rqalpha 5.6.5__tar.gz → 6.1.1__tar.gz

rqalpha-6.1.1/.coveragerc

@@ -0,0 +1,9 @@
+[html]
+directory = rqalpha_test_coverage_report
+title = rqalpha_coverage_report
+
+[run]
+source = rqalpha
+
+[report]
+omit = */examples/*

rqalpha-6.1.1/.gitattributes

@@ -0,0 +1 @@
+rqalpha/_version.py export-subst

rqalpha-6.1.1/.github/ISSUE_TEMPLATE/issue_template.md

@@ -0,0 +1,26 @@
+---
+name: Bug 反馈
+about: 有一个bug需要解决
+title: 发现一枚bug
+labels: bug
+assignees: Cuizi7
+
+---
+
+# 提 ISSUE 须知
+
+请先阅读文档 [rqalpha文档](http://rqalpha.readthedocs.io/)
+
+如果仍有问题的话请在 [issue列表](https://github.com/ricequant/rqalpha/issues) 中寻找是否有相关问题的解决方案
+
+如果没有的话 麻烦开一个issue 描述以下问题：
+
+## 1. RQAlpha的版本
+
+## 2. Python的版本
+
+## 3. 是Windows/Linux/MacOS or others?
+
+## 4. 您出现问题对应的源码/或者能复现问题的简易代码 以及对应的配置
+
+## 5. 您出现的错误堆栈日志信息

rqalpha-6.1.1/.github/workflows/release.yml

@@ -0,0 +1,34 @@
+name: Publish Python 🐍 distributions 📦 to PyPI and TestPyPI
+
+on:
+  release:
+    types:
+      - published #  upload build tar when publish
+
+jobs:
+  build-n-publish:
+    name: Build and publish Python 🐍 distributions 📦 to PyPI and TestPyPI
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@master
+      - name: Set up Python 3.14
+        uses: actions/setup-python@v1
+        with:
+          python-version: 3.14
+      - name: Install pypa/build
+        run: >-
+          python -m
+          pip install
+          build
+          --user
+      - name: Build a source tarball
+        run: >-
+          python -m
+          build
+          --sdist
+          --outdir dist/
+      - name: Publish distribution 📦 to PyPI
+        if: startsWith(github.ref, 'refs/tags/release/')
+        uses: pypa/gh-action-pypi-publish@release/v1
+        with:
+          password: ${{ secrets.PYPI_API_TOKEN }}

rqalpha-6.1.1/.github/workflows/test.yml

@@ -0,0 +1,86 @@
+name: Test
+on: [push, pull_request]
+
+jobs:
+  test:
+    runs-on: ubuntu-22.04
+    strategy:
+      matrix:
+        python-version: ["3.7", "3.8", "3.9", "3.10", "3.11", "3.12", "3.13", "3.14"]
+    steps:
+    # Checks out a copy of your repository on the ubuntu-latest machine
+    - uses: actions/checkout@v4
+      with:
+        fetch-depth: 0  # 获取完整的 git 历史，而不是 shallow clone
+    - name: Set up Python
+      uses: actions/setup-python@v5
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Cache dependencies
+      # cache will change when runner.os or requirements.txt changed
+      uses: actions/cache@v4
+      id: cache
+      with:
+        path: |
+          ~/.cache/pip
+          ~/.local
+          /usr/local/lib/ta-lib
+        key: ${{ runner.os }}-py-${{ matrix.python-version }}-deps-${{ hashFiles('**/requirements.txt') }}
+    - name: Install Python dependencies
+      run: |
+        # Install TA-Lib
+          # wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+          # tar -xzvf ta-lib-0.4.0-src.tar.gz
+          # cd ta-lib
+          # ./configure --prefix=/usr
+          # make
+          # sudo make install
+          # cd ..
+        # Install Test Deps
+          pip install -U pip
+          # Install numpy based on Python version
+          pip install build
+          if python -c "import sys; exit(0 if sys.version_info < (3, 12) else 1)"; then
+            pip install "numpy<2.0.0"
+            pip install TA-Lib==0.4.38 -i https://rquser:Ricequant8@pypi2.ricequant.com/simple/
+          else
+            pip install "numpy>=2.0.0"
+            pip install "TA-Lib>=0.6.5" -i https://rquser:Ricequant8@pypi2.ricequant.com/simple/
+          fi
+          pip install pytest
+          pip install pytest-cov
+          pip install coveralls
+          pip install -U setuptools
+          pip install ipython==5.3.0
+          pip install -e .
+
+        # download-bundle
+          rqalpha download-bundle
+    - name: run test
+      run:  |
+          pytest --cov=rqalpha --cov-report=
+          ls -al $HOME/.rqalpha/
+          ls -al $HOME/.rqalpha/bundle/
+    - name: Upload coverage data to coveralls.io
+      # https://coveralls-python.readthedocs.io/en/latest/usage/configuration.html#configuration
+      # need COVERALLS_REPO_TOKEN
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        COVERALLS_FLAG_NAME: ${{ matrix.python-version }}
+        COVERALLS_PARALLEL: true
+      run: |
+        python -m coveralls --service=github
+
+  coveralls:
+    name: Indicate completion to coveralls.io
+    # need secrets.GITHUB_TOKEN
+    needs: test
+    runs-on: ubuntu-latest
+    container: python:3-slim
+    steps:
+    - name: Finished
+      run: |
+        pip3 install --upgrade coveralls
+        python -m coveralls --finish
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

rqalpha-6.1.1/.gitignore

@@ -0,0 +1,25 @@
+/*.egg-info
+.cache/
+dist/
+.idea
+__pycache__
+algoengine.iml
+rqalpha.system.log
+*.bcolz
+*.pk
+*.h5
+.vscode
+*.c
+*.so
+*.pyc
+build/
+bundle/
+bundle
+persist/
+.coverage
+.tox
+rqalpha_test_coverage_report/
+.tmp.pkl
+.env
+.DS_Store
+rqalpha/_version.py

rqalpha-6.1.1/.readthedocs.yml

@@ -0,0 +1,23 @@
+# .readthedocs.yml
+# Read the Docs configuration file
+# See https://docs.readthedocs.io/en/stable/config-file/v2.html for details
+
+# Required
+version: 2
+
+# Build documentation in the docs/ directory with Sphinx
+sphinx:
+  configuration: docs/source/conf.py
+
+# Optionally set the version of Python and requirements required to build your docs
+python:
+  install:
+    - requirements: docs/requirements.txt
+    - method: pip
+      path: .
+
+build:
+  os: ubuntu-22.04
+  tools:
+    python: "3.11"
+

rqalpha-6.1.1/.travis.yml

@@ -0,0 +1,46 @@
+language: python
+dist: trusty
+sudo: required
+branches:
+  only:
+    - develop
+    - master
+matrix:
+  include:
+    - python: 3.6
+    - python: 3.7
+      dist: xenial
+      sudo: true
+    - python: 3.8
+      dist: xenial
+      sudo: true
+
+install:
+  # Install TA-Lib
+  - wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+  - tar -xzvf ta-lib-0.4.0-src.tar.gz
+  - cd ta-lib
+  - ./configure --prefix=/usr
+  - make
+  - sudo make install
+  - cd ..
+
+  # Install Test Deps
+  - pip install -U pip
+  - pip install "numpy<2.0.0"
+  - pip install "TA-Lib<=0.5.4"
+  - pip install coveralls
+  - pip install -U setuptools
+  - pip install ipython==5.3.0
+  - pip install --prefer-binary .
+script:
+  - ls -al $HOME/.rqalpha/
+  - ls -al $HOME/.rqalpha/bundle/
+  - rqalpha download-bundle
+  - coverage run --source=rqalpha test.py
+cache:
+  directories:
+    - $HOME/.cache/pip
+    - $HOME/.rqalpha/bundle
+after_success:
+  coveralls

rqalpha-6.1.1/AGENTS.md

@@ -0,0 +1,41 @@
+# Repository Guidelines
+
+## Project Structure and Module Organization
+- `rqalpha/` is the main package; core engine code is under `rqalpha/core/`, and built-in mods under `rqalpha/mod/`.
+- `rqalpha/examples/`, `strategy_test/`, and `test_strategy/` provide sample strategies/configs.
+- `tests/` is split into `tests/unittest/` and `tests/integration_tests/`; docs live in `docs/`.
+
+## Architecture Overview (for Agent Onboarding)
+- The engine is event-driven: `rqalpha/core/executor.py` consumes events and publishes them through `rqalpha/core/events.py`.
+- Strategy lifecycle hooks live in `rqalpha/core/strategy.py` (`init`, `before_trading`, `handle_bar`, `handle_tick`, `open_auction`, `after_trading`) with pre/post phases for mod hooks.
+- `rqalpha/environment.py` is the runtime registry for core services (data proxy/source, broker, portfolio, mods).
+- Extension contracts are defined in `rqalpha/interface.py`; new data/execution integrations should implement these.
+
+## Build, Test, and Development Commands
+- `pip install -e .` installs the package and `rqalpha` CLI.
+- `rqalpha run -f path/to/strategy.py -s YYYY-MM-DD -e YYYY-MM-DD` runs a backtest.
+- `make -C docs html` builds documentation locally.
+
+## Coding Style and Naming Conventions
+- Follow PEP 8: 4-space indentation, `snake_case` functions/variables, `CapWords` classes, `UPPER_SNAKE_CASE` constants.
+- Keep APIs, errors, and type hints consistent with existing `rqalpha/` modules.
+
+## Testing Guidelines
+- Use `pytest`; run `pytest tests` for the full suite.
+- Unit tests target individual modules under `tests/unittest/`.
+- Integration tests under `tests/integration_tests/` run full backtests via `rqalpha.run_func`.
+- Pattern to follow (see `tests/integration_tests/test_backtest_results/`): define strategy callbacks in-test, build a `config` dict, and use `run_and_assert_result` to compare outputs against `outs/*.txt`.
+- If not explicitly told otherwise, prefer strategy-style integration tests that exercise the full framework with real data. Agents may read bundle data or call `rqdatac` to pick concrete instruments and dates.
+
+## Commit and Pull Request Guidelines
+- Recent commits use imperative, sentence-case summaries (e.g., "Refactor ...", "Fix ...", "Update ..."). Keep messages short and scoped.
+- PRs should describe the change, link related issues if any, and include test results or rationale when tests are not run.
+
+## Agent-Specific Pointers
+- Entry points: `rqalpha/__main__.py`, `rqalpha/cmds/run.py`, and `rqalpha/main.py`.
+- For strategy behavior: `rqalpha/core/strategy.py` and `rqalpha/core/events.py`.
+- For data/instruments: `rqalpha/data/` and `rqalpha/interface.py`; for orders/portfolio: `rqalpha/portfolio/` and `rqalpha/mod/rqalpha_mod_sys_accounts/`.
+
+## Documentation and Data Notes
+- Update `docs/` when public behavior changes.
+- Data access and strategy behavior are tightly coupled to RQAlpha/RQData; avoid changing data contracts without migration notes.

{rqalpha-5.6.5 → rqalpha-6.1.1}/CHANGELOG.rst

@@ -2,6 +2,140 @@
 CHANGELOG
 ==================
 
+6.1.0
+==================
+
+本次迭代包含重大的架构基本假设变更：
+  - 旧版本隐含假设了 每个 order_book_id 只对应唯一的 Instrument 对象，这与实际业务逻辑不符；
+  - 新版本假设 instrument 是时序的，同一个 order_book_id 在不同时间点可能对应不同的 Instrument 对象；
+
+**[不兼容改动]**
+
+- `order` 和 `order_to` 下单 API 的 order_book_id 参数名修改为 id_or_ins
+- `get_position` 不能传入还未上市的 order_book_id，传入此类代码会抛出异常
+- `Instrument.listing_at` 更名为 `active_at`，旧方法移除
+
+**[新增功能]**
+
+- 新增 `active_instrument` / `active_instruments` API，用于获取当前交易时点正在活跃（上市中、未退市）的合约对象
+- 新增 `instrument_history`/ `instruments_history` API，用于获取合约历史记录列表（包含未上市或已退市合约）
+
+**[重构和改善]**
+
+- API 参数校验支持自动转换（Instrument/symbol -> order_book_id），统一下单与查询路径
+- 风控、下单、分析等模块统一基于交易时点的合约对象进行判断
+
+**[其他改进]**
+
+- 依赖调整：`typing-extensions` 版本提升至 `>=4.5.0`
+- 更新翻译文件
+
+**[For Mod 开发者] 接口变更指引**
+
+- `DataProxy` 增加合约历史/活跃合约相关接口（如 `get_active_instrument(s)`、`get_instrument_history`、`get_instruments_history` 等）
+- `Environment.get_instrument` 及 `DataProxy` 旧合约相关接口（因不符合新假设）标记为废弃
+- 参数校验体系调整
+  - 新增 `assure_that` 支持参数自动转换（如 Instrument / symbol -> order_book_id），若 API 内部需要参数格式转换，推荐直接使用该功能将检验和转换合并
+  - 移除部分依赖 “全局唯一 Instrument” 假设的校验规则，如 `is_valid_stock` / `is_valid_future` / `is_valid_instrument` 等
+  - 新增 `is_valid_order_book_id` 用于 order_book_id 的基础合法性检验/转换
+
+
+6.0.0
+==================
+
+**[新增功能]**
+
+- `mod_sys_accounts`新增 `dividend_tax_rate` 配置项，支持固定股息税率配置，默认为 0
+- 新增 `order_target_portfolio_smart` API，相比 `order_target_portfolio` 更加智能和精确
+
+**[问题修复]**
+
+- 修复分红情况下 `position_pnl` 的计算
+- 修复 `order_value` 及关联 API 在算法单撮合场景下对可买股数估计不准的问题
+
+**[重构和改善]**
+
+- 重构测试框架，从自定义框架迁移到 pytest，提升测试灵活性和功能性，更好地与 IDE 集成
+- 重构 `BaseDataSource`，改善代码质量和性能；废弃 `InstrumentStore` 和 `AbstractInstrumentStore`
+- 重构更新 bundle 的部分代码，提升扩展性
+- 修改 `DataProxy` 的部分接口，改进代码质量和类型安全性
+- 重构 `StockPosition` 类，增强分红拆分计算的鲁棒性
+- 重构 `AnalyserMod`，增加对部分非 A 股交易日历的 benchmark 的支持
+- 重构 `StockTransactionCostDecider` 和 `FutureTransactionCostDecider`，适配新的接口、简化代码
+- 改善 `Instrument`、`Order` 和 `Trade` 类，简化使用、提升性能
+- 改善 `Portfolio` 和 `Account` 类，提升针对不同合约及多市场场景下的扩展性
+- 改善类型提示
+- 大幅改善进程内多次运行回测会出现的内存泄漏问题
+
+**[其他改进]**
+
+- 策略抛出异常时，RQAlpha 主函数或进程最终也会抛出异常（而不是仅打印错误日志）
+- 更新翻译文件
+
+
+**[For Mod 开发者] 接口变更指引**
+
+本版本对接口进行了重大重构，主要目的是简化代码、提升类型安全性及提升针对多市场交易的扩展性
+
+**1. `interface.py` 变更**
+
+- `AbstractTransactionCostDecider` 接口发生重大变更，多个方法合并为单一 `calc` 方法
+- `DataSource` 新增 `get_exchange_rate` 方法，对于单一货币的场景，简单返回全 1 的汇率结构即可（参考 `BaseDataSource` 的实现）
+
+**2. `BaseDataSource` 接口变更**
+
+- `register_xxx_store` 增加 `market` 参数，`register_instrument_store` 替换为 `register_instruments`
+- `InstrumentStore` 和 `AbstractInstrumentStore` 已标记为废弃
+
+**3. `DataProxy` 接口变更**
+
+- 删除 `get_dividend_by_book_date` 和 `get_split_by_ex_date` 方法
+- `get_prev_close` 方法新增 `adjust_type` 参数
+- 新增 `instrument_not_none` 和 `multi_instruments` 方法，提高类型安全性
+- 新增 `get_exchange_rate` 方法，用于获取汇率数据
+- 交易日历相关方法 `trading_calendar_type` 参数的默认值改为 `TRADING_CALENDAR_TYPE.CN_STOCK`
+
+**4. `Environment` 接口变更**
+
+- 简化税费计算相关接口，将功能重叠的多个接口合并精简为 `calc_transaction_cost`
+- 变更多个组件属性的行为以提升类型安全，以下属性在未设置之前尝试访问会抛出 `AttributeError`（而不是返回 `None`）：
+  - `data_proxy`
+  - `data_source`
+  - `price_board`
+  - `event_source`
+  - `broker`
+  - `strategy_loader`
+  - `portfolio`
+  - `mod_dict`
+  - `user_strategy`
+
+**4. 各 model 和业务类**
+
+- `Instrument`
+  - 构造函数新增 `market` 参数，非中国市场标的需要传入该参数
+  - 新增 `min_order_quantity` 和 `order_step_size` 属性，改善原 `round_lot` 含义模糊的问题
+
+- `Order`
+  - 新增 `estimated_transaction_cost` 属性，用于估算订单交易成本
+
+- `Trade` 
+  - 构造后不再需要显式设置 `commission` 和 `tax`，这一过程已集成至 `__from_create__` 内部
+
+- `Account`
+  - 增加 `available_cash_for` 方法，用于在多市场场景下获取指定标的的可用资金，风控场景应使用该方法而不是 `cash` 属性
+
+**5. 枚举类型变化**
+
+- `TRADING_CALENDAR_TYPE` 新增 `HK_STOCK` 和 `SOUTHBOUND` 类型，原 `EXCHANGE` 类型重命名为 `CN_STOCK`
+- 新增 `MARKET` 枚举 (`MARKET.CN`, `MARKET.HK`) 用于多市场支持
+
+**6. 重构测试框架**
+
+- 新的回测结果断言工具
+  - `rqalpha.utils.testing` 下新增 `assert_result` 工具函数，用于断言回测结果与文件中持久化的结果相一致
+  - 增加了专门用来持久化回测结果的自定义文件格式，兼顾了可读性和序列化能力
+
+
 5.3.3
 ==================
 - 修复平今数量的计算异常
@@ -987,7 +1121,7 @@ RQAlpha 4.x 相对于 3.x 版本进行了部分重构，重构的核心目标是
 2.2.2
 ==================
 
-- 增加 :code:`run_file` | :code:`run_code` | :code:`run_func` API, 详情请参见 `多种方式运行策略 <http://rqalpha.io/zh_CN/latest/intro/run_algorithm.html>`_
+- 增加 :code:`run_file` | :code:`run_code` | :code:`run_func` API, 详情请参见 `多种方式运行策略 <http://rqalpha.readthedocs.io/zh_CN/latest/intro/run_algorithm.html>`_
 - Breaking Change: 更改 :code:`AbstractStrategyLoader:load` 函数的传入参数，现在不需要 :code:`strategy` 了。
 - 增加 :code:`UserFuncStrategyLoader` 类
 - 根据 `Issue 116 <https://github.com/ricequant/rqalpha/issues/116>`_ 增加如下内容: