ import AsyncExTdxConnection
from .transport.sync import ExTdxConnection, ping_ex_all
@@ -194,7 +194,7 @@ class MacExClient:
return pd.DataFrame()
total = self._execute(GetExInstrumentCountCmd())
page_size = 1000
collected: list = []
collected: list[Any] = []
skipped = 0
pos = offset
while pos < total and len(collected) < count:
@@ -532,7 +532,9 @@ class AsyncMacExClient:
if not self._auto_reconnect:
raise
await self._conn.close()
self._conn = AsyncExTdxConnection(self._host, self._port, self._timeout, mac_ex_mode=True)
self._conn = AsyncExTdxConnection(
self._host, self._port, self._timeout, mac_ex_mode=True
)
await self._conn.connect()
await self._login()
return await self._conn.execute(cmd)
@@ -571,7 +573,7 @@ class AsyncMacExClient:
return pd.DataFrame()
total = await self._execute(GetExInstrumentCountCmd())
page_size = 1000
collected: list = []
collected: list[Any] = []
skipped = 0
pos = offset
while pos < total and len(collected) < count:
src/easy_tdx/ex/transport/async_.py
+1 -2
View File
@@ -5,9 +5,8 @@ from types import TracebackType
from typing import TYPE_CHECKING, TypeVar
from ...codec.frame import HEADER_SIZE, decompress_body, parse_header
from ...config import get_best_ex_host, get_ex_hosts
from ...config import get_best_ex_host
from ...exceptions import TdxConnectionError
from ..models import KNOWN_EX_HOSTS
if TYPE_CHECKING:
from ...commands.base import BaseCommand
src/easy_tdx/ex/transport/sync.py
-1
View File
@@ -10,7 +10,6 @@ from ...codec.frame import HEADER_SIZE, decompress_body, parse_header
from ...config import get_best_ex_host, get_ex_hosts
from ...exceptions import TdxConnectionError
from ..commands.get_instrument_count import GetExInstrumentCountCmd
from ..models import KNOWN_EX_HOSTS
if TYPE_CHECKING:
from ...commands.base import BaseCommand
src/easy_tdx/indicator.py
-1
View File
@@ -6,7 +6,6 @@ import warnings
from collections.abc import Callable
from dataclasses import dataclass
import numpy as np
import pandas as pd
from . import MyTT
src/easy_tdx/mac/client.py
+5 -1
View File
@@ -1189,7 +1189,11 @@ class AsyncMacClient:
fetch_count = max(120 + count, 200)
df = await self.get_stock_kline(
market, code, period=period, count=fetch_count, adjust=adjust,
market,
code,
period=period,
count=fetch_count,
adjust=adjust,
)
if df.empty:
return df
src/easy_tdx/mac/commands/goods_list.py
+4 -1
View File
@@ -59,7 +59,10 @@ class GoodsListCmd(BaseCommand[list[GoodsItem]]):
offset = 2 + i * _RECORD_SIZE
require_bytes(body, offset, _RECORD_SIZE, f"GoodsListCmd record[{i}]")
category, raw_name, u, index, switch, v1, v2, v3, c1, c2 = unpack_from(
_RECORD_FMT, body, offset, f"GoodsListCmd record[{i}]",
_RECORD_FMT,
body,
offset,
f"GoodsListCmd record[{i}]",
)
name = raw_name.decode("gbk", errors="replace").rstrip("\x00")
items.append(
src/easy_tdx/mac/commands/unusual.py
+1 -3
View File
@@ -131,9 +131,7 @@ class UnusualCmd(BaseCommand[list[UnusualItem]]):
desc, value = _describe_unusual(unusual_type, body[offset + 15 : offset + 28])
hour, minute_sec = unpack_from(
"<BH", body, offset + 29, f"unusual time[{i}]"
)
hour, minute_sec = unpack_from("<BH", body, offset + 29, f"unusual time[{i}]")
results.append(
UnusualItem(
src/easy_tdx/models/stats.py
+5 -2
View File
@@ -1,10 +1,12 @@
"""验证市场概况模型。"""
from dataclasses import dataclass
@dataclass
class MarketStat:
"""全市场涨跌统计概况。"""
up_count: int # 上涨家数
down_count: int # 下跌家数
neutral_count: int # 平盘家数
@@ -41,8 +43,9 @@ class FundFlow:
@property
def total_net_inflow(self) -> float:
"""全单净流入。"""
return (self.super_in + self.large_in + self.medium_in + self.small_in) - \
(self.super_out + self.large_out + self.medium_out + self.small_out)
return (self.super_in + self.large_in + self.medium_in + self.small_in) - (
self.super_out + self.large_out + self.medium_out + self.small_out
)
@dataclass
src/easy_tdx/offline/write_daily.py
+1 -1
View File
@@ -69,7 +69,7 @@ def get_last_bar_date(filepath: str | Path) -> int | None:
f.seek(size - _DAILY_FMT.size)
last_record = f.read(_DAILY_FMT.size)
(date_int, *_) = _DAILY_FMT.unpack(last_record)
return date_int
return int(date_int)
def _bar_date_int(bar: SecurityBar) -> int:
src/easy_tdx/offline/write_ex_daily.py
+1 -1
View File
@@ -48,7 +48,7 @@ def get_last_ex_bar_date(filepath: str | Path) -> int | None:
f.seek(size - _EX_DAILY_FMT.size)
last_record = f.read(_EX_DAILY_FMT.size)
(date_int, *_) = _EX_DAILY_FMT.unpack(last_record)
return date_int
return int(date_int)
def _bar_date_int(bar: ExDailyBar) -> int:
src/easy_tdx/transport/sync.py
+8 -1
View File
@@ -8,7 +8,14 @@ from typing import TYPE_CHECKING, TypeVar
from ..codec.frame import HEADER_SIZE, decompress_body, parse_header
from ..commands.setup import SETUP_COMMANDS
from ..config import get_best_host, get_calc_hosts, get_known_hosts, get_mac_hosts, get_port, get_timeout
from ..config import (
get_best_host,
get_calc_hosts,
get_known_hosts,
get_mac_hosts,
get_port,
get_timeout,
)
from ..exceptions import TdxConnectionError
if TYPE_CHECKING:
src/easy_tdx/unified.py
+20 -8
View File
@@ -95,7 +95,7 @@ class UnifiedTdxClient:
def get_stock_quotes(
self,
stocks: list[tuple[int, str]],
fields: object = None,
fields: Any = None,
) -> pd.DataFrame:
return self._ensure_mac().get_stock_quotes(stocks, fields)
@@ -107,7 +107,7 @@ class UnifiedTdxClient:
sort_type: SortType = SortType.CHANGE_PCT,
sort_order: SortOrder = SortOrder.DESC,
exclude_flags: list[FilterType] | None = None,
fields: object = None,
fields: Any = None,
) -> pd.DataFrame:
return self._ensure_mac().get_stock_quotes_list(
category, start, count, sort_type, sort_order, exclude_flags, fields
@@ -136,7 +136,13 @@ class UnifiedTdxClient:
params: dict[str, dict[str, int | float]] | None = None,
) -> pd.DataFrame:
return self._ensure_mac().get_stock_kline_with_indicators(
market, code, indicators, period, count, adjust, params,
market,
code,
indicators,
period,
count,
adjust,
params,
)
def get_tick_chart(
@@ -185,7 +191,7 @@ class UnifiedTdxClient:
count: int = 100000,
sort_type: SortType = SortType.CHANGE_PCT,
sort_order: SortOrder = SortOrder.DESC,
fields: object = None,
fields: Any = None,
exclude_flags: list[FilterType] | None = None,
) -> pd.DataFrame:
return self._ensure_mac().get_board_members(
@@ -378,7 +384,7 @@ class AsyncUnifiedTdxClient:
async def get_stock_quotes(
self,
stocks: list[tuple[int, str]],
fields: object = None,
fields: Any = None,
) -> pd.DataFrame:
mac = await self._ensure_mac()
return await mac.get_stock_quotes(stocks, fields)
@@ -391,7 +397,7 @@ class AsyncUnifiedTdxClient:
sort_type: SortType = SortType.CHANGE_PCT,
sort_order: SortOrder = SortOrder.DESC,
exclude_flags: list[FilterType] | None = None,
fields: object = None,
fields: Any = None,
) -> pd.DataFrame:
mac = await self._ensure_mac()
return await mac.get_stock_quotes_list(
@@ -423,7 +429,13 @@ class AsyncUnifiedTdxClient:
) -> pd.DataFrame:
mac = await self._ensure_mac()
return await mac.get_stock_kline_with_indicators(
market, code, indicators, period, count, adjust, params,
market,
code,
indicators,
period,
count,
adjust,
params,
)
async def get_tick_chart(
@@ -478,7 +490,7 @@ class AsyncUnifiedTdxClient:
count: int = 100000,
sort_type: SortType = SortType.CHANGE_PCT,
sort_order: SortOrder = SortOrder.DESC,
fields: object = None,
fields: Any = None,
exclude_flags: list[FilterType] | None = None,
) -> pd.DataFrame:
mac = await self._ensure_mac()
tests/unit/test_backtest_combo.py
+1
View File
@@ -5,6 +5,7 @@ from __future__ import annotations
import numpy as np
import pandas as pd
import pytest
from easy_tdx import MyTT
from easy_tdx.backtest.strategy import Strategy
tests/unit/test_backtest_engine.py
+2 -4
View File
@@ -318,7 +318,7 @@ def test_position_aware_buy_sell_alternation():
engine = BacktestEngine(PositionAwareStrategy, cash=100000)
result = engine.run(df)
trades = result.trades[result.trades["rejected"] == False]
trades = result.trades[~result.trades["rejected"]]
directions = trades["direction"].tolist()
# Must have both BUYs and SELLs
@@ -339,9 +339,7 @@ def test_position_aware_no_duplicate_buys():
engine = BacktestEngine(PositionAwareStrategy, cash=100000)
result = engine.run(df)
buy_trades = result.trades[
(result.trades["direction"] == "BUY") & (result.trades["rejected"] == False)
]
buy_trades = result.trades[(result.trades["direction"] == "BUY") & (~result.trades["rejected"])]
# Each BUY's size should be reasonable (not tiny leftover from exhausted cash)
if len(buy_trades) > 1:
tests/unit/test_backtest_performance.py
+20 -10
View File
@@ -33,12 +33,14 @@ def _make_equity_curve(n: int = 252, total_return: float = 0.1) -> pd.DataFrame:
drawdown = peak - total
drawdown_pct = np.divide(drawdown, peak, out=np.zeros_like(drawdown), where=(peak != 0))
return pd.DataFrame({
return pd.DataFrame(
{
"datetime": np.arange(n),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
})
}
)
def _make_trades() -> pd.DataFrame:
@@ -48,11 +50,13 @@ def _make_trades() -> pd.DataFrame:
包含 direction, pnl, rejected 的 DataFrame
4 条交易: BUY@100, SELL@105(pnl=500), BUY@95, SELL@90(pnl=-500)
"""
return pd.DataFrame({
return pd.DataFrame(
{
"direction": ["BUY", "SELL", "BUY", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, False, False],
})
}
)
def test_total_return() -> None:
@@ -70,20 +74,24 @@ def test_total_return() -> None:
def test_max_drawdown_never_exceeds_100_pct() -> None:
"""测试最大回撤永远不超过 100%（从峰值的跌幅）。"""
# 模拟先涨 5 倍再腰斩的资金曲线
total = np.concatenate([
total = np.concatenate(
[
np.linspace(100000, 600000, 126), # 涨到 60 万
np.linspace(600000, 300000, 126), # 跌到 30 万
])
]
)
peak = np.maximum.accumulate(total)
drawdown = peak - total
drawdown_pct = np.divide(drawdown, peak, out=np.zeros_like(drawdown), where=(peak != 0))
equity = pd.DataFrame({
equity = pd.DataFrame(
{
"datetime": np.arange(252),
"total": total,
"drawdown": drawdown,
"drawdown_pct": drawdown_pct,
})
}
)
trades = _make_trades()
analyzer = PerformanceAnalyzer(equity, trades)
@@ -287,11 +295,13 @@ def test_rejected_trades() -> None:
equity = _make_equity_curve(n=252, total_return=0.1)
# 创建包含被拒绝交易的记录
trades = pd.DataFrame({
trades = pd.DataFrame(
{
"direction": ["BUY", "SELL", "SELL", "SELL"],
"pnl": [0, 500, 0, -500],
"rejected": [False, False, True, False],
})
}
)
analyzer = PerformanceAnalyzer(equity, trades)
metrics = analyzer.compute()
tests/unit/test_chanlun.py
+2 -2
View File
@@ -19,7 +19,7 @@ def _k(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
a: float = 0.0,
) -> Kline:
"""快速构造 Kline。"""
@@ -40,7 +40,7 @@ def _ck(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
merged_count: int = 1,
direction: str = "",
) -> CLKline:
tests/unit/test_chanlun_phase2.py
+2 -2
View File
@@ -17,7 +17,7 @@ def _k(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
a: float = 0.0,
) -> Kline:
return Kline(
@@ -37,7 +37,7 @@ def _ck(
o: float,
c: float,
h: float,
l: float,
l: float, # noqa: E741
merged_count: int = 1,
direction: str = "",
) -> CLKline:
tests/unit/test_chanlun_phase3.py
+4 -7
View File
@@ -13,7 +13,7 @@ from easy_tdx.chanlun.types import CLKline, Kline
# ── helpers ──────────────────────────────────────────────────────────────
def _k(idx: int, dt: str, o: float, c: float, h: float, l: float, a: float = 0.0) -> Kline:
def _k(idx: int, dt: str, o: float, c: float, h: float, l: float, a: float = 0.0) -> Kline: # noqa: E741
return Kline(
index=idx,
date=datetime.strptime(dt, "%Y-%m-%d"),
@@ -55,9 +55,8 @@ class TestMultiLevel:
def test_multi_level_basic(self) -> None:
"""多级别分析应返回各级别结果。"""
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
from easy_tdx.chanlun.analyser import ChanlunAnalyser
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
df_daily = _make_df(100)
df_30min = _make_df(200)
@@ -77,9 +76,8 @@ class TestMultiLevel:
def test_multi_level_low_level_qs(self) -> None:
"""高级别笔对应的低级别趋势信息。"""
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
from easy_tdx.chanlun.analyser import ChanlunAnalyser
from easy_tdx.chanlun.multi_level import MultiLevelAnalyser
df_daily = _make_df(100)
df_30min = _make_df(200)
@@ -158,9 +156,8 @@ class TestZsd:
def test_zsd_from_xds(self) -> None:
"""线段应能组合为走势段。"""
from easy_tdx.chanlun.zsd import find_zsds
from easy_tdx.chanlun.xd import find_xds
from easy_tdx.chanlun.zsd import find_zsds
cks = [
CLKline(
tests/unit/test_financial_data.py
+1 -3
View File
@@ -61,9 +61,7 @@ class TestParseFinancialDat:
index_entries: list[bytes] = []
for i, (code, market_byte, _) in enumerate(stocks):
index_entries.append(
struct.pack(
index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i]
)
struct.pack(index_fmt, code.encode("ascii"), bytes([market_byte]), offsets[i])
)
return header + b"".join(index_entries) + b"".join(data_chunks)
tests/unit/test_heartbeat.py
+1
View File
@@ -16,6 +16,7 @@ def test_heartbeat_sends_periodically():
# 记录调用次数
call_count = 0
async def mock_execute(cmd):
nonlocal call_count
call_count += 1
tests/unit/test_indicator.py
+5 -3
View File
@@ -8,7 +8,7 @@ import numpy as np
import pandas as pd
import pytest
from easy_tdx.indicator import compute_indicators, list_indicators, _REGISTRY
from easy_tdx.indicator import _REGISTRY, compute_indicators, list_indicators
