Commit Graph
4 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
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
Justin Gu 5691bb8432 refactor: screen() reuses run_combination(), single runner across combo sizes
- screen() now calls run_combination() internally, eliminating duplicated
  signal extraction/combination logic
- _run_combo_screen creates one CombinationRunner before the size loop,
  so signal cache is reused across 2-factor and 3-factor screens
- Add MAJORITY(2)=AND note to screen() docstring
2026-06-10 02:13:28 +08:00
Justin Gu 1e99feb7c2 feat: multi-factor combo backtest engine (v1.9.0)
- Add backtest/combo.py: CombinationRunner, extract_factor_signals, combine_masks
- Signal merge modes: AND / OR / MAJORITY (majority default)
- CLI: --combo-strategies and --combo-mode for easy-tdx backtest
- run_all_strategies.py: --combo 2 --combo 3 auto-screen best combos
- Fix MyTT MFI/CR divide-by-zero RuntimeWarning
- 14 new unit tests, 328 total passing
2026-06-10 01:37:28 +08:00