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14 Commits
Author SHA1 Message Date
GitHub 7d6607b0cf docs: add v1.11.0 factor engine implementation plan (13 tasks, TDD) 2026-06-12 19:35:16 +08:00
GitHub 64f8a5e8b6 docs: add quantitative factor engine + portfolio management design spec 2026-06-12 19:27:02 +08:00
GitHubandClaude Opus 4.8 b44636207b release: v1.8.1 - single-source version, batch backtest detail output 
- Consolidate version to pyproject.toml as single source of truth
- __init__.py, cli/__init__.py, docs/conf.py all read dynamically
- run_all_strategies.py now shows best strategy full trade details
- Update README changelog for 1.8.1

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 22:12:27 +08:00
GitHubandClaude Opus 4.8 b5b5d0dc5b release: v1.8.0 - backtest engine with batch strategy comparison 
- Add backtest section to README with CLI usage and run_all_strategies.py demo
- Update all version numbers to 1.8.0 (pyproject.toml, __init__.py, cli/__init__.py, docs/conf.py)
- Fix turtle_breakout strategy: TAQ returns 3 values (UP, MID, DOWN)
- Add run_all_strategies.py batch comparison script
- Update README intro to highlight backtest feature
- Add backtest to CLI command table and architecture tree

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 20:35:38 +08:00
GitHubandClaude Opus 4.8 00b7d75caa docs: add backtest engine usage manual 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 18:37:58 +08:00
GitHubandClaude Opus 4.8 04c2be1d7f fix(backtest): resolve mypy and ruff lint issues 
- dsl.py: use NDArray type annotations, fix None narrowing
- cli.py: add type annotations, fix import sorting
- strategy.py: fix UP038 isinstance, add noqa for I() method name
- tests: fix E712 bool comparison assertions

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 18:21:25 +08:00
GitHubandClaude Opus 4.8 5f14c44791 docs: add backtest engine implementation plan 
10 tasks, TDD approach, covering:
- Core data types (Signal/Trade/Position/BacktestResult)
- Strategy base class with DataProxy and crossover
- OrderSimulator (5 execution modes + reject policy)
- PortfolioTracker (equity curve + drawdown)
- PerformanceAnalyzer (18 metrics)
- BacktestEngine (vectorized execution pipeline)
- DSL skeleton (P1)
- CLI integration with auto data fetch

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 16:25:11 +08:00
GitHubandClaude Opus 4.8 28925063d4 docs: finalize backtest spec with minor clarifications (rev 2.1) 
- DSL identifier rules: letters/digits/underscores
- reduce mode: min(requested, max_affordable) formula
- Chanlun time alignment: nearest K-line <= timestamp
- GridResult/run_many return types documented

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 16:17:02 +08:00
GitHubandClaude Opus 4.8 480e635dcb docs: revise backtest spec per feasibility review (rev 2) 
- DSL requires explicit column references (close/open/high/low)
- Add order_reject_policy: reduce | skip
- Add future_leak_warning for this_close execution
- Add benchmark datetime alignment rules
- Support pre-computed indicator columns via StrategyDataProxy
- Add chanlun_result injection (P0 interface, v2 auto-integration)
- Adjust priorities: DSL→P1, run_many/run_grid→P1, chanlun→P1

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 16:14:05 +08:00
GitHubandClaude Opus 4.8 8d68e9c094 docs: add backtest engine design spec 
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-09 16:05:17 +08:00
Justin Gu 9d906c340c docs: add Sphinx + Read the Docs infrastructure 
- Add .readthedocs.yaml build config (Ubuntu 22.04, Python 3.11)
- Add docs/conf.py with myst-parser for Markdown support
- Add docs/index.md toctree including README and existing docs
- Add docs/readme.md to include root README via myst directive
- Add docs/requirements.txt for Sphinx build dependencies
- Add docs/_build/ to .gitignore
 2026-06-08 03:36:40 +08:00
GitHubandClaude Opus 4.7 4c5817f7b0 feat: add BIAS_SIGNAL indicator (30-day bias with signal lines) 
Add BIAS_SIGNAL indicator derived from TongDaXin's 30-day bias formula.
Outputs BS_X (raw bias), BS_SMA (short signal line), BS_LMA (long signal
line) for trend direction and reversal detection via asymmetric bull/bear
logic.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-28 22:31:17 +08:00
GitHubandClaude Opus 4.7 6b06f9eb40 feat: add ZHUOYAO indicator (multi-period momentum resonance), bump to 1.4.1 
Add 捉妖大师 (ZHUOYAO) indicator to the indicator registry. Outputs
ZY_LONG/ZY_MID/ZY_SHORT/ZY_TREND four lines based on 20/60/120-day
ROC with EMA smoothing for trend resonance detection.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-28 17:49:30 +08:00
GitHubandClaude Opus 4.7 50491f9aae feat!: rename project from xmtdx to easy-tdx 
- Package directory: src/xmtdx/ -> src/easy_tdx/
- Import path: from easy_tdx import ...
- pip install easy-tdx
- Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx)
- Add NOTICE with detailed attribution
- Update all examples, tests, scripts, docs
- Bump version to 1.0.0

BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx`

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
 2026-05-21 23:21:21 +08:00