hyperquant 0.24__tar.gz → 0.26__tar.gz

{hyperquant-0.24 → hyperquant-0.26}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.24
+Version: 0.26
 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
@@ -19,7 +19,7 @@ Requires-Dist: cryptography>=44.0.2
 Requires-Dist: duckdb>=1.2.2
 Requires-Dist: numpy>=1.21.0
 Requires-Dist: pandas>=2.2.3
-Requires-Dist: pybotters>=1.9.0
+Requires-Dist: pybotters>=1.9.1
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown
 

{hyperquant-0.24 → hyperquant-0.26}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.24"
+version = "0.26"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -13,7 +13,7 @@ dependencies = [
     "cryptography>=44.0.2",
     "numpy>=1.21.0", # Added numpy as a new dependency
     "duckdb>=1.2.2",
-    "pybotters>=1.9.0",
+    "pybotters>=1.9.1",
 ]
 readme = "README.md"
 requires-python = ">=3.9"

{hyperquant-0.24 → hyperquant-0.26}/src/hyperquant/core.py

@@ -350,7 +350,7 @@ class Exchange(ExchangeBase):
             self.record_history(time)
 
         # 自动更新账户状态
-        self.Update({symbol: price}, time=time)
+        self.Update({symbol: price},  time=time)
 
         return trade
 
@@ -377,41 +377,92 @@ class Exchange(ExchangeBase):
             trades.append(trade)
         return trades
 
-    def Update(self, close_price, symbols=None, **kwargs):
+    def _recalc_aggregates(self):
+        """基于 self.account 中已保存的各 symbol 状态，重算聚合字段。"""
+        usdt = self.account['USDT']
+        usdt['unrealised_profit'] = 0
+        usdt['hold'] = 0
+        usdt['long'] = 0
+        usdt['short'] = 0
+
+        for symbol in self.trade_symbols:
+            if symbol not in self.account:
+                continue
+            sym = self.account[symbol]
+            px = sym.get('price', 0)
+            amt = sym.get('amount', 0)
+            hp = sym.get('hold_price', 0)
+
+            # 仅当价格有效时计入聚合
+            if px is not None and not np.isnan(px) and px != 0:
+                sym['unrealised_profit'] = (px - hp) * amt
+                sym['value'] = amt * px
+
+                if amt > 0:
+                    usdt['long'] += sym['value']
+                elif amt < 0:
+                    usdt['short'] += sym['value']
+
+                usdt['hold'] += abs(sym['value'])
+                usdt['unrealised_profit'] += sym['unrealised_profit']
+
+        usdt['total'] = round(self.account['USDT']['realised_profit'] + self.initial_balance + usdt['unrealised_profit'], 6)
+        usdt['leverage'] = round(usdt['hold'] / usdt['total'] if usdt['total'] != 0 else 0.0, 3)
+
+    def Update(self, close_price=None, symbols=None, partial=True, **kwargs):
+        """
+        更新账户状态。
+        - partial=True：只更新给定 symbols 的逐符号状态，然后对所有符号做一次聚合重算（推荐）。
+        - partial=False：与原逻辑兼容；当提供一部分 symbol 时，也会聚合重算，不会清空未提供符号的信息。
+        
+        支持三种入参形式：
+        1) close_price 为 dict/Series：symbols 自动取其键/索引
+        2) close_price 为标量 + symbols 为单个字符串
+        3) 显式传 symbols=list[...]，close_price 为 dict/Series（从中取价）
+        如果既不传 close_price 也不传 symbols，则只做一次聚合重算（例如你先前已经手动修改了某些 symbol 的 price）。
+        """
         if self.recorded and 'time' not in kwargs:
             raise ValueError("Time parameter is required in recorded mode.")
 
         time = kwargs.get('time', pd.Timestamp.now())
-        self.account['USDT']['unrealised_profit'] = 0
-        self.account['USDT']['hold'] = 0
-        self.account['USDT']['long'] = 0
-        self.account['USDT']['short'] = 0
+
+        # 解析 symbols & 价格获取器
         if symbols is None:
-            # symbols = self.trade_symbols
-            # 如果symbols是dict类型, 则取出所有的key, 如果是Series类型, 则取出所有的index
             if isinstance(close_price, dict):
                 symbols = list(close_price.keys())
             elif isinstance(close_price, pd.Series):
-                symbols = close_price.index
+                symbols = list(close_price.index)
             else:
-                raise ValueError("Symbols should be a list, dict or Series.")
-            
-        for symbol in symbols:
-            if symbol not in self.trade_symbols:
+                symbols = []
+        elif isinstance(symbols, str):
+            symbols = [symbols]
+
+        def get_px(sym):
+            if isinstance(close_price, (int, float, np.floating)) and len(symbols) == 1:
+                return float(close_price)
+            if isinstance(close_price, dict):
+                return close_price.get(sym, np.nan)
+            if isinstance(close_price, pd.Series):
+                return close_price.get(sym, np.nan)
+            return np.nan
+
+        # 仅更新传入的 symbols（部分更新，不动其它符号已保存信息）
+        for sym in symbols:
+            if sym not in self.trade_symbols or sym not in self.account:
+                # 未登记的交易对直接跳过（或可选择自动登记，但此处保持严格）
+                continue
+            px = get_px(sym)
+            if px is None or np.isnan(px):
+                # 价格无效则不覆盖旧价格
                 continue
-            if not np.isnan(close_price[symbol]):
-                self.account[symbol]['unrealised_profit'] = (close_price[symbol] - self.account[symbol]['hold_price']) * self.account[symbol]['amount']
-                self.account[symbol]['price'] = close_price[symbol]
-                self.account[symbol]['value'] = self.account[symbol]['amount'] * close_price[symbol]
-                if self.account[symbol]['amount'] > 0:
-                    self.account['USDT']['long'] += self.account[symbol]['value']
-                if self.account[symbol]['amount'] < 0:
-                    self.account['USDT']['short'] += self.account[symbol]['value']
-                self.account['USDT']['hold'] += abs(self.account[symbol]['value'])
-                self.account['USDT']['unrealised_profit'] += self.account[symbol]['unrealised_profit']
-
-        self.account['USDT']['total'] = round(self.account['USDT']['realised_profit'] + self.initial_balance + self.account['USDT']['unrealised_profit'], 6)
-        self.account['USDT']['leverage'] = round(self.account['USDT']['hold'] / self.account['USDT']['total'], 3)
+
+            self.account[sym]['price'] = float(px)
+            amt = self.account[sym]['amount']
+            self.account[sym]['value'] = amt * float(px)
+            # 不在这里算 unrealised_profit，聚合阶段统一算
+
+        # 无论 partial 与否，最后都用“账户中保存的所有 symbol 当前状态”做一次聚合重算
+        self._recalc_aggregates()
 
         # 记录账户总资产到 history
         if self.recorded:

{hyperquant-0.24 → hyperquant-0.26}/src/hyperquant/notikit.py

@@ -11,9 +11,10 @@ author: 邢不行
 import base64
 import hashlib
 import os.path
-import requests
 import json
 import traceback
+import aiohttp
+import asyncio
 from datetime import datetime
 
 from hyperquant.logkit import get_logger
@@ -31,13 +32,14 @@ def handle_exception(e: Exception, msg: str = '') -> None:
 
 
 # 企业微信通知
-def send_wecom_msg(content, webhook_url):
+async def send_wecom_msg(content: str, webhook_url: str) -> None:
     if not webhook_url:
         logger.warning('未配置wecom_webhook_url，不发送信息')
         return
     if not content:
         logger.warning('未配置content，不发送信息')
         return
+    
     try:
         data = {
             "msgtype": "text",
@@ -45,9 +47,17 @@ def send_wecom_msg(content, webhook_url):
                 "content": content + '\n' + datetime.now().strftime("%Y-%m-%d %H:%M:%S")
             }
         }
-        r = requests.post(webhook_url, data=json.dumps(data), timeout=10, proxies=proxy)
-        logger.info(f'调用企业微信接口返回： {r.text}')
-        logger.ok('成功发送企业微信')
+        
+        async with aiohttp.ClientSession() as session:
+            async with session.post(
+                webhook_url,
+                json=data,
+                proxy=proxy.get('http') if proxy else None,
+                timeout=aiohttp.ClientTimeout(total=10)
+            ) as response:
+                result = await response.text()
+                logger.info(f'调用企业微信接口返回： {result}')
+                logger.ok('成功发送企业微信')
     except Exception as e:
         handle_exception(e, '发送企业微信失败')
 
