hyperquant 0.41__tar.gz → 0.43__tar.gz

{hyperquant-0.41 → hyperquant-0.43}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.41
+Version: 0.43
 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-0.41 → hyperquant-0.43}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.41"
+version = "0.43"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.41 → hyperquant-0.43}/src/hyperquant/broker/models/ourbit.py

@@ -592,7 +592,11 @@ class SpotBalance(DataStore):
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("d", {})
         item = self._fmt_ws(data)
-        self._update([item])
+        av = float(item.get("available", 0))
+        if av == 0:
+            self._find_and_delete({'currency': item.get("currency")})
+        else:
+            self._update([item])
 
 
 # SpotOrders: 现货订单数据存储
@@ -929,8 +933,7 @@ class OurbitSpotDataStore(DataStoreCollection):
         """
         现货账户余额数据流
 
-        Data structure:
-
+        _KEYS = ["currency"]
         .. code:: python
 
             [

{hyperquant-0.41 → hyperquant-0.43}/src/hyperquant/core.py

@@ -269,10 +269,10 @@ class ExchangeBase:
         )
         
 class Exchange(ExchangeBase):
-    def __init__(self, trade_symbols, fee=0.0002, initial_balance=10000, recorded=False):
+    def __init__(self, trade_symbols:list=[], fee=0.0002, initial_balance=10000, recorded=False):
         super().__init__(initial_balance=initial_balance, recorded=recorded)
         self.fee = fee
-        self.trade_symbols = trade_symbols
+        self.trade_symbols:list = trade_symbols
         self.id_gen = 0
         self.account['USDT'].update({
             'hold': 0,
@@ -280,8 +280,12 @@ class Exchange(ExchangeBase):
             'short': 0
         })
         for symbol in trade_symbols:
-            self.account[symbol] = {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
-                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}
+            self.account[symbol] = self._act_template
+    
+    @property
+    def _act_template(self):
+        return {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
+                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}.copy()
 
     def Trade(self, symbol, direction, price, amount, **kwargs):
         if self.recorded and 'time' not in kwargs:
@@ -307,8 +311,7 @@ class Exchange(ExchangeBase):
 
         if symbol not in self.trade_symbols:
             self.trade_symbols.append(symbol)
-            self.account[symbol] = {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
-                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}
+            self.account[symbol] = self._act_template
 
         cover_amount = 0 if direction * self.account[symbol]['amount'] >= 0 else min(abs(self.account[symbol]['amount']), amount)
         open_amount = amount - cover_amount
@@ -343,6 +346,7 @@ class Exchange(ExchangeBase):
 
         if kwargs:
             self.opt.update(kwargs)
+            self.account[symbol].update(kwargs)
 
         # 记录账户总资产到 history
         if self.recorded:

hyperquant-0.43/test.py

@@ -0,0 +1,55 @@
+import asyncio
+import random
+import time
+import pybotters
+import hyperquant
+from hyperquant.broker.models.ourbit import OurbitSpotDataStore
+from hyperquant.broker.ourbit import OurbitSpot
+from hyperquant.core import Exchange
+
+
+async def main():
+    store = OurbitSpotDataStore()
+
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+            ]
+        }
+    ) as client:
+        res = await client.fetch("POST", "https://www.ourbit.com/ucenter/api/user_info")
+
+        ob_spot = OurbitSpot(client)
+        await ob_spot.__aenter__()
+        await ob_spot.update('balance')
+
+        e = Exchange([], fee=0, initial_balance=0)
+
+        print(ob_spot.store.balance.find())
+
+        for info in ob_spot.store.balance.find():
+            coin = info['currency']
+            if info['currency'] == 'USDT':
+                e.account['USDT']['total'] = float(info['available'])
+            else:
+                if coin not in e.account:
+                    e.account[coin] = e._act_template
+                e.account[coin]['amount'] = float(info['available'])
+                e.account[coin]['hold_price'] = float(info['avg_price'])
+                e.account[coin]['price'] = float(info['avg_price'])
+                e.account[coin]['value'] = float(info['avg_price']) * float(info['available'])
+
+        # "amount": 1,
+        # "hold_price": 1000.0,
+        # "value": 1000.0,
+        # "price": 1000.0,
+        print(e.account)
+
+
+asyncio.run(main())
+# e = Exchange([], fee=0)
+# e.Buy('btc', 1000, 1)
+# e.Update({'btc':1500})
+# print(e.account)
+# print(e.available_margin)

{hyperquant-0.41 → hyperquant-0.43}/tmp.py

@@ -21,29 +21,31 @@ async def main():
 
         ob_spot = OurbitSpot(client)
         await ob_spot.__aenter__()
-        # await ob_spot.sub_personal()
+        await ob_spot.sub_personal()
         # await ob_spot.update('ticker')
         # print(ob_spot.store.ticker.find())
 
         # await ob_spot.sub_orderbook('DOLO_USDT')
         # print(ob_spot.store.book.find())
-        await ob_spot.update('ticker')
-        symbols = [d['symbol'] for d in ob_spot.store.ticker.find()][:5]
+        await ob_spot.update('balance')
+        # symbols = [d['symbol'] for d in ob_spot.store.ticker.find()][:5]
 
-        await ob_spot.sub_orderbook(symbols)
+        # await ob_spot.sub_orderbook(symbols)
 
-        # print(len(ob_spot.store.book.find()))
-        import pandas as pd 
-        print(pd.DataFrame(ob_spot.store.book.find({'S': 'a'})))
+        # # print(len(ob_spot.store.book.find()))
+        # import pandas as pd 
+        # print(pd.DataFrame(ob_spot.store.book.find({'S': 'a'})))
 
 
-        while True:
-            await ob_spot.store.book.wait()
-            print(len(ob_spot.store.book.find()))
-
         # while True:
-        #     await ob_spot.store.balance.wait()
-        #     print(ob_spot.store.balance.find())
+        #     await ob_spot.store.book.wait()
+        #     print(len(ob_spot.store.book.find()))
+
+
+        while True:
+            await ob_spot.store.balance.wait()
+            print(ob_spot.store.balance.find())
+        
         return
 
         await store.initialize(
@@ -83,21 +85,12 @@ async def main():
             # print(f'排序耗时: {time.time()*1000 - ts:.2f} ms')
 
 async def test_watch_order():
-    store = OurbitSpotDataStore()
 
-    filled_orders = {}
-
-    async def loop_orders():
-        with ob_spot.store.orders.watch() as stream:
-            async for change in stream:
-                if change.operation == 'delete':
-                    if change.data['state'] == 'filled':
-                        filled_orders[change.data['order_id']] = change.data
 
     async def watch_orders(ob_spot: OurbitSpot):
         with ob_spot.store.orders.watch() as stream:
             async for change in stream:
-                print(change)
+          
                 data = change.data
                 if change.operation == 'delete':
                     state = data['state']
@@ -116,13 +109,13 @@ async def test_watch_order():
         ob_spot = OurbitSpot(client)
         await ob_spot.__aenter__()
         await ob_spot.sub_personal()
-        # await watch_orders(ob_spot)
+        await watch_orders(ob_spot)
 
-        with ob_spot.store.orders.watch() as stream:
-            oid = await ob_spot.place_order('SOL_USDT', 'buy',  order_type='market', price=205, quantity=0.03 )
-            print(oid)
-            async for change in stream:
-                print(change)
+        # with ob_spot.store.orders.watch() as stream:
+        #     oid = await ob_spot.place_order('SOL_USDT', 'buy',  order_type='market', price=205, quantity=0.03 )
+        #     print(oid)
+        #     async for change in stream:
+        #         print(change)
 
 
         # await asyncio.sleep(1)
@@ -145,4 +138,4 @@ async def test_cancel_order():
         await ob_spot.cancel_orders([oid])
 
 if __name__ == "__main__":
-    asyncio.run(test_cancel_order())
+    asyncio.run(main())

{hyperquant-0.41 → hyperquant-0.43}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.4"
+version = "0.42"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.41/test.py

