hyperquant 0.59__tar.gz → 0.61__tar.gz

{hyperquant-0.59 → hyperquant-0.61}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.59
+Version: 0.61
 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-0.61/data/records_swap.csv

@@ -0,0 +1,38 @@
+timestamp,symbol,direction,entry_price,entry_contracts,contract_sz,exit_price,exit_contracts,reason
+1758131354316,DOLO_USDT,long,0.1592,75.0,1.0,0.15975,75.0,TIME HIT
+1758131800371,RESOLV_USDT,short,0.1479,81.0,1.0,0.1476,81.0,TP HIT
+1758132024899,COOKIE_USDT,short,0.1273,94.0,1.0,0.1286,94.0,TP HIT
+1758132051084,HUMA_USDT,short,0.02573,46.0,10.0,0.02571,46.0,TP HIT
+1758132059956,VET_USDT,long,0.02427,49.0,10.0,0.02427,49.0,TP HIT
+1758132085989,DOLO_USDT,long,0.15892,75.0,1.0,0.1589,75.0,TP HIT
+1758132091568,PROVE_USDT,long,0.8824,13.0,1.0,0.8826,13.0,TP HIT
+1758132094699,INIT_USDT,long,0.3576,33.0,1.0,0.3585,33.0,TP HIT
+1758132103982,ACX_USDT,long,0.1328,90.0,1.0,0.1331,90.0,TP HIT
+1758132793877,LA_USDT,long,0.3609,33.0,1.0,0.3611,33.0,TP HIT
+1758136338252,KERNEL_USDT,long,0.1921,62.0,1.0,0.1915,62.0,TIME HIT
+1758136553105,KERNEL_USDT,long,0.1919,62.0,1.0,0.1929,62.0,TIME HIT
+1758136741317,KERNEL_USDT,long,0.1932,62.0,1.0,0.1927,62.0,TIME HIT
+1758136924406,KERNEL_USDT,long,0.1928,62.0,1.0,0.1926,62.0,TIME HIT
+1758137111075,KERNEL_USDT,long,0.1928,62.0,1.0,0.1927,62.0,TIME HIT
+1758137300837,KERNEL_USDT,long,0.193,62.0,1.0,0.194,62.0,TIME HIT
+1758137529786,KERNEL_USDT,long,0.1943,61.0,1.0,0.1941,61.0,TIME HIT
+1758138156477,KERNEL_USDT,long,0.1947,61.0,1.0,0.1947,61.0,TIME HIT
+1758138395870,KERNEL_USDT,long,0.1949,61.0,1.0,0.1952,61.0,TIME HIT
+1758138421445,KERNEL_USDT,long,0.1955,61.0,1.0,0.1961,61.0,SL HIT
+1758138603263,KERNEL_USDT,long,0.1961,61.0,1.0,0.1969,61.0,TIME HIT
+1758138789727,KERNEL_USDT,long,0.1966,61.0,1.0,0.1972,61.0,TIME HIT
+1758138830481,KERNEL_USDT,long,0.1972,60.0,1.0,0.1977,60.0,SL HIT
+1758138856972,KERNEL_USDT,long,0.1981,60.0,1.0,0.1982,60.0,SL HIT
+1758139103876,KERNEL_USDT,long,0.198,60.0,1.0,0.1972,60.0,TIME HIT
+1758139288089,KERNEL_USDT,long,0.1973,60.0,1.0,0.1987,60.0,TIME HIT
+1758139478785,KERNEL_USDT,long,0.1987,60.0,1.0,0.1981,60.0,TIME HIT
+1758139666469,KERNEL_USDT,long,0.1982,60.0,1.0,0.1992,60.0,TIME HIT
+1758139889864,KERNEL_USDT,long,0.1994,60.0,1.0,0.2021,60.0,TIME HIT
+1758140079535,KERNEL_USDT,long,0.2015,59.0,1.0,0.2025,59.0,TIME HIT
+1758140272352,KERNEL_USDT,long,0.2025,59.0,1.0,0.2026,59.0,TIME HIT
+1758140456287,KERNEL_USDT,long,0.2026,59.0,1.0,0.2025,59.0,TIME HIT
+1758140640717,KERNEL_USDT,long,0.2025,59.0,1.0,0.2033,59.0,TIME HIT
+1758140816822,KERNEL_USDT,long,0.2037,58.0,1.0,0.2059,58.0,SL HIT
+1758140994381,KERNEL_USDT,long,0.206,58.0,1.0,0.2075,58.0,SL HIT
+1758141770128,KERNEL_USDT,long,0.2022,59.0,1.0,0.2027,59.0,TP HIT
+1758152737076,VET_USDT,short,0.02517,47.0,10.0,0.02515,47.0,TP HIT

