deltafq 0.1.1__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-0.1.1.dist-info/METADATA

@@ -1,202 +0,0 @@
-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)

deltafq-0.1.1.dist-info/RECORD

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