FinMind 2.0.7__tar.gz → 2.0.9__tar.gz

{finmind-2.0.7 → finmind-2.0.9}/FinMind/strategies/base.py

@@ -116,11 +116,12 @@ class Trader:
         self.UnrealizedProfit = capital_gains - sell_fee - sell_tax
         self.EverytimeProfit = self.UnrealizedProfit + self.RealizedProfit
 
-    @staticmethod
     def __have_enough_money(
-        trader_fund: int, trade_price: float, trade_volume: float
+        self, trader_fund: int, trade_price: float, trade_volume: float
     ) -> bool:
-        return trader_fund >= (trade_price * trade_volume)
+        buy_price = trade_price * trade_volume
+        buy_fee = max(20.0, buy_price * self.fee)
+        return trader_fund >= (buy_price + buy_fee)
 
     @staticmethod
     def __have_enough_volume(hold_volume: float, trade_volume: float) -> bool:
@@ -266,7 +267,7 @@ class BackTest:
         indicators_info: typing.Union[IndicatorsInfo, typing.Dict[str, str]],
     ):
         indicators_info = (
-            indicators_info.dict()
+            indicators_info.model_dump()
             if isinstance(indicators_info, IndicatorsInfo)
             else indicators_info
         )
@@ -323,7 +324,7 @@ class BackTest:
         ],
     ):
         return [
-            rule.dict() if isinstance(rule, AddBuySellRule) else rule
+            rule.model_dump() if isinstance(rule, AddBuySellRule) else rule
             for rule in rule_list
         ]
 
@@ -584,11 +585,15 @@ class BackTest:
         gain_cash = (
             cash_div * trader.hold_volume + gain_stock_frac * 10
         )  # 將小數部分加進 gain_cash
+        # 配股「除權」不是一筆交易，總持有成本不會改變，
+        # 只是同一筆成本攤到更多股數上（每股成本被稀釋）。
+        # 因此 origin_cost 必須在 hold_volume 增加「之前」計算，
+        # 否則總成本會憑空跟著配股一起變大。
+        origin_cost = trader.hold_cost * trader.hold_volume
         trader.hold_volume += gain_stock_div
         # 在 UnrealizedProfit & RealizedProfit
         # 避免重複計算 gain_cash
-        origin_cost = trader.hold_cost * trader.hold_volume
-        # 持有成本不變，將配息歸類在，已實現損益
+        # 現金股利不調整持有成本，改歸類在已實現損益
         # new_cost = origin_cost - gain_cash
         trader.hold_cost = (
             origin_cost / trader.hold_volume if trader.hold_volume != 0 else 0
@@ -698,7 +703,7 @@ class BackTest:
     @property
     def final_stats(self) -> pd.Series:
         self._final_stats = pd.Series(
-            FinalStats(**self._final_stats.to_dict()).dict()
+            FinalStats(**self._final_stats.to_dict()).model_dump()
         )
         return self._final_stats
 
@@ -706,7 +711,7 @@ class BackTest:
     def trade_detail(self) -> pd.DataFrame:
         self._trade_detail = pd.DataFrame(
             [
-                TradeDetail(**row_dict).dict()
+                TradeDetail(**row_dict).model_dump()
                 for row_dict in self._trade_detail.to_dict("records")
             ]
         )
@@ -716,7 +721,7 @@ class BackTest:
     def compare_market_detail(self) -> pd.DataFrame:
         self._compare_market_detail = pd.DataFrame(
             [
-                CompareMarketDetail(**row_dict).dict()
+                CompareMarketDetail(**row_dict).model_dump()
                 for row_dict in self._compare_market_detail.to_dict("records")
             ]
         )
@@ -725,7 +730,9 @@ class BackTest:
     @property
     def compare_market_stats(self) -> pd.Series:
         self._compare_market_stats = pd.Series(
-            CompareMarketStats(**self._compare_market_stats.to_dict()).dict()
+            CompareMarketStats(
+                **self._compare_market_stats.to_dict()
+            ).model_dump()
         )
         return self._compare_market_stats
 

{finmind-2.0.7 → finmind-2.0.9}/FinMind/strategies/utils.py

@@ -35,9 +35,18 @@ def get_asset_underlying_type(stock_id: str, data_loader: DataLoader) -> str:
     return sorted(industry_category.values)[0]
 