hyperquant-0.61/data/records_swapc.csv

@@ -0,0 +1,50 @@
+timestamp,symbol,direction,entry_price,entry_contracts,contract_sz,exit_price,exit_contracts,reason
+1758127742300,F_USDT,long,0.01867,64.0,10.0,0.01864,64.0,TP HIT
+1758128281143,F_USDT,long,0.01842,65.0,10.0,0.01843,65.0,TP HIT
+1758130842628,RESOLV_USDT,long,0.1474,81.0,1.0,0.1475,81.0,TP HIT
+1758131030061,DOOD_USDT,short,0.004297,27.0,100.0,0.004291,27.0,TP HIT
+1758132065200,AGT_USDT,short,0.006175,195.0,10.0,0.006189,195.0,TP HIT
+1758132082858,BIO_USDT,short,0.15953,75.0,1.0,0.15876,75.0,TP HIT
+1758132091939,XLM_USDT,long,0.38544,3.0,10.0,0.38631,3.0,TP HIT
+1758132105929,YALA_USDT,short,0.148,81.0,1.0,0.1478,81.0,TP HIT
+1758132112073,PLUME_USDT,long,0.11831,101.0,1.0,0.11904,101.0,TP HIT
+1758132135460,IN_USDT,short,0.06489,18.0,10.0,0.0649,18.0,TP HIT
+1758132140351,GUN_USDT,short,0.02599,46.0,10.0,0.02601,46.0,TP HIT
+1758132165560,AI16Z_USDT,short,0.1123,106.0,1.0,0.1125,106.0,TP HIT
+1758132174202,INIT_USDT,short,0.3592,33.0,1.0,0.3605,33.0,TP HIT
+1758132177220,MOVE_USDT,long,0.1252,95.0,1.0,0.1258,95.0,TP HIT
+1758132179041,ARC_USDT,short,0.02076,57.0,10.0,0.02076,57.0,SL HIT
+1758132199046,USELESS_USDT,short,0.2187,54.0,1.0,0.2194,54.0,TP HIT
+1758132240915,TA_USDT,long,0.11113,107.0,1.0,0.11095,107.0,TP HIT
+1758132957868,USELESS_USDT,short,0.216,55.0,1.0,0.2161,55.0,TP HIT
+1758133517302,LAUNCHCOIN_USDT,short,0.08501,14.0,10.0,0.08483,14.0,TP HIT
+1758134779244,LAUNCHCOIN_USDT,long,0.08271,14.0,10.0,0.083,14.0,TP HIT
+1758134949732,LAUNCHCOIN_USDT,short,0.08468,14.0,10.0,0.08447,14.0,TP HIT
+1758135085694,USELESS_USDT,short,0.2173,55.0,1.0,0.217,55.0,TP HIT
+1758135912414,KERNEL_USDT,short,0.1908,63.0,1.0,0.1906,63.0,TP HIT
+1758137511945,DOOD_USDT,short,0.004411,27.0,100.0,0.004398,27.0,TP HIT
+1758137855380,DOOD_USDT,long,0.004334,27.0,100.0,0.00435,27.0,TP HIT
+1758140785015,DOOD_USDT,short,0.004376,27.0,100.0,0.004374,27.0,TP HIT
+1758140871891,KERNEL_USDT,long,0.2083,57.0,1.0,0.2082,57.0,TP HIT
+1758141156431,DOOD_USDT,short,0.004349,27.0,100.0,0.004338,27.0,TP HIT
+1758141205990,DOOD_USDT,short,0.004329,27.0,100.0,0.004328,27.0,TP HIT
+1758143858528,USELESS_USDT,long,0.2244,53.0,1.0,0.2251,53.0,TP HIT
+1758145026924,LAUNCHCOIN_USDT,long,0.08684,13.0,10.0,0.08734,13.0,TP HIT
+1758145705087,LAUNCHCOIN_USDT,short,0.08849,13.0,10.0,0.08817,13.0,TP HIT
+1758145766769,DOOD_USDT,short,0.004341,27.0,100.0,0.004332,27.0,TP HIT
+1758146013089,DOOD_USDT,long,0.004299,27.0,100.0,0.004313,27.0,TP HIT
+1758147347733,DOOD_USDT,short,0.004336,27.0,100.0,0.004329,27.0,TP HIT
+1758147802824,LAUNCHCOIN_USDT,long,0.09033,13.0,10.0,0.09067,13.0,TP HIT
+1758148938162,DOOD_USDT,short,0.004359,27.0,100.0,0.004346,27.0,TP HIT
+1758149565888,LAUNCHCOIN_USDT,short,0.09038,13.0,10.0,0.09043,13.0,TP HIT
+1758149685658,DOOD_USDT,long,0.004368,27.0,100.0,0.004366,27.0,TP HIT
+1758150463215,LAUNCHCOIN_USDT,short,0.09008,13.0,10.0,0.08968,13.0,TP HIT
+1758150552216,LAUNCHCOIN_USDT,long,0.08895,13.0,10.0,0.08953,13.0,TP HIT
+1758153615507,USELESS_USDT,long,0.232,51.0,1.0,0.2319,51.0,TP HIT
+1758153790450,VINE_USDT,short,0.08327,14.0,10.0,0.08306,14.0,TP HIT
+1758153891658,USELESS_USDT,long,0.2309,51.0,1.0,0.2309,51.0,TP HIT
+1758153973913,NAORIS_USDT,short,0.05876,20.0,10.0,0.05878,20.0,TP HIT
+1758154206740,VINE_USDT,long,0.0846,14.0,10.0,0.08456,14.0,TP HIT
+1758154703995,VINE_USDT,short,0.08754,13.0,10.0,0.08665,13.0,TP HIT
+1758156424415,VINE_USDT,long,0.08401,14.0,10.0,0.08404,14.0,TP HIT
+1758157213849,VINE_USDT,long,0.08408,14.0,10.0,0.08405,14.0,TP HIT

{hyperquant-0.59 → hyperquant-0.61}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.59"
+version = "0.61"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

hyperquant-0.61/src/hyperquant/broker/edgex.py

@@ -0,0 +1,183 @@
+from __future__ import annotations
+
+import time
+from typing import Any, Iterable, Literal
+
+import pybotters
+
+from .models.edgex import EdgexDataStore
+
+
+class Edgex:
+    """
+    Edgex 公共 API (HTTP/WS) 封装。
+
+    说明
+    - 当前仅包含公共行情数据（不包含私有接口）。
+    - 订单簿频道命名规则：``depth.{contractId}.{level}``。
+      成功订阅后，服务器会先推送一次完整快照（depthType=SNAPSHOT），之后持续推送增量（depthType=CHANGED）。
+      解析后的结果存入 ``EdgexDataStore.book``。
+
+    参数
+    - client: ``pybotters.Client`` 实例
+    - api_url: REST 基地址；默认使用 Edgex 官方 testnet 站点
+    - ws_url: WebSocket 基地址；如不提供，则默认使用官方文档地址。
+    """
+
+    def __init__(
+        self,
+        client: pybotters.Client,
+        *,
+        api_url: str | None = None,
+    ) -> None:
+        self.client = client
+        self.store = EdgexDataStore()
+        # 公共端点可能因环境/地区不同而变化，允许外部覆盖。
+        self.api_url = api_url or "https://pro.edgex.exchange"
+        self.ws_url = "wss://quote.edgex.exchange"
+
+    async def __aenter__(self) -> "Edgex":
+        # 初始化基础合约元数据，便于后续使用 tickSize 等字段。
+        await self.update_detail()
+        return self
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc: BaseException | None,
+        tb: BaseException | None,
+    ) -> None:
+        # Edgex 当前没有需要关闭的资源；保持接口与 Ourbit 等类一致。
+        return None
+
+    async def update_detail(self) -> dict[str, Any]:
+        """Fetch and cache contract metadata via the public REST endpoint."""
+
+        url = self._resolve_api_path("/api/v1/public/meta/getMetaData")
+        res = await self.client.get(url)
+        res.raise_for_status()
+        data = await res.json()
+
+        if data.get("code") != "SUCCESS":  # pragma: no cover - defensive guard
+            raise RuntimeError(f"Failed to fetch Edgex metadata: {data}")
+
+        self.store._apply_metadata(data)
+        return data
+
+    def _resolve_api_path(self, path: str) -> str:
+        base = (self.api_url or "").rstrip("/")
+        return f"{base}{path}"
+
+    async def sub_orderbook(
+        self,
+        contract_ids: str | Iterable[str] | None = None,
+        *,
+        symbols: str | Iterable[str] | None = None,
+        level: int = 15,
+        ws_url: str | None = None,
+    ) -> None:
+        """订阅指定合约 ID 或交易对名的订单簿（遵循 Edgex 协议）。
+
+        规范
+        - 默认 WS 端点：wss://quote.edgex.exchange（可通过参数/实例覆盖）
+        - 每个频道的订阅报文：
+          {"type": "subscribe", "channel": "depth.{contractId}.{level}"}
+        - 服务端在订阅成功后，会先推送一次快照，再持续推送增量。
+        """
+
+        ids: list[str] = []
+        if contract_ids is not None:
+            if isinstance(contract_ids, str):
+                ids.extend([contract_ids])
+            else:
+                ids.extend(contract_ids)
+
+        if symbols is not None:
+            if isinstance(symbols, str):
+                lookup_symbols = [symbols]
+            else:
+                lookup_symbols = list(symbols)
+
+            for symbol in lookup_symbols:
+                matches = self.store.detail.find({"contractName": symbol})
+                if not matches:
+                    raise ValueError(f"Unknown Edgex symbol: {symbol}")
+                ids.append(str(matches[0]["contractId"]))
+
+        if not ids:
+            raise ValueError("contract_ids or symbols must be provided")
+
+        channels = [f"depth.{cid}.{level}" for cid in ids]
+
+        # 优先使用参数 ws_url，其次使用实例的 ws_url，最后使用默认地址。
+        url =  f"{self.ws_url}/api/v1/public/ws?timestamp=" + str(int(time.time() * 1000))
+
+        # 根据文档：每个频道一条订阅指令，允许一次发送多个订阅对象。
+        payload = [{"type": "subscribe", "channel": ch} for ch in channels]
+
+        wsapp = self.client.ws_connect(url, send_json=payload, hdlr_json=self.store.onmessage)
+        # 等待 WS 完成握手再返回，确保订阅报文成功发送。
+        await wsapp._event.wait()
+
+    async def sub_ticker(
+        self,
+        contract_ids: str | Iterable[str] | None = None,
+        *,
+        symbols: str | Iterable[str] | None = None,
+        all_contracts: bool = False,
+        periodic: bool = False,
+        ws_url: str | None = None,
+    ) -> None:
+        """订阅 24 小时行情推送。
+
+        参数
+        - contract_ids / symbols: 指定单个或多个合约；二者至少提供一个。
+        - all_contracts: 订阅 ``ticker.all``（或 ``ticker.all.1s``）。
+        - periodic: 与 ``all_contracts`` 配合，true 则订阅 ``ticker.all.1s``。
+        """
+
+        channels: list[str] = []
+
+        if all_contracts:
+            channel = "ticker.all.1s" if periodic else "ticker.all"
+            channels.append(channel)
+        else:
+            ids: list[str] = []
+            if contract_ids is not None:
+                if isinstance(contract_ids, str):
+                    ids.append(contract_ids)
+                else:
+                    ids.extend(contract_ids)
+
+            if symbols is not None:
+                if isinstance(symbols, str):
+                    lookup_symbols = [symbols]
+                else:
+                    lookup_symbols = list(symbols)
+
+                for symbol in lookup_symbols:
+                    matches = self.store.detail.find({"contractName": symbol})
+                    if not matches:
+                        raise ValueError(f"Unknown Edgex symbol: {symbol}")
+                    ids.append(str(matches[0]["contractId"]))
+
+            if not ids:
+                raise ValueError("Provide contract_ids/symbols or set all_contracts=True")
+
+            channels.extend(f"ticker.{cid}" for cid in ids)
+
+        url = ws_url or f"{self.ws_url}/api/v1/public/ws?timestamp=" + str(int(time.time() * 1000))
+        payload = [{"type": "subscribe", "channel": ch} for ch in channels]
+
+        wsapp = self.client.ws_connect(url, send_json=payload, hdlr_json=self.store.onmessage)
+        await wsapp._event.wait()
+
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc: BaseException | None,
+        tb: BaseException | None,
+    ) -> None:
+        # Edgex 当前没有需要关闭的资源；保持接口与 Ourbit 等类一致。
+        return None