Commit Graph
4 Commits
Author SHA1 Message Date
Justin Gu 40ae2eba53 release: v1.17.5 — 港股逐笔成交协议路由修复 (issue #14)
MacExClient.goods_transaction 此前对所有扩展市场统一复用 A 股 MAC 协议的
SymbolTransactionCmd(0x122F),但 0x122F 数据源未接入港股,服务器对港股
market 一律返回 39 字节空响应(count=0)。

港股股票类市场(HK_STOCK_MARKETS = {27,31,48,49,71,98})改走 ex 扩展行情
协议:query_date=None → GetExTransactionDataCmd(0x23FC 当日),指定日期 →
GetExHistoryTransactionDataCmd(0x2406 历史)。返回的 ExTransactionRecord
(price 为整数、单位 0.001 HKD)映射为与 A 股 MacTransaction 一致的 schema,
价格 ÷1000 换算为港元浮点,与港股分时图 float 价格对齐。count > 1800 时按
1800/页自动分页。其余扩展市场(美股 / 期货等)保持 MAC 0x122F 路径不变。

新增 src/easy_tdx/ex/_hk_transaction.py(市场判定 + 字段映射 + 自动分页,
同步/异步共用);回归测试 24 例(tests/unit/test_hk_transaction.py)+ 真实
fixture(港股 00700 在 2026-07-03 的 0x2406 响应)。862 单测全绿,ruff /
mypy strict 通过。
2026-07-04 01:29:17 +08:00
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
GitHubandClaude Opus 4.7 4820b4a049 feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline
  with adjustment, tick charts, transactions, boards, capital flow, auction,
  unusual, symbol info, server info)
- Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures)
- Add UnifiedTdxClient auto-routing between A-share and extended markets
- Add `easy-tdx` CLI tool with JSON default output, Agent-friendly
- Add field bitmap protocol for custom quote field selection
- Fix quote-list missing fields (default to BASIC+VOLUME preset)
- Add config.py with centralized host management and auto-discovery
- Add 50+ examples covering all APIs (01-20)
- Rewrite README with CLI-first, Agent-friendly documentation
- Bump version to 1.1.0

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 22:44:45 +08:00