hyperquant 0.75__tar.gz → 0.77__tar.gz

{hyperquant-0.75 → hyperquant-0.77}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.75
+Version: 0.77
 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-0.75 → hyperquant-0.77}/apis.json

@@ -8,7 +8,7 @@
     "3MB7nAnnNPTxAnwdbjDPew-02b746d6a832346a46a97faf054b2909c1a0b58a35e04c3504923a99a5503c1c"
   ],
   "lbank": [
-    "925a645e03c84c8e96b96008e98b75f7"
+    "36e99e63f77d4ab18137c23d30beda4e"
   ],
   "bitget":[
     "bg_03e0445d9282f248d22842cfe6f30192",

{hyperquant-0.75 → hyperquant-0.77}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.75"
+version = "0.77"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.75 → hyperquant-0.77}/src/hyperquant/broker/models/lbank.py

@@ -274,10 +274,14 @@ class Position(DataStore):
         bus_id = entry.get("BusinessNo")
         if not position_id:
             return None
-
-        direction_code = str(entry.get("PosiDirection")) if entry.get("PosiDirection") is not None else None
-        side = self._POS_DIRECTION_MAP.get(direction_code, direction_code)
-
+        
+        q = float(entry.get("Position", 0))
+        side = "net"
+        if q > 0:
+            side = "long"
+        elif q < 0:
+            side = "short"
+        
         return {
             "position_id": position_id,
             "bus_id": bus_id,
@@ -294,6 +298,7 @@ class Position(DataStore):
             "realized_pnl": entry.get("CloseProfit"),
             "update_time": entry.get("UpdateTime"),
             "insert_time": entry.get("InsertTime"),
+            "begin_time": entry.get("BeginTime")
         }
 
     def _onresponse(self, data: dict[str, Any] | None) -> None:
@@ -488,7 +493,8 @@ class LbankDataStore(DataStoreCollection):
                     "unrealized_pnl": <未实现盈亏>,
                     "realized_pnl": <已实现盈亏>,
                     "update_time": <更新时间>,
-                    "insert_time": <插入时间>
+                    "insert_time": <插入时间>,
+                    "begin_time": <持仓开始时间>
                 },
                 ...
             ]

{hyperquant-0.75 → hyperquant-0.77}/tests/test_lbank.py

@@ -169,6 +169,7 @@ async def order_sync_polling(
     )
     
     latency = int(time.time() * 1000) - started
+    print(resp)
 
     order_id = resp.get("orderSysID")
     # print(f"下单延迟 {latency} ms, 订单号: {order_id}")
@@ -181,12 +182,14 @@ async def order_sync_polling(
     if not position_id:
         raise RuntimeError(f"place_order 返回缺少 position_id: {resp}")
     
-    if 'volumeRemain' in resp and float(resp['volumeRemain']) == 0:
+    trade_resp = None
+
+    if 'volumeRemain' in resp and float(resp['volumeRemain']) == 0 and float(resp.get('turnover', 0)) != 0:
         return {
             "order_id": order_id,
             "trade_count": 1,
             "volume": volume,
-            "avg_price": float(resp.get('openPrice', 0)),
+            "avg_price": float(resp.get('tradePrice', 0)),
             "turnover": float(resp.get('turnover', 0)),
             "fee": float(resp.get('fee', 0)),
             "position_id": position_id,
@@ -195,7 +198,11 @@ async def order_sync_polling(
             "trade_time": resp.get('updateTime'),
         }
 
-    trade_resp = None
+    if 'ioc' in norm_type:
+        return {
+            "order_id": order_id,
+            "trade_count": 0
+        }
 
     async def _poll_orders(timeout_sec: float) -> dict | None:
         nonlocal trade_resp
@@ -237,27 +244,42 @@ async def test_order_sync_polling():
             await lb.sub_orderbook(["SOLUSDT"], limit=1)
             await lb.store.book.wait()
             bid0 = float(lb.store.book.find({"s": "SOLUSDT", 'S': 'b'})[0]['p'])
-            bid0 = bid0 - 0.01
+            # bid0 = bid0 - 0.01
+            bid0 = bid0 + 1
             # bid0 = bid0 - 1
             print(bid0)
 
-            result = await order_sync_polling(
+            snapshot = await order_sync_polling(
                 lb,
                 symbol="SOLUSDT",
-                direction="buy",
-                order_type="limit_GTC",
+                direction="sell",
+                order_type="market",
                 price=bid0,
                 volume=0.03,
                 window_sec=3.0,
                 grace_sec=1,
                 poll_interval=1
             )
-            print(result)
+            print(snapshot)
+
+            # position_id = snapshot.get("position_id")
+            # if not position_id:
+            #     print('没有 position_id')
+
+            # position = None
+            # for _ in range(5):
+            #     await lb.update("position")
+            #     position = lb.store.position.get({"position_id": position_id})
+            #     if position:
+            #         break
+            #     await asyncio.sleep(0.1)
+
+            # print(position)
 
 async def test_query_order():
     async with pybotters.Client(apis='./apis.json') as client:
         async with Lbank(client) as lb:
-            res = await lb.query_order("1000633284579483")
+            res = await lb.query_order("1000633355403954")
             print(res)
 
 if __name__ == "__main__":

{hyperquant-0.75 → hyperquant-0.77}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.74"
+version = "0.76"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },