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#31: RebalanceEngine 缺失价格导致净值假崩塌 已持仓标的当日缺 K 线（停牌/日历错位）时 prices.get(code,0)=0， 持仓市值记 0 → 净值单日暴跌（159915 在 20210208 缺一天，持仓 ~93%， 净值 1.1M→91,845，全期最大回撤 -92%）。 修复：last_known_price forward-fill，缺失日沿用最近已知收盘价。 附带：_compute_performance 最大回撤改正值口径（与 BacktestEngine 一致）。 验证：真实 ETF 数据 max_drawdown 24.01%（backtrader 基准 27%）， total_return 220.56% 不变。 #30: PortfolioTracker 交易静默漏单 apply_trades 用 trade.datetime 作 dict key、df["datetime"].to_numpy()[i] 查找；两端类型不一致（int vs datetime64）时永不命中，交易被静默丢弃， 净值恒定（total_return=0 但 trades 表有 PnL）。 修复：改为按"位置索引"匹配（归一化 datetime 后查位置），类型无关。 验证：int-trade+datetime64-df 修复前净值=100000（恒定），修复后=100289。 测试：新增 4 回归测试（未修复代码上均失败，修复后通过）； 全套 936 passed；mypy 改动文件零错误；ruff 全绿。
86 lines
2.7 KiB
TOML
86 lines
2.7 KiB
TOML
[build-system]
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requires = ["hatchling"]
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build-backend = "hatchling.build"
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[project]
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name = "easy-tdx"
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version = "1.20.3"
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description = "通达信 TCP 协议行情数据客户端，支持在线行情、离线数据读取与写入同步"
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readme = "README.md"
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requires-python = ">=3.10"
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dependencies = ["pandas>=2.0,<3", "tzdata>=2024.1", "click>=8.0,<9"]
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[project.scripts]
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easy-tdx = "easy_tdx.cli:cli" # cli/__init__.py exposes the click group
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[project.optional-dependencies]
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dev = ["pytest>=8.0", "pytest-asyncio>=0.23", "pytest-cov", "mypy>=1.9", "ruff>=0.4", "scipy>=1.10,<1.16", "httpx>=0.27"]
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science = ["scipy>=1.10,<1.16"]
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web = ["fastapi>=0.110,<1", "uvicorn[standard]>=0.29"]
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# 打包成桌面 EXE 用：系统托盘（pystray）+ 图标生成（Pillow）。
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# 仅 PyInstaller 打包态需要，开发态 ``pip install -e .[web]`` 不强制装。
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packaging = ["pystray>=0.19", "Pillow>=10.0"]
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[tool.hatch.build]
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# 前端 dist 是构建产物（在 .gitignore 里），hatchling 默认不打包。
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# artifacts 让它被 sdist 和 wheel 都强制包含。
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artifacts = [
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"web-ui/dist/",
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]
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[tool.hatch.build.targets.wheel]
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packages = ["src/easy_tdx"]
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# 前端 dist 映射到包内 easy_tdx/web/dist/。CI（ci.yml）、publish（publish.yml）
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# 和 release（release.yml）都会在 pip install / build 前先 npm run build。
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force-include = { "web-ui/dist" = "easy_tdx/web/dist" }
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[tool.mypy]
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strict = true
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python_version = "3.12"
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# 跳过未跟踪的本地脚本（依赖外部 unified_config/sqlalchemy/requests，不属于库）
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exclude = ["src/easy_tdx/exchange_margin\\.py"]
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[[tool.mypy.overrides]]
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module = ["pandas", "tabulate", "matplotlib", "matplotlib.*"]
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ignore_missing_imports = true
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[[tool.mypy.overrides]]
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module = "easy_tdx.MyTT"
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# Type stubs provided via MyTT.pyi — keep strict checks enabled
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[[tool.mypy.overrides]]
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module = ["fastapi.*", "uvicorn.*", "pydantic.*"]
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ignore_missing_imports = true
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[[tool.mypy.overrides]]
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# pystray / Pillow 无 type stubs；tray.py 已用 type: ignore 兜底关键调用
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module = ["pystray", "pystray.*", "PIL", "PIL.*"]
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ignore_missing_imports = true
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[[tool.mypy.overrides]]
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module = ["scipy", "scipy.*"]
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ignore_missing_imports = true
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[tool.ruff]
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target-version = "py310"
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line-length = 100
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extend-exclude = ["*.pyi", "src/easy_tdx/exchange_margin.py"]
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[tool.ruff.lint]
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select = ["E", "F", "I", "UP"]
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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addopts = "--tb=short"
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asyncio_mode = "auto"
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[tool.coverage.run]
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source = ["easy_tdx"]
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omit = ["tests/*"]
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[tool.coverage.report]
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# 覆盖率门槛。从 50 提升到 60（审计 #9）：补充 reconnect/bitmap/config 测试后
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# 实测约 61%。进一步提到 70 需补 web/ 路由与更多 client 镜像测试，留待后续。
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fail_under = 60
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show_missing = true
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