hamuna-quant-cli 0.1.13__tar.gz → 0.1.15__tar.gz

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Files changed (40) hide show
  1. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/PKG-INFO +1 -1
  2. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/__init__.py +1 -1
  3. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/qmt_market.py +43 -4
  4. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/cache.py +17 -0
  5. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/PKG-INFO +1 -1
  6. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/pyproject.toml +1 -1
  7. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/MANIFEST.in +0 -0
  8. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/README.md +0 -0
  9. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/README.md +0 -0
  10. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/__main__.py +0 -0
  11. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/_market_fallback.py +0 -0
  12. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/_metrics_15.py +0 -0
  13. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/_test_akquant_parity.py +0 -0
  14. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/akquant_data_adapter.py +0 -0
  15. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/akquant_runner.py +0 -0
  16. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/akquant_schema_adapter.py +0 -0
  17. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/base_strategy.py +0 -0
  18. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/cross_sectional_helpers.py +0 -0
  19. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/__init__.py +0 -0
  20. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/loader.py +0 -0
  21. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/qmt_broker.py +0 -0
  22. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/runner.py +0 -0
  23. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/live/server_market_client.py +0 -0
  24. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/prebuilt_downloader.py +0 -0
  25. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/prebuilt_resolver.py +0 -0
  26. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/qmt_translator.py +0 -0
  27. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/__init__.py +0 -0
  28. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/backtest.py +0 -0
  29. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/discipline.py +0 -0
  30. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/http_client.py +0 -0
  31. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/s3client.py +0 -0
  32. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/runtime/server_client.py +0 -0
  33. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli/scripts/server.json +0 -0
  34. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/SOURCES.txt +0 -0
  35. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/dependency_links.txt +0 -0
  36. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/entry_points.txt +0 -0
  37. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/requires.txt +0 -0
  38. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/hamuna_quant_cli.egg-info/top_level.txt +0 -0
  39. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/setup.cfg +0 -0
  40. {hamuna_quant_cli-0.1.13 → hamuna_quant_cli-0.1.15}/tests/test_live_safety.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: hamuna-quant-cli
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- Version: 0.1.13
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+ Version: 0.1.15
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  Summary: Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范.
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  Author-email: Hamuna Team <team@hamuna.example>
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  License: MIT
@@ -12,4 +12,4 @@ 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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- __version__ = "0.1.13"
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+ __version__ = "0.1.15"
@@ -177,7 +177,18 @@ def _make_market_gateway() -> Any:
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  self._tick_callback(raw)
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  def _emit_bar(self, raw: dict[str, Any]) -> None:
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- bar_obj = _to_bar_obj(raw)
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+ # Round 18.63.3: bar 时间戳按 period 真实递增 — wall-clock time_ns()
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+ # 在批量推送 (SSE batch / warmup 20 根) 时几乎相同, live feed 按
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+ # 时间戳去重/聚合 (同刻 bar 只保留一根) → 交付给策略的 bar 数远少于
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+ # 推送数 → warmup_period (30) 永远攒不满 → on_bar 永不触发.
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+ # 修: 每根 bar ts = max(prev + period_ns, wall-clock), 保证唯一递增且
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+ # 晚于 session 启动 (第一个 bar 用墙钟, 天然 > active_start).
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+ period_ns = _period_ns(self._period)
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+ now_ns = time.time_ns()
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+ last_ns = getattr(self, "_last_bar_ts_ns", 0)
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+ ts_ns = max(now_ns, last_ns + period_ns) if last_ns else now_ns
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+ self._last_bar_ts_ns = ts_ns
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+ bar_obj = _to_bar_obj(raw, ts_ns=ts_ns)
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  if self._feed is not None:
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  self._feed.add_bar(bar_obj)
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  if self._bar_callback:
@@ -594,6 +605,23 @@ def _unwrap_envelope(resp: dict[str, Any]) -> Any:
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  return resp.get("value", resp)
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+ def _period_ns(period: str) -> int:
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+ """QMT period 字符串 → 单根 bar 的名义时长 (ns). 用于 _emit_bar 时间戳递增.
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+
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+ Round 18.63.3: live feed 按时间戳去重/聚合, 同刻多根 bar 只保留一根 →
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+ 批量推送攒不满 warmup_period → on_bar 永不触发. 修: bar ts 按 period 真实
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+ 递增, 保证每根唯一. 无法识别时退回 1 分钟 (保守, 避免未来戳).
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+ """
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+ p = str(period or "").strip().lower()
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+ table = {
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+ "1m": 60, "5m": 300, "15m": 900, "30m": 1800, "60m": 3600,
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+ "1h": 3600, "4h": 14400, "1d": 86400, "day": 86400, "1w": 604800,
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+ "week": 604800, "1mo": 2592000, "month": 2592000,
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+ }
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+ seconds = table.get(p, 60)
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+ return int(seconds * 1_000_000_000)
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+
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+
597
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  def _bar_signature(bar: dict[str, Any]) -> tuple:
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  """bar 摘要 — 推 on_bar 去重用.
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@@ -633,11 +661,22 @@ def _parse_tick_timestamp_ns(tick: dict[str, Any]) -> int:
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  return 0
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- def _to_bar_obj(raw: dict[str, Any]):
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- """raw bar dict → akquant Bar 构造."""
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+ def _to_bar_obj(raw: dict[str, Any], ts_ns: int | None = None):
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+ """raw bar dict → akquant Bar 构造.
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+
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+ Round 18.63+ 推送时间戳修复: akquant live 引擎对 on_bar 有
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+ ``_active_start_time_ns`` 预热过滤 — warmup 期间 bar 不调用户 on_bar.
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+ QMT 日线 bar 的 ``time`` 字段是当日 00:00, 永远早于盘中 session 启动
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+ 时间 → 全被当历史滤掉 → on_bar 永不触发 (Round 18.63 复现根因).
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+ 修: Bar.timestamp 用 wall-clock ns (或调用方传入的单调递增 ts_ns), 让
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+ 引擎当"实时新 bar"接收. raw 的 ``time`` 字段保留给指标对齐/日志 (CLI 侧
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+ _sse_dispatch 里 sig 去重用).
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+ """
675
+ import time as _t
638
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  from akquant import Bar
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+ ts = ts_ns if ts_ns is not None else _t.time_ns()
639
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  return Bar(
640
- timestamp=_parse_bar_timestamp_ns(raw),
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+ timestamp=ts,
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  open=float(raw.get("open") or 0.0),
642
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  high=float(raw.get("high") or 0.0),
643
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  low=float(raw.get("low") or 0.0),
@@ -50,6 +50,23 @@ def cache_key(params: dict[str, Any]) -> str:
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  return hashlib.sha256(raw.encode()).hexdigest()[:16]
51
51
 
52
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53
+ def make_key(endpoint: str, params: dict[str, Any] | None = None) -> str:
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+ """Round 18.63+ 补: http_client.py:174 (qmt_market snapshot 路径) 调
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+ cache.make_key(endpoint, params) 期望 (endpoint, params) 签名 — 0.1.13 之前
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+ 该方法不存在, 触发 AttributeError 让 live market broker 整个 SSE/snapshot
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+ 推送瘫痪. 实际语义 = endpoint + sorted params, 短小适合本地缓存键.
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+
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+ 与 cache_key(params) 区别: cache_key 只 hash params (适配 multi-endpoint),
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+ make_key 把 endpoint 当 prefix, 跟 0.1.13 之后的调用约定一致.
61
+ """
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+ ep = (endpoint or "").strip("/")
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+ if not params:
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+ return ep
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+ items = sorted((k, str(v)) for k, v in params.items() if v is not None)
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+ suffix = "&".join(f"{k}={v}" for k, v in items)
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+ return f"{ep}?{suffix}" if suffix else ep
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+
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+
53
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  def is_fresh(path: Path, endpoint: str) -> bool:
54
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  if not path.exists():
55
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  return False
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: hamuna-quant-cli
3
- Version: 0.1.13
3
+ Version: 0.1.15
4
4
  Summary: Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范.
5
5
  Author-email: Hamuna Team <team@hamuna.example>
6
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  License: MIT
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "hamuna-quant-cli"
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- version = "0.1.13"
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+ version = "0.1.15"
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  description = "Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范."
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  readme = "hamuna_quant_cli/README.md"
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  requires-python = ">=3.10"