mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 19:14:19 +08:00
Justin Gu
38731114b6
后端回测系统完整实现：
策略注册表（backtest/strategies/）：
- Param schema 声明机制，支持动态表单渲染
- 5 个内置策略：MA交叉/MACD/布林/RSI/KDJ
- 参数校验（含 NaN/Inf 拦截、范围检查、类型强制转换）
REST API（web/routers/backtest.py）：
- GET /backtest/strategies 策略枚举 + 参数 schema
- POST /backtest/run 同步回测（内联 OHLCV）
- POST /backtest/run/async 后台任务回测（含 symbol 取行情）
- POST /backtest/portfolio/run/async 组合回测（多标的）
- GET /backtest/tasks/{id} 任务轮询
后台任务执行器（web/task_runner.py）：
- ThreadPoolExecutor + 进程内 LRU 任务表
- status-aware 淘汰（不淘汰 running 任务）
- 线程安全单例 + lifespan shutdown 接入
组合回测引擎改造（portfolio_engine.py）：
- 接受策略实例，参数透传到每个标的
- 新增组合净值曲线（按日期并集 forward-fill 对齐求和）
审计修复（/check 三轮）：
- Param.validate 拦截 NaN/Inf/giant-int（防 DoS）
- ohlcv max_length=2000（防内存耗尽）
- LRU 淘汰跳过 running 任务（修复结果丢失竞态）
- get_runner double-checked locking（修复单例竞态）
- shutdown 接入 lifespan（修复资源泄漏）
测试：808 passed（含 39 回测路由 + 8 组合引擎 + 安全回归）
68 lines
1.9 KiB
TOML
68 lines
1.9 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 = "1.16.3"
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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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[tool.hatch.build.targets.wheel]
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packages = ["src/easy_tdx"]
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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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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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