hyperquant 0.1.7__tar.gz → 0.1.8__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {hyperquant-0.1.7 → hyperquant-0.1.8}/PKG-INFO +2 -1
- {hyperquant-0.1.7 → hyperquant-0.1.8}/pyproject.toml +3 -2
- hyperquant-0.1.8/src/hyperquant/db.py +192 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/uv.lock +51 -1
- {hyperquant-0.1.7 → hyperquant-0.1.8}/.gitignore +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/.python-version +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/README.md +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/pub.sh +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/requirements-dev.lock +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/requirements.lock +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/__init__.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/core.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/datavison/_util.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/datavison/binance.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/datavison/coinglass.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/draw.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/src/hyperquant/logkit.py +0 -0
- {hyperquant-0.1.7 → hyperquant-0.1.8}/test.py +0 -0
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@@ -1,6 +1,6 @@
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Metadata-Version: 2.4
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Name: hyperquant
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Version: 0.1.
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Version: 0.1.8
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Summary: A minimal yet hyper-efficient backtesting framework for quantitative trading
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Project-URL: Homepage, https://github.com/yourusername/hyperquant
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Project-URL: Issues, https://github.com/yourusername/hyperquant/issues
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@@ -16,6 +16,7 @@ Requires-Python: >=3.9
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Requires-Dist: aiohttp>=3.11.16
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Requires-Dist: colorama>=0.4.6
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Requires-Dist: cryptography>=44.0.2
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Requires-Dist: duckdb>=1.2.2
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Requires-Dist: numpy>=1.21.0
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Requires-Dist: pandas>=2.2.3
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Requires-Dist: pyecharts>=2.0.8
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[project]
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name = "hyperquant"
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version = "0.1.
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version = "0.1.8"
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description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
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authors = [
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{ name = "MissinA", email = "1421329142@qq.com" }
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@@ -11,7 +11,8 @@ dependencies = [
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"colorama>=0.4.6",
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"aiohttp>=3.11.16",
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"cryptography>=44.0.2",
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"numpy>=1.21.0",
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"numpy>=1.21.0", # Added numpy as a new dependency
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"duckdb>=1.2.2",
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]
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readme = "README.md"
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requires-python = ">=3.9"
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@@ -0,0 +1,192 @@
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from dataclasses import dataclass
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import duckdb
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import pandas as pd
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from typing import Dict, Optional, Union
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from enum import Enum
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import os
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# 实现retry装饰器
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def restry(max_retries=3):
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def decorator(func):
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def wrapper(*args, **kwargs):
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for attempt in range(max_retries):
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try:
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return func(*args, **kwargs)
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except Exception as e:
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if attempt < max_retries - 1:
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continue
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else:
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raise e
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return wrapper
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return decorator
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@dataclass
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class DuckDBType():
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INTEGER = 'INTEGER'
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DOUBLE = 'DOUBLE'
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DECIMAL = 'DECIMAL'
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DECIMAL_10_2 = 'DECIMAL(10,2)'
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DECIMAL_10_4 = 'DECIMAL(10,4)'
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DECIMAL_10_6 = 'DECIMAL(10,6)'
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TIMESTAMP = 'TIMESTAMP'
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BOOLEAN = 'BOOLEAN'
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VARCHAR = 'VARCHAR'
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# 根据需要添加更多类型
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@restry()
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def save_to_duck(
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path: str,
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df: pd.DataFrame,
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tbl_name: str,
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dtype_overrides: Optional[Dict[str, str]] = None,
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update_for: Optional[Union[str, list]] = None,
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con: Optional[duckdb.DuckDBPyConnection] = None
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):
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after_close = False
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if con is None:
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if os.path.dirname(path) != '':
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os.makedirs(os.path.dirname(path), exist_ok=True)
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if not os.path.exists(path):
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duckdb.connect(path).close() # 仅创建空库
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con = duckdb.connect(path)
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after_close = True
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# 如果提供了 update_for, 确保它是一个列表
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if update_for:
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update_for = [update_for] if isinstance(update_for, str) else update_for
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missing = [col for col in update_for if col not in df.columns]
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if missing:
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raise ValueError(f"Missing update_for columns: {missing}")
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# 类型推断
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def infer_type(series):
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if pd.api.types.is_integer_dtype(series) or pd.api.types.is_float_dtype(series):
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return 'DOUBLE'
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elif pd.api.types.is_bool_dtype(series):
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return 'BOOLEAN'
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elif pd.api.types.is_datetime64_any_dtype(series):
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return 'TIMESTAMP'
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else:
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return 'VARCHAR'
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dtype_mapping = {col: infer_type(df[col]) for col in df.columns}
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if dtype_overrides:
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dtype_mapping.update({k: v.upper() for k, v in dtype_overrides.items()})
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try:
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# 检查表是否存在
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table_exists = con.execute("""
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SELECT COUNT(*) FROM information_schema.tables
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WHERE table_schema = 'main' AND table_name = ?;
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""", (tbl_name.lower(),)).fetchone()[0] > 0
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# 创建表或添加列
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if not table_exists:
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cols = [f'"{col}" {dtype}' for col, dtype in dtype_mapping.items()]
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con.execute(f'CREATE TABLE "{tbl_name}" ({", ".join(cols)});')
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else:
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# 查询现有列
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existing_columns = con.execute("""
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SELECT column_name, data_type
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FROM information_schema.columns
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WHERE table_schema = 'main' AND table_name = ?;
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""", (tbl_name.lower(),)).fetchall()
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existing_columns = {row[0].lower(): row[1].upper() for row in existing_columns}
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# 合并添加列
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new_columns = {col: dtype for col, dtype in dtype_mapping.items()
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if col.lower() not in existing_columns}
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if new_columns:
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add_clauses = [f'ADD COLUMN "{col}" {dtype}'
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for col, dtype in new_columns.items()]
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con.execute(f'ALTER TABLE "{tbl_name}" {", ".join(add_clauses)};')
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# 注册临时表
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con.register('df_temp', df)
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# 如果 update_for 存在，进行更新操作
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if update_for:
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join_cond = " AND ".join([f'target."{col}" = src."{col}"'
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for col in update_for])
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update_cols = [col for col in df.columns if col not in update_for]
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if not update_cols:
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raise ValueError("No columns to update with given update_for.")
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# 更新 SQL
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set_clause = ", ".join([f'"{col}" = src."{col}"'
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for col in update_cols])
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con.execute(f"""
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UPDATE "{tbl_name}" AS target
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SET {set_clause}
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FROM df_temp AS src
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WHERE {join_cond};
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""")
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# 插入不存在的记录
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insert_cols = ", ".join([f'"{col}"' for col in df.columns])
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insert_vals = ", ".join([f'src."{col}"' for col in df.columns])
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con.execute(f"""
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INSERT INTO "{tbl_name}" ({insert_cols})
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SELECT {insert_vals}
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FROM df_temp AS src
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LEFT JOIN "{tbl_name}" AS target
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ON {join_cond}
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WHERE target."{update_for[0]}" IS NULL;
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""")
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else:
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# 没有 update_for 时直接插入数据
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cols = ", ".join([f'"{col}"' for col in df.columns])
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con.execute(f'INSERT INTO "{tbl_name}" ({cols}) SELECT {cols} FROM df_temp;')
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if after_close:
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con.close()
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except Exception as e:
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if after_close:
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con.rollback()
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con.close()
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raise RuntimeError(f"Failed to save data: {e}") from e
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clear_table_duck = lambda path, tbl_name: duckdb.connect(path).execute(f"TRUNCATE TABLE {tbl_name};")
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# 使用示例
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if __name__ == "__main__":
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# 初始数据
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data_initial = {
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'symbol': ['BTCUSDT'],
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'exchange': ['binance'],
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'orderid': ['123'],
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'win': [301110],
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'time': [pd.to_datetime('2025-01-05 05:10:00')]
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}
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df_initial = pd.DataFrame(data_initial)
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# 更新数据
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data_update = {
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'symbol': ['BTCUSDT'],
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'exchange': ['eee'],
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'orderid': ['123'],
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'win': [1010],
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'time': [pd.to_datetime('2025-01-05 04:20:00', utc=True)]
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}
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df_update = pd.DataFrame(data_update)
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# 自定义数据类型覆盖
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dtype_overrides = {
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'orderid': DuckDBType.VARCHAR, # 根据您的数据类型调整
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'win': DuckDBType.INTEGER
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}
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# 保存初始数据到 DuckDB
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# save_to_duck('./333.db', df_initial, 'trades', dtype_overrides=dtype_overrides, update_for='orderid')
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# # 覆盖 orderid 为 '123' 的数据
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save_to_duck('./333.db', df_update, 'trades', dtype_overrides=dtype_overrides, update_for=['orderid', 'time'])
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# 验证结果
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with duckdb.connect('./333.db') as con:
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df = con.execute("SELECT * FROM trades;").fetchdf()
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print(df)
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{ url = "https://files.pythonhosted.org/packages/8f/d7/9322c609343d929e75e7e5e6255e614fcc67572cfd083959cdef3b7aad79/docutils-0.21.2-py3-none-any.whl", hash = "sha256:dafca5b9e384f0e419294eb4d2ff9fa826435bf15f15b7bd45723e8ad76811b2", size = 587408 },
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[[package]]
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name = "duckdb"
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version = "1.2.2"
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source = { registry = "https://pypi.org/simple" }
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sdist = { url = "https://files.pythonhosted.org/packages/28/b8/0f86278684fb7a1fac7c0c869fc6d68ed005cdc91c963eb4373e0551bc0a/duckdb-1.2.2.tar.gz", hash = "sha256:1e53555dece49201df08645dbfa4510c86440339889667702f936b7d28d39e43", size = 11595514 }
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wheels = [
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{ url = "https://files.pythonhosted.org/packages/cc/47/d17eecc8bf23519f4385a7ad361482e5791f6b94995a50839f130c469626/duckdb-1.2.2-cp310-cp310-macosx_12_0_arm64.whl", hash = "sha256:6e5e6c333b550903ff11919ed1154c60c9b9d935db51afdb263babe523a8a69e", size = 15255351 },
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[[package]]
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name = "hyperquant"
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version = "0.1.
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source = { editable = "." }
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dependencies = [
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{ name = "aiohttp" },
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{ name = "colorama" },
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{ name = "cryptography" },
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{ name = "duckdb" },
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{ name = "numpy", version = "2.0.2", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version < '3.10'" },
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{ name = "numpy", version = "2.2.4", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version >= '3.10'" },
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{ name = "pandas" },
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{ name = "aiohttp", specifier = ">=3.11.16" },
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{ name = "colorama", specifier = ">=0.4.6" },
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{ name = "cryptography", specifier = ">=44.0.2" },
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{ name = "duckdb", specifier = ">=1.2.2" },
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{ name = "numpy", specifier = ">=1.21.0" },
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{ name = "pandas", specifier = ">=2.2.3" },
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{ name = "pyecharts", specifier = ">=2.0.8" },
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