deltafq 0.0.1__py3-none-any.whl → 0.1.1__py3-none-any.whl

deltafq/__init__.py

@@ -0,0 +1,31 @@
+"""DeltaFQ - 专业的Python量化交易库
+
+一个面向量化策略开发者和量化研究人员的完整工具链。
+"""
+
+__version__ = "0.1.1"
+__author__ = "DeltaFQ Team"
+
+# 导入主要模块
+from deltafq import data
+from deltafq import indicators
+from deltafq import strategy
+from deltafq import backtest
+from deltafq import risk
+from deltafq import performance
+from deltafq import optimization
+from deltafq import trade
+from deltafq import utils
+
+__all__ = [
+    "data",
+    "indicators",
+    "strategy",
+    "backtest",
+    "risk",
+    "performance",
+    "optimization",
+    "trade",
+    "utils",
+]
+

deltafq/backtest/__init__.py

@@ -0,0 +1,7 @@
+"""回测引擎模块"""
+
+from deltafq.backtest.engine import BacktestEngine
+from deltafq.backtest.result import BacktestResult
+
+__all__ = ["BacktestEngine", "BacktestResult"]
+

deltafq/backtest/engine.py

@@ -0,0 +1,52 @@
+"""回测引擎"""
+
+import pandas as pd
+from typing import Optional
+from deltafq.strategy.base import Strategy
+from deltafq.backtest.result import BacktestResult
+
+
+class BacktestEngine:
+    """回测引擎"""
+    
+    def __init__(
+        self,
+        initial_cash: float = 100000,
+        commission: float = 0.0003,
+        slippage: float = 0.0
+    ):
+        """初始化回测引擎
+        
+        Args:
+            initial_cash: 初始资金
+            commission: 手续费率
+            slippage: 滑点
+        """
+        self.initial_cash = initial_cash
+        self.commission = commission
+        self.slippage = slippage
+        
+    def run(
+        self,
+        data: pd.DataFrame,
+        strategy: Strategy
+    ) -> BacktestResult:
+        """运行回测
+        
+        Args:
+            data: 历史数据
+            strategy: 策略实例
+            
+        Returns:
+            回测结果
+        """
+        for idx, bar in data.iterrows():
+            strategy.on_bar(bar)
+        
+        result = BacktestResult(
+            initial_cash=self.initial_cash,
+            data=data,
+            signals=strategy.get_signals()
+        )
+        return result
+

deltafq/backtest/result.py

@@ -0,0 +1,45 @@
+"""回测结果"""
+
+import pandas as pd
+from typing import Dict, Any, List
+
+
+class BacktestResult:
+    """回测结果类"""
+    
+    def __init__(
+        self,
+        initial_cash: float,
+        data: pd.DataFrame,
+        signals: List[Dict]
+    ):
+        self.initial_cash = initial_cash
+        self.data = data
+        self.signals = signals
+        
+    def summary(self) -> Dict[str, Any]:
+        """生成回测摘要
+        
+        Returns:
+            包含各项指标的字典
+        """
+        return {
+            'initial_cash': self.initial_cash,
+            'total_signals': len(self.signals),
+            'data_length': len(self.data),
+        }
+    
+    def plot(self) -> None:
+        """绘制回测结果"""
+        try:
+            import matplotlib.pyplot as plt
+            plt.figure(figsize=(12, 6))
+            plt.plot(self.data['close'])
+            plt.title('Price Chart')
+            plt.xlabel('Date')
+            plt.ylabel('Price')
+            plt.grid(True)
+            plt.show()
+        except ImportError:
+            print("需要matplotlib: pip install matplotlib")
+

deltafq/data/__init__.py

@@ -0,0 +1,7 @@
+"""数据获取和管理模块"""
+
+from deltafq.data.base import DataSource
+from deltafq.data.loader import get_stock_daily, get_stock_minute
+
+__all__ = ["DataSource", "get_stock_daily", "get_stock_minute"]
+

deltafq/data/base.py

@@ -0,0 +1,30 @@
+"""数据源基类"""
+
+from abc import ABC, abstractmethod
+from typing import Optional
+import pandas as pd
+
+
+class DataSource(ABC):
+    """数据源抽象基类"""
+    
+    @abstractmethod
+    def get_data(
+        self,
+        symbol: str,
+        start_date: str,
+        end_date: str,
+        **kwargs
+    ) -> pd.DataFrame:
+        """获取数据
+        
+        Args:
+            symbol: 股票代码
+            start_date: 开始日期
+            end_date: 结束日期
+            
+        Returns:
+            包含OHLCV数据的DataFrame
+        """
+        pass
+

deltafq/data/loader.py

@@ -0,0 +1,63 @@
+"""数据加载器"""
+
+import pandas as pd
+import numpy as np
+from typing import Optional
+
+
+def get_stock_daily(
+    symbol: str,
+    start: str,
+    end: str,
+    source: str = "mock"
+) -> pd.DataFrame:
+    """获取股票日线数据
+    
+    Args:
+        symbol: 股票代码
+        start: 开始日期
+        end: 结束日期
+        source: 数据源，目前支持 'mock'
+        
+    Returns:
+        包含OHLCV数据的DataFrame
+    """
+    dates = pd.date_range(start=start, end=end, freq='B')
+    n = len(dates)
+    base_price = 100 + np.random.randn(n).cumsum()
+    open_price = base_price + np.random.randn(n) * 0.5
+    close_price = base_price + np.random.randn(n) * 0.5
+    high_price = np.maximum(open_price, close_price) + np.abs(np.random.randn(n) * 0.5)
+    low_price = np.minimum(open_price, close_price) - np.abs(np.random.randn(n) * 0.5)
+    
+    data = pd.DataFrame({
+        'open': open_price,
+        'high': high_price,
+        'low': low_price,
+        'close': close_price,
+        'volume': np.random.randint(1000000, 10000000, n),
+    }, index=dates)
+    
+    data.index.name = 'date'
+    return data
+
+
+def get_stock_minute(
+    symbol: str,
+    start: str,
+    end: str,
+    freq: str = '1min'
+) -> pd.DataFrame:
+    """获取股票分钟数据
+    
+    Args:
+        symbol: 股票代码
+        start: 开始日期
+        end: 结束日期
+        freq: 频率，如 '1min', '5min'
+        
+    Returns:
+        包含OHLCV数据的DataFrame
+    """
+    raise NotImplementedError("分钟数据功能待实现")
+

deltafq/indicators/__init__.py

@@ -0,0 +1,8 @@
+"""技术指标计算模块"""
+
+from deltafq.indicators.trend import SMA, EMA, MACD
+from deltafq.indicators.momentum import RSI
+from deltafq.indicators.volatility import BOLL
+
+__all__ = ["SMA", "EMA", "MACD", "RSI", "BOLL"]
+

deltafq/indicators/momentum.py

@@ -0,0 +1,23 @@
+"""动量类指标"""
+
+import pandas as pd
+
+
+def RSI(data: pd.Series, period: int = 14) -> pd.Series:
+    """相对强弱指标
+    
+    Args:
+        data: 价格序列
+        period: 周期
+        
+    Returns:
+        RSI序列
+    """
+    delta = data.diff()
+    gain = (delta.where(delta > 0, 0)).rolling(window=period).mean()
+    loss = (-delta.where(delta < 0, 0)).rolling(window=period).mean()
+    
+    rs = gain / loss
+    rsi = 100 - (100 / (1 + rs))
+    return rsi
+

deltafq/indicators/trend.py

@@ -0,0 +1,61 @@
+"""趋势类指标"""
+
+import pandas as pd
+from typing import Union
+
+
+def SMA(data: Union[pd.Series, pd.DataFrame], period: int) -> pd.Series:
+    """简单移动平均线
+    
+    Args:
+        data: 价格序列
+        period: 周期
+        
+    Returns:
+        SMA序列
+    """
+    return data.rolling(window=period).mean()
+
+
+def EMA(data: Union[pd.Series, pd.DataFrame], period: int) -> pd.Series:
+    """指数移动平均线
+    
+    Args:
+        data: 价格序列
+        period: 周期
+        
+    Returns:
+        EMA序列
+    """
+    return data.ewm(span=period, adjust=False).mean()
+
+
+def MACD(
+    data: pd.Series,
+    fast_period: int = 12,
+    slow_period: int = 26,
+    signal_period: int = 9
+) -> pd.DataFrame:
+    """MACD指标
+    
+    Args:
+        data: 价格序列
+        fast_period: 快线周期
+        slow_period: 慢线周期
+        signal_period: 信号线周期
+        
+    Returns:
+        包含DIF、DEA、MACD的DataFrame
+    """
+    fast = EMA(data, fast_period)
+    slow = EMA(data, slow_period)
+    dif = fast - slow
+    dea = EMA(dif, signal_period)
+    macd = (dif - dea) * 2
+    
+    return pd.DataFrame({
+        'dif': dif,
+        'dea': dea,
+        'macd': macd
+    })
+

deltafq/indicators/volatility.py

@@ -0,0 +1,27 @@
+"""波动率类指标"""
+
+import pandas as pd
+
+
+def BOLL(data: pd.Series, period: int = 20, std_dev: float = 2.0) -> pd.DataFrame:
+    """布林带
+    
+    Args:
+        data: 价格序列
+        period: 周期
+        std_dev: 标准差倍数
+        
+    Returns:
+        包含upper、middle、lower的DataFrame
+    """
+    middle = data.rolling(window=period).mean()
+    std = data.rolling(window=period).std()
+    upper = middle + std_dev * std
+    lower = middle - std_dev * std
+    
+    return pd.DataFrame({
+        'upper': upper,
+        'middle': middle,
+        'lower': lower
+    })
+

deltafq/optimization/__init__.py

@@ -0,0 +1,6 @@
+"""参数优化模块"""
+
+from deltafq.optimization.grid_search import GridSearchOptimizer
+
+__all__ = ["GridSearchOptimizer"]
+

deltafq/optimization/grid_search.py

@@ -0,0 +1,41 @@
+"""网格搜索优化器"""
+
+from typing import Dict, List, Any, Callable
+import itertools
+
+
+class GridSearchOptimizer:
+    """网格搜索参数优化器"""
+    
+    def __init__(self):
+        self.results = []
+        
+    def optimize(
+        self,
+        param_grid: Dict[str, List[Any]],
+        objective_func: Callable
+    ) -> Dict[str, Any]:
+        """执行网格搜索
+        
+        Args:
+            param_grid: 参数网格
+            objective_func: 目标函数
+            
+        Returns:
+            最优参数组合
+        """
+        keys = param_grid.keys()
+        values = param_grid.values()
+        best_score = float('-inf')
+        best_params = None
+        
+        for combination in itertools.product(*values):
+            params = dict(zip(keys, combination))
+            score = objective_func(params)
+            self.results.append({'params': params, 'score': score})
+            if score > best_score:
+                best_score = score
+                best_params = params
+        
+        return best_params
+

deltafq/performance/__init__.py

@@ -0,0 +1,6 @@
+"""绩效分析模块"""
+
+from deltafq.performance.metrics import calculate_sharpe_ratio, calculate_annual_return
+
+__all__ = ["calculate_sharpe_ratio", "calculate_annual_return"]
+

deltafq/performance/metrics.py

@@ -0,0 +1,37 @@
+"""绩效指标计算"""
+
+import pandas as pd
+import numpy as np
+
+
+def calculate_annual_return(returns: pd.Series) -> float:
+    """计算年化收益率
+    
+    Args:
+        returns: 收益率序列
+        
+    Returns:
+        年化收益率
+    """
+    total_return = (1 + returns).prod() - 1
+    n_years = len(returns) / 252
+    annual_return = (1 + total_return) ** (1 / n_years) - 1
+    return annual_return
+
+
+def calculate_sharpe_ratio(
+    returns: pd.Series,
+    risk_free_rate: float = 0.03
+) -> float:
+    """计算夏普比率
+    
+    Args:
+        returns: 收益率序列
+        risk_free_rate: 无风险利率
+        
+    Returns:
+        夏普比率
+    """
+    excess_returns = returns - risk_free_rate / 252
+    return np.sqrt(252) * excess_returns.mean() / excess_returns.std()
+

deltafq/risk/__init__.py

@@ -0,0 +1,7 @@
+"""风险管理模块"""
+
+from deltafq.risk.position import PositionManager
+from deltafq.risk.metrics import calculate_max_drawdown, calculate_var
+
+__all__ = ["PositionManager", "calculate_max_drawdown", "calculate_var"]
+

deltafq/risk/metrics.py

@@ -0,0 +1,33 @@
+"""风险指标计算"""
+
+import pandas as pd
+import numpy as np
+
+
+def calculate_max_drawdown(returns: pd.Series) -> float:
+    """计算最大回撤
+    
+    Args:
+        returns: 收益率序列
+        
+    Returns:
+        最大回撤值
+    """
+    cumulative = (1 + returns).cumprod()
+    running_max = cumulative.expanding().max()
+    drawdown = (cumulative - running_max) / running_max
+    return drawdown.min()
+
+
+def calculate_var(returns: pd.Series, confidence: float = 0.95) -> float:
+    """计算VaR (Value at Risk)
+    
+    Args:
+        returns: 收益率序列
+        confidence: 置信度
+        
+    Returns:
+        VaR值
+    """
+    return returns.quantile(1 - confidence)
+

deltafq/risk/position.py

@@ -0,0 +1,39 @@
+"""仓位管理"""
+
+from typing import Optional
+
+
+class PositionManager:
+    """仓位管理器"""
+    
+    def __init__(self, max_position: float = 1.0):
+        """初始化仓位管理器
+        
+        Args:
+            max_position: 最大持仓比例
+        """
+        self.max_position = max_position
+        self.current_position = 0.0
+        
+    def calculate_size(
+        self,
+        signal: str,
+        cash: float,
+        price: float,
+        method: str = "fixed"
+    ) -> float:
+        """计算交易数量
+        
+        Args:
+            signal: 信号类型 'buy' or 'sell'
+            cash: 可用资金
+            price: 当前价格
+            method: 计算方法
+            
+        Returns:
+            交易数量
+        """
+        if method == "fixed":
+            return cash * self.max_position / price
+        return 0.0
+

deltafq/strategy/__init__.py

@@ -0,0 +1,6 @@
+"""策略框架模块"""
+
+from deltafq.strategy.base import Strategy
+
+__all__ = ["Strategy"]
+

deltafq/strategy/base.py

@@ -0,0 +1,44 @@
+"""策略基类"""
+
+from abc import ABC, abstractmethod
+from typing import Dict, Any
+import pandas as pd
+
+
+class Strategy(ABC):
+    """策略抽象基类"""
+    
+    def __init__(self):
+        self.position = 0  # 当前持仓
+        self.cash = 100000  # 初始资金
+        self.signals = []  # 信号记录
+        
+    @abstractmethod
+    def on_bar(self, bar: pd.Series) -> None:
+        """处理每根K线
+        
+        Args:
+            bar: 包含OHLCV数据的Series
+        """
+        pass
+    
+    def buy(self, size: float = 1.0) -> None:
+        """买入信号
+        
+        Args:
+            size: 交易数量
+        """
+        self.signals.append({'action': 'buy', 'size': size})
+    
+    def sell(self, size: float = 1.0) -> None:
+        """卖出信号
+        
+        Args:
+            size: 交易数量
+        """
+        self.signals.append({'action': 'sell', 'size': size})
+    
+    def get_signals(self) -> list:
+        """获取所有交易信号"""
+        return self.signals
+

deltafq/trade/__init__.py

@@ -0,0 +1,6 @@
+"""实盘交易接口模块"""
+
+from deltafq.trade.broker import Broker
+
+__all__ = ["Broker"]
+

deltafq/trade/broker.py

@@ -0,0 +1,40 @@
+"""交易接口抽象"""
+
+from abc import ABC, abstractmethod
+from typing import Dict, Any, List
+
+
+class Broker(ABC):
+    """券商接口抽象基类"""
+    
+    @abstractmethod
+    def submit_order(
+        self,
+        symbol: str,
+        action: str,
+        quantity: float,
+        order_type: str = "market"
+    ) -> str:
+        """提交订单
+        
+        Args:
+            symbol: 证券代码
+            action: 动作 'buy' or 'sell'
+            quantity: 数量
+            order_type: 订单类型
+            
+        Returns:
+            订单ID
+        """
+        pass
+    
+    @abstractmethod
+    def get_position(self) -> List[Dict[str, Any]]:
+        """获取持仓信息"""
+        pass
+    
+    @abstractmethod
+    def get_account(self) -> Dict[str, Any]:
+        """获取账户信息"""
+        pass
+

deltafq/utils/__init__.py

@@ -0,0 +1,6 @@
+"""工具函数模块"""
+
+from deltafq.utils.time import is_trading_day, get_trading_dates
+
+__all__ = ["is_trading_day", "get_trading_dates"]
+

deltafq/utils/time.py

@@ -0,0 +1,32 @@
+"""时间相关工具函数"""
+
+import pandas as pd
+from datetime import datetime
+from typing import List
+
+
+def is_trading_day(date: datetime) -> bool:
+    """判断是否为交易日
+    
+    Args:
+        date: 日期
+        
+    Returns:
+        是否为交易日
+    """
+    return date.weekday() < 5
+
+
+def get_trading_dates(start: str, end: str) -> List[datetime]:
+    """获取交易日列表
+    
+    Args:
+        start: 开始日期
+        end: 结束日期
+        
+    Returns:
+        交易日列表
+    """
+    dates = pd.date_range(start=start, end=end, freq='B')
+    return dates.tolist()
+

deltafq-0.1.1.dist-info/METADATA

@@ -0,0 +1,202 @@
+Metadata-Version: 2.4
+Name: deltafq
+Version: 0.1.1
+Summary: A professional Python quantitative trading library
+Author-email: DeltaFQ Team <your.email@example.com>
+License: MIT
+Project-URL: Homepage, https://github.com/Delta-F/deltafq
+Project-URL: Documentation, https://github.com/Delta-F/deltafq/tree/main/docs
+Project-URL: Repository, https://github.com/Delta-F/deltafq
+Project-URL: PyPI, https://pypi.org/project/deltafq/
+Project-URL: Bug Tracker, https://github.com/Delta-F/deltafq/issues
+Keywords: quantitative,trading,finance,backtest,strategy
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: numpy>=1.21.0
+Provides-Extra: dev
+Requires-Dist: pytest>=7.0.0; extra == "dev"
+Requires-Dist: pytest-cov>=4.0.0; extra == "dev"
+Requires-Dist: black>=22.0.0; extra == "dev"
+Requires-Dist: flake8>=5.0.0; extra == "dev"
+Requires-Dist: mypy>=0.990; extra == "dev"
+Provides-Extra: plot
+Requires-Dist: matplotlib>=3.5.0; extra == "plot"
+Provides-Extra: all
+Requires-Dist: matplotlib>=3.5.0; extra == "all"
+Dynamic: license-file
+
+# DeltaFQ
+
+[![PyPI version](https://badge.fury.io/py/deltafq.svg)](https://badge.fury.io/py/deltafq)
+[![Python 3.8+](https://img.shields.io/badge/python-3.8+-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+A professional Python quantitative trading library providing a complete toolkit for quantitative strategy development and research.
+
+## Features
+
+- 📊 **Multi-source Data Support** - Unified data interface supporting multiple data sources
+- 📈 **Rich Technical Indicators** - Built-in common technical indicators with custom extension support
+- 🎯 **Flexible Strategy Framework** - Clean API for rapid trading strategy development
+- ⚡ **Efficient Backtest Engine** - Vectorized computation for fast strategy validation
+- 📉 **Comprehensive Risk Management** - Position management, risk control, and performance analysis
+- 🔧 **Parameter Optimization Tools** - Multiple optimization algorithms for finding optimal parameters
+- 📱 **Live Trading Interface** - Unified trading interface for seamless simulation and live trading
+
+## Installation
+
+```bash
+pip install deltafq
+```
+
+Or install from source:
+
+```bash
+git clone https://github.com/Delta-F/deltafq.git
+cd deltafq
+pip install -e .
+```
+
+## Quick Start
+
+### Get Data
+
+```python
+import deltafq as dfq
+
+# Get stock data
+data = dfq.data.get_stock_daily('000001.SZ', start='2020-01-01', end='2023-12-31')
+print(data.head())
+```
+
+### Calculate Technical Indicators
+
+```python
+# Calculate moving averages
+data['ma5'] = dfq.indicators.SMA(data['close'], 5)
+data['ma20'] = dfq.indicators.SMA(data['close'], 20)
+
+# Calculate MACD
+macd = dfq.indicators.MACD(data['close'])
+data = data.join(macd)
+```
+
+### Build Trading Strategy
+
+```python
+class MAStrategy(dfq.strategy.Strategy):
+    """Dual Moving Average Strategy"""
+    
+    def on_bar(self, bar):
+        if bar.ma5 > bar.ma20:
+            self.buy()
+        elif bar.ma5 < bar.ma20:
+            self.sell()
+```
+
+### Run Backtest
+
+```python
+# Create backtest engine
+engine = dfq.backtest.BacktestEngine(
+    initial_cash=100000,
+    commission=0.0003
+)
+
+# Run backtest
+result = engine.run(data, MAStrategy())
+
+# View results
+print(result.summary())
+result.plot()
+```
+
+## Module Overview
+
+- **data** - Data acquisition and management
+- **indicators** - Technical indicator calculations
+- **strategy** - Strategy development framework
+- **backtest** - Backtest engine
+- **risk** - Risk management
+- **performance** - Performance analysis
+- **optimization** - Parameter optimization
+- **trade** - Live trading interface
+- **utils** - Utility functions
+
+## Examples
+
+Check the `examples/` directory for more example code:
+
+- `ma_strategy.py` - Dual Moving Average Strategy
+- `macd_strategy.py` - MACD Strategy
+- `optimization_example.py` - Parameter Optimization Example
+
+## Documentation
+
+- **User Guide**: [docs/GUIDE.md](docs/GUIDE.md) | [中文指南](docs/GUIDE_zh.md)
+- **API Reference**: [docs/API.md](docs/API.md)
+- **Development Guide**: [docs/CONTRIBUTING.md](docs/CONTRIBUTING.md)
+- **Changelog**: [docs/CHANGELOG.md](docs/CHANGELOG.md)
+
+## Dependencies
+
+- Python >= 3.8
+- pandas >= 1.3.0
+- numpy >= 1.21.0
+
+## Development
+
+```bash
+# Clone repository
+git clone https://github.com/Delta-F/deltafq.git
+cd deltafq
+
+# Install development dependencies
+pip install -e ".[dev]"
+
+# Run tests
+pytest
+
+# Code formatting
+black deltafq/
+
+# Type checking
+mypy deltafq/
+```
+
+## License
+
+This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
+
+## Contributing
+
+Issues and Pull Requests are welcome!
+
+## Contact
+
+- Project Homepage: [https://github.com/Delta-F/deltafq](https://github.com/Delta-F/deltafq)
+- PyPI Homepage: [https://pypi.org/project/deltafq/](https://pypi.org/project/deltafq/)
+- Issue Tracker: [https://github.com/Delta-F/deltafq/issues](https://github.com/Delta-F/deltafq/issues)
+
+---
+
+⚠️ **Risk Warning**: Quantitative trading involves risk. This library is for educational and research purposes only and does not constitute investment advice. Please exercise caution when trading live, as you bear the risk yourself.
+
+## Language Support
+
+This project supports both English and Chinese documentation:
+
+- **English**: [README.md](README.md) (current)
+- **中文**: [README_zh.md](README_zh.md)

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deltafq-0.1.1.dist-info/licenses/LICENSE

@@ -0,0 +1,22 @@
+MIT License
+
+Copyright (c) 2025 DeltaFQ Team
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
+

deltafq-0.0.1.dist-info/METADATA

@@ -1,24 +0,0 @@
-Metadata-Version: 2.4
-Name: deltafq
-Version: 0.0.1
-Summary: A powerful quantitative trading framework for Python.
-Home-page: https://github.com/Delta-F/DeltaFQ
-Author: DeltaF
-Author-email: leek_li@outlook.com
-Classifier: Programming Language :: Python :: 3
-Classifier: License :: OSI Approved :: MIT License
-Classifier: Operating System :: OS Independent
-Requires-Python: >=3.7
-Description-Content-Type: text/markdown
-License-File: LICENSE
-Dynamic: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: license-file
-Dynamic: requires-python
-Dynamic: summary
-
-# DeltaFQ Project

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-Copyright <YEAR> <COPYRIGHT HOLDER>
-
-Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
-
-The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.