minibt 1.2.9__tar.gz

minibt-1.2.9/LICENSE

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+MIT License
+
+Copyright (c) 2025 owen9527
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

minibt-1.2.9/MANIFEST.in

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+# sdist 清单：只收录构建/安装真正需要的文件
+include LICENSE
+include README.md
+include pyproject.toml
+include setup.py
+include requirements.txt
+include requirements-lock.txt
+
+# ---- 随包分发的资源 ----
+recursive-include minibt/data *.csv *.ini *.png
+recursive-include minibt/strategy *.js
+
+# ---- Cython 源码（从 sdist 安装时需要用它现场编译）----
+recursive-include minibt *.pyx
+
+# ---- 排除运行时 / 生成 / 中间产物 ----
+prune minibt/build
+prune minibt/cython_functions/build
+recursive-exclude minibt/logs *
+recursive-exclude minibt/strategy/plots *
+recursive-exclude minibt/strategy/analysis_reports *
+recursive-exclude minibt/op_params *
+exclude minibt/strategy/setting.json
+exclude minibt/strategy/backtest_result.json
+
+# ---- 全局排除垃圾文件 ----
+global-exclude *.py[cod]
+global-exclude *.pyd *.so *.dylib
+global-exclude *.c
+global-exclude *.bak *.old *.orig *.rej
+global-exclude *~
+global-exclude "*.pyx.bak"

minibt-1.2.9/PKG-INFO

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+Metadata-Version: 2.4
+Name: minibt
+Version: 1.2.9
+Summary: 一站式量化交易策略开发库，简化从策略搭建到实盘交易的全流程
+Author-email: owen <407841129@qq.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/MiniBtMaster/minibt
+Project-URL: Documentation, https://www.minibt.cn/
+Project-URL: Repository, https://github.com/MiniBtMaster/minibt
+Project-URL: Issues, https://github.com/MiniBtMaster/minibt/issues
+Keywords: quant,trading,backtest,strategy,indicator,futures,tqsdk
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Topic :: Software Development :: Libraries :: Python Modules
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.12
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=2.2.6
+Requires-Dist: pandas<=2.3.3,>=2.2.0
+Requires-Dist: pandas-ta>=0.3.14b0
+Requires-Dist: numba>=0.60
+Requires-Dist: TA-Lib>=0.4.24
+Requires-Dist: finta>=1.3
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: tulipy>=0.4.0
+Requires-Dist: quantstats>=0.0.62
+Requires-Dist: statsmodels>=0.13.5
+Requires-Dist: arch>=7.2.0
+Requires-Dist: pykalman>=0.10.1
+Requires-Dist: matplotlib>=3.7
+Requires-Dist: bokeh>=3.3.0
+Requires-Dist: plotly>=6.4.0
+Requires-Dist: PyQt6>=6.11.0
+Requires-Dist: PyQt6-WebEngine>=6.11.0
+Requires-Dist: PyQt6-Fluent-Widgets>=1.11.1
+Requires-Dist: pylightcharts>=0.1.2
+Requires-Dist: tqsdk>=3.4.10
+Requires-Dist: tqsdk-ctpse>=1.0.2
+Requires-Dist: tqsdk-sm>=1.0.5
+Requires-Dist: scikit-learn>=1.3
+Requires-Dist: holoviews>=1.18
+Requires-Dist: tqdm>=4.65
+Requires-Dist: torch>=1.13.1
+Requires-Dist: torchcontrib>=0.0.2
+Requires-Dist: gymnasium>=0.29
+Requires-Dist: rich>=13.0.0
+Requires-Dist: addict>=2.4.0
+Requires-Dist: cachetools>=5.3.0
+Requires-Dist: retrying>=1.3.4
+Requires-Dist: psutil>=5.9.4
