hyperquant 1.38__tar.gz → 1.39__tar.gz

{hyperquant-1.38 → hyperquant-1.39}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.38
+Version: 1.39
 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-1.38 → hyperquant-1.39}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.38"
+version = "1.39"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.38 → hyperquant-1.39}/src/hyperquant/broker/models/polymarket.py

@@ -29,6 +29,7 @@ class Position(DataStore):
         outcome = trade.get("outcome")
         side = str(trade.get("side") or "").upper()
         size_raw = trade.get("size")
+        price_raw = trade.get("price")
 
         if not asset_id or not outcome or side not in {"BUY", "SELL"}:
             return
@@ -37,19 +38,37 @@ class Position(DataStore):
             size = float(size_raw)
         except (TypeError, ValueError):
             return
+        try:
+            price = float(price_raw)
+        except (TypeError, ValueError):
+            price = None
 
         key = {"asset": asset_id, "outcome": outcome}
         existing = self.get(key) or {}
 
         cur_size = float(existing.get("size") or 0.0)
         cur_total_bought = float(existing.get("totalBought") or 0.0)
+        cur_avg_price = float(existing.get("avgPrice") or 0.0)
+        cur_cost = cur_size * cur_avg_price
 
         if side == "BUY":
             new_size = cur_size + size
             total_bought = cur_total_bought + size
+            # 未拿到成交价时使用当前均价兜底，避免均价被拉低
+            effective_price = price if price is not None else cur_avg_price
+            new_cost = cur_cost + size * effective_price
         else:  # SELL
             new_size = cur_size - size
             total_bought = cur_total_bought
+            # 卖出按照当前均价释放成本
+            new_cost = cur_cost - min(size, cur_size) * cur_avg_price
+
+        if new_size <= 0:
+            new_size = 0.0
+            avg_price = 0.0
+            new_cost = 0.0
+        else:
+            avg_price = max(new_cost, 0.0) / new_size
 
         rec: dict[str, Any] = {
             "asset": asset_id,
@@ -57,6 +76,7 @@ class Position(DataStore):
             "side": side,
             "size": new_size,
             "totalBought": total_bought,
+            "avgPrice": avg_price,
         }
 
         if existing:

{hyperquant-1.38 → hyperquant-1.39}/uv.lock

@@ -945,7 +945,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.37"
+version = "1.38"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },