hyperquant 0.51__tar.gz → 0.52__tar.gz

{hyperquant-0.51 → hyperquant-0.52}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.51
+Version: 0.52
 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-0.52/backtest_tmp.py

@@ -0,0 +1,33 @@
+from hyperquant.core import Exchange
+import json
+import pandas as pd
+
+data = json.load(open("deals.json", "r"))
+
+data = data['data']['resultList']
+
+data = data[::-1]  # 时间正序
+
+e = Exchange([], fee=0, initial_balance=100, recorded=True)
+
+for d in data:
+    dir = 1 if d['tradeType'] == 'BUY' else -1
+    symbol = d['symbol']
+    time = pd.Timestamp(d['createTime'], unit='ms')
+    check_time = pd.Timestamp("2025-09-08 23:39:50")
+    if time < check_time:
+        continue
+    if symbol == 'OPEN_USDT':
+        continue
+    e.Trade(symbol, dir, float(d['price']), float(d['quantity']) , time = time)
+
+print(e.stats)
+# import pandas as pd
+
+# df = pd.DataFrame(e.trades)
+# # 过滤掉pos为0的行
+# df = df[df['pos'] != 0]
+# print(df)
+# # 按照symbol分组，pos字段求和, pos_rate求平均
+# summary = df.groupby('symbol').agg({'pos': 'sum', 'pos_rate': 'mean'}).reset_index()
+# print(summary)