hyperquant 0.87__tar.gz → 0.89__tar.gz

{hyperquant-0.87 → hyperquant-0.89}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.87
+Version: 0.89
 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-0.89}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.87"
+version = "0.89"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.87 → hyperquant-0.89}/src/hyperquant/broker/coinw.py

@@ -60,11 +60,10 @@ class Coinw:
             "all",
         ] = "all",
         *,
-        instrument: str | None = None,
         position_type: Literal["execute", "plan", "planTrigger"] = "execute",
         page: int | None = None,
         page_size: int | None = None,
-        open_ids: str | None = None,
+        instrument: str | None = None,
     ) -> None:
         """刷新本地缓存，使用 CoinW REST API。
 
@@ -108,16 +107,8 @@ class Coinw:
             )
 
         if include_position:
-            if not instrument:
-                raise ValueError("instrument is required when updating positions")
-            params = {"instrument": instrument}
-            if open_ids:
-                params["openIds"] = open_ids
             requests.append(
-                self.client.get(
-                    f"{self.rest_api}/v1/perpum/positions",
-                    params=params,
-                )
+                self.client.get(f"{self.rest_api}/v1/perpum/positions/all")
             )
 
         if include_balance:
@@ -186,6 +177,51 @@ class Coinw:
         data = await res.json()
         return self._ensure_ok("place_order", data)
 
+    async def close_position(
+        self,
+        open_id: str | int,
+        *,
+        position_type: Literal["plan", "planTrigger", "execute"] = "plan",
+        close_num: str | float | int | None = None,
+        close_rate: str | float | int | None = None,
+        order_price: str | float | None = None,
+        instrument: str | None = None,
+    ) -> dict[str, Any]:
+        """关闭单个仓位（``DELETE /v1/perpum/positions``）。
+
+        Params
+        ------
+        open_id: ``openId`` / 持仓唯一 ID。
+        position_type: 订单类型 ``plan`` / ``planTrigger`` / ``execute``。
+        close_num: 按合约数量平仓（与 ``close_rate`` 至少指定其一）。
+        close_rate: 按比例平仓（0-1）。
+        order_price: 限价平仓时指定价格。
+        instrument: 交易品种（部分情况下需要传入，例如限价单）。
+        """
+
+        if close_num is None and close_rate is None:
+            raise ValueError("close_num or close_rate must be provided")
+
+        payload: dict[str, Any] = {
+            "id": str(open_id),
+            "positionType": position_type,
+        }
+        if close_num is not None:
+            payload["closeNum"] = str(close_num)
+        if close_rate is not None:
+            payload["closeRate"] = str(close_rate)
+        if order_price is not None:
+            payload["orderPrice"] = str(order_price)
+        if instrument is not None:
+            payload["instrument"] = instrument
+
+        res = await self.client.delete(
+            f"{self.rest_api}/v1/perpum/positions",
+            data=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("close_position", data)
+
     async def place_order_web(
         self,
         instrument: str,
@@ -292,7 +328,7 @@ 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-0.89}/src/hyperquant/broker/models/coinw.py

@@ -280,16 +280,8 @@ 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:
-            return None
-        normalized = dict(entry)
-        normalized["id"] = str(position_id)
-        return normalized
 
     def _onresponse(self, data: Any) -> None:
         payload = []
@@ -302,9 +294,8 @@ class Position(DataStore):
         for entry in payload or []:
             if not isinstance(entry, dict):
                 continue
-            normalized = self._normalize(entry)
-            if normalized:
-                items.append(normalized)
+            entry['openId'] = str(entry.get("id"))
+            items.append(entry)
 
         self._clear()
         if items:
@@ -312,6 +303,7 @@ class Position(DataStore):
 
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("data")
+
         if isinstance(data, dict) and data.get("result") is not None:
             return
 
@@ -325,26 +317,28 @@ 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:
             if not isinstance(entry, dict):
                 continue
-            normalized = self._normalize(entry)
-            if not normalized:
-                continue
+            normalized = entry
 
-            status = normalized.get("status")
-            normalized_status = str(status).lower() if status is not None else ""
-            remove = normalized_status in {"close", "closed", "1", "2"}
 
-            query = {"id": normalized["id"]}
-            to_delete.append(query)
-            if not remove:
+            if normalized.get("status") == 'close':
+                to_delete.append(normalized)
+                continue
+
+            if self.find(normalized):
+                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)
 
@@ -449,11 +443,12 @@ class CoinwFuturesDataStore(DataStoreCollection):
 
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
         msg_type = msg.get("type")
+        # print(msg)
         if msg_type == "depth":
             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)
@@ -470,7 +465,7 @@ class CoinwFuturesDataStore(DataStoreCollection):
                 self.ticker._onresponse(data)
             elif res.url.path == "/v1/perpum/orders/open":
                 self.orders._onresponse(data)
-            elif res.url.path == "/v1/perpum/positions":
+            elif res.url.path == "/v1/perpum/positions/all":
                 self.position._onresponse(data)
             elif res.url.path == "/v1/perpum/account/getUserAssets":
                 self.balance._onresponse(data)
@@ -655,17 +650,48 @@ class CoinwFuturesDataStore(DataStoreCollection):
           - REST: ``GET /v1/perpum/positions``
           - WebSocket: ``type == "position"``
 
