- WeightOptimizer base class with registry (equal, factor_weighted, risk_parity, mean_variance)
- RiskModel with shrinkage covariance estimation and portfolio risk metrics
- RebalanceEngine for multi-period backtesting with commission/slippage
- 20 unit tests covering all components
Co-Authored-By: Claude <noreply@anthropic.com>
FastAPI does not accept redoc_js_url as a constructor param — the old
approach silently ignored it, leaving the default redoc@next CDN URL
(which returns 404). Manually register /redoc with get_redoc_html()
using the fixed v3.0.0-rc.0 bundle URL.
Co-Authored-By: Claude <noreply@anthropic.com>
- get_mac_client() now raises TdxConnectionError (503) when MAC client
is None, matching get_ex_client() behavior. Previously returned None
causing AttributeError (500) on all 12 MAC endpoints.
- _records_to_df_resp() filters out internal _raw: bytes fields from
Ex dataclass models. Previously asdict() included binary protocol
data that is not JSON-serializable and would cause 500 errors.
Co-Authored-By: Claude <noreply@anthropic.com>
Root cause: _market_from_str/_market/_category in routers used bare
MarketEnum[key]/Market[key] without .upper() or try/except, so
lowercase or invalid values (sz, ZZZ) threw uncaught KeyError → 500.
Fix: extract shared convert.py with market_from_str/category_from_str
that do .upper() + ValueError on invalid input. All 4 routers updated.
4 regression tests added for case-insensitive and invalid input.
The typing.cast(AsyncTdxClient, ...) evaluated AsyncTdxClient at
runtime, but the import was gated behind TYPE_CHECKING, causing
NameError in production. Direct import is safe here — web module
already depends on easy_tdx core.
- Add get_board_change_ranking() to MacClient and AsyncMacClient
- Add 'board-change-ranking' CLI command (--type/--date/--days/--top/--asc)
- Calculate N-day price change from board index K-lines directly
- Default to listing all boards; --top N to truncate
- 12 unit tests covering calculation, edges, sorting
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- Add EventBus for async publish/subscribe market events
- Add MarketEvent dataclass with tick/bar/signal/error types
- Add RealtimeStrategy base class with on_tick/on_bar callbacks
- Add emit_signal() for strategy-to-engine signal publishing
- Support per-symbol and global subscriptions
- API skeleton: transport-level subscription TBD
- Add 10 tests covering events, bus, and strategy
- Create type stub file for 50+ MyTT indicator functions
- Covers all 31 functions used in the project + common utilities
- Remove mypy disallow_untyped_defs/calls override for MyTT
- MyTT now covered by strict mypy via .pyi stubs
- Store previous DataFrame in ChanlunAnalyser after process_klines
- Add append_klines(df_new) to concatenate and recompute
- Handles datetime deduplication automatically
- Raises RuntimeError if called before initial process_klines
- Add 2 tests: append + recompute, error without init
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