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升级计划 P1：补上两个下游项目都在自研的样本外验证空白。 - Walk-Forward 引擎（walkforward.py）：7 窗样本外、每窗独立开仓（backtest-system v1.2.1 踩坑语义）、 上下文预热不污染；CLI --wf、REST /backtest/wf/run/async - 适配性评估（fitness.py）：train/valid/test 三段 + 8 项可解释检查 + 高适配标记； evaluate_prefix 滚动过滤原语（无未来泄漏） - 一条龙评估（benchmark.py evaluate_strategy）：回测+WF+适配性+评分+评级+买入持有基准对比； CLI --evaluate、REST /backtest/evaluate/run/async - 综合评分（scoring.py，收益50/夏普15/回撤10/Sortino5/WF20）+ 评级后端化（grading.py， 前端 TS 忠实移植，REST 响应新增 grade/score 字段） - 多 seed 验证 + 四项晋级门槛（validation.py）；REST /backtest/multiseed/run/async - 寻优两段式加速：IndicatorCache（36 点网格命中率 41.7%）+ workers 进程并行（实测约 2x）； 诚实注：指标缓存墙钟 ~1.01x，瓶颈在逐 bar 循环，后续向量化 - strategy.I() 指标缓存钩子 + 数据代理零拷贝（astype copy=False）； types.to_json_native 统一 numpy 清洗
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 = "1.25.0"
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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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