qka 1.2.1.dev6__tar.gz → 1.2.2.dev2__tar.gz

{qka-1.2.1.dev6 → qka-1.2.2.dev2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: qka
-Version: 1.2.1.dev6
+Version: 1.2.2.dev2
 Summary: 快捷量化助手（Quick Quantitative Assistant）- 简洁易用的A股量化交易框架
 Project-URL: Home, https://github.com/zsrl/qka
 Project-URL: Documentation, https://zsrl.github.io/qka
@@ -46,12 +46,10 @@ Requires-Dist: mcp[cli]>=1.9.0
 Requires-Dist: nbformat>=5.10.4
 Requires-Dist: plotly>=6.1.1
 Requires-Dist: pyarrow>=21.0.0
-Requires-Dist: ta>=0.11.0
 Requires-Dist: tqdm>=4.67.1
 Requires-Dist: uvicorn>=0.34.3
 Requires-Dist: websockets>=16.0
 Requires-Dist: xtquant>=241014.1.2
-Requires-Dist: zmq>=0.0.0
 Provides-Extra: dev
 Requires-Dist: hatch-vcs>=0.3.0; extra == 'dev'
 Requires-Dist: mkdocs-material>=9.6.14; extra == 'dev'
@@ -126,8 +124,8 @@ df = data.get()
 class MyStrategy(qka.Strategy):
     def on_bar(self, date, get):
         close = get('close')
-        # 价格低于10元买入1000股
-        if '000001.SZ' in close and close['000001.SZ'] < 10:
+        # 价格低于10元买入1000股（注意前复权可能导致早期价格为负）
+        if '000001.SZ' in close and 0 < close['000001.SZ'] < 10:
             self.broker.buy('000001.SZ', close['000001.SZ'], 1000)
 ```
 

{qka-1.2.1.dev6 → qka-1.2.2.dev2}/README.md

@@ -61,8 +61,8 @@ df = data.get()
 class MyStrategy(qka.Strategy):
     def on_bar(self, date, get):
         close = get('close')
-        # 价格低于10元买入1000股
-        if '000001.SZ' in close and close['000001.SZ'] < 10:
+        # 价格低于10元买入1000股（注意前复权可能导致早期价格为负）
+        if '000001.SZ' in close and 0 < close['000001.SZ'] < 10:
             self.broker.buy('000001.SZ', close['000001.SZ'], 1000)
 ```
 

{qka-1.2.1.dev6 → qka-1.2.2.dev2}/pyproject.toml

@@ -30,8 +30,6 @@ dependencies = [
     "pyarrow>=21.0.0",
     "tqdm>=4.67.1",
     "dask[dataframe]>=2025.7.0",
-    "ta>=0.11.0",
-    "zmq>=0.0.0",
     "baostock>=0.8.9",
     "litellm>=1.81.14",
     "websockets>=16.0",

{qka-1.2.1.dev6 → qka-1.2.2.dev2}/qka/core/broker.py

@@ -7,6 +7,7 @@ QKA经纪商模块
 
 import pandas as pd
 from typing import Any
+from qka.utils.logger import logger
 
 # A 股默认费率
 DEFAULT_COMMISSION_RATE = 0.00025   # 万2.5 佣金
@@ -116,6 +117,10 @@ class Broker:
             print(f"买入数量必须大于 0！当前: {size}")
             return False
 
+        if price <= 0:
+            logger.warning(f"价格 {price:.2f} 不合法（前复权可能导致早期价格为负），跳过买入 {symbol}")
+            return False
+
         exec_price = price * (1 + self.slippage)
         amount = exec_price * size
         if self.commission_rate > 0:
@@ -150,7 +155,7 @@ class Broker:
             'timestamp': self.timestamp,
         })
 
-        print(f"买入成功: {symbol} {size}股 @ {exec_price:.2f}，花费 {total_cost:.2f}（佣金 {commission:.2f}）")
+        logger.debug(f"买入成功: {symbol} {size}股 @ {exec_price:.2f}，花费 {total_cost:.2f}（佣金 {commission:.2f}）")
         return True
 
     def sell(self, symbol: str, price: float, size: int) -> bool:
@@ -171,6 +176,10 @@ class Broker:
             print(f"卖出数量必须大于 0！当前: {size}")
             return False
 
+        if price <= 0:
+            logger.warning(f"价格 {price:.2f} 不合法，跳过卖出 {symbol}")
+            return False
+
         if symbol not in self.positions:
             print(f"没有 {symbol} 的持仓！")
             return False
@@ -210,7 +219,7 @@ class Broker:
             'timestamp': self.timestamp,
         })
 
-        print(f"卖出成功: {symbol} {size}股 @ {exec_price:.2f}，获得 {net_proceeds:.2f}（佣金 {commission:.2f} + 印花税 {stamp_duty:.2f}）")
+        logger.debug(f"卖出成功: {symbol} {size}股 @ {exec_price:.2f}，获得 {net_proceeds:.2f}（佣金 {commission:.2f} + 印花税 {stamp_duty:.2f}）")
         return True
 
     def get(self, factor: str, timestamp=None) -> Any:

{qka-1.2.1.dev6 → qka-1.2.2.dev2}/qka/core/data.py

@@ -101,18 +101,22 @@ class Data():
 
         return path
 
-    def get(self) -> dd.DataFrame:
+    def get(self) -> pd.DataFrame:
         """
         获取历史数据
 
-        并发下载所有股票数据，应用因子计算，并返回合并后的Dask DataFrame。
+        并发下载所有股票数据，应用因子计算，并返回合并后的 DataFrame。
 
         Returns:
-            dd.DataFrame: 合并后的股票数据，每只股票的列名格式为 {symbol}_{column}
-                          如果没有股票，返回空的 Dask DataFrame
+            pd.DataFrame: 合并后的股票数据，每只股票的列名格式为 {symbol}_{column}
+                          没有数据时抛出 RuntimeError
         """
         if not self.symbols:
-            return dd.from_pandas(pd.DataFrame(), npartitions=1)
+            return pd.DataFrame()
+
+        # 缓存：避免重复读取
+        if hasattr(self, '_cached') and self._cached is not None:
+            return self._cached
 
         # 准备缓存目录
 
@@ -151,11 +155,15 @@ class Data():
             dfs.append(df.rename(columns=column_mapping))
 
         if not dfs:
-            return dd.from_pandas(pd.DataFrame(), npartitions=1)
+            raise RuntimeError(
+                f"所有股票数据加载失败（共 {len(self.symbols)} 只），"
+                f"请检查网络连接和股票代码是否正确"
+            )
 
         df = dd.concat(dfs, axis=1, join='outer')
 
-        return df
+        self._cached = df.compute()
+        return self._cached
 
     def _get_from_akshare(self, symbol: str) -> pd.DataFrame:
         """