akquant 0.1.4__cp310-abi3-win_amd64.whl

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Files changed (19) hide show
  1. akquant/__init__.py +98 -0
  2. akquant/akquant.pyd +0 -0
  3. akquant/akquant.pyi +683 -0
  4. akquant/backtest.py +659 -0
  5. akquant/config.py +65 -0
  6. akquant/data.py +136 -0
  7. akquant/indicator.py +81 -0
  8. akquant/log.py +135 -0
  9. akquant/ml/__init__.py +3 -0
  10. akquant/ml/model.py +234 -0
  11. akquant/py.typed +0 -0
  12. akquant/risk.py +40 -0
  13. akquant/sizer.py +96 -0
  14. akquant/strategy.py +824 -0
  15. akquant/utils.py +386 -0
  16. akquant-0.1.4.dist-info/METADATA +219 -0
  17. akquant-0.1.4.dist-info/RECORD +19 -0
  18. akquant-0.1.4.dist-info/WHEEL +4 -0
  19. akquant-0.1.4.dist-info/licenses/LICENSE +21 -0
akquant/sizer.py ADDED
@@ -0,0 +1,96 @@
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+ from abc import ABC, abstractmethod
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+ from typing import TYPE_CHECKING
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+
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+ if TYPE_CHECKING:
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+ from .akquant import StrategyContext
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+
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+
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+ class Sizer(ABC):
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+ """
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+ 仓位管理基类 (Sizer Base Class).
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+
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+ 用于计算下单数量.
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+ """
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+
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+ @abstractmethod
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+ def get_size(
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+ self, price: float, cash: float, context: "StrategyContext", symbol: str
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+ ) -> float:
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+ """
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+ 计算下单数量.
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+
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+ Args:
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+ price (float): 当前价格
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+ cash (float): 当前可用资金
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+ context (StrategyContext): 策略上下文
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+ symbol (str): 标的代码
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+
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+ Returns:
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+ float: 下单数量
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+ """
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+ pass
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+
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+
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+ class FixedSize(Sizer):
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+ """
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+ 固定数量 Sizer.
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+
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+ 每次交易固定数量.
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+ """
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+
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+ def __init__(self, size: float = 100.0):
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+ """
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+ Initialize FixedSize.
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+
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+ :param size: The fixed size for each trade.
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+ """
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+ self.size = size
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+
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+ def get_size(
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+ self, price: float, cash: float, context: "StrategyContext", symbol: str
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+ ) -> float:
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+ """Return the fixed size."""
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+ return self.size
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+
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+
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+ class PercentSizer(Sizer):
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+ """
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+ 百分比 Sizer.
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+
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+ 使用当前资金的一定百分比买入.
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+ """
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+
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+ def __init__(self, percents: float = 10.0):
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+ """
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+ Initialize PercentSizer.
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+
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+ Args:
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+ percents (float): 资金百分比 (0-100).
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+ """
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+ self.percents = percents
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+
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+ def get_size(
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+ self, price: float, cash: float, context: "StrategyContext", symbol: str
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+ ) -> float:
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+ """Calculate order size based on percentage of cash."""
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+ if price <= 0:
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+ return 0.0
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+
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+ target_cash = cash * (self.percents / 100.0)
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+ return int(target_cash / price)
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+
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+
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+ class AllInSizer(Sizer):
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+ """
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+ 全仓 Sizer.
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+
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+ 使用所有可用资金买入.
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+ """
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+
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+ def get_size(
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+ self, price: float, cash: float, context: "StrategyContext", symbol: str
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+ ) -> float:
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+ """Calculate order size using all available cash."""
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+ if price <= 0:
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+ return 0.0
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+ return int(cash / price)