@@ -66,7 +76,7 @@ class MyEncoder(json.JSONEncoder):
 
 
 # 企业微信发送图片
-def send_wecom_img(file_path, webhook_url):
+async def send_wecom_img(file_path: str, webhook_url: str) -> None:
     """
     企业微信发送图片
     :param file_path: 图片地址
@@ -79,13 +89,16 @@ def send_wecom_img(file_path, webhook_url):
     if not webhook_url:
         logger.warning('未配置wecom_webhook_url，不发送信息')
         return
+    
     try:
         with open(file_path, 'rb') as f:
             image_content = f.read()
+        
         image_base64 = base64.b64encode(image_content).decode('utf-8')
         md5 = hashlib.md5()
         md5.update(image_content)
         image_md5 = md5.hexdigest()
+        
         data = {
             'msgtype': 'image',
             'image': {
@@ -93,10 +106,17 @@ def send_wecom_img(file_path, webhook_url):
                 'md5': image_md5
             }
         }
-        # 服务器上传bytes图片的时候，json.dumps解析会出错，需要自己手动去转一下
-        r = requests.post(webhook_url, data=json.dumps(data, cls=MyEncoder, indent=4), timeout=10, proxies=proxy)
-        logger.info(f'调用企业微信接口返回： {r.text}')
-        logger.ok('成功发送企业微信图片')
+        
+        async with aiohttp.ClientSession() as session:
+            async with session.post(
+                webhook_url,
+                json=data,
+                proxy=proxy.get('http') if proxy else None,
+                timeout=aiohttp.ClientTimeout(total=10)
+            ) as response:
+                result = await response.text()
+                logger.info(f'调用企业微信接口返回： {result}')
+                logger.ok('成功发送企业微信图片')
     except Exception as e:
         handle_exception(e, '发送企业微信图片失败')
     finally:

{hyperquant-0.24 → hyperquant-0.26}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.23"
+version = "0.25"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },
@@ -557,7 +557,7 @@ requires-dist = [
     { name = "duckdb", specifier = ">=1.2.2" },
     { name = "numpy", specifier = ">=1.21.0" },
     { name = "pandas", specifier = ">=2.2.3" },
-    { name = "pybotters", specifier = ">=1.9.0" },
+    { name = "pybotters", specifier = ">=1.9.1" },
     { name = "pyecharts", specifier = ">=2.0.8" },
 ]
 
@@ -1221,15 +1221,15 @@ wheels = [
 
 [[package]]
 name = "pybotters"
-version = "1.9.0"
+version = "1.9.1"
 source = { registry = "https://pypi.org/simple" }
 dependencies = [
     { name = "aiohttp" },
     { name = "typing-extensions", marker = "python_full_version < '3.10'" },
 ]
-sdist = { url = "https://files.pythonhosted.org/packages/1c/32/c90531c4fab11030afba9343188b74bb56b009390e0b873af01a460e2cd2/pybotters-1.9.0.tar.gz", hash = "sha256:91f0d54ae60805ce408494f0ee0cb83c7d4a74f70d49eda8f550bde0aa71a7d1", size = 558643 }
+sdist = { url = "https://files.pythonhosted.org/packages/0c/c0/182e118d42a818565a5ee807cbce82f435d651ee6e3ab2344a378a285776/pybotters-1.9.1.tar.gz", hash = "sha256:60ebaa3cecd446efd52ed4515038cdacfde298a02137e51aad2185ccf1e5a4d6", size = 559033 }
 wheels = [
-    { url = "https://files.pythonhosted.org/packages/a0/6c/c382df909de72ad90bf9b319ccb67e7274a5bd2cb8f178c1322cf4b6da16/pybotters-1.9.0-py3-none-any.whl", hash = "sha256:91a70301e0b0e234351cda270638151a527bbe272d5de12466d8bb130f293ffd", size = 519494 },
+    { url = "https://files.pythonhosted.org/packages/7f/7f/224b3fd8a1e991edc4d5b2d8aeeefb1b75f6c0f1a27eefa8e4ab82bc524d/pybotters-1.9.1-py3-none-any.whl", hash = "sha256:4d75c5b5a103e2fad4b320d8920c1e918c007ce9acb91a7c4e86672986225ebb", size = 519566 },
 ]
 
 [[package]]