-        数据结构（节选）::
+        .. code:: json
 
             {
-                "id": 2435521222631982507,
-                "instrument": "BTC",
-                "direction": "short",
-                "openPrice": 88230.5,
-                "currentPiece": 1,
-                "profitUnreal": 0.0086,
-                "status": "open"
-            }
+                "currentPiece": "0",
+                "isProfession": 0,
+                "leverage": "10",
+                "originalType": "execute",
+                "orderId": "33309059291614824",
+                "contractType": 1,
+                "openId": "2435521222638707873",
+                "fee": "0.00020724",
+                "openPrice": "0.3456",
+                "orderStatus": "finish",
+                "instrument": "JUP",
+                "quantityUnit": 1,
+                "source": "api",
+                "updatedDate": 1761192795412,
+                "positionModel": 1,
+                "feeRate": "0.0006",
+                "netProfit": "-0.00040724",
+                "baseSize": "1",
+                "quote": "usdt",
+                "liquidateBy": "manual",
+                "totalPiece": "1",
+                "orderPrice": "0",
+                "id": "23469279597150213",
+                "fundingSettle": "0",
+                "direction": "long",
+                "margin": "0.03435264",
+                "takerMaker": 1,
+                "indexPrice": "0.3455",
+                "quantity": "0.03456",
+                "userId": "1757458",
+                "closedPiece": "1",
+                "createdDate": 1761192793000,
+                "hedgeId": "23469279597150214",
+                "closePrice": "0.3454",
+                "positionMargin": "0.03435264",
+                "base": "jup",
+                "realPrice": "0.3454",
+                "status": "close"
+                }
         """
 
         return self._get("position", Position)

{hyperquant-0.87 → hyperquant-0.89}/tests/test_coinw.py

@@ -23,8 +23,11 @@ async def test_update_private() -> None:
     """Refresh private endpoints (requires ./apis.json with coinw credentials)."""
     async with pybotters.Client(apis="./apis.json") as client:
         async with Coinw(client) as cw:
-            await cw.update("balance")
-            print(cw.store.balance.find())
+            # await cw.update("balance")
+            # print(cw.store.balance.find())
+            await cw.update("position")
+            print(cw.store.position.find())
+            
             # await cw.update("position", instrument="BTC")
             # print(cw.store.position.find())
             # await cw.update("orders", instrument="BTC")
@@ -67,25 +70,66 @@ 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_close_position():
+    async with pybotters.Client(apis="./apis.json") as client:
+        async with Coinw(client) as cw:
+            # await cw.update('position')
+            await cw.sub_personal()
+            with cw.store.position.watch() as watcher:
+                # 2435521222638707402
+                resp = await cw.place_order(
+                    instrument="JUP",
+                    direction="long",
+                    quantity_unit=1,
+                    leverage=10,
+                    quantity=1,
+                    position_model='cross',
+                    position_type='execute'
+                )
+                print("开仓响应:", resp)
+
+                await asyncio.sleep(2)
+
+                for position in cw.store.position.find():
+                    open_id = position.get('openId')
+                    print(f'关闭持仓: {open_id}')
+                    resp = await cw.close_position(open_id, position_type='execute', close_num=1)
+                    print(resp)
+
+                async for change in watcher:
+                    print(change)
+                    print('\n\n----\n\n')
 
 async def test_place_web() -> None:
     """Use the web interface to place an order (requires device/token)."""
@@ -134,7 +178,7 @@ async def order_sync_polling(
 
     try:
         async with asyncio.timeout(window_sec):
-            with broker.store.orders.watch() as stream:
+            with broker.store.position.watch() as stream:
                 started = int(time.time() * 1000)
                 resp = await broker.place_order(
                     instrument=instrument,
@@ -165,16 +209,13 @@ async def order_sync_polling(
                 order_id = str(raw_id)
 
                 async for change in stream:
-     
+                    print(change.data)
                     data = change.data or {}
-                    if str(data.get("id")) != order_id:
+                    if str(data.get("orderId")) != order_id:
                         continue
                     snapshot = data
-                    status = str(data.get("orderStatus") or data.get("status") or "").lower()
-                    print(change.operation )
-                    if change.operation == "delete":
-                        return change.source
-                    if status in {"finish", "cancel", "canceled"}:
+                    order_finish = data.get('orderStatus') == 'finish'
+                    if order_finish:
                         return snapshot
                     
     except TimeoutError:
@@ -196,9 +237,12 @@ 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:
-                async for change in watcher:
-                    print(change)
+            await asyncio.sleep(1.0)
+            print(cw.store.position.find())
+            # 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:
@@ -209,9 +253,9 @@ async def test_order_sync_polling() -> None:
             print("Placing order with order_sync_polling...")
             result = await order_sync_polling(
                 broker=cw,
-                instrument="SOL",
+                instrument="JUP",
                 direction="long",
-                leverage=25,
+                leverage=10,
                 quantity=1,
                 quantity_unit=1,
                 position_model="cross",
@@ -222,6 +266,5 @@ async def test_order_sync_polling() -> None:
             )
             print("order_sync_polling result:", result)
 
-
 if __name__ == "__main__":
-    asyncio.run(test_sub_orderbook())
+    asyncio.run(test_close_position())

{hyperquant-0.87 → hyperquant-0.89}/uv.lock

@@ -662,7 +662,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.86"
+version = "0.88"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },