prism-quant 1.0.3__tar.gz

prism_quant-1.0.3/LICENSE

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+MIT License
+
+Copyright (c) 2025 PrismQuant
+
+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.

prism_quant-1.0.3/PKG-INFO

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+Metadata-Version: 2.4
+Name: prism_quant
+Version: 1.0.3
+Summary: A-share low-frequency quantitative trading framework covering research, backtesting, and execution (formerly prism_quant)
+Author-email: PrismQuant <21429503@qq.com>
+License: MIT
+Project-URL: Homepage, https://gitee.com/beauty9235/prism_quant
+Project-URL: Repository, https://gitee.com/beauty9235/prism_quant
+Project-URL: Issues, https://gitee.com/beauty9235/prism_quant/issues
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.21.0
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: matplotlib>=3.4.0
+Requires-Dist: yfinance>=0.1.70
+Requires-Dist: requests>=2.25.0
+Requires-Dist: akshare>=1.13.0
+Requires-Dist: plotly>=5.0.0
+Provides-Extra: viz
+Requires-Dist: plotly>=5.0.0; extra == "viz"
+Provides-Extra: talib
+Requires-Dist: TA-Lib>=0.4.24; extra == "talib"
+Provides-Extra: dev
+Requires-Dist: black>=21.0.0; extra == "dev"
+Requires-Dist: flake8>=3.9.0; extra == "dev"
+Requires-Dist: sphinx>=4.0.0; extra == "dev"
+Dynamic: license-file
+
+# PrismQuant
+
+<div align="center">
+
+[中文](README.md) | [English](README_EN.md)
+
+![Version](https://img.shields.io/badge/version-1.0.2-7C3AED.svg)
+![Platform](https://img.shields.io/badge/platform-Windows%20%7C%20Linux%20%7C%20macOS-D97706.svg)
+![Python](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-2563EB.svg)
+![Build](https://img.shields.io/badge/build-manual-lightgrey.svg)
+![License](https://img.shields.io/badge/license-MIT-10B981.svg)
+
+Python Open-source Quantitative Framework: Covering the full "Research, Backtest, Trade" lifecycle, building an industrial-grade closed-loop quantitative workflow from scratch to production.
+
+<p align="center">
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/signals.png" width="48%" alt="Strategy Signals" />
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/overview.png" width="48%" alt="Backtest Overview" />
+</p>
+
+</div>
+
+
+## 🎓 Official Tutorials
+
+#### [iMOOC - AI Quantitative System Course](https://class.imooc.com/sale/aiqwm)
+
+> Official Course: Deeply deconstructing the framework's architecture from 0 to 1, covering live trading logic and industrial-grade quantitative development. An essential course for mastering PrismQuant.
+
+
+## 📦 Installation
+
+```bash
+pip install prism_quant
+```
+
+For previous version source code, visit: https://pypi.org/project/prism_quant/#history
+
+## ✨ Key Features
+
+- 📥 Multi-source Data - Global multi-market historical/real-time data, ready to use
+- 🧠 Rapid Development - Signal-driven architecture, fast implementation with strategy templates
+- 📉 Professional Backtesting - High-performance matching engine, deep performance metrics and analysis
+- ⚡ Event-driven - Second-level market data distribution, millisecond-level Tick signal processing
+- 🤖 Live Gateway - Pluggable adapters, seamless switching between simulation and live trading
+
+
+## ⚡ Quick Start
+
+```python
+import prism_quant as prq
+
+# 1. Define strategy logic
+class MyStrategy( prq.strategy.BaseStrategy):
+    def generate_signals(self, data):
+        bands = prq.indicators.TechnicalIndicators().boll(data["Close"])
+        return prq.strategy.SignalGenerator().boll_signals(data["Close"], bands)
+
+# 2. Minimal backtest & results
+engine = prq.backtest.BacktestEngine()
+engine.set_parameters("GOOGL", "2025-07-26", "2026-01-26")
+engine.load_data()
+engine.add_strategy(MyStrategy(name="BOLL"))
+engine.run_backtest()
+engine.show_report()
+engine.show_chart(use_plotly=False)
+```
+
+
+## 🚀 Application Example
