hamuna-quant-cli 0.1.0.dev93__py3-none-any.whl
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- hamuna_quant_cli/README.md +117 -0
- hamuna_quant_cli/__init__.py +17 -0
- hamuna_quant_cli/__main__.py +978 -0
- hamuna_quant_cli/_market_fallback.py +82 -0
- hamuna_quant_cli/_metrics_15.py +342 -0
- hamuna_quant_cli/_test_akquant_parity.py +530 -0
- hamuna_quant_cli/akquant_data_adapter.py +295 -0
- hamuna_quant_cli/akquant_runner.py +620 -0
- hamuna_quant_cli/akquant_schema_adapter.py +443 -0
- hamuna_quant_cli/base_strategy.py +80 -0
- hamuna_quant_cli/cross_sectional_helpers.py +118 -0
- hamuna_quant_cli/live/__init__.py +25 -0
- hamuna_quant_cli/live/loader.py +121 -0
- hamuna_quant_cli/live/qmt_broker.py +683 -0
- hamuna_quant_cli/live/qmt_market.py +448 -0
- hamuna_quant_cli/live/runner.py +449 -0
- hamuna_quant_cli/prebuilt_downloader.py +263 -0
- hamuna_quant_cli/prebuilt_resolver.py +470 -0
- hamuna_quant_cli/qmt_translator.py +609 -0
- hamuna_quant_cli/runtime/__init__.py +2 -0
- hamuna_quant_cli/runtime/backtest.py +38 -0
- hamuna_quant_cli/runtime/cache.py +255 -0
- hamuna_quant_cli/runtime/discipline.py +359 -0
- hamuna_quant_cli/runtime/http_client.py +209 -0
- hamuna_quant_cli/runtime/s3client.py +109 -0
- hamuna_quant_cli/runtime/server_client.py +285 -0
- hamuna_quant_cli/scripts/server.json +4 -0
- hamuna_quant_cli-0.1.0.dev93.dist-info/METADATA +154 -0
- hamuna_quant_cli-0.1.0.dev93.dist-info/RECORD +32 -0
- hamuna_quant_cli-0.1.0.dev93.dist-info/WHEEL +5 -0
- hamuna_quant_cli-0.1.0.dev93.dist-info/entry_points.txt +2 -0
- hamuna_quant_cli-0.1.0.dev93.dist-info/top_level.txt +1 -0
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# hamuna-quant-cli
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A 股回测 + 实盘统一 CLI (akquant 0.3.x).
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替代 v1 自建 driver (`hamuna-strategy`) + QMT-style (`init/handlebar/passorder`).
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**同一份策略代码天然兼容回测与实盘** (akquant `Strategy` 双引擎一等公民).
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## 安装
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```bash
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pip install hamuna-quant-cli
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# 或本地源码装
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pip install -e /path/to/hamuna-strategy-platform
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# 或本地 wheel
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pip install /path/to/hamuna_quant_cli-*.whl
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```
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**Windows / macOS / Linux 全支持** (Python ≥3.10).
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依赖: `akquant>=0.3.41,<0.4` (Rust + Python 混合引擎).
