hyperquant 1.58__tar.gz → 1.59__tar.gz

{hyperquant-1.58 → hyperquant-1.59}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.58
+Version: 1.59
 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-1.58 → hyperquant-1.59}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.58"
+version = "1.59"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.58 → hyperquant-1.59}/src/hyperquant/broker/models/polymarket.py

@@ -187,6 +187,13 @@ class Position(DataStore):
             "no_qty": 0.0,
             "yes_avg_cost": 0.0,
             "no_avg_cost": 0.0,
+            "cash_flow": 0.0,
+            "open_cost": 0.0,
+            "realized_pnl": 0.0,
+            "pnl_if_yes_win": 0.0,
+            "pnl_if_no_win": 0.0,
+            "max_loss": 0.0,
+            "best_case_pnl": 0.0,
             "net_diff": 0.0,
             "portfolio_cost": 0.0,
             "yes_asset": None,
@@ -200,9 +207,17 @@ class Position(DataStore):
         no_qty = float(state.get("no_qty") or 0.0)
         yes_avg = float(state.get("yes_avg_cost") or 0.0)
         no_avg = float(state.get("no_avg_cost") or 0.0)
+        cash_flow = float(state.get("cash_flow") or 0.0)
+        open_cost = yes_qty * yes_avg + no_qty * no_avg
 
         state["net_diff"] = yes_qty - no_qty
         state["portfolio_cost"] = (yes_avg + no_avg) if (yes_qty > 0.0 and no_qty > 0.0) else 0.0
+        state["open_cost"] = open_cost
+        state["realized_pnl"] = cash_flow + open_cost
+        state["pnl_if_yes_win"] = cash_flow + yes_qty
+        state["pnl_if_no_win"] = cash_flow + no_qty
+        state["max_loss"] = min(state["pnl_if_yes_win"], state["pnl_if_no_win"])
+        state["best_case_pnl"] = max(state["pnl_if_yes_win"], state["pnl_if_no_win"])
 
     def _upsert_row(self, row: dict[str, Any]) -> None:
         existing = self.get({"asset": row["asset"]})
@@ -220,6 +235,13 @@ class Position(DataStore):
             "no_qty": float(state.get("no_qty") or 0.0),
             "yes_avg_cost": float(state.get("yes_avg_cost") or 0.0),
             "no_avg_cost": float(state.get("no_avg_cost") or 0.0),
+            "cash_flow": float(state.get("cash_flow") or 0.0),
+            "open_cost": float(state.get("open_cost") or 0.0),
+            "realized_pnl": float(state.get("realized_pnl") or 0.0),
+            "pnl_if_yes_win": float(state.get("pnl_if_yes_win") or 0.0),
+            "pnl_if_no_win": float(state.get("pnl_if_no_win") or 0.0),
+            "max_loss": float(state.get("max_loss") or 0.0),
+            "best_case_pnl": float(state.get("best_case_pnl") or 0.0),
             "net_diff": float(state.get("net_diff") or 0.0),
             "portfolio_cost": float(state.get("portfolio_cost") or 0.0),
             "ts": now_ms,
@@ -238,6 +260,8 @@ class Position(DataStore):
                     "size": yes_qty,
                     "avgPrice": yes_avg,
                     "totalAvgPrice": yes_avg,
+                    "expected_pnl_if_win": common["pnl_if_yes_win"],
+                    "expected_pnl_if_lose": common["pnl_if_no_win"],
                     **common,
                 }
             )
@@ -251,6 +275,8 @@ class Position(DataStore):
                     "size": no_qty,
                     "avgPrice": no_avg,
                     "totalAvgPrice": no_avg,
+                    "expected_pnl_if_win": common["pnl_if_no_win"],
+                    "expected_pnl_if_lose": common["pnl_if_yes_win"],
                     **common,
                 }
             )
@@ -298,6 +324,8 @@ class Position(DataStore):
         delta = size * trade_sign * status_sign
         if abs(delta) < 1e-12:
             return
+        cash_delta = (-price * size if side == "BUY" else price * size) * status_sign
+        state["cash_flow"] = float(state.get("cash_flow") or 0.0) + cash_delta
 
         qty_key = "yes_qty" if side_key == "YES" else "no_qty"
         avg_key = "yes_avg_cost" if side_key == "YES" else "no_avg_cost"
@@ -1104,6 +1132,15 @@ class PolymarketDataStore(DataStoreCollection):
                 "no_qty": 3.0,               // NO腿数量
                 "yes_avg_cost": 0.47,        // YES腿VWAP成本
                 "no_avg_cost": 0.49,         // NO腿VWAP成本
+                "cash_flow": -0.88,          // 交易净现金流(买入为负,卖出为正), FAILED会反向回滚
+                "open_cost": 3.82,           // 当前未平仓持仓成本 = yes_qty*yes_avg_cost + no_qty*no_avg_cost
+                "realized_pnl": 2.94,        // 已实现盈亏 = cash_flow + open_cost
+                "pnl_if_yes_win": 4.12,      // 若YES结算为1、NO归零时的最终盈亏
+                "pnl_if_no_win": 2.12,       // 若NO结算为1、YES归零时的最终盈亏
+                "max_loss": 2.12,            // 两种结算情景下的较差结果
+                "best_case_pnl": 4.12,       // 两种结算情景下的较优结果
+                "expected_pnl_if_win": 4.12, // 对当前asset而言,该outcome获胜时的预期最终盈亏
+                "expected_pnl_if_lose": 2.12,// 对当前asset而言,该outcome落败时的预期最终盈亏
                 "net_diff": 2.0,             // 净敞口 = yes_qty - no_qty
                 "portfolio_cost": 0.96,      // 组合成本 = yes_avg_cost + no_avg_cost（双腿都有仓时）
                 "ts": 1772269014393,         // 本地更新时间戳(ms)

{hyperquant-1.58 → hyperquant-1.59}/uv.lock

@@ -694,7 +694,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.57"
+version = "1.58"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },