rqalpha 5.6.4.1__tar.gz → 5.6.5__tar.gz

{rqalpha-5.6.4.1/rqalpha.egg-info → rqalpha-5.6.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: rqalpha
-Version: 5.6.4.1
+Version: 5.6.5
 Summary: Ricequant Algorithm Trading System
 Home-page: https://github.com/ricequant/rqalpha
 Author: ricequant

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2025-10-20T09:44:02+0800",
+ "date": "2025-11-14T15:48:11+0800",
  "dirty": false,
  "error": null,
- "full-revisionid": "ee348892ac6549336208628bc177acf53a267644",
- "version": "5.6.4.1"
+ "full-revisionid": "80b6c059fdeff823265f9feb7765b33cbabc573c",
+ "version": "5.6.5"
 }
 '''  # END VERSION_JSON
 

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/apis/api_base.py

@@ -133,7 +133,7 @@ def get_open_orders():
     verify_that("amount").is_number().is_greater_than(0),
     verify_that("side").is_in([SIDE.BUY, SIDE.SELL]),
 )
-def submit_order(id_or_ins, amount, side, price=None, position_effect=None):
+def submit_order(id_or_ins, amount, side, price_or_style=None, price=None, style=None, position_effect=None):
     # type: (Union[str, Instrument], float, SIDE, Optional[float], Optional[POSITION_EFFECT]) -> Optional[Order]
     """
     通用下单函数，策略可以通过该函数自由选择参数下单。
@@ -141,7 +141,7 @@ def submit_order(id_or_ins, amount, side, price=None, position_effect=None):
     :param id_or_ins: 下单标的物
     :param amount: 下单量，需为正数
     :param side: 多空方向
-    :param price: 下单价格，默认为None，表示市价单
+    :param price_or_style: 默认为None，表示市价单，可设置价格，表示限价单，也可以直接设置订单类型，有如下选项：MarketOrder、LimitOrder、TWAPOrder、VWAPOrder
     :param position_effect: 开平方向，交易股票不需要该参数
     :example:
 
@@ -167,7 +167,7 @@ def submit_order(id_or_ins, amount, side, price=None, position_effect=None):
             raise RQInvalidArgument(
                 _(u"Index Future contracts[99] are not supported in paper trading.")
             )
-    style = cal_style(price, None)
+    style = cal_style(price, style, price_or_style)
     market_price = env.get_last_price(order_book_id)
     if not is_valid_price(market_price):
         reason = _(u"Order Creation Failed: [{order_book_id}] No market data").format(order_book_id=order_book_id)

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/data/base_data_source/data_source.py

@@ -116,6 +116,7 @@ class BaseDataSource(AbstractDataSource):
             INSTRUMENT_TYPE.CS: dividend_store,
             INSTRUMENT_TYPE.ETF: dividend_store,
             INSTRUMENT_TYPE.LOF: dividend_store,
+            INSTRUMENT_TYPE.REITs: dividend_store,
         }
 
         self._calendar_providers = {

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/data/bundle.py

@@ -483,7 +483,6 @@ class AutomaticUpdateBundle(object):
         self._api = api
         self._fields = fields
         self._start_date = start_date
-        self._end_date = end_date
         self.updated = []
         self._env = Environment.get_instance()
         self._file_lock = FileLock(self._file + ".lock")
@@ -528,10 +527,10 @@ class AutomaticUpdateBundle(object):
                         # 需要兼容此前的旧版数据，对字段名进行更新
                         if len(h5[order_book_id][:]) != 0:
                             last_date = datetime.datetime.strptime(str(h5[order_book_id][-1]['trading_dt']), "%Y%m%d").date()
-                            if last_date >= self._end_date:
+                            if last_date >= self._env.config.base.end_date:
                                 return
                             start_date = self._env.data_proxy._data_source.get_next_trading_date(last_date).date()
-                            if start_date > self._end_date:
+                            if start_date > self._env.config.base.end_date:
                                 return
                     else:
                         del h5[order_book_id]
@@ -557,7 +556,7 @@ class AutomaticUpdateBundle(object):
             h5.close()
     
     def _get_array(self, instrument: Instrument, start_date: datetime.date) -> Optional[np.ndarray]:
-        df = self._api(instrument.order_book_id, start_date, self._end_date, self._fields)
+        df = self._api(instrument.order_book_id, start_date, self._env.config.base.end_date, self._fields)
         if not (df is None or df.empty):
             df = df[self._fields].loc[instrument.order_book_id] # rqdatac.get_open_auction_info get Futures's data will auto add 'open_interest' and 'prev_settlement'
             record = df.iloc[0: 1].to_records()

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py

@@ -72,7 +72,7 @@ inject_run_param(click.Option(
 ))
 inject_run_param(click.Option(
     ('-p', '--plot', 'mod__sys_analyser__plot'),
-    default=None, is_flag=False, flag_value="default",
+    is_flag=True, default=False,
     help=_("[sys_analyser] plot result")
 ))
 inject_run_param(click.Option(

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/rqalpha/utils/testing/fixtures.py

@@ -21,7 +21,8 @@ class EnvironmentFixture(RQAlphaFixture):
         super(EnvironmentFixture, self).__init__(*args, **kwargs)
         self.env_config = {
             "base":{
-                "start_date": date(2016, 1, 1)
+                "start_date": date(2016, 1, 1),
+                "end_date": date(2023, 12, 28)
             }
         }
         self.env = None
@@ -79,6 +80,7 @@ class BaseDataSourceFixture(TempDirFixture, EnvironmentFixture):
             "base": {
                 "accounts": {"STOCK": 100},
                 "start_date": date(2016, 1, 1),
+                "end_date": date(2023, 12, 28),
             }
         }
 

{rqalpha-5.6.4.1 → rqalpha-5.6.5/rqalpha.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: rqalpha
-Version: 5.6.4.1
+Version: 5.6.5
 Summary: Ricequant Algorithm Trading System
 Home-page: https://github.com/ricequant/rqalpha
 Author: ricequant

{rqalpha-5.6.4.1 → rqalpha-5.6.5}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = rqalpha
-version = 5.6.4.1
+version = 5.6.5
 
 [versioneer]
 VCS = git