+PrismQuant is an open-source quantitative trading cloud platform based on prism_quant, integrating data services, strategy management, and trading access with paper and live support. Project: https://github.com/Delta-F/prism_quant/
+
+<table align="center">
+  <tr>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_1.png" height="260" alt="PrismQuant Architecture" /></td>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_2.png" height="260" alt="PrismQuant Backtest Engine" /></td>
+  </tr>
+</table>
+
+
+## 🔌 Interface Integration
+
+- [Data] yfinance ✅ - US, A-shares, HK, Crypto, Indices
+- [Data] eastmoney ✅ - OTC Funds (Index, QDII, Stock, Bond, Mixed)
+- [Data] miniQMT ✅ - A-share market data integration (see live trading section in the course)
+- [Trade] PaperTrade ✅ - Local simulation, tick-driven order matching, position and order management
+- [Trade] miniQMT Trade ✅ - A-share live trading (see live trading section in the course)
+
+### Minimal miniQMT live trade setup
+
+```python
+from prism_quant.live import LiveEngine
+
+engine = LiveEngine(symbol="000001.SZ", signal_interval="1m")
+engine.set_data_gateway("miniqmt", interval=3.0, mode="poll")
+engine.set_trade_gateway(
+    "miniqmt",
+    userdata_mini_path=r"D:\BrokerQMT\userdata_mini",
+    account_id="1234567890",
+)
+```
+
+See details:
+- `documents/LiveEngine.md`
+- `documents/MiniQmtTrade.md`
+- `documents/MiniQmtLiveEngine.md`
+
+
+## 🏗️ Project Architecture
+
+```
+prism_quant/
+├── core/                          # Base classes, config, logging
+│   ├── base.py
+│   ├── config.py
+│   └── logger.py
+├── data/                          # Fetch, clean, store, source mapping
+│   ├── fetcher.py
+│   ├── cleaner.py
+│   ├── storage.py
+│   ├── source_map.py
+│   └── miniqmt_xtdata.py          # miniQMT / xtquant historical bars
+├── indicators/                    # Technical & fundamental factors
+│   ├── technical.py
+│   ├── fundamental.py
+│   └── talib_indicators.py
+├── strategy/                      # Strategy base & signal generation
+│   ├── base.py
+│   └── signals.py
+├── backtest/                      # Backtest engine, metrics, reporting
+│   ├── engine.py
+│   ├── metrics.py
+│   └── performance.py
+├── live/                          # Event engine, gateways, LiveEngine
+│   ├── event_engine.py
+│   ├── gateways.py                # DataGateway / TradeGateway abstractions
+│   ├── gateway_registry.py        # Gateway factory & registry
+│   ├── engine.py                  # LiveEngine orchestration
+│   └── models.py                  # TickData, OrderRequest, …
+├── adapters/                      # Pluggable data / trade adapters
+│   ├── data/                      # Data gateways (yfinance, miniQMT, …)
+│   │   ├── yfinance_gateway.py
+│   │   └── miniqmt_gateway.py
+│   └── trade/                     # Trade gateways (Paper, miniQMT, …)
+│       ├── paper_gateway.py
+│       ├── miniqmt_client.py      # xttrader client wrapper
+│       └── miniqmt_gateway.py     # Limit orders / cancel for LiveEngine
+├── trader/                        # Matching, orders, positions
+│   ├── engine.py
+│   ├── order_manager.py
+│   └── position_manager.py
+└── charts/                        # Signal, price & performance charts
+    ├── signals.py
+    ├── price.py
+    └── performance.py
+```
+
+<table align="center">
+  <tr>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_arch.png" height="400" alt="Project Architecture" /></td>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_wf.png" height="400" alt="Workflow" /></td>
+  </tr>
+</table>
+
+
+## 🤝 Contributing
+
+- Feedback: Bug reports and contributions are welcome via [Issue](https://github.com/Delta-F/prism_quant/issues) or Pull Requests.
+- WeChat Official Account: Follow `PrismQuant开源量化` for updates, strategies, and quantitative resources.
+
+<p align="center">
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/wechat_qr.png" width="150" alt="WeChat Official Account" />
+</p>
+
+
+## 📄 License
+
+MIT License. See [LICENSE](LICENSE) for details.

prism_quant-1.0.3/README.md

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+# PrismQuant
+
+<div align="center">
+
+[中文](README.md) | [English](README_EN.md)
+
+![Version](https://img.shields.io/badge/version-1.0.2-7C3AED.svg)
+![Platform](https://img.shields.io/badge/platform-Windows%20%7C%20Linux%20%7C%20macOS-D97706.svg)
+![Python](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-2563EB.svg)
+![Build](https://img.shields.io/badge/build-manual-lightgrey.svg)
+![License](https://img.shields.io/badge/license-MIT-10B981.svg)
+
+Python 开源量化框架： 覆盖“研究、回测、交易”全生命周期，构建从零到实盘的工业级量化闭环工作流。
+
+<p align="center">
+  <img src="assets/signals.png" width="48%" alt="策略信号图" />
+  <img src="assets/overview.png" width="48%" alt="回测结果面板" />
+</p>
+
+</div>
+
+
+## 🎓 官方教程
+
+#### 棱镜量化 -AI 量化理财体系
+
+> 项目官方配套课程：深度解析本框架从 0 到 1 的架构设计，涵盖实盘闭环逻辑与工业级量化开发实战，是掌握本项目精髓的进阶必修课。
+
+
+## 📦 安装
+
+```bash
+pip install prism_quant
+```
+
+如需获取往期版本源码，请访问：https://pypi.org/project/prism_quant/#history
+
+## ✨ 核心功能
+
+- 📥 多源数据 - 全球多市场历史/实时数据，开箱即用
+- 🧠 极速开发 - 信号驱动架构，策略模板化快捷实现
+- 📉 专业回测 - 高性能撮合引擎，深度绩效度量与分析
+- ⚡ 事件驱动 - 秒级行情分发，毫秒级 Tick 信号处理
+- 🤖 实盘网关 - 插件化适配，模拟与实盘接口无缝切换
+
+
+## ⚡ 快速上手
+
+```python
+import prism_quant as prq
+
+# 1. 定义策略逻辑
+class MyStrategy( prq.strategy.BaseStrategy):
+    def generate_signals(self, data):
+        bands = prq.indicators.TechnicalIndicators().boll(data["Close"])
+        return prq.strategy.SignalGenerator().boll_signals(data["Close"], bands)
+
+# 2. 极简回测与展示
+engine = prq.backtest.BacktestEngine()
+engine.set_parameters("GOOGL", "2025-07-26", "2026-01-26")
+engine.load_data()
+engine.add_strategy(MyStrategy(name="BOLL"))
+engine.run_backtest()
+engine.show_report()
+engine.show_chart(use_plotly=False)
+```
+
+
+## 🚀 应用示例
+PrismQuant 基于 prism_quant 的开源量化交易云平台，集成数据服务、策略管理与交易接入，支持模拟与实盘。项目地址：https://github.com/Delta-F/prism_quant/
+
+<table align="center">
+  <tr>
+    <td><img src="assets/prism_quant_1.png" height="260" alt="PrismQuant Architecture" /></td>
+    <td><img src="assets/prism_quant_2.png" height="260" alt="PrismQuant Backtest Engine" /></td>
+  </tr>
+</table>
+
+
+## 🔌 接口集成
+
+- [Data] yfinance ✅ - 美股、A股、港股、加密、股指
+- [Data] eastmoney ✅ - 场外基金（指数、QDII、股、债、混合）
+- [Data] miniQMT ✅ - A 股行情接入（详情见课程实盘章节）
+- [Trade] PaperTrade ✅ - 本地模拟交易、挂单按 Tick 撮合、持仓与订单管理
+- [Trade] miniQMT Trade ✅ - A 股实盘交易（详情见课程实盘章节）
+
+### miniQMT 实盘接口最小接入
+
+```python
+from prism_quant.live import LiveEngine
+
+engine = LiveEngine(symbol="000001.SZ", signal_interval="1m")
+engine.set_data_gateway("miniqmt", interval=3.0, mode="poll")
+engine.set_trade_gateway(
+    "miniqmt",
+    userdata_mini_path=r"D:\券商QMT\userdata_mini",
+    account_id="1234567890",
+)
+```
+
+详细说明见：
+- `documents/LiveEngine.md`
+- `documents/MiniQmtTrade.md`
+- `documents/MiniQmtLiveEngine.md`
+
+
+## 🏗️ 项目架构
+
+```
+prism_quant/
+├── core/                          # 基类、配置、日志
+│   ├── base.py
+│   ├── config.py
+│   └── logger.py
+├── data/                          # 拉数、清洗、存储与数据源映射
+│   ├── fetcher.py
+│   ├── cleaner.py
+│   ├── storage.py
+│   ├── source_map.py
+│   └── miniqmt_xtdata.py          # miniQMT / xtquant 历史 K 线
+├── indicators/                    # 技术指标与基本面因子
+│   ├── technical.py
+│   ├── fundamental.py
+│   └── talib_indicators.py
+├── strategy/                      # 策略基类与信号生成
+│   ├── base.py
+│   └── signals.py
+├── backtest/                      # 回测引擎、指标与报告
+│   ├── engine.py
+│   ├── metrics.py
+│   └── performance.py
+├── live/                          # 事件引擎、网关抽象、LiveEngine
+│   ├── event_engine.py
+│   ├── gateways.py                # DataGateway / TradeGateway 抽象
+│   ├── gateway_registry.py        # 网关工厂与注册
+│   ├── engine.py                  # LiveEngine 实盘编排
+│   └── models.py                  # TickData、OrderRequest 等
+├── adapters/                      # 可插拔行情 / 交易适配
+│   ├── data/                      # 数据网关（yfinance、miniQMT 等）
+│   │   ├── yfinance_gateway.py
+│   │   └── miniqmt_gateway.py
+│   └── trade/                     # 交易网关（Paper、miniQMT 等）
+│       ├── paper_gateway.py
+│       ├── miniqmt_client.py      # xttrader 交易封装
+│       └── miniqmt_gateway.py     # 柜台限价单 / 撤单适配 LiveEngine
+├── trader/                        # 撮合执行、订单与持仓
+│   ├── engine.py
+│   ├── order_manager.py
+│   └── position_manager.py
+└── charts/                        # 信号、价格与绩效图
+    ├── signals.py
+    ├── price.py
+    └── performance.py
+```
+
+<table align="center">
+  <tr>
+    <td><img src="assets/prism_quant_arch.png" height="400" alt="项目架构" /></td>
+    <td><img src="assets/prism_quant_wf.png" height="400" alt="工作流" /></td>
+  </tr>
+</table>
+
+
+## 🤝 参与贡献
+
+- 反馈与改进：欢迎通过 [Issue](https://github.com/Delta-F/prism_quant/issues) 或 PR 提交改进。
+- 微信公众号：关注 `PrismQuant开源量化`，获取版本更新、重要策略与量化资料。
+
+<p align="center">
+  <img src="assets/wechat_qr.png" width="150" alt="微信公众号" />
+</p>
+
+
+## 📄 许可证
+
+MIT License，详见 [LICENSE](LICENSE)。

