hyperquant 0.1.2__tar.gz → 0.1.3__tar.gz

{hyperquant-0.1.2 → hyperquant-0.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.1.2
+Version: 0.1.3
 Summary: A minimal yet hyper-efficient backtesting framework for quantitative trading
 Project-URL: Homepage, https://github.com/yourusername/hyperquant
 Project-URL: Issues, https://github.com/yourusername/hyperquant/issues
@@ -12,10 +12,11 @@ Classifier: Intended Audience :: Developers
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Requires-Python: >=3.8
+Requires-Python: >=3.9
 Requires-Dist: aiohttp>=3.11.16
 Requires-Dist: colorama>=0.4.6
 Requires-Dist: cryptography>=44.0.2
+Requires-Dist: numpy>=1.21.0
 Requires-Dist: pandas>=2.2.3
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown

{hyperquant-0.1.2 → hyperquant-0.1.3}/pub.sh

@@ -3,11 +3,11 @@ echo "清理旧的构建文件..."
 rm -rf dist/* build/*
 
 echo "重新构建包..."
-rye build
+uv build
 
 echo "发布到 PyPI..."
 # 从 .pypirc 文件读取 token
 TOKEN=$(grep "password" .pypirc | cut -d "=" -f2 | tr -d ' ')
 
 # 使用 token 发布
-TWINE_USERNAME=__token__ TWINE_PASSWORD=$TOKEN rye run twine upload dist/*
+TWINE_USERNAME=__token__ TWINE_PASSWORD=$TOKEN uv run twine upload dist/*

{hyperquant-0.1.2 → hyperquant-0.1.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.1.2"
+version = "0.1.3"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -11,9 +11,10 @@ dependencies = [
     "colorama>=0.4.6",
     "aiohttp>=3.11.16",
     "cryptography>=44.0.2",
+    "numpy>=1.21.0",  # Added numpy as a new dependency
 ]
 readme = "README.md"
-requires-python = ">= 3.8"
+requires-python = ">= 3.9"
 keywords = ["quant", "backtesting", "trading", "hyperquant"]
 license = {text = "MIT"}
 classifiers = [
@@ -32,12 +33,13 @@ Issues = "https://github.com/yourusername/hyperquant/issues"
 requires = ["hatchling"]
 build-backend = "hatchling.build"
 
-[tool.rye]
-managed = true
-dev-dependencies = ["twine>=6.1.0"]
-
 [tool.hatch.metadata]
 allow-direct-references = true
 
 [tool.hatch.build.targets.wheel]
 packages = ["src/hyperquant"]
+
+[dependency-groups]
+dev = [
+    "twine>=6.1.0",
+]

hyperquant-0.1.3/src/hyperquant/datavison/_util.py

@@ -0,0 +1,18 @@
+from datetime import date, datetime
+
+
+def _to_milliseconds( t):
+    """
+    支持毫秒时间戳或datetime/date类型，返回毫秒时间戳
+    """
+    if t is None:
+        return None
+    if isinstance(t, int):
+        return t
+    if isinstance(t, float):
+        return int(t * 1000)
+    if isinstance(t, datetime):
+        return int(t.timestamp() * 1000)
+    if isinstance(t, date):
+        return int(datetime.combine(t, datetime.min.time()).timestamp() * 1000)
+    raise ValueError(f"不支持的时间类型: {type(t)}")

hyperquant-0.1.3/src/hyperquant/datavison/binance.py

@@ -0,0 +1,62 @@
+import aiohttp
+import asyncio
+from datetime import datetime, date, timedelta
+# from _util import _to_milliseconds
+from ._util import _to_milliseconds
+import pandas as pd
+
+class BinanceSwap:
+    def __init__(self) -> None:
+        self.session = aiohttp.ClientSession()
+
+    async def get_klines(self, symbol: str, interval: str, start_time, end_time = None, limit: int = 1500):
+        """
+        获取U本位合约K线数据，支持获取任意长度（自动分批）
+
+        :param symbol: 交易对, 如 'BTCUSDT'
+        :param interval: K线间隔, 如 '1m', '5m', '1h', '1d'
+        :param start_time: 开始时间, 毫秒时间戳或datetime/date类型
+        :param end_time: 结束时间, 毫秒时间戳或datetime/date类型, 默认为None表示最新
+        :param limit: 每次请求最大K线数量, 最大1500
+        :return: K线数据DataFrame
+        """
+        url = "https://fapi.binance.com/fapi/v1/klines"
+        all_klines = []
+        fetch_start = _to_milliseconds(start_time)
+        ms_end_time = _to_milliseconds(end_time) if end_time else None
+        while True:
+            params = {
+                "symbol": symbol.upper(),
+                "interval": interval,
+                "startTime": fetch_start,
+                "limit": limit
+            }
+            if ms_end_time:
+                params["endTime"] = ms_end_time
+            async with self.session.get(url, params=params) as resp:
+                resp.raise_for_status()
+                data = await resp.json()
+                if not data:
+                    break
+                all_klines.extend(data)
+                if len(data) < limit:
+                    break
+                last_open_time = data[-1][0]
+                fetch_start = last_open_time + 1
+                if ms_end_time and fetch_start >= ms_end_time:
+                    break
+        # 转为DataFrame
+        columns = [
+            "open_time", "open", "high", "low", "close", "volume",
+            "close_time", "quote_asset_volume", "number_of_trades",
+            "taker_buy_base_asset_volume", "taker_buy_quote_asset_volume", "ignore"
+        ]
+        df = pd.DataFrame(all_klines, columns=columns)
+        # 类型转换
+        df["open_time"] = pd.to_datetime(df["open_time"], unit="ms")
+        df["close_time"] = pd.to_datetime(df["close_time"], unit="ms")
+        for col in ["open", "high", "low", "close", "volume", "quote_asset_volume", "taker_buy_base_asset_volume", "taker_buy_quote_asset_volume"]:
+            df[col] = pd.to_numeric(df[col], errors="coerce")
+        df["number_of_trades"] = df["number_of_trades"].astype(int)
+        return df
+

{hyperquant-0.1.2 → hyperquant-0.1.3}/src/hyperquant/datavison/coinglass.py

@@ -16,8 +16,7 @@ import hmac
 import hashlib
 from datetime import datetime, timedelta
 from typing import Any, Dict, List, Optional, Union
-
-import pandas as pd
+import pandas as pd # type: ignore
 from cryptography.hazmat.primitives.ciphers import Cipher, algorithms, modes
 from cryptography.hazmat.primitives import padding as crypto_padding
 from cryptography.hazmat.backends import default_backend
@@ -230,7 +229,6 @@ class CoinglassApi:
 # ------------------ 主程序 ------------------
 async def main():
     api = CoinglassApi()
-    await api.connect()
     df = await api.fetch_price_klines('Binance_BTCUSDT', datetime.now() - timedelta(days=1))
     print(df)
     await api.stop()

hyperquant-0.1.3/test.py

@@ -0,0 +1,44 @@
+# import asyncio
+# from datetime import datetime, timedelta
+# from src.hyperquant.core import Exchange
+# from src.hyperquant.datavison.coinglass import CoinglassApi
+
+
+# async def main():
+#     api = CoinglassApi()
+#     await api.connect()
+#     df = await api.fetch_price_klines('Binance_BTCUSDT', datetime.now() - timedelta(days=1))
+#     print(df)
+#     await api.stop()
+
+# if __name__ == '__main__':
+#     asyncio.run(main())
+
+
+import asyncio
+from datetime import datetime, timedelta
+from hyperquant.datavison.binance import BinanceSwap
+
+
+if __name__ == "__main__":
+    import time
+
+    async def main():
+        symbol = "BTCUSDT"
+        interval = "1m"
+        # 取最近10分钟的K线
+        end_time = int(time.time() * 1000)
+        start_time = end_time - 10 * 60 * 1000
+        swap = BinanceSwap()
+
+
+        # 新增时间参数例子
+        start_date = datetime.now() - timedelta(minutes=5)
+        end_date = datetime.now()
+        klines = await swap.get_klines(symbol, interval, start_date, end_date)
+
+        print(klines)
+
+        await swap.session.close()
+
+    asyncio.run(main())