@@ -1,120 +0,0 @@
-# import asyncio
-# import hyperquant
-# from hyperquant.broker.models.ourbit import OurbitSwapDataStore
-# import pybotters
-
-# async def test():
-#     store = OurbitSwapDataStore()
-#     async with pybotters.Client(
-#         apis={
-#             "ourbit": [
-#                 "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-#             ]
-#         }
-#     ) as client:
-#         await store.initialize( client.get( "https://futures.ourbit.com/api/v1/private/position/open_positions") )
-#         print(store.position.find())
-
-# if __name__ == "__main__":
-#     asyncio.run(test())
-
-import asyncio
-from hyperquant.broker.ourbit import OurbitSwap
-import pybotters
-import hyperquant
-
-async def test():
-    async with pybotters.Client(
-        apis={
-            "ourbit": [
-                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-            ]
-        }
-    ) as client:
-        ourbit = OurbitSwap(client)
-        await ourbit.__aenter__()
-        res = await ourbit.place_order(
-            symbol="SOL_USDT",
-            size=1,
-            side="buy",
-            order_type="limit_GTC",
-            price=192
-        )
-        print(res)
-
-        
-        # # await ourbit.update('orders')
-        # await ourbit.sub_personal()
-
-        # while True:
-        #     await ourbit.store.position.wait()
-        #     print(ourbit.store.position.find())
-        #     # await ourbit.store.position.wait()
-        #     # print(ourbit.store.position.find())
-        #     await ourbit.store.orders.wait()
-        
-        # with ourbit.store.orders.watch() as changes:
-        #     async for change in changes:
-        #         print(change.operation, change.data)
-
-
-        # print(res.data)
-
-        # print(ourbit.datastore.detail.find({"symbol": "SOL_USDT"}))
-
-        # print(ourbit.datastore.detail.find())
-
-        # await ourbit.update('balance')
-        # print(ourbit.store.balance.find())
-
-        # res = await client.fetch(
-        #     'GET',
-        #     'https://futures.ourbit.com//api/v1/private/order/list/history_orders?category=1&page_num=1&page_size=4&start_time=1755682343814&states=4&symbol=SOL_USDT'
-        # )
-
-        # print(res.data)
-
-        # print(await ourbit.query_order('219079365441409152'))
-
-        # await ourbit.place_order(
-        #     symbol="SOL_USDT",
-        #     side="sell",
-        #     order_type="market",
-        #     usdt_amount=3,
-        #     price=206.44
-        # )
-
-        # print(ourbit.datastore.orders.find())
-
-        # await ourbit.cancel_orders(['219206341921656960'])
-
-
-        # print(ourbit.datastore.orders.find())
-
-        # ps = ourbit.datastore.position.find({
-        #     "symbol": "SOL_USDT",
-        #     "side": "long"
-        # })[0]
-
-        # position_id = ps.get("position_id")
-
-        # await ourbit.place_order(
-        #     symbol="SOL_USDT",
-        #     size=1,
-        #     side="close",
-        #     order_type="market",
-        #     position_id=position_id
-        # )
-
-        # await ourbit.sub_order_book("SOL_USDT")
-
-        # while True:
-        #     await ourbit.store.book.wait()
-        #     asks = ourbit.store.book.find({'side': 'A'})
-        #     bids = ourbit.store.book.find({'side': 'B'})
-        #     print("Ask0:", asks[0]['px'])
-        #     print("Bid0:", bids[0]['px'])
-        #     print('-----\n')
-
-if __name__ == "__main__":
-    asyncio.run(test())

hyperquant-0.41/tmp2.py

@@ -1,32 +0,0 @@
-import asyncio
-from pybotters.store import DataStore
-
-store = DataStore(keys=['oid'])
-
-async def place():
-    # 模拟服务器返回
-    store._insert([{'oid': 1}])
-    # store._delete([{'oid': 1}])
-    store._find_and_delete({'oid':1})
-    await asyncio.sleep(0.1)
-    return
-
-async def loop_orders():
-    with store.watch() as stream:
-        async for change in stream:
-            print('loop_orders', change)
-
-async def main():
-    asyncio.create_task(loop_orders())
-
-
-    with store.watch() as stream:
-        await place()
-        print('下单完成')
-        async for change in stream:
-            print(change)
-
-if __name__ == "__main__":
-    asyncio.run(main())
-
-