akquant 0.2.43__tar.gz → 0.2.45__tar.gz

{akquant-0.2.43 → akquant-0.2.45}/Cargo.lock

@@ -30,7 +30,7 @@ dependencies = [
 
 [[package]]
 name = "akquant"
-version = "0.2.43"
+version = "0.2.45"
 dependencies = [
  "anyhow",
  "chrono",

{akquant-0.2.43 → akquant-0.2.45}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "akquant"
-version = "0.2.43"
+version = "0.2.45"
 edition = "2024"
 description = "High-performance quantitative trading framework based on Rust and Python"
 license = "MIT"

{akquant-0.2.43 → akquant-0.2.45}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akquant
-Version: 0.2.43
+Version: 0.2.45
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{akquant-0.2.43 → akquant-0.2.45}/docs/en/advanced/warm_start.md

@@ -105,7 +105,7 @@ Built-in indicators (`SMA`, `EMA`, etc.) support pickle serialization. For custo
 ## 4. Notes
 
 1. **Instrument re-registration**: `run_warm_start` auto-registers default instrument info for symbols in new data. If your strategy depends on custom `lot_size` or `multiplier`, verify and override in `on_start`.
-2. **MarketModel reset**: Fee settings and trading rules (for example T+1) are not persisted in snapshots. Re-pass them via explicit args or `config.strategy_config` on resume.
+2. **MarketModel reset**: Fee settings and trading rules (for example T+1) are not persisted in snapshots. Re-pass them via explicit args or `config.strategy_config` on resume, including `commission_policy` / `commission_rate`, taxes, and transfer-fee settings.
 3. **Initial cash display**: `result2.metrics.initial_cash` is adjusted to resumed-phase starting cash, so phase-2 return metrics remain interpretable.
 4. **Data continuity**: Keep phase-1 end and phase-2 start continuous to avoid indicator jumps.
 5. **`get_history()` continuity**: New snapshots also persist the history buffer, so `get_history()` and `get_history_map()` resume with the phase-1 rolling window intact. In the normal warm-start path you no longer need to manually prepend extra lookback bars.

{akquant-0.2.43 → akquant-0.2.45}/docs/en/guide/analysis.md

@@ -17,7 +17,7 @@ result.report(
     filename="report.html",
     show=True,  # Set to True to open in browser automatically (default is False)
     compact_currency=True,  # Format amount columns as K/M/B in report tables
-    curve_freq="raw",  # "raw" keeps all bars, "D" uses end-of-day points
+    curve_freq="D",  # Default uses end-of-day points; "raw" keeps all bars
 )
 ```
 

{akquant-0.2.43 → akquant-0.2.45}/docs/en/meta/internals.md

@@ -167,6 +167,11 @@ Follows standard PnL calculation: `Gross PnL`, `Net PnL`, `Commission`.
 
 ### 3.2 Order Lifecycle
 
+Fee-model note:
+
+*   Public commission semantics now include `percent`, `fixed`, and `per_unit`.
+*   Stock and `SimpleMarket` default commission models can therefore represent turnover-based, fixed-per-fill, and linear-per-quantity fees without changing the meaning of existing `fixed` policies.
+
 Signal -> Creation -> Submission -> Risk Check (Rust) -> Matching (Rust) -> Settlement (Rust) -> Reporting.
 
 ## 4. Extension Development Guide

{akquant-0.2.43 → akquant-0.2.45}/docs/en/reference/api.md

@@ -21,6 +21,7 @@ def run_backtest(
     strategy_loader_options: Optional[Dict[str, Any]] = None,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = "BENCHMARK",
     initial_cash: Optional[float] = None,
+    commission_policy: Optional[CommissionPolicy] = None,
     commission_rate: Optional[float] = None,
     stamp_tax_rate: Optional[float] = None,
     transfer_fee_rate: Optional[float] = None,
@@ -97,6 +98,11 @@ def run_backtest(
 *   `on_tick` / `on_order` / `on_trade` / `on_reject` / `on_session_start` / `on_session_end` / `on_before_trading` / `on_after_trading` / `on_daily_rebalance` / `on_daily_rebalance_after_bar` / `on_portfolio_update` / `on_error` / `on_expiry` / `on_pre_open` / `on_timer` / `on_train_signal`: Functional event callbacks. `on_expiry(ctx, event)` fires only after the engine actually executes expiry settlement/removal.
 *   `symbols`: Preferred parameter. Symbol or list of symbols.
 *   `initial_cash`: Initial cash. If omitted, it falls back to `StrategyConfig.initial_cash`, whose default is `100000.0`.
+*   `commission_policy`: Run-level default commission policy. Supported modes:
+    *   `{"type": "percent", "value": 0.0003}`: commission as a percentage of turnover.
+    *   `{"type": "fixed", "value": 3.0}`: a fixed amount charged on each fill.
+    *   `{"type": "per_unit", "value": 0.01}`: charged linearly by filled quantity, i.e. `fill_quantity * 0.01`.
+    *   When explicitly provided, it takes precedence over `commission_rate`; `commission_rate` remains as a backward-compatible shorthand for percent mode.
 *   Legacy price-basis parameter: Removed.
 *   Legacy timer-temporal parameter: Removed.
 *   `fill_policy`: Unified fill semantics.
@@ -130,6 +136,15 @@ def run_backtest(
     Resolution order at submit time: order-level `slippage` > `strategy_slippage[strategy_id]` > run-level `slippage`.
 *   `strategy_commission`: Optional strategy-level default commission map keyed by strategy id.
     Resolution order at submit time: order-level `commission` > `strategy_commission[strategy_id]` > run-level commission model.
+*   `commission` / `strategy_commission` use the same `CommissionPolicy` payload as run-level `commission_policy`:
+
+```python
+{"type": "percent" | "fixed" | "per_unit", "value": non_negative_number}
+```
+
+    *   `percent`: percentage of turnover.
+    *   `fixed`: fixed amount per fill.
+    *   `per_unit`: linear by filled quantity, suitable for per-share / per-lot / per-unit fee models.
 *   Configuration layers (recommended mental model):
     1) order-level (`buy/sell/submit_order` args);
     2) strategy-map level (`strategy_*`, keyed by `strategy_id/slot`);
@@ -250,6 +265,7 @@ def run_warm_start(
     data: Optional[BacktestDataInput] = None,
     show_progress: bool = True,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = "BENCHMARK",
+    commission_policy: Optional[CommissionPolicy] = None,
     strategy_runtime_config: Optional[Union[StrategyRuntimeConfig, Dict[str, Any]]] = None,
     runtime_config_override: bool = True,
     strategy_id: Optional[str] = None,
@@ -430,6 +446,7 @@ Configuration at the strategy level, including capital, fees, and risk.
 class StrategyConfig:
     initial_cash: float = 100000.0
     commission_rate: float = 0.0
+    commission_policy: Optional[Dict[str, Any]] = None
     stamp_tax_rate: float = 0.0
     transfer_fee_rate: float = 0.0
     min_commission: float = 0.0
@@ -573,7 +590,7 @@ Configuration objects are organized in a tree structure, with `BacktestConfig` a
 BacktestConfig (Simulation Scenario)
 ├── StrategyConfig (Strategy & Account)
 │   ├── initial_cash
-│   ├── commission_rate (Default)
+│   ├── commission_policy / commission_rate (Default commission)
 │   ├── slippage (Default)
 │   └── RiskConfig (Risk Rules)
 │       ├── safety_margin
@@ -938,9 +955,11 @@ The main entry point for the backtesting engine (usually used implicitly via `ru
 
 **Market & Fee Configuration:**
 
-*   `use_simple_market()`: Enable simple market.
+*   `use_simple_market()`: Enable simple market (legacy percent-commission shorthand).
+*   `use_simple_market_policy(type, value)`: Enable simple market with an explicit commission mode.
 *   `use_china_market()`: Enable China market.
 *   `set_stock_fee_rules(commission, stamp_tax, transfer_fee, min_commission)`: Set fee rules.
+*   `set_stock_fee_policy(type, value, stamp_tax, transfer_fee, min_commission)`: Set stock commission mode and fee rules.
 
 ### `akquant.DataFeed`
 
@@ -1094,10 +1113,11 @@ Backtest result object.
 *   `capacity_df(freq="D")`: Capacity proxy metrics (order count, fill rates, turnover).
 *   `benchmark_analysis(benchmark=None, curve_freq="raw")`: Return a structured benchmark analysis payload for frontends and APIs.
 *   `export_benchmark_analysis(path, benchmark=None, format="json", curve_freq="raw")`: Persist benchmark analysis as JSON or parquet artifacts.
+*   `top_reject_reason_types(top_n=10)`: Aggregate reject counts by normalized reject type and include a sample detail row.
 *   `orders_by_strategy()`: Strategy-ownership order aggregation by `owner_strategy_id`.
 *   `executions_by_strategy()`: Strategy-ownership execution aggregation by `owner_strategy_id`.
 *   `get_event_stats()`: Unified stream summary stats (for example `processed_events`, `dropped_event_count`, `callback_error_count`, `backpressure_policy`, `stream_mode`).
-*   `report(..., curve_freq="raw" | "D")`: Generate HTML report with raw or daily curve frequency.
+*   `report(..., curve_freq="D" | "raw")`: Generate HTML report with daily end-of-day curves by default, or switch back to raw frequency.
 
 ```python
 orders_by_strategy = result.orders_by_strategy()

{akquant-0.2.43 → akquant-0.2.45}/docs/en/start/quickstart.md

@@ -285,7 +285,7 @@ result.report(
     show=True,
     filename="report.html",
     compact_currency=True,
-    curve_freq="raw",
+    curve_freq="D",
 )
 
 result.report(

{akquant-0.2.43 → akquant-0.2.45}/docs/en/textbook/04_backtest_engine.md

@@ -5,6 +5,7 @@ This chapter is currently maintained in Chinese first.
 - Chinese chapter: [第 4 章：事件驱动回测原理 (Event-Driven Architecture)](../../zh/textbook/04_backtest_engine.md)
 - New three-axis note: `fill_policy={"price_basis": "...", "bar_offset": 0_or_1, "temporal": "..."}` is now the recommended public style.
 - Configuration layering note (highest to lowest): order-level > strategy-map level (`strategy_*`) > run-level > market defaults.
+- Commission layering note: `commission_policy` is now the recommended run-level entry for `percent`, `fixed`, and `per_unit`; legacy `commission_rate` remains as a percent-only shorthand.
 - T+1 scope note: `t_plus_one` currently remains a run/market-level switch, not a per-strategy layered setting.
 - Time ordering note:
   - The event loop orders and advances time in UTC.

{akquant-0.2.43 → akquant-0.2.45}/docs/en/textbook/06_stock_a.md

@@ -3,6 +3,7 @@
 This chapter is currently maintained in Chinese first.
 
 - Chinese chapter: [第 6 章：A 股市场微观结构与策略实战](../../zh/textbook/06_stock_a.md)
+- Commission note: Chinese chapter now documents `percent`, `fixed`, and `per_unit` commission modes; A-share default remains `percent + min_commission`.
 - Textbook home: [Chinese textbook index](../../zh/textbook/index.md)
 - Practice links:
   - Primary example: [examples/textbook/ch06_stock_a.py](https://github.com/akfamily/akquant/blob/main/examples/textbook/ch06_stock_a.py)

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/advanced/warm_start.md

@@ -113,7 +113,7 @@ AKQuant 内置的指标（如 `SMA`, `EMA`）已经支持 Pickle 序列化。如
 ## 4. 注意事项
 
 1.  **Instrument 需重新注册**：`run_warm_start` 会尝试自动为新数据中的 Symbol 注册默认 Instrument。如果你的策略依赖特定的 `lot_size` 或 `multiplier`，建议在 `on_start` 中手动检查并调用 `self.ctx.engine.add_instrument(...)`。
-2.  **MarketModel 重置**：费用设置（佣金、印花税）和交易规则（T+1）不会保存在快照中。务必在 `run_warm_start` 参数中重新传入正确配置（可通过显式参数或 `config.strategy_config`），优先使用 `stamp_tax_rate`、`transfer_fee_rate`（`stamp_tax`、`transfer_fee` 仍兼容）。
+2.  **MarketModel 重置**：费用设置（佣金、印花税）和交易规则（T+1）不会保存在快照中。务必在 `run_warm_start` 参数中重新传入正确配置（可通过显式参数或 `config.strategy_config`），包括 `commission_policy` / `commission_rate`、`stamp_tax_rate`、`transfer_fee_rate`（`stamp_tax`、`transfer_fee` 仍兼容）。
 3.  **初始资金显示**：`result2.metrics.initial_cash` 会自动调整为恢复时的资金，确保收益率计算是基于第二阶段的实际起始资金，而不是账户的历史初始资金。
 4.  **数据连续性**：确保 Phase 1 的结束时间与 Phase 2 的开始时间是连续的。如果中间有长时间中断，指标计算可能会出现跳跃。
 5.  **`get_history()` 连续性**：新版本快照会一并保存并恢复历史缓冲，因此 `run_warm_start` 恢复后，`get_history()`、`get_history_map()` 等接口会延续 Phase 1 的历史窗口；正常续跑时不再需要额外手工拼接 lookback 数据。

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/guide/analysis.md

@@ -177,7 +177,7 @@ result.report(
     filename="report.html",
     show=True,  # 设为 True 以自动在浏览器中打开 (默认为 False)
     compact_currency=True,  # 金额列使用 K/M/B 紧凑显示 (默认为 True)
-    curve_freq="raw",  # "raw" 保留原始频率，"D" 使用日频末值
+    curve_freq="D",  # 默认即为 "D"，"raw" 可保留原始频率
 )
 ```
 

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/meta/internals.md

@@ -140,7 +140,7 @@ AKQuant 在数据处理阶段集成了高级的市场特性支持：
 
 *   **7x24小时交易**: 不受传统市场收盘限制。
 *   **小数位支持**: 允许非整数数量的成交 (Fractional Trading)。
-*   **费率计算**: 支持按成交金额比例计算手续费。
+*   **费率计算**: 支持按成交金额比例、按笔固定金额、按成交数量线性收费三类公开佣金语义。
 
 ### 2.3 市场层 (`src/market/`)
 
@@ -162,7 +162,7 @@ AKQuant 在数据处理阶段集成了高级的市场特性支持：
 *   **`ChinaMarket` (`china.rs`)**:
     *   实现 A 股和国内期货的市场规则。
     *   **交易时段**: 支持集合竞价 (CallAuction)、连续竞价 (Continuous)、休市 (Break) 等状态管理。
-    *   **费率计算**: 支持股票 (印花税、过户费、佣金) 和期货 (按手或按金额)。
+    *   **费率计算**: 支持股票 (印花税、过户费、佣金) 和期货 (按手或按金额)；股票与 SimpleMarket 的默认佣金模型现支持 `percent`、`fixed`、`per_unit`。
     *   **T+1/T+0**: 严格的可用持仓管理 (昨仓/今仓)。
 *   **`SimpleMarket` (`simple.rs`)**:
     *   7x24 小时交易，T+0，无税，适用于加密货币或外汇回测。

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/reference/api.md

@@ -21,6 +21,7 @@ def run_backtest(
     strategy_loader_options: Optional[Dict[str, Any]] = None,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = "BENCHMARK",
     initial_cash: Optional[float] = None,
+    commission_policy: Optional[CommissionPolicy] = None,
     commission_rate: Optional[float] = None,
     stamp_tax_rate: Optional[float] = None,
     transfer_fee_rate: Optional[float] = None,
@@ -162,6 +163,7 @@ def run_warm_start(
     data: Optional[BacktestDataInput] = None,
     show_progress: bool = True,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = "BENCHMARK",
+    commission_policy: Optional[CommissionPolicy] = None,
     strategy_runtime_config: Optional[Union[StrategyRuntimeConfig, Dict[str, Any]]] = None,
     runtime_config_override: bool = True,
     strategy_id: Optional[str] = None,
@@ -199,6 +201,11 @@ def run_warm_start(
 *   `on_tick` / `on_order` / `on_trade` / `on_reject` / `on_session_start` / `on_session_end` / `on_before_trading` / `on_after_trading` / `on_daily_rebalance` / `on_daily_rebalance_after_bar` / `on_portfolio_update` / `on_error` / `on_expiry` / `on_pre_open` / `on_timer` / `on_train_signal`: 函数式策略事件回调；其中 `on_expiry(ctx, event)` 在引擎实际执行到期结算后触发，`on_pre_open(ctx, event)` 在每个交易日首个常规行情事件前触发，适合“盘前决策，本次 open 成交”；`on_error(ctx, error, source, payload)` 会在其他用户回调抛出异常时触发；`on_train_signal(ctx)` 仅在 ML 滚动训练窗口触发。
 *   `symbols`: 标的代码或代码列表。
 *   `initial_cash`: 初始资金。未显式传入时会回落到 `StrategyConfig.initial_cash`，其默认值为 `100000.0`。
+*   `commission_policy`: 运行级默认佣金策略。支持三种模式：
+    *   `{"type": "percent", "value": 0.0003}`: 按成交额比例收费。
+    *   `{"type": "fixed", "value": 3.0}`: 每次成交固定收取 3 元。
+    *   `{"type": "per_unit", "value": 0.01}`: 按成交数量线性收费，即 `fill_quantity * 0.01`。
+    *   若显式提供，优先级高于 `commission_rate`；`commission_rate` 仍保留为兼容入口。
 *   legacy 价格基准参数：已移除。
 *   legacy 时序参数：已移除。
 *   `fill_policy`: 统一成交语义配置。
@@ -229,6 +236,15 @@ def run_warm_start(
     下单时优先级：订单级 `slippage` > `strategy_slippage[strategy_id]` > 运行级 `slippage`。
 *   `strategy_commission`: 可选策略级默认佣金映射（`strategy_id -> commission`）。
     下单时优先级：订单级 `commission` > `strategy_commission[strategy_id]` > 运行级佣金模型。
+*   `commission` / `strategy_commission` 中的 `CommissionPolicy` 与运行级 `commission_policy` 共享同一结构：
+
+```python
+{"type": "percent" | "fixed" | "per_unit", "value": non_negative_number}
+```
+
+    *   `percent`: 按成交额比例收费。
+    *   `fixed`: 每次成交固定金额，不随成交数量变化。
+    *   `per_unit`: 按成交数量收费，适合“每股/每手/每份”线性收费场景。
 *   配置分层（推荐心智模型）：
     1) 订单级（`buy/sell/submit_order` 传参）；
     2) 策略映射级（`strategy_*`，按 `strategy_id/slot`）；
@@ -423,6 +439,7 @@ class BacktestConfig:
 class StrategyConfig:
     initial_cash: float = 100000.0
     commission_rate: float = 0.0
+    commission_policy: Optional[Dict[str, Any]] = None
     stamp_tax_rate: float = 0.0
     transfer_fee_rate: float = 0.0
     min_commission: float = 0.0
@@ -559,7 +576,7 @@ AKQuant 提供了灵活的配置系统，允许用户通过多种方式设置回
 BacktestConfig (回测场景)
 ├── StrategyConfig (策略与账户)
 │   ├── initial_cash (初始资金)
-│   ├── commission_rate (默认佣金)
+│   ├── commission_policy / commission_rate (默认佣金)
 │   ├── slippage (默认滑点)
 │   └── RiskConfig (风控规则)
 │       ├── safety_margin (安全垫)
@@ -603,7 +620,7 @@ BacktestConfig (回测场景)
 | 配置项 | 高优先级 | 中优先级 | 默认值 |
 |---|---|---|---|
 | 合约参数（乘数/保证金/tick/手数） | `InstrumentConfig` 显式字段 | `instrument_templates_by_symbol_prefix` | `run_backtest` 默认参数 |
-| 品种费率 | `fee_by_symbol_prefix` | 模板 `commission_rate` | `StrategyConfig.commission_rate` |
+| 品种费率 | `fee_by_symbol_prefix` | 模板 `commission_rate` | `StrategyConfig.commission_policy` 或 `StrategyConfig.commission_rate` |
 | 品种校验开关 | `validation_by_symbol_prefix` | 模板 `enforce_tick_size / enforce_lot_size` | 全局 `ChinaFuturesConfig.enforce_*` |
 | 交易时段 | `china_futures.sessions` 显式配置 | `session_profile` 模板 | ChinaMarket 默认会话 |
 | 市场路由 | `use_china_futures_market=False` 或混合资产回落 | `use_china_futures_market=True` 且纯期货 | `use_simple_market` |
@@ -632,7 +649,7 @@ BacktestConfig (回测场景)
 | 能力维度 | 中国期货（`china_futures`） | 中国期权（`china_options`） |
 |---|---|---|
 | 路由开关 | `use_china_futures_market` | `use_china_market` |
-| 全局费率 | `StrategyConfig.commission_rate` 或模板费率 | `fee_per_contract` |
+| 全局费率 | `StrategyConfig.commission_policy` / `StrategyConfig.commission_rate` 或模板费率 | `fee_per_contract` |
 | 前缀费率覆盖 | `fee_by_symbol_prefix` | `fee_by_symbol_prefix` |
 | 合约参数模板 | 支持（乘数/保证金/tick/手数） | 不支持 |
 | 撮合校验开关 | 支持（tick/手数，含前缀覆盖） | 不支持 |
@@ -643,7 +660,7 @@ BacktestConfig (回测场景)
 
 | 配置项 | 高优先级 | 中优先级 | 默认值 |
 |---|---|---|---|
-| 股票费率（佣金/印花税/过户费/最低佣金） | `InstrumentConfig` 单标的费率字段 | `StrategyConfig` 全局费率字段 | `run_backtest` 内置默认值 |
+| 股票费率（佣金/印花税/过户费/最低佣金） | `InstrumentConfig` 单标的费率字段 | `StrategyConfig` 全局费率字段（含 `commission_policy` / `commission_rate`） | `run_backtest` 内置默认值 |
 | 交易单位（`lot_size`） | `InstrumentConfig.lot_size`（显式设置） | `run_backtest(lot_size=...)` 全局设置 | `1` |
 | 市场制度（T+1） | `run_backtest(t_plus_one=...)` 显式参数 | `Engine.set_t_plus_one(...)` 引擎设置 | `False` |
 | 市场模型 | `use_china_market()` | `use_simple_market()` | 引擎默认市场配置 |
@@ -976,10 +993,12 @@ runner = LiveRunner(
 
 **市场与费率配置:**
 
-*   `use_simple_market()`: 启用简单市场。
+*   `use_simple_market()`: 启用简单市场（按比例佣金兼容入口）。
+*   `use_simple_market_policy(type, value)`: 启用简单市场并显式设置佣金模式。
 *   `use_china_market()`: 启用中国市场 (股票)。
 *   `use_china_futures_market()`: 启用中国期货市场。
 *   `set_stock_fee_rules(commission, stamp_tax, transfer_fee, min_commission)`: 设置股票费率。
+*   `set_stock_fee_policy(type, value, stamp_tax, transfer_fee, min_commission)`: 设置股票佣金模式与费率。
 *   `set_futures_fee_rules(commission_rate)`: 设置期货费率。
 *   `set_futures_fee_rules_by_prefix(symbol_prefix, commission_rate)`: 设置期货品种前缀费率。
 *   `set_futures_validation_options(enforce_tick_size, enforce_lot_size)`: 设置期货撮合前校验开关。
@@ -1168,10 +1187,11 @@ class RiskConfig:
 *   `capacity_df(freq="D")`: 容量代理指标（订单数、成交率、换手）。
 *   `benchmark_analysis(benchmark=None, curve_freq="raw")`: 返回结构化 benchmark analysis，可直接供前端/API 使用。
 *   `export_benchmark_analysis(path, benchmark=None, format="json", curve_freq="raw")`: 将 benchmark analysis 导出为 JSON 或 parquet 产物。
+*   `top_reject_reason_types(top_n=10)`: 按拒单类型聚合拒单统计，并附带一条示例明细。
 *   `orders_by_strategy()`: 按 `owner_strategy_id` 聚合订单统计。
 *   `executions_by_strategy()`: 按 `owner_strategy_id` 聚合成交流水统计。
 *   `get_event_stats()`: 返回流式事件统计摘要（如 `processed_events`、`dropped_event_count`、`callback_error_count`、`backpressure_policy`、`stream_mode`）。
-*   `report(..., curve_freq="raw" | "D")`: 生成 HTML 报告时，可选原始频率或日频末值曲线。
+*   `report(..., curve_freq="D" | "raw")`: 生成 HTML 报告时，默认使用日频末值曲线，也可切回原始频率。
 
 ```python
 orders_by_strategy = result.orders_by_strategy()

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/start/quickstart.md

@@ -319,7 +319,7 @@ result.report(
     show=True,
     filename="report.html",
     compact_currency=True,
-    curve_freq="raw",
+    curve_freq="D",
 )
 
 result.report(

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/textbook/04_backtest_engine.md

@@ -189,6 +189,7 @@ graph TD
 
 3.  **StrategyConfig (策略配置)**：定义**账户与执行**。
     *   **Capital**: `initial_cash`
+    *   **Cost**: `commission_policy` / `commission_rate`
     *   **Execution**: `slippage` (全局滑点), `volume_limit_pct` (成交量限制)
     *   **Risk**: `risk` (风控配置)
 
@@ -206,6 +207,7 @@ risk = RiskConfig(max_position_pct=0.1, stop_loss_threshold=0.8)
 # 2. 定义策略账户
 strategy_conf = StrategyConfig(
     initial_cash=1_000_000,
+    commission_policy={"type": "per_unit", "value": 0.01},  # 每股 0.01 元
     slippage=0.0002,  # 万2滑点
     risk=risk
 )
@@ -241,6 +243,23 @@ config = BacktestConfig(
 
 详细使用方法请参考 [高级指南：热启动](../advanced/warm_start.md)。
 
+### 4.4.3 佣金策略分层
+
+AKQuant 当前支持三种公开佣金模式：
+
+*   `percent`: 按成交额比例收费，适合传统“万三佣金”。
+*   `fixed`: 每次成交固定金额，适合“每笔固定收 3 元”。
+*   `per_unit`: 按成交数量线性收费，适合“每股/每手/每份收固定费用”。
+
+推荐优先级如下：
+
+1.  订单级 `commission={"type": ..., "value": ...}`。
+2.  策略级 `strategy_commission[strategy_id]`。
+3.  运行级 `commission_policy`。
+4.  兼容入口 `commission_rate` 与市场默认值。
+
+其中 `commission_rate` 仍保留，但它只表示 `percent` 模式的简写。如果你要表达按笔固定收费或按数量收费，推荐显式使用 `commission_policy`。
+
 
