Comparing tmp/qteasy-1.2.6.tar.gz & tmp/qteasy-1.2.7.tar.gz @@ -1 +1 @@
- gzip compressed data, was "qteasy-1.2.6.tar", last modified: Tue May 7 01:13:52 2024, max compression+ gzip compressed data, was "qteasy-1.2.7.tar", last modified: Sat Jun 1 15:55:00 2024, max compressionComparing qteasy-1.2.6.tar & qteasy-1.2.7.tar @@ -1,65 +1,65 @@
- drwxr-xr-x 0 jackie (501) staff (20) 0 2024-05-07 01:13:52.997615 qteasy-1.2.6/- -rwxr-xr-x 0 jackie (501) staff (20) 1463 2024-03-07 04:23:42.000000 qteasy-1.2.6/LICENSE- -rw-r--r-- 0 jackie (501) staff (20) 27935 2024-05-07 01:13:52.997530 qteasy-1.2.6/PKG-INFO- -rwxr-xr-x 0 jackie (501) staff (20) 24211 2024-05-06 15:43:04.000000 qteasy-1.2.6/README.md- -rw-r--r-- 0 jackie (501) staff (20) 2304 2024-05-06 15:43:04.000000 qteasy-1.2.6/pyproject.toml- drwxr-xr-x 0 jackie (501) staff (20) 0 2024-05-07 01:13:52.984206 qteasy-1.2.6/qteasy/- -rwxr-xr-x 0 jackie (501) staff (20) 8588 2024-05-06 15:43:04.000000 qteasy-1.2.6/qteasy/__init__.py- -rwxr-xr-x 0 jackie (501) staff (20) 68549 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/_arg_validators.py- -rw-r--r-- 0 jackie (501) staff (20) 53075 2024-05-05 10:05:28.000000 qteasy-1.2.6/qteasy/backtest.py- -rwxr-xr-x 0 jackie (501) staff (20) 35193 2024-04-02 14:31:55.000000 qteasy-1.2.6/qteasy/blender.py- -rw-r--r-- 0 jackie (501) staff (20) 30260 2024-05-05 10:05:28.000000 qteasy-1.2.6/qteasy/broker.py- -rwxr-xr-x 0 jackie (501) staff (20) 142516 2024-05-05 14:24:46.000000 qteasy-1.2.6/qteasy/built_in.py- -rwxr-xr-x 0 jackie (501) staff (20) 111306 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/core.py- -rwxr-xr-x 0 jackie (501) staff (20) 390940 2024-05-06 15:43:04.000000 qteasy-1.2.6/qteasy/database.py- -rw-r--r-- 0 jackie (501) staff (20) 9341 2024-04-02 14:50:54.000000 qteasy-1.2.6/qteasy/emfuncs.py- -rwxr-xr-x 0 jackie (501) staff (20) 34874 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/evaluate.py- -rwxr-xr-x 0 jackie (501) staff (20) 38585 2024-05-05 10:05:28.000000 qteasy-1.2.6/qteasy/finance.py- -rwxr-xr-x 0 jackie (501) staff (20) 110944 2024-05-06 04:13:52.000000 qteasy-1.2.6/qteasy/history.py- -rw-r--r-- 0 jackie (501) staff (20) 39218 2024-05-04 08:19:36.000000 qteasy-1.2.6/qteasy/optimization.py- -rwxr-xr-x 0 jackie (501) staff (20) 107890 2024-05-06 15:43:04.000000 qteasy-1.2.6/qteasy/qt_operator.py- -rwxr-xr-x 0 jackie (501) staff (20) 34029 2024-04-05 14:28:39.000000 qteasy-1.2.6/qteasy/space.py- -rwxr-xr-x 0 jackie (501) staff (20) 88071 2024-05-05 10:05:28.000000 qteasy-1.2.6/qteasy/strategy.py- -rwxr-xr-x 0 jackie (501) staff (20) 156164 2024-05-05 14:35:57.000000 qteasy-1.2.6/qteasy/tafuncs.py- -rw-r--r-- 0 jackie (501) staff (20) 51352 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/trade_recording.py- -rw-r--r-- 0 jackie (501) staff (20) 98512 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/trader.py- -rw-r--r-- 0 jackie (501) staff (20) 93193 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/trader_cli.py- -rw-r--r-- 0 jackie (501) staff (20) 18205 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/trader_tui.py- -rw-r--r-- 0 jackie (501) staff (20) 68078 2024-05-05 10:05:28.000000 qteasy-1.2.6/qteasy/trading_util.py- -rwxr-xr-x 0 jackie (501) staff (20) 131527 2024-04-21 23:36:55.000000 qteasy-1.2.6/qteasy/tsfuncs.py- -rw-r--r-- 0 jackie (501) staff (20) 840 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/tui_style.tcss- -rwxr-xr-x 0 jackie (501) staff (20) 75175 2024-05-04 09:08:45.000000 qteasy-1.2.6/qteasy/utilfuncs.py- -rwxr-xr-x 0 jackie (501) staff (20) 79918 2024-04-21 23:36:55.000000 qteasy-1.2.6/qteasy/visual.py- drwxr-xr-x 0 jackie (501) staff (20) 0 2024-05-07 01:13:52.996942 qteasy-1.2.6/qteasy.egg-info/- -rw-r--r-- 0 jackie (501) staff (20) 27935 2024-05-07 01:13:52.000000 qteasy-1.2.6/qteasy.egg-info/PKG-INFO- -rw-r--r-- 0 jackie (501) staff (20) 1274 2024-05-07 01:13:52.000000 qteasy-1.2.6/qteasy.egg-info/SOURCES.txt- -rw-r--r-- 0 jackie (501) staff (20) 1 2024-05-07 01:13:52.000000 qteasy-1.2.6/qteasy.egg-info/dependency_links.txt- -rw-r--r-- 0 jackie (501) staff (20) 1 2023-01-29 16:03:37.000000 qteasy-1.2.6/qteasy.egg-info/not-zip-safe- -rw-r--r-- 0 jackie (501) staff (20) 195 2024-05-07 01:13:52.000000 qteasy-1.2.6/qteasy.egg-info/requires.txt- -rw-r--r-- 0 jackie (501) staff (20) 7 2024-05-07 01:13:52.000000 qteasy-1.2.6/qteasy.egg-info/top_level.txt- -rw-r--r-- 0 jackie (501) staff (20) 1627 2024-05-07 01:13:52.997902 qteasy-1.2.6/setup.cfg- -rw-r--r-- 0 jackie (501) staff (20) 257 2024-04-01 14:38:19.000000 qteasy-1.2.6/setup.py- drwxr-xr-x 0 jackie (501) staff (20) 0 2024-05-07 01:13:52.996557 qteasy-1.2.6/tests/- -rw-r--r-- 0 jackie (501) staff (20) 6524 2024-05-05 10:05:28.000000 qteasy-1.2.6/tests/test_broker.py- -rwxr-xr-x 0 jackie (501) staff (20) 8078 2024-04-05 14:28:39.000000 qteasy-1.2.6/tests/test_cashplan.py- -rwxr-xr-x 0 jackie (501) staff (20) 3613 2023-11-25 05:35:56.000000 qteasy-1.2.6/tests/test_config.py- -rwxr-xr-x 0 jackie (501) staff (20) 17487 2024-04-03 01:57:25.000000 qteasy-1.2.6/tests/test_core_sub_funcs.py- -rwxr-xr-x 0 jackie (501) staff (20) 19818 2024-05-05 10:05:28.000000 qteasy-1.2.6/tests/test_cost.py- -rwxr-xr-x 0 jackie (501) staff (20) 123545 2024-05-06 15:43:04.000000 qteasy-1.2.6/tests/test_datasource.py- -rw-r--r-- 0 jackie (501) staff (20) 6143 2024-02-03 15:46:14.000000 qteasy-1.2.6/tests/test_eastmoney.py- -rwxr-xr-x 0 jackie (501) staff (20) 73624 2024-04-05 14:28:39.000000 qteasy-1.2.6/tests/test_evaluations.py- -rwxr-xr-x 0 jackie (501) staff (20) 13901 2024-02-03 15:46:14.000000 qteasy-1.2.6/tests/test_fast_experiments.py- -rwxr-xr-x 0 jackie (501) staff (20) 57759 2024-03-29 10:03:15.000000 qteasy-1.2.6/tests/test_historypanel.py- -rwxr-xr-x 0 jackie (501) staff (20) 413 2023-01-29 16:18:32.000000 qteasy-1.2.6/tests/test_log.py- -rwxr-xr-x 0 jackie (501) staff (20) 304019 2024-04-05 14:28:39.000000 qteasy-1.2.6/tests/test_loop.py- -rwxr-xr-x 0 jackie (501) staff (20) 169228 2024-05-06 14:14:27.000000 qteasy-1.2.6/tests/test_operator_and_strategy.py- -rwxr-xr-x 0 jackie (501) staff (20) 44521 2024-05-05 14:36:45.000000 qteasy-1.2.6/tests/test_qt.py- -rwxr-xr-x 0 jackie (501) staff (20) 18581 2023-01-29 16:18:32.000000 qteasy-1.2.6/tests/test_space.py- -rwxr-xr-x 0 jackie (501) staff (20) 40814 2024-05-06 04:13:52.000000 qteasy-1.2.6/tests/test_ta_funcs.py- -rw-r--r-- 0 jackie (501) staff (20) 43397 2024-05-04 09:08:45.000000 qteasy-1.2.6/tests/test_trader.py- -rw-r--r-- 0 jackie (501) staff (20) 45317 2024-05-04 09:08:45.000000 qteasy-1.2.6/tests/test_trader_shell.py- -rw-r--r-- 0 jackie (501) staff (20) 168527 2024-04-21 23:36:55.000000 qteasy-1.2.6/tests/test_trading.py- -rw-r--r-- 0 jackie (501) staff (20) 2670 2024-05-04 09:08:45.000000 qteasy-1.2.6/tests/test_tui.py- -rwxr-xr-x 0 jackie (501) staff (20) 21881 2024-03-30 12:31:29.000000 qteasy-1.2.6/tests/test_tushare.py- -rwxr-xr-x 0 jackie (501) staff (20) 43279 2024-04-05 14:28:39.000000 qteasy-1.2.6/tests/test_utilityfuncs.py- -rwxr-xr-x 0 jackie (501) staff (20) 3090 2023-01-29 16:18:32.000000 qteasy-1.2.6/tests/test_visual.py+ drwxr-xr-x 0 jackie (501) staff (20) 0 2024-06-01 15:55:00.192462 qteasy-1.2.7/+ -rwxr-xr-x 0 jackie (501) staff (20) 1463 2024-03-07 04:23:42.000000 qteasy-1.2.7/LICENSE+ -rw-r--r-- 0 jackie (501) staff (20) 27987 2024-06-01 15:55:00.192370 qteasy-1.2.7/PKG-INFO+ -rwxr-xr-x 0 jackie (501) staff (20) 24263 2024-05-31 06:41:22.000000 qteasy-1.2.7/README.md+ -rw-r--r-- 0 jackie (501) staff (20) 2304 2024-05-31 06:41:22.000000 qteasy-1.2.7/pyproject.toml+ drwxr-xr-x 0 jackie (501) staff (20) 0 2024-06-01 15:55:00.179329 qteasy-1.2.7/qteasy/+ -rwxr-xr-x 0 jackie (501) staff (20) 8588 2024-05-31 06:41:22.000000 qteasy-1.2.7/qteasy/__init__.py+ -rwxr-xr-x 0 jackie (501) staff (20) 68549 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/_arg_validators.py+ -rw-r--r-- 0 jackie (501) staff (20) 53075 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/backtest.py+ -rwxr-xr-x 0 jackie (501) staff (20) 35193 2024-04-02 14:31:55.000000 qteasy-1.2.7/qteasy/blender.py+ -rw-r--r-- 0 jackie (501) staff (20) 30260 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/broker.py+ -rwxr-xr-x 0 jackie (501) staff (20) 142516 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/built_in.py+ -rwxr-xr-x 0 jackie (501) staff (20) 114508 2024-05-31 06:50:26.000000 qteasy-1.2.7/qteasy/core.py+ -rwxr-xr-x 0 jackie (501) staff (20) 391054 2024-05-31 06:41:22.000000 qteasy-1.2.7/qteasy/database.py+ -rw-r--r-- 0 jackie (501) staff (20) 9341 2024-04-02 14:50:54.000000 qteasy-1.2.7/qteasy/emfuncs.py+ -rwxr-xr-x 0 jackie (501) staff (20) 34312 2024-05-31 06:41:22.000000 qteasy-1.2.7/qteasy/evaluate.py+ -rwxr-xr-x 0 jackie (501) staff (20) 38585 2024-05-29 11:59:46.000000 qteasy-1.2.7/qteasy/finance.py+ -rwxr-xr-x 0 jackie (501) staff (20) 110944 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/history.py+ -rw-r--r-- 0 jackie (501) staff (20) 39218 2024-05-04 08:19:36.000000 qteasy-1.2.7/qteasy/optimization.py+ -rwxr-xr-x 0 jackie (501) staff (20) 107890 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/qt_operator.py+ -rwxr-xr-x 0 jackie (501) staff (20) 34029 2024-04-05 14:28:39.000000 qteasy-1.2.7/qteasy/space.py+ -rwxr-xr-x 0 jackie (501) staff (20) 88071 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/strategy.py+ -rwxr-xr-x 0 jackie (501) staff (20) 156164 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/tafuncs.py+ -rw-r--r-- 0 jackie (501) staff (20) 51352 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/trade_recording.py+ -rw-r--r-- 0 jackie (501) staff (20) 98512 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/trader.py+ -rw-r--r-- 0 jackie (501) staff (20) 93193 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/trader_cli.py+ -rw-r--r-- 0 jackie (501) staff (20) 18205 2024-05-31 06:41:22.000000 qteasy-1.2.7/qteasy/trader_tui.py+ -rw-r--r-- 0 jackie (501) staff (20) 68078 2024-05-29 11:59:46.000000 qteasy-1.2.7/qteasy/trading_util.py+ -rwxr-xr-x 0 jackie (501) staff (20) 131527 2024-04-21 23:36:55.000000 qteasy-1.2.7/qteasy/tsfuncs.py+ -rw-r--r-- 0 jackie (501) staff (20) 840 2024-05-31 06:41:22.000000 qteasy-1.2.7/qteasy/tui_style.tcss+ -rwxr-xr-x 0 jackie (501) staff (20) 75175 2024-05-29 11:59:51.000000 qteasy-1.2.7/qteasy/utilfuncs.py+ -rwxr-xr-x 0 jackie (501) staff (20) 79918 2024-04-21 23:36:55.000000 qteasy-1.2.7/qteasy/visual.py+ drwxr-xr-x 0 jackie (501) staff (20) 0 2024-06-01 15:55:00.191593 qteasy-1.2.7/qteasy.egg-info/+ -rw-r--r-- 0 jackie (501) staff (20) 27987 2024-06-01 15:55:00.000000 qteasy-1.2.7/qteasy.egg-info/PKG-INFO+ -rw-r--r-- 0 jackie (501) staff (20) 1274 2024-06-01 15:55:00.000000 qteasy-1.2.7/qteasy.egg-info/SOURCES.txt+ -rw-r--r-- 0 jackie (501) staff (20) 1 2024-06-01 15:55:00.000000 qteasy-1.2.7/qteasy.egg-info/dependency_links.txt+ -rw-r--r-- 0 jackie (501) staff (20) 1 2023-01-29 16:03:37.000000 qteasy-1.2.7/qteasy.egg-info/not-zip-safe+ -rw-r--r-- 0 jackie (501) staff (20) 195 2024-06-01 15:55:00.000000 qteasy-1.2.7/qteasy.egg-info/requires.txt+ -rw-r--r-- 0 jackie (501) staff (20) 7 2024-06-01 15:55:00.000000 qteasy-1.2.7/qteasy.egg-info/top_level.txt+ -rw-r--r-- 0 jackie (501) staff (20) 1627 2024-06-01 15:55:00.192773 qteasy-1.2.7/setup.cfg+ -rw-r--r-- 0 jackie (501) staff (20) 257 2024-04-01 14:38:19.000000 qteasy-1.2.7/setup.py+ drwxr-xr-x 0 jackie (501) staff (20) 0 2024-06-01 15:55:00.191284 qteasy-1.2.7/tests/+ -rw-r--r-- 0 jackie (501) staff (20) 6524 2024-05-05 10:05:28.000000 qteasy-1.2.7/tests/test_broker.py+ -rwxr-xr-x 0 jackie (501) staff (20) 8078 2024-04-05 14:28:39.000000 qteasy-1.2.7/tests/test_cashplan.py+ -rwxr-xr-x 0 jackie (501) staff (20) 3613 2023-11-25 05:35:56.000000 qteasy-1.2.7/tests/test_config.py+ -rwxr-xr-x 0 jackie (501) staff (20) 17487 2024-04-03 01:57:25.000000 qteasy-1.2.7/tests/test_core_sub_funcs.py+ -rwxr-xr-x 0 jackie (501) staff (20) 19818 2024-05-05 10:05:28.000000 qteasy-1.2.7/tests/test_cost.py+ -rwxr-xr-x 0 jackie (501) staff (20) 123545 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_datasource.py+ -rw-r--r-- 0 jackie (501) staff (20) 6143 2024-02-03 15:46:14.000000 qteasy-1.2.7/tests/test_eastmoney.py+ -rwxr-xr-x 0 jackie (501) staff (20) 73630 2024-05-31 06:41:22.000000 qteasy-1.2.7/tests/test_evaluations.py+ -rwxr-xr-x 0 jackie (501) staff (20) 13901 2024-02-03 15:46:14.000000 qteasy-1.2.7/tests/test_fast_experiments.py+ -rwxr-xr-x 0 jackie (501) staff (20) 57759 2024-03-29 10:03:15.000000 qteasy-1.2.7/tests/test_historypanel.py+ -rwxr-xr-x 0 jackie (501) staff (20) 413 2023-01-29 16:18:32.000000 qteasy-1.2.7/tests/test_log.py+ -rwxr-xr-x 0 jackie (501) staff (20) 304019 2024-04-05 14:28:39.000000 qteasy-1.2.7/tests/test_loop.py+ -rwxr-xr-x 0 jackie (501) staff (20) 169228 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_operator_and_strategy.py+ -rwxr-xr-x 0 jackie (501) staff (20) 44521 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_qt.py+ -rwxr-xr-x 0 jackie (501) staff (20) 18581 2023-01-29 16:18:32.000000 qteasy-1.2.7/tests/test_space.py+ -rwxr-xr-x 0 jackie (501) staff (20) 40814 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_ta_funcs.py+ -rw-r--r-- 0 jackie (501) staff (20) 43397 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_trader.py+ -rw-r--r-- 0 jackie (501) staff (20) 45317 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_trader_shell.py+ -rw-r--r-- 0 jackie (501) staff (20) 168527 2024-04-21 23:36:55.000000 qteasy-1.2.7/tests/test_trading.py+ -rw-r--r-- 0 jackie (501) staff (20) 2670 2024-05-29 11:59:51.000000 qteasy-1.2.7/tests/test_tui.py+ -rwxr-xr-x 0 jackie (501) staff (20) 21881 2024-03-30 12:31:29.000000 qteasy-1.2.7/tests/test_tushare.py+ -rwxr-xr-x 0 jackie (501) staff (20) 43279 2024-04-05 14:28:39.000000 qteasy-1.2.7/tests/test_utilityfuncs.py+ -rwxr-xr-x 0 jackie (501) staff (20) 3090 2023-01-29 16:18:32.000000 qteasy-1.2.7/tests/test_visual.pyComparing qteasy-1.2.6/LICENSE & qteasy-1.2.7/LICENSE
Files identical despite different names
Comparing qteasy-1.2.6/PKG-INFO & qteasy-1.2.7/PKG-INFO
Files 1% similar despite different names
@@ -1,10 +1,10 @@
Metadata-Version: 2.1
Name: qteasy
- Version: 1.2.6+ Version: 1.2.7[email protected] >
Maintainer: Jackie PENG
Maintainer-email: jackie PENG <[email protected] >
License: Copyright <2019> <JACKIE PENG>
@@ -58,14 +58,16 @@
Provides-Extra: feather
Requires-Dist: pyarrow>=3; extra == "feather"
Provides-Extra: dev
Requires-Dist: ta-lib; extra == "dev"
Requires-Dist: pymysql>=1.0.0; extra == "dev"
Requires-Dist: pyarrow>=3; extra == "dev"
+ + @@ -106,15 +108,15 @@
> 我会尽快修复问题并回复大家的问题。
## 关于`qteasy`
- 作者: **Jackie PENG**
- email: *[email protected] *
- Created: 2019, July, 16
- - Latest Version: `1.2.6`+ - Latest Version: `1.2.7`Comparing qteasy-1.2.6/README.md & qteasy-1.2.7/README.md
Files 2% similar despite different names
@@ -1,7 +1,9 @@
+ + @@ -42,15 +44,15 @@
> 我会尽快修复问题并回复大家的问题。
## 关于`qteasy`
- 作者: **Jackie PENG**
- email: *[email protected] *
- Created: 2019, July, 16
- - Latest Version: `1.2.6`+ - Latest Version: `1.2.7`Comparing qteasy-1.2.6/pyproject.toml & qteasy-1.2.7/pyproject.toml
Files 0% similar despite different names
@@ -14,15 +14,15 @@
build-backend = "setuptools.build_meta"
#[tool.setuptools.package.find]
#where = "qteasy/"
[project]
name = "qteasy"
- version = "1.2.6"+ version = "1.2.7"[email protected] " },
]
maintainers = [
{name="jackie PENG", email="[email protected] " },
]
description = "A fast quantitative investment tool kit"Comparing qteasy-1.2.6/qteasy/__init__.py & qteasy-1.2.7/qteasy/__init__.py
Files 1% similar despite different names
@@ -34,23 +34,23 @@
from .visual import candle
from .finance import CashPlan, set_cost, update_cost
from .database import DataSource, find_history_data
from ._arg_validators import QT_CONFIG, ConfigDict
# qteasy版本信息
- __version__ = '1.2.6'+ __version__ = '1.2.7'- patch=6,+ patch=7,- full=(1, 2, 6),- string='1.2.6',- tuple=('1', '2', '6'),+ full=(1, 2, 7),+ string='1.2.7',+ tuple=('1', '2', '7'),Comparing qteasy-1.2.6/qteasy/_arg_validators.py & qteasy-1.2.7/qteasy/_arg_validators.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/backtest.py & qteasy-1.2.7/qteasy/backtest.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/blender.py & qteasy-1.2.7/qteasy/blender.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/broker.py & qteasy-1.2.7/qteasy/broker.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/built_in.py & qteasy-1.2.7/qteasy/built_in.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/core.py & qteasy-1.2.7/qteasy/core.py
Files 4% similar despite different names
@@ -173,15 +173,15 @@
Returns
-------
list, 股票代码清单
See Also
--------
- filter_stock()+ filter_stocks()@@ -462,23 +462,20 @@
pk_count2: int，数据表第二个主键记录
pk_min2: obj，数据表主键2起始记录
pk_max2: obj，数据表主键2最终记录)
Examples
--------
>>> get_table_info('STOCK_BASIC')
- - Out:- @@ -497,15 +494,15 @@
if data_source is None:
data_source = qteasy.QT_DATA_SOURCE
if not isinstance(data_source, qteasy.DataSource):
raise TypeError(f'data_source should be a DataSource, got {type(data_source)} instead.')
return data_source.get_table_info(table=table_name, verbose=verbose)
- def get_table_overview(data_source=None, tables=None, include_sys_tables=False):+ def get_table_overview(data_source=None, tables=None, include_sys_tables=False) -> None:@@ -523,18 +520,19 @@
"""
from .database import DataSource
if data_source is None:
data_source = qteasy.QT_DATA_SOURCE
if not isinstance(data_source, DataSource):
raise TypeError(f'A DataSource object must be passed, got {type(data_source)} instead.')
- return data_source.overview(tables=tables, include_sys_tables=include_sys_tables)+ data_source.overview(tables=tables, include_sys_tables=include_sys_tables)- def get_data_overview(data_source=None, tables=None, include_sys_tables=False):+ + def get_data_overview(data_source=None, tables=None, include_sys_tables=False) -> None:@@ -546,18 +544,16 @@
Returns
-------
None
Examples
--------
- >>> get_data_overview() # 获取当前默认数据源的数据总览- - Out:- + >>> import qteasy as qt+ >>> qt.get_data_overview() # 获取当前默认数据源的数据总览@@ -612,96 +608,96 @@
express True 3.5MB 23K 2004-12-31 2023-06-30
shibor True 16KB 212 None None
"""
return get_table_overview(data_source=data_source, tables=tables, include_sys_tables=include_sys_tables)
- def refill_data_source(data_source=None, **kwargs):+ def refill_data_source(*, data_source=None, **kwargs) -> None:- **kwargs- DataSource.refill_local_source()的数据下载参数：- tables: str or list of str, default: None- 需要补充的本地数据表，可以同时给出多个table的名称，逗号分隔字符串和字符串列表都合法：- 例如，下面两种方式都合法且相同：- table='stock_indicator, stock_daily, income, stock_adj_factor'- table=['stock_indicator', 'stock_daily', 'income', 'stock_adj_factor']- 除了直接给出表名称以外，还可以通过表类型指明多个表，可以同时输入多个类型的表：- - 'all' : 所有的表- - 'cal' : 交易日历表- - 'basics' : 所有的基础信息表- - 'adj' : 所有的复权因子表- - 'data' : 所有的历史数据表- - 'events' : 所有的历史事件表(如股票更名、更换基金经理、基金份额变动等)- - 'report' : 财务报表- - 'comp' : 指数成分表- dtypes: str or list of str, default: None- 通过指定dtypes来确定需要更新的表单，只要包含指定的dtype的数据表都会被选中- 如果给出了tables，则dtypes参数会被忽略- freqs: str, default: None- 通过指定tables或dtypes来确定需要更新的表单时，指定freqs可以限定表单的范围- 如果tables != all时，给出freq会排除掉freq与之不符的数据表- asset_types: Str of List of Str, default: None- 通过指定tables或dtypes来确定需要更新的表单时，指定asset_types可以限定表单的范围- 如果tables != all时，给出asset_type会排除掉与之不符的数据表- start_date: DateTime Like, default: None- 限定数据下载的时间范围，如果给出start_date/end_date，只有这个时间段内的数据会被下载- end_date: DateTime Like, default: None- 限定数据下载的时间范围，如果给出start_date/end_date，只有这个时间段内的数据会被下载- list_arg_filter: str or list of str, default: None **注意，不是所有情况下该参数都有效**- 限定下载数据时的筛选参数，某些数据表以列表的形式给出可筛选参数，如stock_basic表，它有一个可筛选- 参数"exchange"，选项包含 'SSE', 'SZSE', 'BSE'，可以通过此参数限定下载数据的范围。- 如果filter_arg为None，则下载所有数据。- 例如，下载stock_basic表数据时，下载以下输入均为合法输入：- - 'SZSE'- 仅下载深圳交易所的股票数据- - ['SSE', 'SZSE']- - 'SSE, SZSE'- 上面两种写法等效，下载上海和深圳交易所的股票数据- symbols: str or list of str, default: None **注意，不是所有情况下该参数都有效**- 限定下载数据的证券代码范围，代码不需要给出类型后缀，只需要给出数字代码即可。- 可以多种形式确定范围，以下输入均为合法输入：- - '000001'- 没有指定asset_types时，000001.SZ, 000001.SH ... 等所有代码都会被选中下载- 如果指定asset_types，只有符合类型的证券数据会被下载- - '000001, 000002, 000003'- - ['000001', '000002', '000003']- 两种写法等效，列表中列举出的证券数据会被下载- - '000001:000300'- 从'000001'开始到'000300'之间的所有证券数据都会被下载- merge_type: str, default: 'ignore'- 数据混合方式，当获取的数据与本地数据的key重复时，如何处理重复的数据：- - 'ignore' 默认值，不下载重复的数据- - 'update' 下载并更新本地数据的重复部分- reversed_par_seq: Bool, default: False- 是否逆序参数下载数据， 默认False- - True: 逆序参数下载数据- - False: 顺序参数下载数据- parallel: Bool, default: True- 是否启用多线程下载数据，默认True- - True: 启用多线程下载数据- - False: 禁用多线程下载- process_count: int, default: None- 启用多线程下载时，同时开启的线程数，默认值为设备的CPU核心数- chunk_size: int, default: 100- 保存数据到本地时，为了减少文件/数据库读取次数，将下载的数据累计一定数量后- 再批量保存到本地，chunk_size即批量，默认值100+ **kwargs:+ tables: str or list of str, default: None+ 需要补充的本地数据表，可以同时给出多个table的名称，逗号分隔字符串和字符串列表都合法：+ 例如，下面两种方式都合法且相同：+ table='stock_indicator, stock_daily, income, stock_adj_factor'+ table=['stock_indicator', 'stock_daily', 'income', 'stock_adj_factor']+ 除了直接给出表名称以外，还可以通过表类型指明多个表，可以同时输入多个类型的表：+ - 'all' : 所有的表+ - 'cal' : 交易日历表+ - 'basics' : 所有的基础信息表+ - 'adj' : 所有的复权因子表+ - 'data' : 所有的历史数据表+ - 'events' : 所有的历史事件表(如股票更名、更换基金经理、基金份额变动等)+ - 'report' : 财务报表+ - 'comp' : 指数成分表+ dtypes: str or list of str, default: None+ 通过指定dtypes来确定需要更新的表单，只要包含指定的dtype的数据表都会被选中+ 如果给出了tables，则dtypes参数会被忽略+ freqs: str, default: None+ 通过指定tables或dtypes来确定需要更新的表单时，指定freqs可以限定表单的范围+ 如果tables != all时，给出freq会排除掉freq与之不符的数据表+ asset_types: Str of List of Str, default: None+ 通过指定tables或dtypes来确定需要更新的表单时，指定asset_types可以限定表单的范围+ 如果tables != all时，给出asset_type会排除掉与之不符的数据表+ start_date: DateTime Like, default: None+ 限定数据下载的时间范围，如果给出start_date/end_date，只有这个时间段内的数据会被下载+ end_date: DateTime Like, default: None+ 限定数据下载的时间范围，如果给出start_date/end_date，只有这个时间段内的数据会被下载+ list_arg_filter: str or list of str, default: None **注意，不是所有情况下该参数都有效**+ 限定下载数据时的筛选参数，某些数据表以列表的形式给出可筛选参数，如stock_basic表，它有一个可筛选+ 参数"exchange"，选项包含 'SSE', 'SZSE', 'BSE'，可以通过此参数限定下载数据的范围。+ 如果filter_arg为None，则下载所有数据。+ 例如，下载stock_basic表数据时，下载以下输入均为合法输入：+ - 'SZSE'+ 仅下载深圳交易所的股票数据+ - ['SSE', 'SZSE']+ - 'SSE, SZSE'+ 上面两种写法等效，下载上海和深圳交易所的股票数据+ symbols: str or list of str, default: None **注意，不是所有情况下该参数都有效**+ 限定下载数据的证券代码范围，代码不需要给出类型后缀，只需要给出数字代码即可。+ 可以多种形式确定范围，以下输入均为合法输入：+ - '000001'+ 没有指定asset_types时，000001.SZ, 000001.SH ... 等所有代码都会被选中下载+ 如果指定asset_types，只有符合类型的证券数据会被下载+ - '000001, 000002, 000003'+ - ['000001', '000002', '000003']+ 两种写法等效，列表中列举出的证券数据会被下载+ - '000001:000300'+ 从'000001'开始到'000300'之间的所有证券数据都会被下载+ merge_type: str, default: 'ignore'+ 数据混合方式，当获取的数据与本地数据的key重复时，如何处理重复的数据：+ - 'ignore' 默认值，不下载重复的数据+ - 'update' 下载并更新本地数据的重复部分+ reversed_par_seq: Bool, default: False+ 是否逆序参数下载数据， 默认False+ - True: 逆序参数下载数据+ - False: 顺序参数下载数据+ parallel: Bool, default: True+ 是否启用多线程下载数据，默认True+ - True: 启用多线程下载数据+ - False: 禁用多线程下载+ process_count: int, default: None+ 启用多线程下载时，同时开启的线程数，默认值为设备的CPU核心数+ chunk_size: int, default: 100+ 保存数据到本地时，为了减少文件/数据库读取次数，将下载的数据累计一定数量后+ 再批量保存到本地，chunk_size即批量，默认值100- >>> refill_data_source(tables='stock_basic')+ >>> import qteasy as qt+ >>> qt.refill_data_source(tables='stock_basic')@@ -738,16 +734,15 @@
Parameters
----------
htypes: [str, list]
需要获取的历史数据类型集合，可以是以逗号分隔的数据类型字符串或者数据类型字符列表，
如以下两种输入方式皆合法且等效：
- str: 'open, high, low, close'
- list: ['open', 'high', 'low', 'close']
- 特殊htypes的处理：- 以下特殊htypes将被特殊处理"+ 特殊htypes的处理，以下特殊htypes将被特殊处理，返回特定的数，详见示例@@ -786,16 +781,14 @@
- forward / fw / f: 前复权
as_data_frame: bool, Default: False
是否返回DataFrame对象，True时返回HistoryPanel对象
group_by: str, 默认'shares'
如果返回DataFrame对象，设置dataframe的分组策略
- 'shares' / 'share' / 's': 每一个share组合为一个dataframe
- 'htypes' / 'htype' / 'h': 每一个htype组合为一个dataframe
- flatten: bool, 默认False # TODO: new in next version- 是否返回平坦的数据，即数据的列名为htype的组合@@ -829,100 +822,176 @@
- 'zero': 使用0值填充缺失数据：
[1, 2, 3] 填充后变为: [0, 1, 0, 2, 0, 3, 0]
b_days_only: bool 默认True
是否强制转换自然日频率为工作日，即：
'D' -> 'B'
'W' -> 'W-FRI'
'M' -> 'BM'
- trade_time_only: bool, 默认True+ trade_time_only: bool, default True- include_start:+ include_start: bool, default True- include_end:+ include_end: bool, default True- start_am:+ start_am:, str- end_am:+ end_am:, str- include_start_am:+ include_start_am: bool- include_end_am:+ include_end_am: bool- start_pm:+ start_pm: str- end_pm:+ end_pm: str- include_start_pm+ include_start_pm: bool- include_end_pm+ include_end_pm: bool+ # 给出历史数据类型和证券代码，起止时间，可以获取该时间段内该股票的历史数据- 2019-12-25 16.45 16.56 16.24 16.30 414917.98- 2019-12-26 16.34 16.48 16.32 16.47 372033.86- 2019-12-27 16.53 16.93 16.43 16.63 1042574.72- 2019-12-30 16.46 16.63 16.10 16.57 976970.31- 2019-12-31 16.57 16.63 16.31 16.45 704442.25- 2020-01-02 16.65 16.95 16.55 16.87 1530231.87- 2020-01-03 16.94 17.31 16.92 17.18 1116194.81- 2020-01-06 17.01 17.34 16.91 17.07 862083.50- 2020-01-07 17.13 17.28 16.95 17.15 728607.56- 2020-01-08 17.00 17.05 16.63 16.66 847824.12- 2020-01-09 16.81 16.93 16.53 16.79 1031636.65- 2020-01-10 16.79 16.81 16.52 16.69 585548.45- }- # data can be extracted in different frequency, and also adjusted- >>> qt.get_history_data(htypes='open, high, low, close', shares='000001.SZ', start='20191229', end='20200106', freq='H', adj='b', asset_type='E')+ 2019-12-25 16.45 16.56 16.24 16.30 414917.98+ 2019-12-26 16.34 16.48 16.32 16.47 372033.86+ 2019-12-27 16.53 16.93 16.43 16.63 1042574.72+ 2019-12-30 16.46 16.63 16.10 16.57 976970.31+ 2019-12-31 16.57 16.63 16.31 16.45 704442.25+ 2020-01-02 16.65 16.95 16.55 16.87 1530231.87+ 2020-01-03 16.94 17.31 16.92 17.18 1116194.81+ 2020-01-06 17.01 17.34 16.91 17.07 862083.50+ 2020-01-07 17.13 17.28 16.95 17.15 728607.56+ 2020-01-08 17.00 17.05 16.63 16.66 847824.12+ 2020-01-09 16.81 16.93 16.53 16.79 1031636.65+ 2020-01-10 16.79 16.81 16.52 16.69 585548.45+ }+ + >>> # 除了股票的价格数据以外，也可以获取基金、指数的价格数据，如下面的代码获取000300.SH的指数价格数+ >>> qt.get_history_data(htypes='close', shares='000300.SH', start='20191225', end='20200105')+ {'000300.SH':+ close+ 2019-12-25 3990.87+ 2019-12-26 4025.99+ 2019-12-27 4022.03+ 2019-12-30 4081.63+ 2019-12-31 4096.58+ 2020-01-02 4152.24+ 2020-01-03 4144.96+ }+ # 以及基金的净值数据+ >>> qt.get_history_data(htypes='unit_nav, accum_nav', shares='000001.OF', start='20191225', end='20200105')+ {'000001.OF':+ unit_nav accum_nav+ 2019-12-25 1.086 3.547+ 2019-12-26 1.096 3.557+ 2019-12-27 1.091 3.552+ 2019-12-30 1.100 3.561+ 2019-12-31 1.105 3.566+ 2020-01-02 1.123 3.584+ 2020-01-03 1.127 3.588+ }+ + >>> # 不光价格数据，其他类型的数据也可以同时获取：+ >>> qt.get_history_data(htypes='close, pe, pb', shares='000001.SZ', start='20191225', end='20200105')+ {'000001.SZ':+ close pe pb+ 2019-12-25 16.30 12.7454 1.1798+ 2019-12-26 16.47 12.8784 1.1921+ 2019-12-27 16.63 13.0035 1.2036+ 2019-12-30 16.57 12.9566 1.1993+ 2019-12-31 16.45 12.8627 1.1906+ 2020-01-02 16.87 13.1911 1.2210+ 2020-01-03 17.18 13.4335 1.2434+ }+ # 可以同时混合获取多只股票、指数、多种数据类型的数据，如果某些数据类型缺失，会用NaN填充，注意000001.SZ是股票平安银行，000001.SH是上证指数+ >>> qt.get_history_data(htypes='close, pe, pb, total_mv, eps', shares='000001.SZ, 000001.SH', start='20191225', end='20200105')+ {'000001.SZ':+ close pe pb total_mv eps+ 2019-12-25 16.30 12.7454 1.1798 3.163165e+07 NaN+ 2019-12-26 16.47 12.8784 1.1921 3.196155e+07 NaN+ 2019-12-27 16.63 13.0035 1.2036 3.227204e+07 NaN+ 2019-12-30 16.57 12.9566 1.1993 3.215561e+07 NaN+ 2019-12-31 16.45 12.8627 1.1906 3.192274e+07 1.54+ 2020-01-02 16.87 13.1911 1.2210 3.273778e+07 1.54+ 2020-01-03 17.18 13.4335 1.2434 3.333937e+07 1.54,+ '000001.SH':+ close pe pb total_mv eps+ 2019-12-25 2981.88 13.74 1.38 3.987686e+13 NaN+ 2019-12-26 3007.35 13.85 1.39 4.020871e+13 NaN+ 2019-12-27 3005.04 13.85 1.39 4.019086e+13 NaN+ 2019-12-30 3040.02 14.00 1.40 4.064796e+13 NaN+ 2019-12-31 3050.12 14.05 1.41 4.079249e+13 NaN+ 2020-01-02 3085.20 14.22 1.42 4.128453e+13 NaN+ 2020-01-03 3083.79 14.22 1.42 4.127933e+13 NaN+ }+ + >>> # 通过设置freq参数，可以获取不同频率的K线数据，如设置freq='H'可以获取1小时频率的数据+ >>> qt.get_history_data(htypes='open, high, low, close', shares='000001.SZ', start='20191229', end='20200106', freq='H', adj='b', asset_type='E')- 2019-12-30 10:00:00 1796.92174 1796.92174 1796.92174 1796.92174- 2019-12-30 11:00:00 1790.37160 1800.19681 1758.71259 1786.00484- 2019-12-30 14:00:00 1811.11371 1813.29709 1795.83005 1806.74695- 2019-12-30 15:00:00 1805.65526 1808.93033 1793.64667 1808.93033- 2019-12-31 10:00:00 1808.93033 1808.93033 1808.93033 1808.93033- 2019-12-31 11:00:00 1806.74695 1806.74695 1780.54639 1788.18822- 2019-12-31 14:00:00 1786.00484 1788.18822 1781.63808 1786.00484- 2019-12-31 15:00:00 1786.00484 1796.92174 1783.82146 1795.83005- 2020-01-02 10:00:00 1817.66385 1817.66385 1817.66385 1817.66385- 2020-01-02 11:00:00 1819.84723 1848.23117 1807.83864 1840.58934- 2020-01-02 14:00:00 1842.77272 1847.13948 1828.58075 1843.86441- 2020-01-02 15:00:00 1843.86441 1844.95610 1836.22258 1841.68103- 2020-01-03 10:00:00 1849.32286 1849.32286 1849.32286 1849.32286- 2020-01-03 