deltafq 0.1.0__py3-none-any.whl → 0.1.2__py3-none-any.whl

deltafq/strategy/base.py

@@ -1,44 +0,0 @@
-"""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

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

deltafq/trade/broker.py

@@ -1,40 +0,0 @@
-"""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

@@ -1,6 +0,0 @@
-"""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

@@ -1,32 +0,0 @@
-"""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-0.1.0.dist-info/METADATA

@@ -1,195 +0,0 @@
-Metadata-Version: 2.4
-Name: deltafq
-Version: 0.1.0
-Summary: 专业的Python量化交易库
-Author-email: DeltaFQ Team <your.email@example.com>
-License: MIT
-Project-URL: Homepage, https://github.com/Delta-F/deltafq
-Project-URL: Documentation, https://deltafq.readthedocs.io
-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)
-
-专业的Python量化交易库，为量化策略开发者和研究人员提供从数据获取到策略回测的完整工具链。
-
-## 特性
-
-- 📊 **多源数据支持** - 统一的数据接口，支持多种数据源
-- 📈 **丰富的技术指标** - 内置常用技术指标，支持自定义扩展
-- 🎯 **灵活的策略框架** - 简洁的API，快速构建交易策略
-- ⚡ **高效的回测引擎** - 向量化计算，快速验证策略效果
-- 📉 **全面的风险管理** - 仓位管理、风险控制、绩效分析
-- 🔧 **参数优化工具** - 多种优化算法，寻找最佳参数
-- 📱 **实盘交易接口** - 统一的交易接口，无缝切换模拟与实盘
-
-## 安装
-
-```bash
-pip install deltafq
-```
-
-或者安装开发版本：
-
-```bash
-git clone https://github.com/Delta-F/deltafq.git
-cd deltafq
-pip install -e .
-```
-
-## 快速开始
-
-### 获取数据
-
-```python
-import deltafq as dfq
-
-# 获取股票数据
-data = dfq.data.get_stock_daily('000001.SZ', start='2020-01-01', end='2023-12-31')
-print(data.head())
-```
-
-### 计算技术指标
-
-```python
-# 计算移动平均线
-data['ma5'] = dfq.indicators.SMA(data['close'], 5)
-data['ma20'] = dfq.indicators.SMA(data['close'], 20)
-
-# 计算MACD
-macd = dfq.indicators.MACD(data['close'])
-data = data.join(macd)
-```
-
-### 构建交易策略
-
-```python
-class MAStrategy(dfq.strategy.Strategy):
-    """双均线策略"""
-    
-    def on_bar(self, bar):
-        if bar.ma5 > bar.ma20:
-            self.buy()
-        elif bar.ma5 < bar.ma20:
-            self.sell()
-```
-
-### 运行回测
-
-```python
-# 创建回测引擎
-engine = dfq.backtest.BacktestEngine(
-    initial_cash=100000,
-    commission=0.0003
-)
-
-# 运行回测
-result = engine.run(data, MAStrategy())
-
-# 查看结果
-print(result.summary())
-result.plot()
-```
-
-## 模块说明
-
-- **data** - 数据获取和管理
-- **indicators** - 技术指标计算
-- **strategy** - 策略开发框架
-- **backtest** - 回测引擎
-- **risk** - 风险管理
-- **performance** - 绩效分析
-- **optimization** - 参数优化
-- **trade** - 实盘交易接口
-- **utils** - 工具函数
-
-## 示例
-
-查看 `examples/` 目录获取更多示例代码：
-
-- `ma_strategy.py` - 双均线策略
-- `macd_strategy.py` - MACD策略
-- `optimization_example.py` - 参数优化示例
-
-## 文档
-
-- **使用指南**: [docs/GUIDE.md](docs/GUIDE.md)
-- **API参考**: [docs/API.md](docs/API.md)
-- **开发指南**: [docs/CONTRIBUTING.md](docs/CONTRIBUTING.md)
-- **更新日志**: [docs/CHANGELOG.md](docs/CHANGELOG.md)
-
-## 依赖
-
-- Python >= 3.8
-- pandas >= 1.3.0
-- numpy >= 1.21.0
-
-## 开发
-
-```bash
-# 克隆仓库
-git clone https://github.com/Delta-F/deltafq.git
-cd deltafq
-
-# 安装开发依赖
-pip install -e ".[dev]"
-
-# 运行测试
-pytest
-
-# 代码格式化
-black deltafq/
-
-# 类型检查
-mypy deltafq/
-```
-
-## 许可证
-
-本项目采用 MIT 许可证 - 详见 [LICENSE](LICENSE) 文件
-
-## 贡献
-
-欢迎提交 Issue 和 Pull Request！
-
-## 联系方式
-
-- 项目主页：[https://github.com/Delta-F/deltafq](https://github.com/Delta-F/deltafq)
-- PyPI 主页：[https://pypi.org/project/deltafq/](https://pypi.org/project/deltafq/)
-- 问题反馈：[https://github.com/Delta-F/deltafq/issues](https://github.com/Delta-F/deltafq/issues)
-
----
-
-⚠️ **风险提示**：量化交易存在风险，本库仅供学习研究使用，不构成投资建议。实盘交易需谨慎，风险自担。

deltafq-0.1.0.dist-info/RECORD

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