+Requires-Dist: iteration-utilities>=0.11.0
+Requires-Dist: joblib>=1.2.0
+Requires-Dist: colorlog>=6.7.0
+Requires-Dist: typing-extensions>=4.12.2
+Requires-Dist: optuna>=3.4.0
+Requires-Dist: deap>=1.4.1
+Provides-Extra: dev
+Requires-Dist: build>=1.0; extra == "dev"
+Requires-Dist: setuptools>=77; extra == "dev"
+Requires-Dist: wheel; extra == "dev"
+Requires-Dist: Cython>=3.0; extra == "dev"
+Requires-Dist: autopep8>=1.6.0; extra == "dev"
+Requires-Dist: pylint>=2.17.1; extra == "dev"
+Requires-Dist: pipdeptree>=2.28.0; extra == "dev"
+Dynamic: license-file
+
+# MiniBT — 一站式量化交易策略开发库
+
+[![Python Version](https://img.shields.io/badge/python-3.12+-blue.svg)](https://www.python.org/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![PyPI version](https://img.shields.io/pypi/v/minibt.svg)](https://pypi.org/project/minibt/)
+[![Version](https://img.shields.io/badge/version-1.2.9-green.svg)](https://github.com/MiniBtMaster/minibt)
+
+MiniBT 是一个覆盖量化交易**全流程**的 Python 开发库：从指标计算、策略编写、回测分析，到参数优化、K线回放、实盘交易，再到机器学习与强化学习，全部通过一套极简 API 打通。基于 Python 3.12+，MIT 许可证。
+
+## ✨ 核心优势
+
+- **🚀 极简开发**：约 20 行代码即可完成一个完整策略，无需关心底层细节，精力聚焦策略思想。
+- **📊 指标即插即用**：内置 10+ 指标库（Pandas-TA、TA-Lib、TradingView、Tulip、FinTA、BtInd、TqTa、TqFunc、Factors、Pair 等），数千个指标一行调用。
+- **⚡ 高性能回测**：信号级 Cython 快速回测 + 完整策略回测双引擎，回测/实盘同一套策略代码，零改写切换。
+- **🎯 内置优化器**：网格搜索 / Optuna 贝叶斯优化，单目标 / 多目标 / 加权，收益、胜率、夏普、回撤等指标一键寻优。
+- **🖥️ 可视化 & 回放**：**三个引擎 × 三种场景 = 九种模式** —— 引擎为 **Bokeh**（浏览器，纯 bokeh server）、**纯 pylightcharts**（原生窗口）、**pylightcharts_web**（浏览器 + SSE）；场景为**回测 / 回放 / 实时**，支持逐 K 线回放，直观观察信号与交易过程。
+- **🤖 智能交易**：集成 ElegantRL 强化学习，让策略具备自适应能力。
+- **🔗 实盘对接**：基于 TQSDK（天勤）无缝连接期货实盘，支持图表 / 后台串行 / 多进程并行三种部署模式。
+
+## 📦 安装
+
+默认安装即为**全功能**（指标 / 回测 / 图表 / 参数优化 / 统计报告 / 实盘 / 强化学习）：
+
+```bash
+pip install minibt
+```
+
+> 全部重依赖（PyQt6、torch、tqsdk、quantstats 等）都采用**按需惰性 import**：
+> 依赖会一并安装，但 `import minibt` 不会加载它们，启动时间仍保持在 **~1.2s**。
+
+开发 / 打包额外工具：
+
+```bash
+pip install "minibt[dev]"
+```
+
+## 🚀 快速开始
+
+一个完整的双均线交叉策略只需约 20 行：
+
+```python
+from minibt import *
+
+class MA(Strategy):
+    params = dict(length1=10, length2=20)
+
+    def __init__(self):
+        self.kline = self.get_kline(LocalDatas.test)          # 1. 加载数据（内置测试数据）
+        self.ma1 = self.kline.close.sma(self.params.length1)  # 2. 计算指标
+        self.ma2 = self.kline.close.sma(self.params.length2)
+        self.long_signal = self.ma1.cross_up(self.ma2)       # 3. 定义信号：金叉/死叉
+        self.short_signal = self.ma1.cross_down(self.ma2)
+
+    def next(self):                                          # 4. 逐 K 线交易逻辑
+        if not self.kline.position:
+            if self.long_signal.new:
+                self.kline.buy()
+            elif self.short_signal.new:
+                self.kline.sell()
+        elif self.kline.position > 0 and self.short_signal.new:
+            self.kline.sell()
+        elif self.kline.position < 0 and self.long_signal.new:
+            self.kline.buy()
+
+if __name__ == "__main__":