prism_quant-1.0.3/README_EN.md

@@ -0,0 +1,177 @@
+# PrismQuant
+
+<div align="center">
+
+[中文](README.md) | [English](README_EN.md)
+
+![Version](https://img.shields.io/badge/version-1.0.2-7C3AED.svg)
+![Platform](https://img.shields.io/badge/platform-Windows%20%7C%20Linux%20%7C%20macOS-D97706.svg)
+![Python](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-2563EB.svg)
+![Build](https://img.shields.io/badge/build-manual-lightgrey.svg)
+![License](https://img.shields.io/badge/license-MIT-10B981.svg)
+
+Python Open-source Quantitative Framework: Covering the full "Research, Backtest, Trade" lifecycle, building an industrial-grade closed-loop quantitative workflow from scratch to production.
+
+<p align="center">
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/signals.png" width="48%" alt="Strategy Signals" />
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/overview.png" width="48%" alt="Backtest Overview" />
+</p>
+
+</div>
+
+
+## 🎓 Official Tutorials
+
+#### [iMOOC - AI Quantitative System Course](https://class.imooc.com/sale/aiqwm)
+
+> Official Course: Deeply deconstructing the framework's architecture from 0 to 1, covering live trading logic and industrial-grade quantitative development. An essential course for mastering PrismQuant.
+
+
+## 📦 Installation
+
+```bash
+pip install prism_quant
+```
+
+For previous version source code, visit: https://pypi.org/project/prism_quant/#history
+
+## ✨ Key Features
+
+- 📥 Multi-source Data - Global multi-market historical/real-time data, ready to use
+- 🧠 Rapid Development - Signal-driven architecture, fast implementation with strategy templates
+- 📉 Professional Backtesting - High-performance matching engine, deep performance metrics and analysis
+- ⚡ Event-driven - Second-level market data distribution, millisecond-level Tick signal processing
+- 🤖 Live Gateway - Pluggable adapters, seamless switching between simulation and live trading
+
+
+## ⚡ Quick Start
+
+```python
+import prism_quant as prq
+
+# 1. Define strategy logic
+class MyStrategy( prq.strategy.BaseStrategy):
+    def generate_signals(self, data):
+        bands = prq.indicators.TechnicalIndicators().boll(data["Close"])
+        return prq.strategy.SignalGenerator().boll_signals(data["Close"], bands)
+
+# 2. Minimal backtest & results
+engine = prq.backtest.BacktestEngine()
+engine.set_parameters("GOOGL", "2025-07-26", "2026-01-26")
+engine.load_data()
+engine.add_strategy(MyStrategy(name="BOLL"))
+engine.run_backtest()
+engine.show_report()
+engine.show_chart(use_plotly=False)
+```
+
+
+## 🚀 Application Example
+PrismQuant is an open-source quantitative trading cloud platform based on prism_quant, integrating data services, strategy management, and trading access with paper and live support. Project: https://github.com/Delta-F/prism_quant/
+
+<table align="center">
+  <tr>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_1.png" height="260" alt="PrismQuant Architecture" /></td>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_2.png" height="260" alt="PrismQuant Backtest Engine" /></td>
+  </tr>
+</table>
+
+
+## 🔌 Interface Integration
+
+- [Data] yfinance ✅ - US, A-shares, HK, Crypto, Indices
+- [Data] eastmoney ✅ - OTC Funds (Index, QDII, Stock, Bond, Mixed)
+- [Data] miniQMT ✅ - A-share market data integration (see live trading section in the course)
+- [Trade] PaperTrade ✅ - Local simulation, tick-driven order matching, position and order management
+- [Trade] miniQMT Trade ✅ - A-share live trading (see live trading section in the course)
+
+### Minimal miniQMT live trade setup
+
+```python
+from prism_quant.live import LiveEngine
+
+engine = LiveEngine(symbol="000001.SZ", signal_interval="1m")
+engine.set_data_gateway("miniqmt", interval=3.0, mode="poll")
+engine.set_trade_gateway(
+    "miniqmt",
+    userdata_mini_path=r"D:\BrokerQMT\userdata_mini",
+    account_id="1234567890",
+)
+```
+
+See details:
+- `documents/LiveEngine.md`
+- `documents/MiniQmtTrade.md`
+- `documents/MiniQmtLiveEngine.md`
+
+
+## 🏗️ Project Architecture
+
+```
+prism_quant/
+├── core/                          # Base classes, config, logging
+│   ├── base.py
+│   ├── config.py
+│   └── logger.py
+├── data/                          # Fetch, clean, store, source mapping
+│   ├── fetcher.py
+│   ├── cleaner.py
+│   ├── storage.py
+│   ├── source_map.py
+│   └── miniqmt_xtdata.py          # miniQMT / xtquant historical bars
+├── indicators/                    # Technical & fundamental factors
+│   ├── technical.py
+│   ├── fundamental.py
+│   └── talib_indicators.py
+├── strategy/                      # Strategy base & signal generation
+│   ├── base.py
+│   └── signals.py
+├── backtest/                      # Backtest engine, metrics, reporting
+│   ├── engine.py
+│   ├── metrics.py
+│   └── performance.py
+├── live/                          # Event engine, gateways, LiveEngine
+│   ├── event_engine.py
+│   ├── gateways.py                # DataGateway / TradeGateway abstractions
+│   ├── gateway_registry.py        # Gateway factory & registry
+│   ├── engine.py                  # LiveEngine orchestration
+│   └── models.py                  # TickData, OrderRequest, …
+├── adapters/                      # Pluggable data / trade adapters
+│   ├── data/                      # Data gateways (yfinance, miniQMT, …)
+│   │   ├── yfinance_gateway.py
+│   │   └── miniqmt_gateway.py
+│   └── trade/                     # Trade gateways (Paper, miniQMT, …)
+│       ├── paper_gateway.py
+│       ├── miniqmt_client.py      # xttrader client wrapper
+│       └── miniqmt_gateway.py     # Limit orders / cancel for LiveEngine
+├── trader/                        # Matching, orders, positions
+│   ├── engine.py
+│   ├── order_manager.py
+│   └── position_manager.py
+└── charts/                        # Signal, price & performance charts
+    ├── signals.py
+    ├── price.py
+    └── performance.py
+```
+
+<table align="center">
+  <tr>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_arch.png" height="400" alt="Project Architecture" /></td>
+    <td><img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/prism_quant_wf.png" height="400" alt="Workflow" /></td>
+  </tr>
+</table>
+
+
+## 🤝 Contributing
+
+- Feedback: Bug reports and contributions are welcome via [Issue](https://github.com/Delta-F/prism_quant/issues) or Pull Requests.
+- WeChat Official Account: Follow `PrismQuant开源量化` for updates, strategies, and quantitative resources.
+
+<p align="center">
+  <img src="https://raw.githubusercontent.com/Delta-F/prism_quant/main/assets/wechat_qr.png" width="150" alt="WeChat Official Account" />
+</p>
+
+
+## 📄 License
+
+MIT License. See [LICENSE](LICENSE) for details.

prism_quant-1.0.3/VERSION

@@ -0,0 +1 @@
+1.0.3

prism_quant-1.0.3/prism_quant/__init__.py

@@ -0,0 +1,38 @@
+"""
+PrismQuant - A comprehensive Python quantitative finance library.
+
+This library provides tools for strategy development, backtesting, 
+paper trading, and live trading.
+"""
+
+import os
+from pathlib import Path
+
+# Read version from VERSION file
+_version_file = Path(__file__).parent.parent / "VERSION"
+if _version_file.exists():
+    __version__ = _version_file.read_text().strip()
+else:
+    __version__ = "0.9.1"
+
+__author__ = "PrismQuant"
+
+# Import core modules
+from . import core
+from . import data
+from . import strategy
+from . import backtest
+from . import indicators
+from . import trader
+from . import live
+
+__all__ = [
+    "core",
+    "data", 
+    "strategy",
+    "backtest",
+    "indicators",
+    "trader",
+    "live"
+]
+

prism_quant-1.0.3/prism_quant/adapters/__init__.py

@@ -0,0 +1,3 @@
+"""
+Adapter implementations for data and trade gateways.
+"""

prism_quant-1.0.3/prism_quant/adapters/data/__init__.py

@@ -0,0 +1,4 @@
+from .miniqmt_gateway import MiniQmtDataGateway
+from .yfinance_gateway import YFinanceDataGateway
+
+__all__ = ["YFinanceDataGateway", "MiniQmtDataGateway"]