akquant 0.2.44__tar.gz → 0.2.45__tar.gz

{akquant-0.2.44 → akquant-0.2.45}/Cargo.lock

@@ -30,7 +30,7 @@ dependencies = [
 
 [[package]]
 name = "akquant"
-version = "0.2.44"
+version = "0.2.45"
 dependencies = [
  "anyhow",
  "chrono",

{akquant-0.2.44 → akquant-0.2.45}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "akquant"
-version = "0.2.44"
+version = "0.2.45"
 edition = "2024"
 description = "High-performance quantitative trading framework based on Rust and Python"
 license = "MIT"

{akquant-0.2.44 → akquant-0.2.45}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akquant
-Version: 0.2.44
+Version: 0.2.45
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

{akquant-0.2.44 → 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-0.2.44 → akquant-0.2.45}/docs/en/reference/api.md

@@ -1113,10 +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-0.2.44 → 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-0.2.44 → 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-0.2.44 → akquant-0.2.45}/docs/zh/reference/api.md

@@ -1187,10 +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-0.2.44 → 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-0.2.44 → akquant-0.2.45}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "akquant"
-version = "0.2.44"
+version = "0.2.45"
 description = "High-performance quantitative trading framework based on Rust and Python"
 readme = "README.md"
 license = {text = "MIT License"}

{akquant-0.2.44 → 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 = ...,

{akquant-0.2.44 → akquant-0.2.45}/python/akquant/backtest/result.py

@@ -1167,6 +1167,37 @@ class BacktestResult:
             "other_risk_reject_count": (~known_mask).astype(int),
         }
 
+    @staticmethod
+    def _classify_reject_reason(reason: Any) -> str:
+        """Map raw reject messages to stable report-friendly categories."""
+        reason_text = str(reason).strip()
+        if not reason_text:
+            return "Empty Reject Reason"
+        reason_lower = reason_text.lower()
+        if "insufficient margin" in reason_lower:
+            return "Insufficient Margin"
+        if "daily loss" in reason_lower or "stop-loss threshold" in reason_lower:
+            return "Daily Loss Limit"
+        if "drawdown" in reason_lower:
+            return "Drawdown Limit"
+        if "reduce_only mode" in reason_lower or "cooldown" in reason_lower:
+            return "Reduce-Only / Cooldown"
+        if (
+            "projected position" in reason_lower
+            or "available position" in reason_lower
+            or "is restricted" in reason_lower
+        ):
+            return "Position Limit"
+        if "order quantity" in reason_lower or "lot size" in reason_lower:
+            return "Order Size Limit"
+        if "order value" in reason_lower:
+            return "Order Value Limit"
+        if "portfolio risk budget" in reason_lower:
+            return "Portfolio Risk Budget"
+        if "risk budget" in reason_lower and "strategy" in reason_lower:
+            return "Strategy Risk Budget"
+        return "Other"
+
     def top_reject_reasons(self, top_n: int = 10) -> pd.DataFrame:
         """Get Top-N rejection reasons from orders."""
         columns = ["reject_reason", "count", "ratio"]
@@ -1212,6 +1243,64 @@ class BacktestResult:
         frame["ratio"] = frame["count"] / float(total)
         return cast(pd.DataFrame, frame.reset_index(drop=True))
 
+    def top_reject_reason_types(self, top_n: int = 10) -> pd.DataFrame:
+        """Get Top-N rejection categories with a sample raw message."""
+        columns = ["reject_reason_type", "sample_reject_reason", "count", "ratio"]
+        if top_n <= 0:
+            return pd.DataFrame(columns=columns)
+
+        orders = self.orders_df.copy()
+        if orders.empty:
+            return pd.DataFrame(columns=columns)
+
+        if "reject_reason" not in orders.columns:
+            orders["reject_reason"] = ""
+        if "status" not in orders.columns:
+            orders["status"] = ""
+        reject_reason = orders["reject_reason"].fillna("").astype(str)
+        status = orders["status"].fillna("").astype(str)
+        rejected_mask = (reject_reason.str.len() > 0) | status.str.contains(
+            "Rejected", case=False, regex=False
+        )
+        rejected = orders.loc[rejected_mask].copy()
+        if rejected.empty:
+            return pd.DataFrame(columns=columns)
+
+        cleaned_reason = (
+            rejected["reject_reason"]
+            .fillna("")
+            .astype(str)
+            .str.strip()
+            .replace("", "(empty reject reason)")
+        )
+        classified = cleaned_reason.map(self._classify_reject_reason)
+        total = int(len(classified))
+        if total <= 0:
+            return pd.DataFrame(columns=columns)
+
+        frame = pd.DataFrame(
+            {
+                "reject_reason_type": classified.astype(str),
+                "sample_reject_reason": cleaned_reason.astype(str),
+            }
+        )
+        grouped = (
+            frame.groupby("reject_reason_type", sort=False)
+            .agg(
+                count=("reject_reason_type", "size"),
+                sample_reject_reason=(
+                    "sample_reject_reason",
+                    lambda series: cast(str, series.value_counts().index[0]),
+                ),
+            )
+            .reset_index()
+        )
+        grouped = grouped.sort_values(
+            ["count", "reject_reason_type"], ascending=[False, True]
+        ).head(top_n)
+        grouped["ratio"] = grouped["count"] / float(total)
+        return cast(pd.DataFrame, grouped[columns].reset_index(drop=True))
+
     def risk_rejections_by_strategy(self) -> pd.DataFrame:
         """Get strategy-level risk rejection breakdown table."""
         orders = self.orders_df.copy()
@@ -1765,7 +1854,7 @@ class BacktestResult:
         indicator_symbol: Optional[str] = None,
         indicator_include_warmup: bool = True,
         benchmark: Optional[Union[str, pd.Series]] = None,
-        curve_freq: str = "raw",
+        curve_freq: str = "D",
     ) -> None:
         """
         生成 HTML 策略回测报告 (便捷方法).
@@ -1784,7 +1873,7 @@ class BacktestResult:
         :param indicator_symbol: 可选标的过滤，仅展示指定标的指标
         :param indicator_include_warmup: 是否在指标报告区块中保留预热点
         :param benchmark: 基准收益序列 (pd.Series) 或基准标识字符串
-        :param curve_freq: 曲线频率，"raw" 为原始频率，"D" 为日频末值
+        :param curve_freq: 曲线频率，默认 "D" 为日频末值，"raw" 为原始频率
         """
         # 延迟导入，避免循环引用和非必要的 Plotly 依赖
         try:

{akquant-0.2.44 → akquant-0.2.45}/python/akquant/plot/report.py

@@ -695,7 +695,7 @@ def _build_benchmark_sections(
     }
 
 
-def _build_summary_context(result: Any, curve_freq: str = "raw") -> dict[str, str]:
+def _build_summary_context(result: Any, curve_freq: str = "D") -> dict[str, str]:
     """Build summary text values for report header."""
     equity_curve = _resolve_equity_curve(result, curve_freq)
     start_date = "N/A"
@@ -979,7 +979,7 @@ def _build_chart_html_sections(
     indicator_symbol: Optional[str] = None,
     indicator_include_warmup: bool = True,
     benchmark: Optional[Union[str, pd.Series]] = None,
-    curve_freq: str = "raw",
+    curve_freq: str = "D",
 ) -> dict[str, str]:
     """Build chart HTML sections from plot figures."""
     config = {"responsive": True}
@@ -1179,15 +1179,16 @@ def _build_chart_html_sections(
         else pd.DataFrame()
     )
     top_reasons_df = (
-        result.top_reject_reasons(top_n=8)
-        if hasattr(result, "top_reject_reasons")
+        result.top_reject_reason_types(top_n=8)
+        if hasattr(result, "top_reject_reason_types")
         else pd.DataFrame()
     )
     if not top_reasons_df.empty:
         top_reasons_view = _rename_table_columns(
             top_reasons_df,
             {
-                "reject_reason": "拒单原因 (Reject Reason)",
+                "reject_reason_type": "拒单类型 (Reject Type)",
+                "sample_reject_reason": "示例详情 (Sample Detail)",
                 "count": "拒单数 (Count)",
                 "ratio": "占比 (Ratio)",
             },
@@ -1948,7 +1949,7 @@ def plot_report(
     indicator_symbol: Optional[str] = None,
     indicator_include_warmup: bool = True,
     benchmark: Optional[Union[str, pd.Series]] = None,
-    curve_freq: str = "raw",
+    curve_freq: str = "D",
 ) -> None:
     """
     生成类似 QuantStats 的整合版 HTML 报告 (中文优化版).
@@ -1964,7 +1965,7 @@ def plot_report(
     :param indicator_symbol: 可选标的过滤，仅展示指定标的指标
     :param indicator_include_warmup: 是否在指标报告区块中保留预热点
     :param benchmark: 基准收益序列 (pd.Series) 或基准标识字符串
-    :param curve_freq: 曲线频率，"raw" 为原始频率，"D" 为日频末值
+    :param curve_freq: 曲线频率，默认 "D" 为日频末值，"raw" 为原始频率
     """
     if not check_plotly():
         return

{akquant-0.2.44 → akquant-0.2.45}/tests/test_engine.py

@@ -915,6 +915,57 @@ def test_backtest_result_top_reject_reasons_and_lot_size_category() -> None:
     assert int(risk_df["order_size_limit_reject_count"].sum()) >= 1
 
 
+def test_backtest_result_top_reject_reason_types_normalizes_dynamic_details() -> None:
+    """Reject type view should merge dynamic messages into stable categories."""
+    result = akquant.run_backtest(
+        data=_build_regression_bars("REJECT_REASON_TYPE"),
+        strategy=SingleBuyStrategy,
+        symbols="REJECT_REASON_TYPE",
+        fill_policy={"price_basis": "close", "temporal": "same_cycle"},
+        lot_size=1,
+        show_progress=False,
+    )
+    result.orders_df = pd.DataFrame(
+        {
+            "reject_reason": [
+                (
+                    "Risk: Insufficient margin at execution. "
+                    "Required: 35, Available: -330445.517600"
+                ),
+                (
+                    "Risk: Insufficient margin at execution. "
+                    "Required: 35, Available: -310706.591600"
+                ),
+                "Order error: Risk: Daily loss 5.46% exceeds limit 5.00%",
+                "Order error: Risk: Daily loss 8.79% exceeds limit 5.00%",
+                "",
+            ],
+            "status": ["Rejected", "Rejected", "Rejected", "Rejected", "Rejected"],
+        }
+    )
+
+    top_reason_types = result.top_reject_reason_types(top_n=5)
+
+    assert not top_reason_types.empty
+    assert "reject_reason_type" in top_reason_types.columns
+    assert "sample_reject_reason" in top_reason_types.columns
+    assert "count" in top_reason_types.columns
+    assert "ratio" in top_reason_types.columns
+    counts = dict(
+        zip(
+            top_reason_types["reject_reason_type"].astype(str),
+            top_reason_types["count"].astype(int),
+        )
+    )
+    assert counts["Insufficient Margin"] == 2
+    assert counts["Daily Loss Limit"] == 2
+    sample_detail = top_reason_types.loc[
+        top_reason_types["reject_reason_type"].astype(str) == "Insufficient Margin",
+        "sample_reject_reason",
+    ].iloc[0]
+    assert "Required: 35" in str(sample_detail)
+
+
 def test_policy_resolver_next_close_same_cycle_sets_timer_same_cycle() -> None:
     """Close + bar_offset=1 + same_cycle should resolve timer policy."""
     resolved = backtest_engine._resolve_execution_policy(

{akquant-0.2.44 → akquant-0.2.45}/tests/test_report_plot_extensions.py

@@ -1,10 +1,12 @@
 import importlib.util
+import inspect
 from pathlib import Path
 from typing import cast
 
 import pandas as pd
 import pytest
 from akquant import Bar, Strategy, run_backtest
+from akquant.backtest.result import BacktestResult
 from akquant.config import RiskConfig
 from akquant.plot import (
     plot_dashboard,
@@ -716,6 +718,12 @@ def test_report_accepts_curve_freq_daily(tmp_path: Path) -> None:
     assert report_path.exists()
 
 
+def test_report_defaults_curve_freq_to_daily() -> None:
+    """Report API should default to daily curve frequency for lighter HTML."""
+    default_value = inspect.signature(BacktestResult.report)
+    assert default_value.parameters["curve_freq"].default == "D"
+
+
 def test_report_rejects_invalid_curve_freq(tmp_path: Path) -> None:
     """Report generation should reject unsupported curve frequency values."""
     _skip_if_no_plotly()
@@ -737,6 +745,45 @@ def test_report_rejects_invalid_curve_freq(tmp_path: Path) -> None:
         result.report(filename=str(report_path), show=False, curve_freq="W")
 
 
+def test_report_displays_normalized_reject_reason_types(tmp_path: Path) -> None:
+    """Report HTML should show reject types and sample details separately."""
+    _skip_if_no_plotly()
+    result = run_backtest(
+        data=_build_intraday_data(),
+        strategy=NoTradeStrategy,
+        symbols="TEST",
+        initial_cash=200000.0,
+        commission_rate=0.0,
+        stamp_tax_rate=0.0,
+        transfer_fee_rate=0.0,
+        min_commission=0.0,
+        fill_policy={"price_basis": "close", "temporal": "same_cycle"},
+        lot_size=1,
+        show_progress=False,
+    )
+    result.orders_df = pd.DataFrame(
+        {
+            "reject_reason": [
+                (
+                    "Risk: Insufficient margin at execution. "
+                    "Required: 35, Available: -330445.517600"
+                ),
+                (
+                    "Risk: Insufficient margin at execution. "
+                    "Required: 35, Available: -310706.591600"
+                ),
+            ],
+            "status": ["Rejected", "Rejected"],
+        }
+    )
+    report_path = tmp_path / "report_reject_reason_types.html"
+    result.report(filename=str(report_path), show=False)
+    html = report_path.read_text(encoding="utf-8")
+    assert "拒单类型 (Reject Type)" in html
+    assert "示例详情 (Sample Detail)" in html
+    assert "Insufficient Margin" in html
+
+
 def test_report_contains_forced_liquidation_audit_section(tmp_path: Path) -> None:
     """Report HTML should include forced liquidation audit section and entries."""
     _skip_if_no_plotly()