+    Bt().run()          # 5. 一键回测并出图（默认 pylightcharts 原生窗口）
+    # 想用 bokeh：Bt().run(gui=Gui.Bokeh)；网页版：gui=Gui.PylightchartsWeb
+```
+
+## 📖 重要功能
+
+### 1. 指标即插即用
+
+K线 / IndSeries / IndFrame 直接调用全部内置指标库，无需自写基础指标：
+
+```python
+rsi  = self.kline.close.rsi(14)                         # Pandas-TA 指标
+macd = self.kline.close.MACD()                          # TA-Lib 指标
+pmax = self.kline.close.btind.pmax3()                   # BtInd 指标
+sma  = self.kline.close.tqfunc.sma(75, 0.02)            # TqFunc 指标
+ut   = self.kline.tradingview.UT_Bot_Alerts()           # TradingView 指标（含信号）
+
+rsi  = self.kline.rsi(14,close = self.kline.open)       # 使用开盘价计算rsi指标（close 为默认）
+atr  = self.kline.atr(14,high=_high,low=_low,close=_close)  # 使用其它最高最低价、收盘价计算atr指标
+```
+
+### 2. 自定义指标 `BtIndicator`
+
+继承 `BtIndicator`，在 `next()` 中计算并返回输出线，自动生成交易信号：
+
+```python
+class CCI(BtIndicator):
+    params = dict(CCI_PERIOD=10, CCI_UPPER=100, CCI_LOWER=-100)
+    isplot = dict(long_signal=False, short_signal=False)   # 控制显示
+
+    def next(self):
+        cci = self.close.cci(self.params.CCI_PERIOD)
+        long_signal  = cci.cross_up(self.params.CCI_UPPER)
+        short_signal = cci.cross_down(self.params.CCI_LOWER)
+        # 方式一：将指标值赋值给 `lines`
+        self.lines.cci = cci
+        self.lines.long_signal = long_signal
+        self.lines.short_signal = short_signal
+        # 方式二：直接返回指标值
+        # return cci, long_signal, short_signal
+
+class CCIStrategy(Strategy):
+    def __init__(self):
+        self.kline = self.get_kline(LocalDatas.pp2609_60)
+        self.cci = CCI(self.kline)
+
+    def next(self):
+        if not self.kline.position:
+            if self.cci.long_signal.new:
+                self.kline.buy(stop=BtStop.SegmentationTracking)
+            elif self.cci.short_signal.new:
+                self.kline.sell(stop=BtStop.SegmentationTracking)
+
+if __name__ == "__main__":
+    Bt().run()
+```
+
+### 3. 信号快速回测 `signal_backtest`
+
+指标内置信号回测引擎，无需编写策略即可评估，支持完整止损/止盈体系：
+
+```python
+ind = CCI(kline)   # 任意含 long_signal/short_signal 的指标
+
+result = ind.signal_backtest(
+    commission=1.0, com_type=1,
+    sl_stop=0.01,   tp_stop=0.03,   stop_mode=2,    # 止损止盈（tick/金额/百分比三模式）
+    sl_trail=1,                                      # 移动止损
+    max_hold_bars=5,                                 # 持仓超时强平
+    # sl_callback=my_sl, sl_callback_args=(...),    # 动态止损/止盈回调
+    isplot=True, isreport=True,
+)
+result.pprint()    # 统计报告 + 资金曲线
+```
+
+### 4. 参数优化
+
+策略级优化有两种方式：
+
+**方式一：策略类属性 `op_config`（推荐，最简洁）**
+
+在策略类上定义 `op_config`，`Bt.run()` 会自动检测并执行优化，无需手动调用 `optstrategy()`：
+
+```python
+class MyStrategy(Strategy):
+    params = dict(len1=10, len2=20, a=1.0)
+    op_config = OpConfig(
+        target=['profit', 'sharpe', 'max_drawdown'],
+        weights=(1., 1., 1.),
+        opconfig=OptunaConfig(n_trials=10),
+        op_method='optuna',
+        params={'len1': (5, 21, 1), 'len2': (10, 31, 1), 'a': (0.5, 3., 0.1)},
+    )
+    ...
+
+if __name__ == "__main__":
+    Bt().run()   # 自动识别 op_config，执行参数优化
+```
+
+**方式二：手动调用 `optstrategy()`**
+
+```python
+if __name__ == "__main__":
+    bt = Bt()
+    bt.optstrategy(['profit', 'sharpe', 'max_drawdown'], (1., 1., 1.),
+                   opconfig=OptunaConfig(n_trials=10), op_method='optuna',
+                   len1=(5, 21, 1), len2=(10, 31, 1), a=(0.5, 3., 0.1))
+    bt.run()
+```
+
+信号级优化（`OptimizeConfig`：单/多目标、网格/Optuna、加权）：
+
+```python
+config = OptimizeConfig(
+    params={'length1': (5, 30, 2), 'length2': (30, 60, 2)},
+    target=['max_drawdown', 'sharpe', 'win_rate'],
+    weights=(-1.0, 3.0, 1.5),          # 回撤最小化、夏普与胜率最大化
+    method='optuna', config={'n_trials': 100, 'sampler': 'TPESampler'},
+)
+result = ind.signal_backtest(optimize=config)
+result.plot_optuna()
+```
+
+### 5. 自定义止损 `Stop`
+
+继承 `Stop`，实现 `long()/short()` 即可打造 ATR 动态止损等任意止损逻辑：
+
+```python
+class ATRDynamicStop(Stop):
+
+    def __init__(self, atr_length: int = 14, atr_mult: float = 1.0):
+        self.atr_length = atr_length
+        self.atr_mult = atr_mult
+        self.atr = self.kline.atr(self.atr_length)  
+
+    def long(self):
+        stop = self.low[-1] - self.atr_mult * self.atr[-1]
+        # 写入多头止损价
+        self.stop_price.new = stop
+        # 写入多头止盈价
+        self.target_price.new = self.kline.open_price + (self.kline.open_price - stop) * 2 
+    def short(self):
+        ...
+
+BtStop.ATRDynamicStop = ATRDynamicStop      # 注册后即可在策略中使用
+```
+
+### 6. 多周期 K 线
+
+`resample()` 一键切换周期，指标自动对齐（只适用于回测）：
+
+```python
+self.kline_1m = self.get_kline(LocalDatas.v2509_60)
+self.kline_5m = self.kline_1m.resample(300)   # 1分钟 → 5分钟
+self.ma_1m = self.kline_1m.close.sma(20)
+self.ma_5m = self.kline_5m.close.sma(20)()   # 上采样回主周期
+```
+
+### 7. 多策略加载 `addstrategy`
+
+支持策略类 / 模块名 / .py 路径 / 目录 / 包路径混合加载，并可传参：
+
+```python
+bt = Bt()
+bt.addstrategy('cci', 'cmo')                          # 模块名自动发现
+bt.addstrategy('./strategy/cci.py')                   # 文件路径
+bt.addstrategy('strategy')                            # 目录批量加载
+mystrategy= MyStrategy.copy(params=dict(symbol="l2609_60"))
+bt.addstrategy(mystrategy)  # 副本+参数
+bt.run(gui=Gui.Pylightcharts)
+```
+
+### 8. K 线回放 `replay`
+
+逐 K 线推进回测，直观复现实时交易过程：
+
+```python
+class ReplayStrategy(Strategy):
+    def __init__(self):
+        self.kline = self.get_kline(LocalDatas.test)
+        self.test = self.kline.tradingview.UT_Bot_Alerts()
+
+    def next(self):
+        if not self.kline.position:
+            if self.test.long_signal.new:
+                self.kline.buy(stop=BtStop.SegmentationTracking)
+            elif self.test.short_signal.new:
+                self.kline.sell(stop=BtStop.SegmentationTracking)
+
+if __name__ == "__main__":
+    Bt(replay=True).run(period_milliseconds=1000, gui=Gui.Pylightcharts)
+```
+
+### 9. 实盘交易（TQSDK）
+
+回测通过的策略，切换 `Bt(live=True)` 即可实盘，支持三种部署模式：
+
+```python
+bt = Bt(live=True)
+bt.addstrategy(CCIStrategy, CMOStrategy)
+bt.addTqapi(tq_auth=tq_auth(user_name="账号", password="密码"))
+
+bt.run()                                   # 模式一：pylightcharts 实时图表（原生窗口）
+# bt.run(isplot=False)                     # 模式二：后台串行（低资源）
+# bt.run(isplot=False, run_parallel=True)  # 模式三：多进程并行（互相隔离）
+```
+
+### 10. 机器学习 & 强化学习
+
+集成 ElegantRL 强化学习，策略一行配置即可训练：
+
+```python
+class RLStrategy(Strategy):
+    rl = True  # 开启强化学习
+    def __init__(self):
+        # 初始化指标特征
+        ...
+        # 配置强化学习模型
+        self.set_model_params(
+            agent=Agents.AgentDiscretePPO, if_discrete=True,
+            train=True, break_step=1e6, state_dim=..., action_dim=...,
+            auto_process_features=True,        # 自动处理指标特征
+        )
+
+    def reset(self):
+        # 重置强化学习模型
+        ...
+    
+    def step(self):
+        # 训练和测试强化学习模型
+        ...
+    # 训练 / 回测 / 实盘统一由 Bt 调度
+```
+
+## 🔬 更多示例
+
+完整示例见 [`tutorials/`](https://github.com/MiniBtMaster/minibt/tree/main/tutorials) 目录：
+
+| 功能                                            | 示例文件                                 |
+| ----------------------------------------------- | ---------------------------------------- |
+| 信号回测与止损止盈（20 种组合）                 | `signal_stop.py`                         |
+| 信号级参数优化（网格/Optuna）                   | `signal_optimize.py`                     |
+| 策略级参数优化                                  | `optstrategy.py`                         |
+| 自定义止损（ATR 动态止损）                      | `stop.py`、`stop_params.py`              |
+| K 线回放                                        | `strategy_replay.py`                     |
+| 实盘三种模式                                    | `live_trading_modes.py`、`live_chart.py` |
+| 多策略加载                                      | `load_strategies_from_dir.py`            |
+| 指标交易逻辑                                    | `indicator_step.py`                      |
+| 多指标策略                                      | `multi_indicator_strategies.py`          |
+| 经典策略库（CCI/RSI/Hull/VPT/随机森林等 17 个） | `strategy/`                              |
+
+## 📚 相关资源
+
+- **在线教程**：[https://www.minibt.cn](https://www.minibt.cn)
+- **更新日志**：[https://www.minibt.cn/changelog/](https://www.minibt.cn/changelog/)
+- **GitHub**：[https://github.com/MiniBtMaster/minibt](https://github.com/MiniBtMaster/minibt)
+- **PyPI**：[https://pypi.org/project/minibt/](https://pypi.org/project/minibt/)
+- **作者**: owen | **邮箱**: 407841129@qq.com
+
+## 📄 许可证
+
+本项目采用 [MIT](https://github.com/MiniBtMaster/minibt/blob/main/LICENSE) 许可证。