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## 构建 (版本号自动更新)
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每次构建版本号自动 +1 (基于 git 提交数):
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```bash
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# 一键: 先 bump 版本 → 再 build wheel + sdist
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bash scripts/build_python.sh
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# 或手动两步 (效果相同)
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python3 scripts/bump_version.py --python
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python3 -m build
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```
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产物在 `dist/`。版本格式 `0.1.0.dev<git提交数>` (PEP 440),同一 commit 版本可重现。
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## 子命令一览
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| 命令 | 用途 |
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|---|---|
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| `hamuna_quant_cli run <strategy.py> --config cfg.json` | 跑 akquant backtest → result.json |
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| `hamuna_quant_cli check <strategy.py> --config cfg.json` | 8 条纪律静态审查 (不回测) |
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| `hamuna_quant_cli upload <strategy_id> --result result.json` | PUT metrics → server |
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| `hamuna_quant_cli create --name ... --config ...` | 新建 strategy 拿 strategy_id |
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| `hamuna_quant_cli parity` | 5 内置 strategy × 1 universe parity test |
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| `hamuna_quant_cli qmt-translate <strategy.py> cfg.json` | akquant → QMT body 翻译 (本地 stub) |
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| `hamuna_quant_cli commit <strategy_id>` | 5 步打包上传 (translate + bundle + PUT + POST + export) |
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| `hamuna_quant_cli dataset {list\|fetch\|manifest}` | prebuilt 数据集管理 |
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| `hamuna_quant_cli live run <strategy.py>` | **实盘 / 仿真运行** (包装 akquant.run_live) |
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## 端到端回测 (10 行)
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```bash
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# 0) 安装
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pip install hamuna-quant-cli
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# 1) 写策略
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cat > /tmp/s.py <<'EOF'
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# coding: utf-8
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from akquant import Strategy
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class S(Strategy):
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warmup_period = 1
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def on_bar(self, bar):
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if self.get_position(bar.symbol) == 0:
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self.buy(bar.symbol, 100)
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EOF
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# 2) 写 cfg
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cat > /tmp/c.json <<'EOF'
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{
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"backtest_start": "20240701",
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"backtest_end": "20241231",
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"pool": {"hs300": {"codes": ["600000.SH", "600036.SH"]}},
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"init_capital": 1000000.0
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}
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EOF
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# 3) 静态审查
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hamuna_quant_cli check /tmp/s.py --config /tmp/c.json
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# 期望 stderr: "纪律 self-check 通过 (0 条)"
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# 4) 跑回测
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hamuna_quant_cli run /tmp/s.py --config /tmp/c.json --output /tmp/r.json
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# 5) 上传 (auto-create strategy)
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hamuna_quant_cli upload --name "v2_smoke" --config /tmp/c.json --code /tmp/s.py --result /tmp/r.json
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```
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## 实盘 (5 行)
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```bash
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# 1) 写策略 (同上)
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# 2) paper 模式 (smoke, 不连真实 broker)
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hamuna_quant_cli live run /tmp/s.py \
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--mode paper --broker replay --symbols sh600000,sz600036 --duration 30s
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# 3) qmt 实盘 (需配 broker=qmt + market_broker=qmt_market + gateway_options)
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hamuna_quant_cli live run /tmp/s.py \
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--mode broker_live --broker qmt --market-broker qmt_market \
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--symbols sh600000,sz600036 \
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--gateway-options "qmt_account_id=8888888888,qmt_base_url=http://127.0.0.1:9000"
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```
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## 不在 hamuna-quant-cli 范畴
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- ❌ 5m / tick / 多周期 (akquant 0.3.x Phase B 锁日线)
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- ❌ ETF / 期权 / 期货 (akquant 仅股票)
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- ❌ 自建回测引擎 / 私有 IR / DSL (ADR-001/002 禁止)
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- ❌ realtime dashboard / live trading 控制台 (v2 是离线回测 + 一次性实盘 run)
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## 关联文档
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- 项目根: `../CLAUDE.md`
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- v2 skill (skill 文档, 不再含代码): `../skills/hamuna-strategy-v2/SKILL.md`
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- AKQuant Guide (引擎手册): `../docs/AKQUANT_GUIDE.md`
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- v1 skill (旧, QMT-style 不变): `../skills/hamuna-strategy/`
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"""hamuna_quant_cli — A 股回测 + 实盘统一 CLI (akquant 0.3.x).
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Pip 包名: hamuna-quant-cli
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入口命令: hamuna_quant_cli (console_script) / python -m hamuna_quant_cli
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子命令:
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回测: run / check / upload / create / parity / qmt-translate / commit / dataset
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实盘: live run
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替代 v1 自建 driver (hamuna-strategy) + QMT 风格 (init/handlebar); 上接 hamuna
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server (13-key metrics schema). 全部走 akquant 0.3.x 引擎.
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"""
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from __future__ import annotations
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# 版本号由 scripts/bump_version.py 每次 build 自动更新 (基于 git 提交数).
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# 格式: 0.1.0.dev<git提交数> (PEP 440). 手动改这里会被下一次 build 覆盖.
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__version__ = "0.1.0.dev93"
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