def _make_ohlcv(n: int = 200, seed: int = 42) -> pd.DataFrame:
@@ -18,7 +18,8 @@ def _make_ohlcv(n: int = 200, seed: int = 42) -> pd.DataFrame:
low = close - np.abs(rng.standard_normal(n))
open_ = low + (high - low) * rng.random(n)
vol = (rng.random(n) * 1e6).astype(float)
return pd.DataFrame({
return pd.DataFrame(
{
"datetime": pd.date_range("2024-01-01", periods=n, freq="D"),
"open": open_,
"high": high,
@@ -26,7 +27,8 @@ def _make_ohlcv(n: int = 200, seed: int = 42) -> pd.DataFrame:
"close": close,
"vol": vol,
"amount": vol * close,
})
}
)
class TestRegistry:
tests/unit/test_protocol_fixes.py
+41 -16
View File
@@ -19,8 +19,20 @@ def test_security_bars_exact_layout():
# Payload: 0x052D, 1 (Market.SH), "600000", 4 (KlineCategory.DAY), 1, 0 (start), 10, 0, 0, 0
expected = struct.pack(
"<HIHHHH6sHHHHIIH",
0x010C, 0x01016408, 0x001C, 0x001C,
0x052D, 1, b"600000", 4, 1, 0, 10, 0, 0, 0
0x010C,
0x01016408,
0x001C,
0x001C,
0x052D,
1,
b"600000",
4,
1,
0,
10,
0,
0,
0,
)
assert req == expected
assert len(req) == 38
@@ -34,8 +46,20 @@ def test_history_fund_flow_exact_layout():
# Payload: 0x052D, 1 (Market.SH), "600000", 22, 1, 0, 10, 0, 0, 0
expected = struct.pack(
"<HIHHHH6sHHHHIIH",
0x010C, 0x01016408, 0x001C, 0x001C,
0x052D, 1, b"600000", 22, 1, 0, 10, 0, 0, 0
0x010C,
0x01016408,
0x001C,
0x001C,
0x052D,
1,
b"600000",
22,
1,
0,
10,
0,
0,
0,
)
assert req == expected
assert len(req) == 38
@@ -120,18 +144,19 @@ def test_compute_price_limits_for_indices():
def test_compute_price_limits_for_newly_listed_stocks():
"""上市初期限价窗口应返回 None。"""
assert compute_price_limits(
Market.SH, "600001", "主板新股", 10.0, listed_days=5
) == (None, None)
assert compute_price_limits(
Market.SH, "600001", "主板新股", 10.0, listed_days=6
) == (11.0, 9.0)
assert compute_price_limits(
Market.BJ, "920002", "北交所新股", 84.36, listed_days=1
) == (None, None)
assert compute_price_limits(
Market.BJ, "920002", "北交所新股", 84.36, listed_days=2
) == (109.67, 59.05)
assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=5) == (
None,
None,
)
assert compute_price_limits(Market.SH, "600001", "主板新股", 10.0, listed_days=6) == (11.0, 9.0)
assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=1) == (
None,
None,
)
assert compute_price_limits(Market.BJ, "920002", "北交所新股", 84.36, listed_days=2) == (
109.67,
59.05,
)
def test_history_fund_flow_uses_uint32_volume_words():
tests/unit/test_screen.py
+1 -1
View File
@@ -10,6 +10,7 @@ from unittest.mock import MagicMock, patch
import pandas as pd
import pytest
from easy_tdx.models.bar import SecurityBar
# ── 辅助：构造 SecurityBar ────────────────────────────────────────────────
@@ -300,7 +301,6 @@ class TestScanOne:
scanner._cash = 100000.0
scanner._commission = 0.0003
bars = _make_bars(100)
with patch.object(scanner, "_scan_one") as mock_scan:
# 不产生信号时返回 None
mock_scan.return_value = None
tests/unit/test_sync_transport.py
+4 -1
View File
@@ -26,10 +26,13 @@ def test_sync_connection_closes_socket_when_setup_fails() -> None:
sock = _FakeSocket()
conn = TdxConnection("127.0.0.1", port=7709, timeout=0.2)
with patch("easy_tdx.transport.sync.socket.socket", return_value=sock), patch.object(
with (
patch("easy_tdx.transport.sync.socket.socket", return_value=sock),
patch.object(
TdxConnection,
"_send_setup",
side_effect=TdxConnectionError("setup failed"),
),
):
try:
conn.connect()