 
 ## 4.5 撮合引擎揭秘 (Matching Engine Internals)

{akquant-0.2.43 → akquant-0.2.45}/docs/zh/textbook/06_stock_a.md

@@ -143,7 +143,12 @@ python examples/textbook/ch06_stock_a.py
 
 *   **费率**：券商收取的交易费用，通常在 **0.01% - 0.03%** (万一到万三) 之间。
 *   **最低收费**：单笔交易最低 **5 元**。这意味着对于小资金（如 1 万元以下）的交易，佣金比例可能高达 0.1% 甚至更多。
-*   **引擎实现**：`commission = max(5.0, fill_price * fill_quantity * commission_rate)`
+*   **默认引擎实现**：`commission = max(min_commission, fill_price * fill_quantity * commission_rate)`
+*   **AKQuant 扩展模式**：
+    *   `percent`：按成交额比例收费，是股票默认口径。
+    *   `fixed`：每次成交固定金额，不随成交数量变化。
+    *   `per_unit`：按成交数量线性收费，即 `fill_quantity * unit_fee`。
+*   **实践建议**：A 股常规券商账户优先使用 `percent + min_commission`；只有在你的真实费用口径明确是“每股/每手线性收费”时，再切换到 `per_unit`。
 
 ### 6.4.3 过户费 (Transfer Fee)
 

{akquant-0.2.43 → akquant-0.2.45}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "akquant"
-version = "0.2.43"
+version = "0.2.45"
 description = "High-performance quantitative trading framework based on Rust and Python"
 readme = "README.md"
 license = {text = "MIT License"}

{akquant-0.2.43 → akquant-0.2.45}/python/akquant/akquant.pyi

@@ -326,6 +326,8 @@ class BacktestResult:
         theme: str = ...,
         filename: typing.Optional[str] = ...,
     ) -> typing.Any: ...
+    def top_reject_reasons(self, top_n: int = ...) -> typing.Any: ...
+    def top_reject_reason_types(self, top_n: int = ...) -> typing.Any: ...
     def report(
         self,
         title: str = ...,
@@ -631,6 +633,9 @@ class Engine:
         """
         ...
 
+    def use_simple_market_policy(
+        self, commission_type: str, commission_value: float
+    ) -> None: ...
     def use_china_market(self) -> None:
         r"""启用 ChinaMarket (支持 T+1/T+0, 印花税, 过户费, 交易时段等)."""
         ...
@@ -688,6 +693,14 @@ class Engine:
         """
         ...
 
+    def set_stock_fee_policy(
+        self,
+        commission_type: str,
+        commission_value: float,
+        stamp_tax: float,
+        transfer_fee: float,
+        min_commission: float,
+    ) -> None: ...
     def set_futures_fee_rules(self, commission_rate: float) -> None:
         r"""
         设置期货费率规则.

{akquant-0.2.43 → akquant-0.2.45}/python/akquant/backtest/__init__.pyi

@@ -89,7 +89,7 @@ class SlippagePolicy(TypedDict, total=False):
 SlippagePolicyInput = Union[SlippagePolicy, Dict[str, Any]]
 
 class CommissionPolicy(TypedDict):
-    type: Literal["percent", "fixed"]
+    type: Literal["percent", "fixed", "per_unit"]
     value: float
 
 CommissionPolicyInput = Union[CommissionPolicy, Dict[str, Any]]
@@ -108,6 +108,7 @@ def run_backtest(
     strategy_loader_options: Optional[Dict[str, Any]] = ...,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = ...,
     initial_cash: Optional[float] = ...,
+    commission_policy: Optional[CommissionPolicyInput] = ...,
     commission_rate: Optional[float] = ...,
     stamp_tax_rate: Optional[float] = ...,
     transfer_fee_rate: Optional[float] = ...,
@@ -181,6 +182,7 @@ def run_warm_start(
     data: Optional[BacktestDataInput] = ...,
     show_progress: bool = ...,
     symbols: Union[str, List[str], Tuple[str, ...], set[str]] = ...,
+    commission_policy: Optional[CommissionPolicyInput] = ...,
     strategy_runtime_config: Optional[
         Union[StrategyRuntimeConfig, Dict[str, Any]]
     ] = ...,