 
+# ETF 的證交稅是 0.1%，一般股票是 0.3%。TaiwanStockInfo 對上櫃 ETF 的
+# industry_category 有「上櫃指數股票型基金(ETF)」與「上櫃ETF」兩種寫法，
+# 同一檔可能只出現其中一種，兩種都要對應到 ETF 稅率。
+UNDERLYING_TRADING_TAX = {
+    "ETF": 0.001,
+    "上櫃指數股票型基金(ETF)": 0.001,
+    "上櫃ETF": 0.001,
+}
+
+
 def get_underlying_trading_tax(underlying_type: str) -> float:
-    mapping = {"ETF": 0.001, "上櫃指數股票型基金(ETF)": 0.001}
-    return mapping.get(underlying_type, 0.003)
+    return UNDERLYING_TRADING_TAX.get(underlying_type, 0.003)
 
 
 def calculate_datenbr(day1: str, day2: str) -> int:

{finmind-2.0.7/finmind.egg-info → finmind-2.0.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finmind
-Version: 2.0.7
+Version: 2.0.9
 Summary: financial mining
 Author-email: linsam <finmind.tw@gmail.com>
 License:                                  Apache License
@@ -215,6 +215,8 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
@@ -223,7 +225,7 @@ Requires-Dist: numpy<3.0.0,>=1.19.5
 Requires-Dist: requests<3.0.0,>=2.23.0
 Requires-Dist: pydantic<3.0.0,>=2.0.0
 Requires-Dist: ta<1.0.0,>=0.11.0
-Requires-Dist: lxml<5.0.0,>=4.6.3
+Requires-Dist: lxml<7.0.0,>=4.6.3
 Requires-Dist: pyecharts<2.0.0,>=1.9.0
 Requires-Dist: ipython<8.0.0,>=7.16.1
 Requires-Dist: loguru<1.0.0,>=0.5.3
@@ -243,8 +245,8 @@ Dynamic: license-file
 </p>
 
 <p align="center">
-  <a href="https://travis-ci.org/FinMind/FinMind"><img src="https://travis-ci.org/FinMind/FinMind.svg?branch=master" alt="Build Status"></a>
-  <a href="https://github.com/linsamtw/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
+  <a href="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml"><img src="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml/badge.svg?branch=master" alt="Build Status"></a>
+  <a href="https://github.com/FinMind/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
   <a href="https://finmind.github.io/"><img src="https://readthedocs.org/projects/finminddoc/badge/?version=latest" alt="Documentation Status"></a>
   <a href="https://gitter.im/FinMindTW/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge"><img src="https://badges.gitter.im/FinMindTW/community.svg" alt="Gitter"></a>
   <a href="https://badge.fury.io/py/FinMind"><img src="https://badge.fury.io/py/FinMind.svg" alt="PyPI version"></a>
@@ -283,7 +285,7 @@ pip install FinMind
 
 ## 這是什麼?
 
-**FinMind** 是超過 50 種金融開源數據 [50 datasets](https://finmind.github.io/)。
+**FinMind** 提供台灣與國際市場的金融開源數據，完整資料集清單請見[官方文件](https://finmind.github.io/)。
 包含
 
 * 技術面 : 台股股價 daily、即時報價、歷史 tick、PER、PBR、每5秒委託成交統計、加權指數、當日沖銷交易標的及成交量值。
@@ -297,8 +299,9 @@ pip install FinMind
 
 ## What is this?
 
-**FinMind** is open source of more
-than [50 datasets](https://finmind.github.io/), including
+**FinMind** provides open financial datasets for Taiwan and international
+markets. See the [official documentation](https://finmind.github.io/) for the
+current dataset list, including
 
 Taiwan stock trade data daily, Taiwan stock trade data (5 seconds) (2019-05-29 ~
 now, more than 30 million data in total), Financial Statements, Balance Sheet,
@@ -319,7 +322,7 @@ without having to collect the data by yourself.
 
 ## License
 
-- [License Detail](https://github.com/linsamtw/FinMind/blob/master/LICENSE)
+- [License Detail](https://github.com/FinMind/FinMind/blob/master/LICENSE)
 
 - 本專案提供的所有內容均用於教育、非商業用途。資料僅供參考，使用者依本資料交易發生交易損失需自行負責，本專案不對資料內容錯誤、更新延誤或傳輸中斷負任何責任。
 
@@ -388,6 +391,11 @@ Email: FinMind.TW@gmail.com
 
 每週日早上零點至早上七點為維護時間，不提供服務。
 
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md) for the development setup, test commands,
+and pull request checklist.
+
 ## Note
 
