hyperquant 0.7__py3-none-any.whl → 0.9__py3-none-any.whl

hyperquant/broker/models/lbank.py

@@ -184,7 +184,8 @@ class Orders(DataStore):
             "side": direction,
             "offset": offset_flag,
             "order_type": order_kind,
-            "price": entry.get("Price"),
+            "price": entry.get('TradePrice') or entry.get("Price"),
+            "order_price": entry.get("OrderPrice") or entry.get('Price'),
             "quantity": entry.get("Volume"),
             "filled": entry.get("VolumeTraded"),
             "remaining": entry.get("VolumeRemain"),
@@ -270,14 +271,20 @@ class Position(DataStore):
         if not entry:
             return None
         position_id = entry.get("PositionID")
+        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,
             "symbol": entry.get("InstrumentID"),
             "side": side,
             "quantity": entry.get("Position"),
@@ -291,6 +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:
@@ -472,6 +480,7 @@ 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>,
@@ -484,7 +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/broker/ws.py

@@ -1,13 +1,10 @@
 import asyncio
-import base64
 import time
 from typing import Any
 
 import pybotters
+from aiohttp import WSMsgType
 from pybotters.ws import ClientWebSocketResponse, logger
-from pybotters.auth import Hosts
-import urllib
-import yarl
 
 
 class Heartbeat:
@@ -34,11 +31,18 @@ class Heartbeat:
         while not ws.closed:
             await ws.send_str('ping')
             await asyncio.sleep(6)
+    
+    @staticmethod
+    async def coinw(ws: ClientWebSocketResponse):
+        while not ws.closed:
+            await ws.send_json({"event": "ping"})
+            await asyncio.sleep(3.0)
 
 pybotters.ws.HeartbeatHosts.items['futures.ourbit.com'] = Heartbeat.ourbit
 pybotters.ws.HeartbeatHosts.items['www.ourbit.com'] = Heartbeat.ourbit_spot
 pybotters.ws.HeartbeatHosts.items['quote.edgex.exchange'] = Heartbeat.edgex
 pybotters.ws.HeartbeatHosts.items['uuws.rerrkvifj.com'] = Heartbeat.lbank
+pybotters.ws.HeartbeatHosts.items['ws.futurescw.com'] = Heartbeat.coinw
 
 class WssAuth:
     @staticmethod
@@ -63,4 +67,49 @@ class WssAuth:
                 else:
                     logger.warning(f"WebSocket login failed: {data}")
     
+    @staticmethod
+    async def coinw(ws: ClientWebSocketResponse):
+        creds = ws._response._session.__dict__["_apis"].get(
+            pybotters.ws.AuthHosts.items[ws._response.url.host].name
+        )
+        if not creds:
+            raise RuntimeError("CoinW credentials are required for websocket login.")
+        if isinstance(creds, dict):
+            raise RuntimeError("CoinW credentials must be a sequence, not a dict.")
+        if len(creds) < 1:
+            raise RuntimeError("CoinW credentials are incomplete.")
+
+        api_key = creds[0]
+        secret = creds[1] if len(creds) > 1 else ""
+
+        await ws.send_json(
+            {
+                "event": "login",
+                "params": {
+                    "api_key": api_key,
+                    "passphrase": secret.decode(),
+                },
+            }
+        )
+
+        async for msg in ws:
+            if msg.type != WSMsgType.TEXT:
+                continue
+            try:
+                data:dict = msg.json()
+            except Exception:  # pragma: no cover - defensive
+                continue
+
+            channel = data.get("channel")
+            event_type = data.get("type")
+            if channel == "login" or event_type == "login":
+                result = data.get("data", {}).get("result")
+                if result is not True:
+                    raise RuntimeError(f"CoinW WebSocket login failed: {data}")
+                break
+            if data.get("event") == "pong":
+                # ignore heartbeat responses while waiting
+                continue
+
 pybotters.ws.AuthHosts.items['futures.ourbit.com'] = pybotters.auth.Item("ourbit", WssAuth.ourbit)
+pybotters.ws.AuthHosts.items['ws.futurescw.com'] = pybotters.auth.Item("coinw", WssAuth.coinw)

{hyperquant-0.7.dist-info → hyperquant-0.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.7
+Version: 0.9
 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
@@ -12,15 +12,17 @@ Classifier: Intended Audience :: Developers
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Requires-Python: >=3.9
+Requires-Python: >=3.11
 Requires-Dist: aiohttp>=3.10.4
 Requires-Dist: colorama>=0.4.6
 Requires-Dist: cryptography>=44.0.2
+Requires-Dist: curl-cffi>=0.13.0
 Requires-Dist: duckdb>=1.2.2
 Requires-Dist: numpy>=1.21.0
 Requires-Dist: pandas>=2.2.3
 Requires-Dist: pybotters>=1.9.1
 Requires-Dist: pyecharts>=2.0.8
+Requires-Dist: rnet==3.0.0rc10
 Description-Content-Type: text/markdown
 
 # minquant

{hyperquant-0.7.dist-info → hyperquant-0.9.dist-info}/RECORD

@@ -4,26 +4,30 @@ hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
 hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
 hyperquant/logkit.py,sha256=nUo7nx5eONvK39GOhWwS41zNRL756P2J7-5xGzwXnTY,8462
 hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
-hyperquant/broker/auth.py,sha256=Wst7mTBuUS2BQ5hZd0a8FNNs5Uc01ac9WzJpseTuyAY,7673
-hyperquant/broker/bitget.py,sha256=866OuWUek0xJM8qWa7Bh4GDvcwUe3JVrx5mQMv2WEJE,2616
+hyperquant/broker/auth.py,sha256=xNZEQP0LRRV9BkT2uXBJ-vFfeahUnRVq1bjIT6YbQu8,10089
+hyperquant/broker/bitget.py,sha256=X_S0LKZ7FZAEb6oEMr1vdGP1fondzK74BhmNTpRDSEA,9488
+hyperquant/broker/coinup.py,sha256=Ag0si2ODnrERaB_PDj9oidBkUu7JeorfHPG7fRsbblg,19217
+hyperquant/broker/coinw.py,sha256=SnJU0vASh77rfcpMGWaIfTblQSjQk3vjlW_4juYdbcs,17214
 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=98M5wmSoeHwbBYMA3rh25zqLb6fQKVaEmwqALF5nOvY,22181
 hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
-hyperquant/broker/ws.py,sha256=9Zu5JSLj-ylYEVmFmRwvZDDnVYKwb37cLHfZzA0AZGc,2200
+hyperquant/broker/ws.py,sha256=NS71Do-62mtVrGcyNE-AtHJkDecsSxdz_KU1yNBr_BQ,4079
 hyperquant/broker/lib/edgex_sign.py,sha256=lLUCmY8HHRLfLKyGrlTJYaBlSHPsIMWg3EZnQJKcmyk,95785
 hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb84D8,8296
 hyperquant/broker/lib/hyper_types.py,sha256=HqjjzjUekldjEeVn6hxiWA8nevAViC2xHADOzDz9qyw,991
 hyperquant/broker/lib/util.py,sha256=iMU1qF0CHj5zzlIMEQGwjz-qtEVosEe7slXOCuB7Rcw,566
-hyperquant/broker/models/bitget.py,sha256=swKYa7-jRoCSQxg0AUTZ7lPEhD1vxYIKm49eaIPwMxU,8961
+hyperquant/broker/models/bitget.py,sha256=0RwDY75KrJb-c-oYoMxbqxWfsILe-n_Npojz4UFUq7c,11389
+hyperquant/broker/models/coinup.py,sha256=W34WpbcnKz6JjfDMf8yC7JV_teCFcQR_5WvmyWCmPsQ,9803
+hyperquant/broker/models/coinw.py,sha256=LvLMVP7i-qkkTK1ubw8eBkMK2RQmFoKPxdKqmC4IToY,22157
 hyperquant/broker/models/edgex.py,sha256=vPAkceal44cjTYKQ_0BoNAskOpmkno_Yo1KxgMLPc6Y,33954
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
-hyperquant/broker/models/lbank.py,sha256=ZCD1dOUMyWPT8lKDj6C6LcHEof2d0JN384McURzLA-s,18868
+hyperquant/broker/models/lbank.py,sha256=vHkNKxIMzpoC_EwcZnEOPOupizF92yGWi9GKxvYYFUQ,19181
 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-0.7.dist-info/METADATA,sha256=DZvCivcjbSzGsuRtDvwuaAiaG2zw61z_13guzOR2rsQ,4316
-hyperquant-0.7.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.7.dist-info/RECORD,,
+hyperquant-0.9.dist-info/METADATA,sha256=VFXXWiKJ4_NZhv48TUkYGp9_P1zkRdou-7hKi07qMLw,4381
+hyperquant-0.9.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.9.dist-info/RECORD,,