hyperquant 0.87__tar.gz → 0.88__tar.gz

{hyperquant-0.87 → hyperquant-0.88}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.87
+Version: 0.88
 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-0.87 → hyperquant-0.88}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.87"
+version = "0.88"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.87 → hyperquant-0.88}/src/hyperquant/broker/coinw.py

@@ -292,7 +292,7 @@ class Coinw:
         ws_app = await self._ensure_private_ws()
         payloads = [
             {"event": "sub", "params": {"biz": "futures", "type": "order"}},
-            {"event": "sub", "params": {"biz": "futures", "type": "position"}},
+            # {"event": "sub", "params": {"biz": "futures", "type": "position"}},
             {"event": "sub", "params": {"biz": "futures", "type": "position_change"}},
             {"event": "sub", "params": {"biz": "futures", "type": "assets"}},
         ]

{hyperquant-0.87 → hyperquant-0.88}/src/hyperquant/broker/models/coinw.py

@@ -280,15 +280,21 @@ class Orders(DataStore):
 class Position(DataStore):
     """CoinW 当前持仓数据存储。"""
 
-    _KEYS = ["id"]
+    _KEYS = ["openId"]
 
     @staticmethod
     def _normalize(entry: dict[str, Any]) -> dict[str, Any] | None:
-        position_id = entry.get("id")
-        if position_id is None:
+        open_id = entry.get("openId")
+        if open_id is None:
             return None
         normalized = dict(entry)
-        normalized["id"] = str(position_id)
+        normalized["openId"] = str(open_id)
+        normalized["status"] = str(entry.get("status") or entry.get("orderStatus") or "").lower()
+        normalized["is_closed"] = normalized["status"] in {"close", "closed", "finish"}
+        normalized["currentPiece"] = str(entry.get("currentPiece")) if entry.get("currentPiece") is not None else None
+        normalized["closedPiece"] = str(entry.get("closedPiece")) if entry.get("closedPiece") is not None else None
+        normalized["quantity"] = str(entry.get("quantity")) if entry.get("quantity") is not None else None
+        normalized["updatedDate"] = entry.get("updatedDate")
         return normalized
 
     def _onresponse(self, data: Any) -> None:
@@ -325,6 +331,7 @@ class Position(DataStore):
             return
 
         to_insert: list[dict[str, Any]] = []
+        to_update: list[dict[str, Any]] = []
         to_delete: list[dict[str, Any]] = []
 
         for entry in entries:
@@ -334,17 +341,21 @@ class Position(DataStore):
             if not normalized:
                 continue
 
-            status = normalized.get("status")
-            normalized_status = str(status).lower() if status is not None else ""
-            remove = normalized_status in {"close", "closed", "1", "2"}
+            criteria = {"openId": normalized["openId"]}
 
-            query = {"id": normalized["id"]}
-            to_delete.append(query)
-            if not remove:
+            if normalized.get("is_closed"):
+                to_delete.append(criteria)
+                continue
+
+            if self.find(criteria):
+                to_update.append(normalized)
+            else:
                 to_insert.append(normalized)
 
         if to_delete:
             self._delete(to_delete)
+        if to_update:
+            self._update(to_update)
         if to_insert:
             self._insert(to_insert)
 
@@ -453,7 +464,7 @@ class CoinwFuturesDataStore(DataStoreCollection):
             self.book._on_message(msg)
         elif msg_type == "order":
             self.orders._on_message(msg)
-        elif msg_type == "position":
+        elif msg_type == "position" or msg_type == "position_change":
             self.position._on_message(msg)
         elif msg_type == "assets":
             self.balance._on_message(msg)

{hyperquant-0.87 → hyperquant-0.88}/tests/test_coinw.py

@@ -67,25 +67,36 @@ async def test_place_cancel() -> None:
     async with pybotters.Client(apis="./apis.json") as client:
         async with Coinw(client) as cw:
             start = time.time()
-            order = await cw.place_order(
-                instrument="SOL",
-                direction="long",
-                quantity_unit=0,
-                leverage=25,
-                quantity=0.8,
+            # order = await cw.place_order(
+            #     instrument="SOL",
+            #     direction="long",
+            #     quantity_unit=1,
+            #     leverage=25,
+            #     quantity=2,
+            #     position_type="plan",
+            #     price=175,
+            #     position_model="cross",
+            # )
+            # latency = time.time() - start
+            # print(f'下单延迟: {latency*1000:.2f} ms')
+            # order_id = order.get("value") or order.get("data")
+            # print("place_order response:", order)
+            # if order_id:
+            #     await asyncio.sleep(1)
+            #     cancel_resp = await cw.cancel_order(order_id)
+            #     print("cancel_order response:", cancel_resp)
+
+            # {'instrument': 'JUP', 'direction': 'short', 'leverage': 50, 'quantityUnit': 1, 'quantity': '57', 'positionModel': 1, 'positionType': 'plan', 'openPrice': 0.3527}
+            await cw.place_order(
+                instrument="JUP",
+                direction="short",
+                quantity_unit=1,
+                leverage=50,
+                quantity="57",
                 position_type="plan",
-                price=175,
-                position_model="cross",
+                price=0.3527,
+                position_model=1,
             )
-            latency = time.time() - start
-            print(f'下单延迟: {latency*1000:.2f} ms')
-            order_id = order.get("value") or order.get("data")
-            print("place_order response:", order)
-            if order_id:
-                await asyncio.sleep(1)
-                cancel_resp = await cw.cancel_order(order_id)
-                print("cancel_order response:", cancel_resp)
-
 
 async def test_place_web() -> None:
     """Use the web interface to place an order (requires device/token)."""
@@ -196,9 +207,10 @@ async def test_subp() -> None:
     async with pybotters.Client(apis="./apis.json") as client:
         async with Coinw(client) as cw:
             await cw.sub_personal()
-            with cw.store.orders.watch() as watcher:
+            with cw.store.position.watch() as watcher:
                 async for change in watcher:
                     print(change)
+                    print('\n\n----\n\n')
 
 
 async def test_order_sync_polling() -> None:
@@ -222,6 +234,5 @@ async def test_order_sync_polling() -> None:
             )
             print("order_sync_polling result:", result)
 
-
 if __name__ == "__main__":
-    asyncio.run(test_sub_orderbook())
+    asyncio.run(test_subp())

{hyperquant-0.87 → hyperquant-0.88}/uv.lock

@@ -662,7 +662,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.86"
+version = "0.87"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },