rqalpha 5.4.2__tar.gz → 5.5.0__tar.gz

{rqalpha-5.4.2/rqalpha.egg-info → rqalpha-5.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: rqalpha
-Version: 5.4.2
+Version: 5.5.0
 Summary: Ricequant Algorithm Trading System
 Home-page: https://github.com/ricequant/rqalpha
 Author: ricequant

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-09-12T15:00:52+0800",
+ "date": "2025-01-08T15:55:09+0800",
  "dirty": false,
  "error": null,
- "full-revisionid": "e608e57d423434d4654ff88a6ffefc72f6feb7bb",
- "version": "5.4.2"
+ "full-revisionid": "ebf151930b3fa3d09f3733f706d8e44f2e169bcd",
+ "version": "5.5.0"
 }
 '''  # END VERSION_JSON
 

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/const.py

@@ -201,6 +201,7 @@ class EXCHANGE(CustomEnum):
     CZCE = "CZCE"
     CFFEX = "CFFEX"
     SGEX = "SGEX"
+    BJSE = "BJSE"
 
 
 # noinspection PyPep8Naming

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/data/base_data_source/data_source.py

@@ -100,8 +100,6 @@ class BaseDataSource(AbstractDataSource):
                 instruments.append(Instrument(
                     i, 
                     lambda i: self._future_info_store.get_tick_size(i),
-                    # lambda i, dt: env.data_proxy.get_futures_trading_parameters(i, dt).long_margin_ratio,
-                    # lambda i, dt: env.data_proxy.get_futures_trading_parameters(i, dt).short_margin_ratio
                     ))
         for ins_type in self.DEFAULT_INS_TYPES:
             self.register_instruments_store(InstrumentStore(instruments, ins_type))

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/data/bundle.py

@@ -419,11 +419,12 @@ class UpdateDayBarTask(DayBarTask):
                     h5.close()
 
 
-def process_init(args: Optional[Synchronized] = None):
+def process_init(args: Optional[Synchronized] = None, kwargs = None):
+    kwargs = kwargs or {}
     import warnings
     with warnings.catch_warnings(record=True):
         # catch warning: rqdatac is already inited. Settings will be changed
-        rqdatac.init()
+        rqdatac.init(**kwargs)
     init_logger()
     # Initialize process shared variables
     if args:
@@ -431,17 +432,13 @@ def process_init(args: Optional[Synchronized] = None):
         sval = args
 
 
-def update_bundle(path, create, enable_compression=False, concurrency=1):
+def update_bundle(path, create, enable_compression=False, concurrency=1, **kwargs):
     if create:
         _DayBarTask = GenerateDayBarTask
     else:
         _DayBarTask = UpdateDayBarTask
 
     init_logger()
-    kwargs = {}
-    if enable_compression:
-        kwargs['compression'] = 9
-
     day_bar_args = (
         ("stocks.h5", rqdatac.all_instruments('CS').order_book_id.tolist(), STOCK_FIELDS),
         ("indexes.h5", rqdatac.all_instruments('INDX').order_book_id.tolist(), INDEX_FIELDS),
@@ -458,8 +455,11 @@ def update_bundle(path, create, enable_compression=False, concurrency=1):
 
     succeed = multiprocessing.Value(c_bool, True)
     with ProgressedProcessPoolExecutor(
-            max_workers=concurrency, initializer=process_init, initargs=(succeed, )
+            max_workers=concurrency, initializer=process_init, initargs=(succeed, kwargs)
     ) as executor:
+        kwargs = {}
+        if enable_compression:
+            kwargs['compression'] = 9
         # windows上子进程需要执行rqdatac.init, 其他os则需要执行rqdatac.reset; rqdatac.init包含了rqdatac.reset的功能
         for func in gen_file_funcs:
             executor.submit(GenerateFileTask(func), path)

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py

@@ -116,21 +116,9 @@ class AnalyserMod(AbstractMod):
 
             self._plot_store = PlotStore(env)
             export_as_api(self._plot_store.plot)
-
-    def get_benchmark_daily_returns(self):
-        if self._benchmark is None:
-            return np.nan
-        daily_return_list = []
-        weights = 0
-        for benchmark in self._benchmark:
-            bar = self._env.data_proxy.get_bar(benchmark[0], self._env.calendar_dt, '1d')
-            if bar.close != bar.close:
-                daily_return_list.append((0.0, benchmark[1]))
-            else:
-                daily_return_list.append((bar.close / bar.prev_close - 1.0, benchmark[1]))
-            weights += benchmark[1]
-        return sum([daily[0] * daily[1] / weights for daily in daily_return_list])
     
+    NULL_OID = {"null", "NULL"}
+
     def generate_benchmark_daily_returns_and_portfolio(self, event):
         _s = self._env.config.base.start_date
         _e = self._env.config.base.end_date
@@ -143,37 +131,41 @@ class AnalyserMod(AbstractMod):
         self._benchmark_daily_returns = np.zeros(len(trading_dates))
         weights = 0
         for order_book_id, weight in self._benchmark:
-            ins = self._env.data_proxy.instrument(order_book_id)
-            if ins is None:
-                raise RuntimeError(
-                    _("benchmark {} not exists, please entry correct order_book_id").format(order_book_id)
-                )
-            bars = self._env.data_proxy.history_bars(
-                order_book_id = order_book_id,
-                bar_count = len(trading_dates) + 1,  # Get an extra day for calculation
-                frequency = "1d",
-                field = ["datetime", "close"],
-                dt = _e,
-                skip_suspended=False,
-            )
-            if len(bars) == len(trading_dates) + 1:
-                if convert_int_to_date(bars[1]['datetime']).date() != _s:
-                    raise RuntimeError(_(
-                        "benchmark {} missing data between backtest start date {} and end date {}").format(order_book_id, _s, _e)
-                    )
-                daily_returns = (bars['close'] / np.roll(bars['close'], 1) - 1.0)[1: ]
-                self._benchmark_daily_returns = self._benchmark_daily_returns + daily_returns * weight
-                weights += weight
+            if order_book_id in self.NULL_OID:
+                daily_returns = np.zeros(len(trading_dates))
             else:
-                if len(bars) == 0:
-                    (available_s, available_e) = (ins.listed_date, ins.de_listed_date)
-                else:
-                    (available_s, available_e) = (convert_int_to_date(bars[0]['datetime']).date(), convert_int_to_date(bars[-1]['datetime']).date())
-                raise RuntimeError(
-                    _("benchmark {} available data start date {} >= backtest start date {} or end date {} <= backtest end "
-                    "date {}").format(order_book_id, available_s, _s, available_e, _e)
+                ins = self._env.data_proxy.instrument(order_book_id)
+                if ins is None:
+                    raise RuntimeError(
+                        _("benchmark {} not exists, please entry correct order_book_id").format(order_book_id)
+                    )
+                bars = self._env.data_proxy.history_bars(
+                    order_book_id = order_book_id,
+                    bar_count = len(trading_dates) + 1,  # Get an extra day for calculation
+                    frequency = "1d",
+                    field = ["datetime", "close"],
+                    dt = _e,
+                    skip_suspended=False,
                 )
-        self._benchmark_daily_returns = self._benchmark_daily_returns / weight
+                if len(bars) == len(trading_dates) + 1:
+                    if convert_int_to_date(bars[1]['datetime']).date() != _s:
+                        raise RuntimeError(_(
+                            "benchmark {} missing data between backtest start date {} and end date {}").format(order_book_id, _s, _e)
+                        )
+                    daily_returns = (bars['close'] / np.roll(bars['close'], 1) - 1.0)[1: ]
+                else:
+                    if len(bars) == 0:
+                        (available_s, available_e) = (ins.listed_date, ins.de_listed_date)
+                    else:
+                        (available_s, available_e) = (convert_int_to_date(bars[0]['datetime']).date(), convert_int_to_date(bars[-1]['datetime']).date())
+                    raise RuntimeError(
+                        _("benchmark {} available data start date {} >= backtest start date {} or end date {} <= backtest end "
+                        "date {}").format(order_book_id, available_s, _s, available_e, _e)
+                    )
+            self._benchmark_daily_returns = self._benchmark_daily_returns + daily_returns * weight
+            weights += weight
+
+        self._benchmark_daily_returns = self._benchmark_daily_returns / weights
         
         # generate benchmark portfolio
         unit_net_value = (self._benchmark_daily_returns + 1).cumprod()
@@ -229,7 +221,8 @@ class AnalyserMod(AbstractMod):
         benchmark_list = benchmarks.split(',')
         if len(benchmark_list) == 1:
             if len(benchmark_list[0].split(':')) > 1:
-                result.append((benchmark_list[0].split(':')[0], 1.0))
+                oid, weight = benchmark_list[0].split(':')
+                result.append((oid, float(weight)))
                 return result
             result.append((benchmark_list[0], 1.0))
             return result
@@ -360,7 +353,7 @@ class AnalyserMod(AbstractMod):
                 summary["benchmark_symbol"] = self._env.data_proxy.instrument(benchmark_obid).symbol
             else:
                 summary["benchmark"] = ",".join(f"{o}:{w}" for o, w in self._benchmark)
-                summary["benchmark_symbol"] = ",".join(f"{self._env.data_proxy.instrument(o).symbol}:{w}" for o, w in self._benchmark)
+                summary["benchmark_symbol"] = ",".join(f"{self._env.data_proxy.instrument(o).symbol if o not in self.NULL_OID else 'null'}:{w}" for o, w in self._benchmark)
 
         risk_free_rate = data_proxy.get_risk_free_rate(self._env.config.base.start_date, self._env.config.base.end_date)
         risk = Risk(

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py

@@ -123,7 +123,7 @@ class DefaultBarMatcher(AbstractMatcher):
                     listed_date=listed_date,
                 )
             elif isinstance(order.style, ALGO_ORDER_STYLES):
-                reason = _(u"Order Cancelled: {order_book_id} bar no volume").format(order_book_id=order.order_book_id)
+                reason = _(u"Order Cancelled: {order_book_id} miss market data or bar no volume.").format(order_book_id=order.order_book_id)
             else:
                 # 撮合的时候无行情数据也不需要撤单，等到有行情再撮合
                 reason = None

{rqalpha-5.4.2 → rqalpha-5.5.0}/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po

@@ -7,7 +7,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2024-05-15 14:39+0800\n"
+"POT-Creation-Date: 2024-11-25 10:04+0800\n"
 "PO-Revision-Date: 2016-10-24 21:20+0800\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language: zh_Hans_CN\n"
@@ -18,13 +18,13 @@ msgstr ""
 "Content-Transfer-Encoding: 8bit\n"
 "Generated-By: Babel 2.13.1\n"
 
-#: rqalpha/environment.py:74
+#: rqalpha/environment.py:76
 msgid ""
 "Environment has not been created. Please Use `Environment.get_instance()`"
 " after RQAlpha init"
 msgstr "Environment 并没有被创建，请再 RQAlpha 初始化之后使用 `Environment.get_instance() 函数`"
 
-#: rqalpha/environment.py:180
+#: rqalpha/environment.py:182
 msgid "No such transaction cost decider, order_book_id = {}"
 msgstr ""
 
@@ -40,21 +40,21 @@ msgid ""
 "persist"
 msgstr "Persist provider 未加载，加载 Persist provider 方可使用 persist 功能。"
 
-#: rqalpha/main.py:127
+#: rqalpha/main.py:129
 msgid "rqdatac init failed, some apis will not function properly: {}"
 msgstr ""
 "rqdatac 初始化失败，部分扩展 API 可能无法使用，错误信息：{}。您可以访问 "
 "https://www.ricequant.com/welcome/rqdata 获取 rqdatac"
 
-#: rqalpha/main.py:220
+#: rqalpha/main.py:222
 msgid "system restored"
 msgstr ""
 
-#: rqalpha/main.py:250
+#: rqalpha/main.py:252
 msgid "strategy run successfully, normal exit"
 msgstr "策略运行成功，正常退出"
 
-#: rqalpha/main.py:255
+#: rqalpha/main.py:257
 msgid "strategy execute exception"
 msgstr "策略运行产生异常"
 
@@ -75,9 +75,9 @@ msgstr "期货指数连续合约[99] 在实盘模拟中暂不支持。"
 
 #: rqalpha/apis/api_base.py:173
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:66
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:103
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:141
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:344
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:105
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:143
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:346
 msgid "Order Creation Failed: [{order_book_id}] No market data"
 msgstr "订单创建失败: 当前合约[{order_book_id}]没有市场数据。"
 
@@ -126,11 +126,11 @@ msgid ""
 "got {} (type: {})"
 msgstr "函数 {}：参数 {} 不合法，季度应为形如 '2012q3' 的字符串，传入的是 {}（类型：{}）"
 
-#: rqalpha/cmds/bundle.py:34
+#: rqalpha/cmds/bundle.py:35
 msgid "create bundle using RQDatac"
 msgstr "使用 RQDatac 创建 Bundle"
 
-#: rqalpha/cmds/bundle.py:44
+#: rqalpha/cmds/bundle.py:45
 msgid ""
 "rqdatac is required to create bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
@@ -139,15 +139,15 @@ msgstr ""
 "创建 bundle 依赖 rqdatac。您可以访问 https://www.ricequant.com/welcome/rqdata 以获取 "
 "rqdatac，或执行 \"rqalpha download-bundle\" 以下载月度更新的 bundle。"
 
-#: rqalpha/cmds/bundle.py:55 rqalpha/cmds/bundle.py:84
+#: rqalpha/cmds/bundle.py:56 rqalpha/cmds/bundle.py:85
 msgid "rqdatac init failed with error: {}"
 msgstr "rqdatac 初始化失败：{}"
 
-#: rqalpha/cmds/bundle.py:63
+#: rqalpha/cmds/bundle.py:64
 msgid "Update bundle using RQDatac"
 msgstr "使用 RQDatac 更新 Bundle"
 
-#: rqalpha/cmds/bundle.py:73
+#: rqalpha/cmds/bundle.py:74
 msgid ""
 "rqdatac is required to update bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
@@ -156,15 +156,15 @@ msgstr ""
 "更新 bundle 依赖 rqdatac。您可以访问 https://www.ricequant.com/welcome/rqdata 以获取 "
 "rqdatac，或执行 \"rqalpha download-bundle\" 以下载月度更新的 bundle。"
 
-#: rqalpha/cmds/bundle.py:88
+#: rqalpha/cmds/bundle.py:89
 msgid "bundle not exist, use \"rqalpha create-bundle\" command instead"
 msgstr "bundle 不存在，执行 \"rqalpha create-bundle\" 以创建 bundle"
 
-#: rqalpha/cmds/bundle.py:95
+#: rqalpha/cmds/bundle.py:98
 msgid "Download bundle (monthly updated)"
 msgstr "下载（月度更新的）Bundle"
 
-#: rqalpha/cmds/bundle.py:106
+#: rqalpha/cmds/bundle.py:109
 msgid ""
 "\n"
 "    [WARNING]\n"
@@ -178,23 +178,23 @@ msgstr ""
 "    该路径下的内容将会被移除.\n"
 "    确定继续吗?"
 
-#: rqalpha/cmds/bundle.py:124
+#: rqalpha/cmds/bundle.py:127
 msgid "Data bundle download successfully in {bundle_path}"
 msgstr "数据下载成功: {bundle_path}"
 
-#: rqalpha/cmds/bundle.py:127
+#: rqalpha/cmds/bundle.py:130
 msgid "Check bundle"
 msgstr "检测 Bundle 数据"
 
-#: rqalpha/cmds/bundle.py:141
+#: rqalpha/cmds/bundle.py:144
 msgid "try {} ..."
 msgstr "尝试 {} ..."
 
-#: rqalpha/cmds/bundle.py:153
+#: rqalpha/cmds/bundle.py:156
 msgid "downloading ..."
 msgstr "下载中 ..."
 
-#: rqalpha/cmds/bundle.py:167
+#: rqalpha/cmds/bundle.py:170
 msgid ""
 "\n"
 "Download failed, retry in {} seconds."
@@ -202,31 +202,31 @@ msgstr ""
 "\n"
 "下载失败，{} 秒后重试。"
 
-#: rqalpha/cmds/bundle.py:188
+#: rqalpha/cmds/bundle.py:191
 msgid "corrupted files"
 msgstr "已损坏的文件"
 
-#: rqalpha/cmds/bundle.py:189
+#: rqalpha/cmds/bundle.py:192
 msgid "remove files"
 msgstr "是否删除文件"
 
-#: rqalpha/cmds/bundle.py:192
+#: rqalpha/cmds/bundle.py:195
 msgid "remove success"
 msgstr "文件删除完毕"
 
-#: rqalpha/cmds/bundle.py:194
+#: rqalpha/cmds/bundle.py:197
 msgid "corrupted files not remove"
 msgstr "已损坏的文件尚未删除"
 
-#: rqalpha/cmds/bundle.py:196
+#: rqalpha/cmds/bundle.py:199
 msgid "input error"
 msgstr "输入异常"
 
-#: rqalpha/cmds/bundle.py:198
+#: rqalpha/cmds/bundle.py:201
 msgid "bundle's day bar is incomplete, please update bundle"
 msgstr "Bundle日线数据不完整，请及时更新bundle"
 
-#: rqalpha/cmds/bundle.py:200
+#: rqalpha/cmds/bundle.py:203
 msgid "good bundle's day bar"
 msgstr "Bundle日线数据良好"
 
@@ -263,7 +263,7 @@ msgstr "策略暂停中，取消执行 {}({}, {})"
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr "[Deprecated]在before_trading函数中，第二个参数bar_dict已经不再使用了。"
 
-#: rqalpha/data/bundle.py:522
+#: rqalpha/data/bundle.py:550
 msgid ""
 "File {} update failed, if it is using, please update later, or you can "
 "delete then update again"
@@ -273,8 +273,7 @@ msgstr "{} 文件更新失败，如果其正在使用中，请稍后再进行更
 msgid ""
 "The bundle data you are using is too old, please update it to lastest "
 "before using"
-msgstr ""
-"您所使用的 Bundle 数据过旧，请将其更新至最新后再进行使用"
+msgstr "您所使用的 Bundle 数据过旧，请将其更新至最新后再进行使用"
 
 #: rqalpha/data/base_data_source/storages.py:97
 #: rqalpha/data/base_data_source/storages.py:124
@@ -329,13 +328,13 @@ msgid ""
 msgstr "订单创建失败：{order_book_id} 的仓位不足，目标平仓/行权量为 {quantity}，可平仓/行权量为 {closable}"
 
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:50
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:113
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:158
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:115
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:160
 msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}"
 msgstr "{order_book_id} 的订单创建失败：下单数量为 0"
 
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:56
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:100
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:102
 msgid "Limit order price should not be nan."
 msgstr "限价单价格不能为 nan。"
 
@@ -357,17 +356,17 @@ msgid ""
 "[{new_orders_repr}]"
 msgstr "订单被拆分，原订单：{original_order_repr}，新订单：[{new_orders_repr}]"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:66
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:68
 msgid ""
 "order_book_id: {order_book_id} needs stock account, please set and try "
 "again!"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:120
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:122
 msgid "insufficient cash, use all remaining cash({}) to create order"
 msgstr "现金不足，使用当前剩余资金({})创建订单"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:333
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:335
 #, fuzzy
 msgid ""
 "function order_target_portfolio: invalid keys of target_portfolio, "
@@ -376,29 +375,29 @@ msgstr ""
 "函数 order_target_portfolio：不合法的参数。target_portfolio 的键应为合约代码或 Instrument "
 "对象，实际传入了 {}（类型：{}）。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:338
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:340
 msgid ""
 "function order_target_portfolio: invalid instrument type, excepted "
 "CS/ETF/LOF/INDX, got {}"
 msgstr "函数 order_target_portfolio：不合法的资产类型。应传入股票、ETF、LOF 或指数，实际传入了 {}。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:352
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:354
 msgid ""
 "function order_target_portfolio: invalid values of target_portfolio, "
 "excepted float between 0 and 1, got {} (key: {})"
 msgstr "函数 order_target_portfolio：不合法的目标权重，应传入 0 和 1 之间的浮点数，实际传入了 {}（类型：{}）。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:361
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:363
 msgid "total percent should be lower than 1, current: {}"
 msgstr "目标持仓占比总和应小于 1，当前值：{}。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:381
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:393
 msgid ""
 "Adjust position of {id_or_ins} Failed: Invalid close/open price "
 "{close_price}/{open_price}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:694
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:719
 msgid "in get_dividend, start_date {} is later than the previous test day {}"
 msgstr "在 get_dividend 函数中，start_date {} 晚于当前回测时间的上一个交易日 {}。"
 
@@ -725,10 +724,8 @@ msgid ""
 msgstr "订单被撤销: [{order_book_id}] 上市首日无法交易"
 
 #: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:126
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:166
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86
-msgid "Order Cancelled: {order_book_id} bar no volume"
-msgstr "订单被撤销：{order_book_id} 当前无成交量"
+msgid "Order Cancelled: {order_book_id} miss market data or bar no volume."
+msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据或无成交量。"
 
 #: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:151
 #: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:95
@@ -740,6 +737,11 @@ msgstr "订单被拒单: [{order_book_id}] 已涨停。"
 msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price."
 msgstr "订单被拒单: [{order_book_id}] 已跌停。"
 
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:166
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86
+msgid "Order Cancelled: {order_book_id} bar no volume"
+msgstr "订单被撤销：{order_book_id} 当前无成交量"
+
 #: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:179
 #: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:436
 #: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:591

{rqalpha-5.4.2 → rqalpha-5.5.0/rqalpha.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: rqalpha
-Version: 5.4.2
+Version: 5.5.0
 Summary: Ricequant Algorithm Trading System
 Home-page: https://github.com/ricequant/rqalpha
 Author: ricequant

{rqalpha-5.4.2 → rqalpha-5.5.0}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = rqalpha
-version = 5.4.2
+version = 5.5.0
 
 [versioneer]
 VCS = git

{rqalpha-5.4.2 → rqalpha-5.5.0}/versioneer.py

@@ -1665,13 +1665,9 @@ def render_pep440_ricequant(pieces):
     # # 如果是dev和master分支或者hotfix分支来的，或者是一个tag，那就用pep440的版本号，否则带上git commit id
     if tracking_branch in ["origin/develop", "origin/master"] or tracking_branch.startswith("origin/hotfix/") or pieces[
         "distance"] == 0:
-        if pieces["dirty"]:
-            rendered += ".dirty"
         return rendered
 
     rendered += "+%s" % format(pieces["short"])
-    if pieces["dirty"]:
-        rendered += ".dirty"
     return rendered