 + 未來預計新增更多功能，包含個人化回測分析、chatbot 監控策略，

{finmind-2.0.7 → finmind-2.0.9}/README.md

@@ -3,8 +3,8 @@
 </p>
 
 <p align="center">
-  <a href="https://travis-ci.org/FinMind/FinMind"><img src="https://travis-ci.org/FinMind/FinMind.svg?branch=master" alt="Build Status"></a>
-  <a href="https://github.com/linsamtw/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
+  <a href="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml"><img src="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml/badge.svg?branch=master" alt="Build Status"></a>
+  <a href="https://github.com/FinMind/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
   <a href="https://finmind.github.io/"><img src="https://readthedocs.org/projects/finminddoc/badge/?version=latest" alt="Documentation Status"></a>
   <a href="https://gitter.im/FinMindTW/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge"><img src="https://badges.gitter.im/FinMindTW/community.svg" alt="Gitter"></a>
   <a href="https://badge.fury.io/py/FinMind"><img src="https://badge.fury.io/py/FinMind.svg" alt="PyPI version"></a>
@@ -43,7 +43,7 @@ pip install FinMind
 
 ## 這是什麼?
 
-**FinMind** 是超過 50 種金融開源數據 [50 datasets](https://finmind.github.io/)。
+**FinMind** 提供台灣與國際市場的金融開源數據，完整資料集清單請見[官方文件](https://finmind.github.io/)。
 包含
 
 * 技術面 : 台股股價 daily、即時報價、歷史 tick、PER、PBR、每5秒委託成交統計、加權指數、當日沖銷交易標的及成交量值。
@@ -57,8 +57,9 @@ pip install FinMind
 
 ## What is this?
 
-**FinMind** is open source of more
-than [50 datasets](https://finmind.github.io/), including
+**FinMind** provides open financial datasets for Taiwan and international
+markets. See the [official documentation](https://finmind.github.io/) for the
+current dataset list, including
 
 Taiwan stock trade data daily, Taiwan stock trade data (5 seconds) (2019-05-29 ~
 now, more than 30 million data in total), Financial Statements, Balance Sheet,
@@ -79,7 +80,7 @@ without having to collect the data by yourself.
 
 ## License
 
-- [License Detail](https://github.com/linsamtw/FinMind/blob/master/LICENSE)
+- [License Detail](https://github.com/FinMind/FinMind/blob/master/LICENSE)
 
 - 本專案提供的所有內容均用於教育、非商業用途。資料僅供參考，使用者依本資料交易發生交易損失需自行負責，本專案不對資料內容錯誤、更新延誤或傳輸中斷負任何責任。
 
@@ -148,6 +149,11 @@ Email: FinMind.TW@gmail.com
 
 每週日早上零點至早上七點為維護時間，不提供服務。
 
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md) for the development setup, test commands,
+and pull request checklist.
+
 ## Note
 
 + 未來預計新增更多功能，包含個人化回測分析、chatbot 監控策略，

{finmind-2.0.7 → finmind-2.0.9/finmind.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finmind
-Version: 2.0.7
+Version: 2.0.9
 Summary: financial mining
 Author-email: linsam <finmind.tw@gmail.com>
 License:                                  Apache License
@@ -215,6 +215,8 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
 License-File: LICENSE
@@ -223,7 +225,7 @@ Requires-Dist: numpy<3.0.0,>=1.19.5
 Requires-Dist: requests<3.0.0,>=2.23.0
 Requires-Dist: pydantic<3.0.0,>=2.0.0
 Requires-Dist: ta<1.0.0,>=0.11.0
-Requires-Dist: lxml<5.0.0,>=4.6.3
+Requires-Dist: lxml<7.0.0,>=4.6.3
 Requires-Dist: pyecharts<2.0.0,>=1.9.0
 Requires-Dist: ipython<8.0.0,>=7.16.1
 Requires-Dist: loguru<1.0.0,>=0.5.3
@@ -243,8 +245,8 @@ Dynamic: license-file
 </p>
 
 <p align="center">
-  <a href="https://travis-ci.org/FinMind/FinMind"><img src="https://travis-ci.org/FinMind/FinMind.svg?branch=master" alt="Build Status"></a>
-  <a href="https://github.com/linsamtw/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
+  <a href="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml"><img src="https://github.com/FinMind/FinMind/actions/workflows/python-package.yml/badge.svg?branch=master" alt="Build Status"></a>
+  <a href="https://github.com/FinMind/FinMind/blob/master/LICENSE"><img src="https://img.shields.io/github/license/FinMind/FinMind" alt="license"></a>
   <a href="https://finmind.github.io/"><img src="https://readthedocs.org/projects/finminddoc/badge/?version=latest" alt="Documentation Status"></a>
   <a href="https://gitter.im/FinMindTW/community?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge"><img src="https://badges.gitter.im/FinMindTW/community.svg" alt="Gitter"></a>
   <a href="https://badge.fury.io/py/FinMind"><img src="https://badge.fury.io/py/FinMind.svg" alt="PyPI version"></a>
@@ -283,7 +285,7 @@ pip install FinMind
 
 ## 這是什麼?
 
-**FinMind** 是超過 50 種金融開源數據 [50 datasets](https://finmind.github.io/)。
+**FinMind** 提供台灣與國際市場的金融開源數據，完整資料集清單請見[官方文件](https://finmind.github.io/)。
 包含
 
 * 技術面 : 台股股價 daily、即時報價、歷史 tick、PER、PBR、每5秒委託成交統計、加權指數、當日沖銷交易標的及成交量值。
@@ -297,8 +299,9 @@ pip install FinMind
 
 ## What is this?
 
-**FinMind** is open source of more
-than [50 datasets](https://finmind.github.io/), including
+**FinMind** provides open financial datasets for Taiwan and international
+markets. See the [official documentation](https://finmind.github.io/) for the
+current dataset list, including
 
 Taiwan stock trade data daily, Taiwan stock trade data (5 seconds) (2019-05-29 ~
 now, more than 30 million data in total), Financial Statements, Balance Sheet,
@@ -319,7 +322,7 @@ without having to collect the data by yourself.
 
 ## License
 
-- [License Detail](https://github.com/linsamtw/FinMind/blob/master/LICENSE)
+- [License Detail](https://github.com/FinMind/FinMind/blob/master/LICENSE)
 
 - 本專案提供的所有內容均用於教育、非商業用途。資料僅供參考，使用者依本資料交易發生交易損失需自行負責，本專案不對資料內容錯誤、更新延誤或傳輸中斷負任何責任。
 
@@ -388,6 +391,11 @@ Email: FinMind.TW@gmail.com
 
 每週日早上零點至早上七點為維護時間，不提供服務。
 
+## Contributing
+
+See [CONTRIBUTING.md](CONTRIBUTING.md) for the development setup, test commands,
+and pull request checklist.
+
 ## Note
 
 + 未來預計新增更多功能，包含個人化回測分析、chatbot 監控策略，

{finmind-2.0.7 → finmind-2.0.9}/finmind.egg-info/requires.txt

@@ -3,7 +3,7 @@ numpy<3.0.0,>=1.19.5
 requests<3.0.0,>=2.23.0
 pydantic<3.0.0,>=2.0.0
 ta<1.0.0,>=0.11.0
-lxml<5.0.0,>=4.6.3
+lxml<7.0.0,>=4.6.3
 pyecharts<2.0.0,>=1.9.0
 ipython<8.0.0,>=7.16.1
 loguru<1.0.0,>=0.5.3

{finmind-2.0.7 → finmind-2.0.9}/pyproject.toml

@@ -20,6 +20,8 @@ classifiers = [
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Programming Language :: Python :: 3.14",
 ]
 dynamic = ["version"]
 dependencies = [
@@ -28,7 +30,7 @@ dependencies = [
     "requests>=2.23.0,<3.0.0",
     "pydantic>=2.0.0,<3.0.0",
     "ta>=0.11.0,<1.0.0",
-    "lxml>=4.6.3,<5.0.0",
+    "lxml>=4.6.3,<7.0.0",
     "pyecharts>=1.9.0,<2.0.0",
     "ipython>=7.16.1,<8.0.0",
     "loguru>=0.5.3,<1.0.0",
@@ -49,9 +51,12 @@ Source = "https://github.com/FinMind/FinMind"
 
 [dependency-groups]
 dev = [
-    "pytest==6.2.5",
-    "pytest-mock==3.6.1",
-    "pytest-cov==3.0.0",
+    # Ranges, not exact pins: pytest 6.2.5 cannot run on Python 3.14
+    # (it uses ast.Str, removed in 3.14), so the resolver needs room to pick
+    # a newer pytest on newer interpreters while keeping 3.8 installable.
+    "pytest>=6.2.5",
+    "pytest-mock>=3.6.1",
+    "pytest-cov>=3.0.0",
     "pytest-xdist",
     "black==24.8.0",
 ]