hyperquant 0.1.5__tar.gz → 0.1.7__tar.gz

{hyperquant-0.1.5 → hyperquant-0.1.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.1.5
+Version: 0.1.7
 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

{hyperquant-0.1.5 → hyperquant-0.1.7}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.1.5"
+version = "0.1.7"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.1.5 → hyperquant-0.1.7}/src/hyperquant/datavison/binance.py

@@ -60,3 +60,52 @@ class BinanceSwap:
         df["number_of_trades"] = df["number_of_trades"].astype(int)
         return df
 
+    async def get_index_klines(self, pair: str, interval: str, start_time, end_time=None, limit: int = 1500):
+        """
+        获取U本位合约指数K线数据，支持获取任意长度（自动分批）
+
+        :param pair: 指数对, 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: 指数K线数据DataFrame
+        """
+        url = "https://fapi.binance.com/fapi/v1/indexPriceKlines"
+        all_klines = []
+        fetch_start = _to_milliseconds(start_time)
+        ms_end_time = _to_milliseconds(end_time) if end_time else None
+        while True:
+            params = {
+                "pair": pair.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
+        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)
+        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-0.1.5 → hyperquant-0.1.7}/test.py

@@ -35,7 +35,7 @@ if __name__ == "__main__":
         # 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)
+        klines = await swap.get_index_klines(symbol, interval, start_date, end_date)
 
         print(klines)
 

{hyperquant-0.1.5 → hyperquant-0.1.7}/uv.lock

@@ -482,7 +482,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.1.4"
+version = "0.1.6"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },