quantification 0.1.0__py3-none-any.whl → 0.1.1__py3-none-any.whl

quantification/default/trader/simple/trader.py

@@ -0,0 +1,8 @@
+from quantification import BaseTrader
+
+
+class SimpleTrader(BaseTrader):
+    ...
+
+
+__all__ = ['SimpleTrader']

quantification/default/trigger/__init__.py

@@ -0,0 +1 @@
+from .trigger import T

quantification/default/trigger/trigger.py

@@ -0,0 +1,63 @@
+from datetime import date
+
+import akshare as ak
+
+from quantification import Condition, Trigger, cache_query, BaseStage
+
+
+class EveryDay(Condition):
+    def __call__(self):
+        return True
+
+    def name(self):
+        return "每日"
+
+
+class EveryNDay(Condition):
+    def __init__(self, days: int):
+        self.days = days
+        self.pre_date: date | None = None
+
+    def __call__(self, day: date) -> bool:
+        if self.pre_date is None:
+            return True
+
+        if (day - self.pre_date).days >= self.days:
+            return True
+
+        return False
+
+    def settle(self, day: date):
+        self.pre_date = day
+
+    def name(self):
+        return f"每{self.days}日"
+
+
+class TradeDay(Condition):
+    def __call__(self, day: date):
+        return day in cache_query()(ak.tool_trade_date_hist_sina)()["trade_date"].tolist()
+
+    def name(self):
+        return f"当为交易日"
+
+
+class OnStage(Condition):
+    def __init__(self, stage):
+        self.stage = stage
+
+    def __call__(self, stage: BaseStage):
+        return bool(self.stage & stage)
+
+    def name(self):
+        return f"当stage为{self.stage}"
+
+
+class T:
+    每日 = Trigger(EveryDay())
+    每N日 = lambda x: Trigger(EveryNDay(x))
+    交易日 = Trigger(TradeDay())
+    交易阶段 = lambda x: Trigger(OnStage(x))
+
+
+__all__ = ["T"]

quantification/default/use/__init__.py

@@ -0,0 +1 @@
+from .factors import *

quantification/default/use/factors/__init__.py

@@ -0,0 +1,2 @@
+from .use import use_factors
+from .factor import BaseFactor,OP

quantification/default/use/factors/factor.py

@@ -0,0 +1,205 @@
+import math
+from abc import ABCMeta, abstractmethod
+from typing import Any, Type
+
+from quantification import inject, Field
+
+factor_cache: dict[Type["BaseFactor"], Any] = {}
+
+
+class OP:
+    @staticmethod
+    def _create_combined_class(operands, func):
+        combined_fields: list[Field] = []
+        for operand in operands:
+            if isinstance(operand, type) and issubclass(operand, BaseFactor):
+                combined_fields += operand.fields
+
+        class CombinedFactor(BaseFactor):
+            fields = list(set(combined_fields))
+
+            @classmethod
+            def run(cls, **kwargs):
+                if not factor_cache.get(cls):
+                    factor_cache[cls] = cls.calculate(**kwargs)
+
+                return factor_cache[cls]
+
+            @classmethod
+            def calculate(cls, **kwargs):
+                # 解析操作数为实际值
+                resolved_operands = []
+                for op in operands:
+                    if isinstance(op, type) and issubclass(op, BaseFactor):
+                        resolved_operands.append(op.run(**kwargs))
+                    else:
+                        resolved_operands.append(op)
+
+                # 执行运算函数
+                return func(*resolved_operands)
+
+        return CombinedFactor
+
+    @staticmethod
+    def add(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: a + b)
+
+    @staticmethod
+    def sub(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: a - b)
+
+    @staticmethod
+    def mul(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: a * b)
+
+    @staticmethod
+    def div(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: a / b)
+
+    @staticmethod
+    def pow(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: a ** b)
+
+    @staticmethod
+    def rpow(left, right):
+        return OP._create_combined_class([left, right], lambda a, b: b ** a)
+
+    @staticmethod
+    def sin(factor):
+        return OP._create_combined_class([factor], lambda a: math.sin(a))
+
+    @staticmethod
+    def cos(factor):
+        return OP._create_combined_class([factor], lambda a: math.cos(a))
+
+    @staticmethod
+    def tan(factor):
+        return OP._create_combined_class([factor], lambda a: math.tan(a))
+
+    @staticmethod
+    def exp(factor):
+        return OP._create_combined_class([factor], lambda a: math.exp(a))
+
+    @staticmethod
+    def ln(factor):
+        return OP._create_combined_class([factor], lambda a: math.log(a))
+
+    @staticmethod
+    def log(factor, base=math.e):
+        return OP._create_combined_class([factor, base], lambda a, b: math.log(a, b))
+
+    @staticmethod
+    def sqrt(factor):
+        return OP._create_combined_class([factor], lambda a: math.sqrt(a))
+
+    @staticmethod
+    def abs(factor):
+        return OP._create_combined_class([factor], lambda a: abs(a))
+
+    @staticmethod
+    def neg(factor):
+        return OP._create_combined_class([factor], lambda a: -a)
+
+
+class FactorMeta(ABCMeta):
+    def __add__(cls, other):
+        return OP.add(cls, other)
+
+    def __sub__(cls, other):
+        return OP.sub(cls, other)
+
+    def __mul__(cls, other):
+        return OP.mul(cls, other)
+
+    def __truediv__(cls, other):
+        return OP.div(cls, other)
+
+    def __pow__(cls, other):
+        return OP.pow(cls, other)
+
+    def __radd__(cls, other):
+        return OP.add(other, cls)
+
+    def __rsub__(cls, other):
+        return OP.sub(other, cls)
+
+    def __rmul__(cls, other):
+        return OP.mul(other, cls)
+
+    def __rtruediv__(cls, other):
+        return OP.div(other, cls)
+
+    def __rpow__(cls, other):
+        return OP.rpow(other, cls)
+
+    def __neg__(cls):
+        return OP.neg(cls)
+
+    def sin(cls):
+        return OP.sin(cls)
+
+    def cos(cls):
+        return OP.cos(cls)
+
+    def tan(cls):
+        return OP.tan(cls)
+
+    def exp(cls):
+        return OP.exp(cls)
+
+    def ln(cls):
+        return OP.ln(cls)
+
+    def sqrt(cls):
+        return OP.sqrt(cls)
+
+    def abs(cls):
+        return OP.abs(cls)
+
+    def neg(cls):
+        return OP.neg(cls)
+
+    def log(cls, base=math.e):
+        return OP.log(cls, base)
+
+    def pow(cls, exponent):
+        return OP.pow(cls, exponent)
+
+    def __repr__(self):
+        return self.__name__
+
+    __str__ = __repr__
+
+
+class BaseFactor(metaclass=FactorMeta):
+    fields: list[Field]
+
+    def __init_subclass__(cls, **kwargs):
+        assert hasattr(cls, 'fields'), \
+            f"{cls.__name__}必须实现类属性fields"
+
+        for field in cls.fields:
+            assert isinstance(field, Field), \
+                f"{cls.__name__}类属性fields元素必须为Field, 实际为{type(field)}"
+
+    @classmethod
+    def run(cls, **kwargs):
+        kwargs["data"] = kwargs["query"](fields=cls.fields, stock=kwargs["stock"])
+        if not factor_cache.get(cls):
+            factor_cache[cls] = inject(cls.calculate, **kwargs)
+
+        return factor_cache[cls]
+
+    @classmethod
+    @abstractmethod
+    def calculate(cls, **kwargs):
+        """计算因子值，子类需要重写此方法"""
+        raise NotImplementedError("因子必须实现calculate方法")
+
+
+def clear_cache():
+    global factor_cache
+    factor_cache.clear()
+
+
+__all__ = ["BaseFactor", "OP", "clear_cache"]

quantification/default/use/factors/use.py

@@ -0,0 +1,38 @@
+import pandas as pd
+
+from quantification import Injection, Use
+
+from .factor import BaseFactor, clear_cache
+
+
+class FactorsInjection(Injection):
+    name = 'factors'
+
+    def __init__(self, **kwargs: type[BaseFactor]):
+        self.factors = kwargs
+
+    def __call__(self, **kwargs):
+        df = pd.DataFrame(columns=list(self.factors.keys()))
+        trader = kwargs['trader']
+        assert hasattr(trader, 'stocks'), \
+            "只有采用股票池的trader可以使用use_factors"
+
+        clear_cache()
+        for stock in trader.stocks:
+            row = {}
+            for (factor_name, factor_class) in self.factors.items():
+                calculate_params = {
+                    **kwargs,
+                    "stock": stock
+                }
+                row[factor_name] = factor_class.run(**calculate_params)
+
+            df.loc[str(stock)] = row
+            clear_cache()
+
+        return df
+
+
+use_factors = Use(FactorsInjection)
+
+__all__ = ["use_factors"]

quantification-0.1.1.dist-info/METADATA

@@ -0,0 +1,19 @@
+Metadata-Version: 2.3
+Name: quantification
+Version: 0.1.1
+Summary: 
+License: MIT
+Author: realhuhu
+Author-email: 2661467107@qq.com
+Requires-Python: >=3.13,<4.0
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: akshare (>=1.17.22,<2.0.0)
+Requires-Dist: loguru (>=0.7.3,<0.8.0)
+Requires-Dist: pydantic (>=2.11.7,<3.0.0)
+Requires-Dist: pydantic-settings (>=2.10.1,<3.0.0)
+Requires-Dist: tushare (>=1.4.21,<2.0.0)
+Description-Content-Type: text/markdown
+
+

quantification-0.1.1.dist-info/RECORD

@@ -0,0 +1,76 @@
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+quantification-0.1.1.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+quantification-0.1.1.dist-info/RECORD,,

{quantification-0.1.0.dist-info → quantification-0.1.1.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 1.6.1
+Generator: poetry-core 2.1.3
 Root-Is-Purelib: true
 Tag: py3-none-any

quantification-0.1.0.dist-info/METADATA

@@ -1,13 +0,0 @@
-Metadata-Version: 2.1
-Name: quantification
-Version: 0.1.0
-Summary: 
-Author: realhuhu
-Author-email: 2661467107@qq.com
-Requires-Python: >=3.10,<4.0
-Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
-Description-Content-Type: text/markdown
-
-

quantification-0.1.0.dist-info/RECORD

@@ -1,4 +0,0 @@
-quantification/__init__.py,sha256=ulyKvW97VSDk7WEVVvH2wsVupG-3SdovHnfdn0Ut4cY,46
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