hyperquant 0.73__py3-none-any.whl → 0.74__py3-none-any.whl

hyperquant/broker/lbank.py

@@ -136,6 +136,138 @@ class Lbank:
 
         await self.store.initialize(*requests)
 
+    async def query_trade(
+        self,
+        order_id: str | None = None,
+        *,
+        product_group: str = "SwapU",
+        page_index: int = 1,
+        page_size: int = 20,
+    ) -> list[dict[str, Any]]:
+        """Fetch trade executions linked to a given OrderSysID.
+
+        Example response payload::
+
+            [
+                {
+                    "TradeUnitID": "e1b03fb1-6849-464f-a",
+                    "ProductGroup": "SwapU",
+                    "CloseProfit": 0,
+                    "BusinessNo": 1001770339345505,
+                    "TradeID": "1000162046503720",
+                    "PositionID": "1000632926272299",
+                    "DeriveSource": "0",
+                    "OrderID": "",
+                    "Direction": "0",
+                    "InstrumentID": "SOLUSDT",
+                    "OffsetFlag": "0",
+                    "Remark": "def",
+                    "DdlnTime": "0",
+                    "UseMargin": 0.054213,
+                    "Currency": "USDT",
+                    "Turnover": 5.4213,
+                    "SettlementGroup": "SwapU",
+                    "Leverage": 100,
+                    "OrderSysID": "1000632948114584",
+                    "ExchangeID": "Exchange",
+                    "AccountID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                    "TradeTime": 1760161085,
+                    "Fee": 0.00325278,
+                    "OrderPrice": 180.89,
+                    "InsertTime": 1760161085,
+                    "MemberID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                    "MatchRole": "1",
+                    "ClearCurrency": "USDT",
+                    "Price": 180.71,
+                    "Volume": 0.03,
+                    "OpenPrice": 182.94,
+                    "MasterAccountID": "",
+                    "PriceCurrency": "USDT",
+                    "FeeCurrency": "USDT"
+                    }
+            ]
+        """
+
+        if not order_id:
+            raise ValueError("order_id is required to query order executions")
+
+        params = {
+            "ProductGroup": product_group,
+            "OrderSysID": order_id,
+            "pageIndex": page_index,
+            "pageSize": page_size,
+        }
+
+        res = await self.client.get(
+            f"{self.front_api}/cfd/query/v1.0/Trade",
+            params=params,
+            headers=self._rest_headers,
+        )
+        data = await res.json()
+        payload = self._ensure_ok("query_trade", data)
+
+        if isinstance(payload, dict):
+            rows = payload.get("data")
+            if isinstance(rows, list):
+                return rows
+        elif isinstance(payload, list):  # pragma: no cover - defensive fallback
+            return payload
+
+        return []
+
+    async def query_order(
+        self,
+        order_id: str | None = None,
+        *,
+        product_group: str = "SwapU",
+        page_index: int = 1,
+        page_size: int = 20,
+    ) -> dict[str, Any]:
+        """Aggregate trade executions to summarize overall order statistics."""
+
+        if not order_id:
+            raise ValueError("order_id is required to query order statistics")
+
+        trades = await self.query_trade(
+            order_id,
+            product_group=product_group,
+            page_index=page_index,
+            page_size=page_size,
+        )
+
+        if not trades:
+            return {
+                "order_id": order_id,
+                "trade_count": 0,
+            }
+
+        def _to_float(value: Any) -> float:
+            try:
+                return float(value)
+            except (TypeError, ValueError):
+                return 0.0
+
+        total_volume = sum(_to_float(trade.get("Volume")) for trade in trades)
+        total_turnover = sum(_to_float(trade.get("Turnover")) for trade in trades)
+        total_fee = sum(_to_float(trade.get("Fee")) for trade in trades)
+
+        avg_price = total_turnover / total_volume if total_volume else None
+        last_trade = trades[-1]
+
+        return {
+            "order_id": order_id,
+            "instrument_id": last_trade.get("InstrumentID"),
+            "position_id": last_trade.get("PositionID"),
+            "direction": last_trade.get("Direction"),
+            "offset_flag": last_trade.get("OffsetFlag"),
+            "trade_time": last_trade.get("TradeTime"),
+            "avg_price": avg_price,
+            "volume": total_volume,
+            "turnover": total_turnover,
+            "fee": total_fee,
+            "trade_count": len(trades),
+        }
+
     def _resolve_instrument(self) -> str | None:
         detail_entries = self.store.detail.find()
         if detail_entries:
@@ -212,7 +344,71 @@ class Lbank:
         order_proportion: str = "0.0000",
         client_order_id: str | None = None,
     ) -> dict[str, Any]:
-        """Create an order using documented REST parameters."""
+        """Create an order using documented REST parameters.
+        
+        返回示例:
+
+        .. code:: json
+
+            {
+                "offsetFlag": "5",
+                "orderType": "1",
+                "reserveMode": "0",
+                "fee": "0.0066042",
+                "frozenFee": "0",
+                "ddlnTime": "0",
+                "userID": "lbank_exchange_user",
+                "masterAccountID": "",
+                "exchangeID": "Exchange",
+                "accountID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                "orderSysID": "1000633129818889",
+                "volumeRemain": "0",
+                "price": "183.36",
+                "businessValue": "1760183423813",
+                "frozenMargin": "0",
+                "instrumentID": "SOLUSDT",
+                "posiDirection": "2",
+                "volumeMode": "1",
+                "volume": "0.06",
+                "insertTime": "1760183423",
+                "copyMemberID": "",
+                "position": "0.06",
+                "tradePrice": "183.45",
+                "leverage": "100",
+                "businessResult": "",
+                "availableUse": "0",
+                "orderStatus": "1",
+                "openPrice": "182.94",
+                "frozenMoney": "0",
+                "remark": "def",
+                "reserveUse": "0",
+                "sessionNo": "41",
+                "isCrossMargin": "1",
+                "closeProfit": "0.0306",
+                "businessNo": "1001770756852986", # 订单有成交会并入仓位 businessNo
+                "relatedOrderSysID": "",
+                "positionID": "1000632926272299",
+                "mockResp": false,
+                "deriveSource": "0",
+                "copyOrderID": "",
+                "currency": "USDT",
+                "turnover": "11.007",
+                "frontNo": "-68",
+                "direction": "1",
+                "orderPriceType": "4",
+                "volumeCancled": "0",
+                "updateTime": "1760183423",
+                "localID": "1000633129818889",
+                "volumeTraded": "0.06",
+                "appid": "WEB",
+                "tradeUnitID": "e1b03fb1-6849-464f-a",
+                "businessType": "P",
+                "memberID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                "timeCondition": "0",
+                "copyProfit": "0"
+            }
+
+        """
 
         direction_code = self._normalize_direction(direction)
         offset_code = self._normalize_offset(offset_flag)

hyperquant/broker/models/lbank.py

@@ -271,6 +271,7 @@ class Position(DataStore):
         if not entry:
             return None
         position_id = entry.get("PositionID")
+        bus_id = entry.get("BusinessNo")
         if not position_id:
             return None
 
@@ -279,6 +280,7 @@ class Position(DataStore):
 
         return {
             "position_id": position_id,
+            "bus_id": bus_id,
             "symbol": entry.get("InstrumentID"),
             "side": side,
             "quantity": entry.get("Position"),
@@ -473,6 +475,7 @@ class LbankDataStore(DataStoreCollection):
             [
                 {
                     "position_id": <仓位ID>,
+                    "bus_id": <订单ID覆盖>,
                     "symbol": <合约ID>,
                     "side": "long" / "short" / "net",
                     "quantity": <持仓数量>,

{hyperquant-0.73.dist-info → hyperquant-0.74.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.73
+Version: 0.74
 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-0.73.dist-info → hyperquant-0.74.dist-info}/RECORD

@@ -8,7 +8,7 @@ hyperquant/broker/auth.py,sha256=Wst7mTBuUS2BQ5hZd0a8FNNs5Uc01ac9WzJpseTuyAY,767
 hyperquant/broker/bitget.py,sha256=PEzULGJJQeQ91TKa4F56WhEpcnUHC3WpIx1pi5UXpVQ,9182
 hyperquant/broker/edgex.py,sha256=TqUO2KRPLN_UaxvtLL6HnA9dAQXC1sGxOfqTHd6W5k8,18378
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
-hyperquant/broker/lbank.py,sha256=dZUbi0a_Vhkp4pJ1V11X6nEM7I4HhQIVRgpSMeGcAMU,11681
+hyperquant/broker/lbank.py,sha256=TdDNuhOyB-lvayJHQwWByiqhxxMk4MZjwENicwtFej8,18495
 hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
 hyperquant/broker/ws.py,sha256=9Zu5JSLj-ylYEVmFmRwvZDDnVYKwb37cLHfZzA0AZGc,2200
 hyperquant/broker/lib/edgex_sign.py,sha256=lLUCmY8HHRLfLKyGrlTJYaBlSHPsIMWg3EZnQJKcmyk,95785
@@ -18,12 +18,12 @@ hyperquant/broker/lib/util.py,sha256=iMU1qF0CHj5zzlIMEQGwjz-qtEVosEe7slXOCuB7Rcw
 hyperquant/broker/models/bitget.py,sha256=0RwDY75KrJb-c-oYoMxbqxWfsILe-n_Npojz4UFUq7c,11389
 hyperquant/broker/models/edgex.py,sha256=vPAkceal44cjTYKQ_0BoNAskOpmkno_Yo1KxgMLPc6Y,33954
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
-hyperquant/broker/models/lbank.py,sha256=_ztqhYGDqEHpmSITfYp_cpEJiJrhfJ9dwZ52K_PhE2A,18969
+hyperquant/broker/models/lbank.py,sha256=2RkhwA8vpC1ex5TslNcfNpL0CcPhtg1KXv2uZjPc0q0,19088
 hyperquant/broker/models/ourbit.py,sha256=xMcbuCEXd3XOpPBq0RYF2zpTFNnxPtuNJZCexMZVZ1k,41965
 hyperquant/datavison/_util.py,sha256=92qk4vO856RqycO0YqEIHJlEg-W9XKapDVqAMxe6rbw,533
 hyperquant/datavison/binance.py,sha256=3yNKTqvt_vUQcxzeX4ocMsI5k6Q6gLZrvgXxAEad6Kc,5001
 hyperquant/datavison/coinglass.py,sha256=PEjdjISP9QUKD_xzXNzhJ9WFDTlkBrRQlVL-5pxD5mo,10482
 hyperquant/datavison/okx.py,sha256=yg8WrdQ7wgWHNAInIgsWPM47N3Wkfr253169IPAycAY,6898
-hyperquant-0.73.dist-info/METADATA,sha256=nAkYdNGtpPFIhgtTm1JWCQCK46kJyAv2EdLrcfTh1nU,4317
-hyperquant-0.73.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.73.dist-info/RECORD,,
+hyperquant-0.74.dist-info/METADATA,sha256=xEBYMDRIS-3ViFktvBg5IaWOxUmXRl5n-CHWTu-E9JQ,4317
+hyperquant-0.74.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.74.dist-info/RECORD,,