11:00:00 1849.32286 1879.89018 1849.32286 1877.70680- 2020-01-03 14:00:00 1863.51483 1889.71539 1863.51483 1884.25694- 2020-01-03 15:00:00 1884.25694 1884.25694 1872.24835 1875.52342- }- # if you want data to be filled also in non-trading days- >>> qt.get_history_data(htypes='open, high, low, close, vol', shares='000001.SZ', start='20191225', end='20200105', b_days_only=False)+ 2019-12-30 10:00:00 1796.92174 1796.92174 1796.92174 1796.92174+ 2019-12-30 11:00:00 1790.37160 1800.19681 1758.71259 1786.00484+ 2019-12-30 14:00:00 1811.11371 1813.29709 1795.83005 1806.74695+ 2019-12-30 15:00:00 1805.65526 1808.93033 1793.64667 1808.93033+ 2019-12-31 10:00:00 1808.93033 1808.93033 1808.93033 1808.93033+ 2019-12-31 11:00:00 1806.74695 1806.74695 1780.54639 1788.18822+ 2019-12-31 14:00:00 1786.00484 1788.18822 1781.63808 1786.00484+ 2019-12-31 15:00:00 1786.00484 1796.92174 1783.82146 1795.83005+ 2020-01-02 10:00:00 1817.66385 1817.66385 1817.66385 1817.66385+ 2020-01-02 11:00:00 1819.84723 1848.23117 1807.83864 1840.58934+ 2020-01-02 14:00:00 1842.77272 1847.13948 1828.58075 1843.86441+ 2020-01-02 15:00:00 1843.86441 1844.95610 1836.22258 1841.68103+ 2020-01-03 10:00:00 1849.32286 1849.32286 1849.32286 1849.32286+ 2020-01-03 11:00:00 1849.32286 1879.89018 1849.32286 1877.70680+ 2020-01-03 14:00:00 1863.51483 1889.71539 1863.51483 1884.25694+ 2020-01-03 15:00:00 1884.25694 1884.25694 1872.24835 1875.52342+ }+ + >>> # 可以设置b_days_only参数来将价格填充到非交易日，形成完整的日期序列+ >>> qt.get_history_data(htypes='open, high, low, close, vol', shares='000001.SZ', start='20191225', end='20200105', b_days_only=False)- 2020-01-05 16.94 17.31 16.92 17.18 1116194.81}+ 2020-01-05 16.94 17.31 16.92 17.18 1116194.81+ }+ + >>> # 使用特殊的htypes，可以获取特定的数据，如指数权重数据，下面的代码获取000001.SZ在HS300指数重的权重数据，单位为百分比+ >>> qt.get_history_data(htypes='wt-000300.SH', shares='000001.SZ, 000002.SZ', start='20191225', end='20200105')+ {'000001.SZ':+ wt-000300.SH+ 2020-01-02 1.1714+ 2020-01-03 1.1714,+ '000002.SZ':+ wt-000300.SH+ 2020-01-02 1.3595+ 2020-01-03 1.3595+ }+ Comparing qteasy-1.2.6/qteasy/database.py & qteasy-1.2.7/qteasy/database.py
Files 0% similar despite different names
@@ -2576,15 +2576,15 @@
""" 格式化打印database对象的各种主要信息
Returns
-------
"""
raise NotImplementedError
- def overview(self, tables=None, print_out=True, include_sys_tables=False):+ def overview(self, tables=None, print_out=True, include_sys_tables=False) -> pd.DataFrame:@@ -4108,15 +4108,15 @@
if not string_form:
return size, rows
if human:
return f'{human_file_size(size)}', f'{human_units(rows)}'
else:
return f'{size}', f'{rows}'
- def get_table_info(self, table, verbose=True, print_info=True, human=True):+ def get_table_info(self, table, verbose=True, print_info=True, human=True) -> tuple:@@ -4989,17 +4989,19 @@
# 检查trade_calendar中是否有足够的数据，如果没有，需要包含trade_calendar表：
if 'trade_calendar' not in tables_to_refill:
if refresh_trade_calendar:
tables_to_refill.add('trade_calendar')
else:
# 检查trade_calendar中是否已有数据，且最新日期是否足以覆盖今天，如果没有数据或数据不足，也需要添加该表
latest_calendar_date = self.get_table_info('trade_calendar', print_info=False)[11]
- if latest_calendar_date == 'N/A':- tables_to_refill.add('trade_calendar')- elif pd.to_datetime('today') >= pd.to_datetime(latest_calendar_date):+ try:+ latest_calendar_date = pd.to_datetime(latest_calendar_date)+ if pd.to_datetime('today') >= pd.to_datetime(latest_calendar_date):+ tables_to_refill.add('trade_calendar')+ except:Comparing qteasy-1.2.6/qteasy/emfuncs.py & qteasy-1.2.7/qteasy/emfuncs.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/evaluate.py & qteasy-1.2.7/qteasy/evaluate.py
Files 4% similar despite different names
@@ -127,15 +127,15 @@
return res
def evaluate(looped_values: pd.DataFrame,
hist_benchmark: pd.DataFrame,
benchmark_data: str,
cash_plan,
- indicators: str = 'final_value')->dict:+ indicators: str = 'final_value') -> dict:@@ -150,17 +150,17 @@
- months: 回测历史周期总月数
- years: 回测历史周期年份数
- oper_count 操作数量
- total_invest 总投入资金数量
- total_fee 总交易费用
- rtn: 回测的总回报率
- annual_rtn: 回测的年均回报率
- - mdd: 最大回测- - peak_date: 最大回测峰值日期- - valley_date: 最大回测谷值日期+ - mdd: 最大回撤（从前期最高点开始计算最大跌幅）+ - peak_date: 最大回撤峰值日期（前期高点日期）+ - valley_date: 最大回撤谷值日期（最大跌幅日期）@@ -180,14 +180,25 @@
indicators: str, Default: 'final_value'
评价指标，逗号分隔的多个评价指标
Returns
-------
performance_dict: dict: 一个字典，每个指标的各种值
"""
+ # validate input+ + if not isinstance(hist_benchmark, pd.DataFrame):+ raise TypeError(f'reference value should be pandas DataFrame, got {type(hist_benchmark)} instead!')+ if not isinstance(looped_values, pd.DataFrame):+ raise TypeError(f'looped value should be pandas DataFrame, got {type(looped_values)} instead')+ if benchmark_data not in hist_benchmark.columns:+ raise KeyError(f'reference data type \'{benchmark_data}\' can not be found in reference data')+ if not isinstance(cash_plan, qteasy.CashPlan):+ raise TypeError(f'Cash plan is not valid, got {type(cash_plan)} instead')+ @@ -240,15 +251,14 @@
performance_dict['info'] = eval_calmar(looped_values)
if bool(performance_dict):
return performance_dict
else:
return performance_dict
- # TODO: move all variable validations from evaluation sub functions to evaluate() function -> 2020/11/11@@ -269,33 +279,33 @@
except:
raise ValueError(f'The yearly time span of the looped value can not be calculated, '
f'DataFrame index should be time or number format!, '
f'got {type(first_day)} and {type(last_day)}')
return total_year
- def eval_benchmark(looped_value, reference_value, reference_data):+ def eval_benchmark(looped_values, hist_benchmark, benchmark_data):- looped_value: pd.DataFrame- reference_value: pd.DataFrame- reference_data: str+ looped_values: pd.DataFrame+ hist_benchmark: pd.DataFrame+ benchmark_data: str- total_year = _get_yearly_span(looped_value)+ total_year = _get_yearly_span(looped_values)- rtn_data = reference_value[reference_data]- rtn = (rtn_data[looped_value.index[-1]] / rtn_data[looped_value.index[0]])+ rtn_data = hist_benchmark[benchmark_data]+ rtn = (rtn_data[looped_values.index[-1]] / rtn_data[looped_values.index[0]])- except:+ except Exception:@@ -370,20 +380,15 @@
reference_data: str:
参考结果的数据类型，如close, open, low 等
Returns
-------
beta: float
"""
- if not isinstance(reference_value, pd.DataFrame):- raise TypeError(f'reference value should be pandas DataFrame, got {type(reference_value)} instead!')- if not isinstance(looped_value, pd.DataFrame):- raise TypeError(f'looped value should be pandas DataFrame, got {type(looped_value)} instead')- if reference_data not in reference_value.columns:- raise KeyError(f'reference data type \'{reference_data}\' can not be found in reference data')+ @@ -438,16 +443,14 @@
logarithm: bool, Default: True
是否计算指数收益率，默认为True，计算对数收益率，为False时计算常规收益率
Returns
-------
volatility: float
"""
- assert isinstance(looped_value, pd.DataFrame), \- f'TypeError, looped value should be pandas DataFrame, got {type(looped_value)} instead'@@ -526,16 +529,14 @@
tuple: (max_drawdown, peak_date, valley_date, recover_date, dd_df)
max_drawdown: 最大回撤
peak_date: 峰值日期
valley_date: 谷值日期
recover_date: 回撤恢复日期
dd_df: 完整的DataFrame，包含最大的五个回撤区间的全部信息
"""
- assert isinstance(looped_value, pd.DataFrame), \- f'TypeError, looped value should be pandas DataFrame, got {type(looped_value)} instead'@@ -581,16 +582,14 @@
回测器生成输出的交易模拟记录
Returns
-------
perf: float，应用该评价方法对回测模拟结果的评价分数
"""
- if not isinstance(looped_val, pd.DataFrame):- raise TypeError(f'looped value should be pandas DataFrame, got {type(looped_val)} instead')@@ -620,18 +619,14 @@
tuple: (perf, annual_perf, skew, kurtosis, looped_val)
perf: float，应用该评价方法对回测模拟结果的评价分数
annual_perf: float，应用该评价方法对回测模拟结果的评价分数
skew: float，应用该评价方法对回测模拟结果的评价分数
kurtosis: float，应用该评价方法对回测模拟结果的评价分数
looped_val: pd.DataFrame，回测器生成输出的交易模拟记录
"""
- assert isinstance(looped_val, pd.DataFrame), \- f'TypeError, looped value should be pandas DataFrame, got {type(looped_val)} instead'- assert isinstance(cash_plan, qteasy.CashPlan), \- f'TypeError, cash plan type not valid, got {type(cash_plan)} instead'Comparing qteasy-1.2.6/qteasy/finance.py & qteasy-1.2.7/qteasy/finance.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/history.py & qteasy-1.2.7/qteasy/history.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/optimization.py & qteasy-1.2.7/qteasy/optimization.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/qt_operator.py & qteasy-1.2.7/qteasy/qt_operator.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/space.py & qteasy-1.2.7/qteasy/space.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/strategy.py & qteasy-1.2.7/qteasy/strategy.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/tafuncs.py & qteasy-1.2.7/qteasy/tafuncs.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/trade_recording.py & qteasy-1.2.7/qteasy/trade_recording.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/trader.py & qteasy-1.2.7/qteasy/trader.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/trader_cli.py & qteasy-1.2.7/qteasy/trader_cli.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/trader_tui.py & qteasy-1.2.7/qteasy/trader_tui.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/trading_util.py & qteasy-1.2.7/qteasy/trading_util.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/tsfuncs.py & qteasy-1.2.7/qteasy/tsfuncs.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/tui_style.tcss & qteasy-1.2.7/qteasy/tui_style.tcss
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/utilfuncs.py & qteasy-1.2.7/qteasy/utilfuncs.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy/visual.py & qteasy-1.2.7/qteasy/visual.py
Files identical despite different names
Comparing qteasy-1.2.6/qteasy.egg-info/PKG-INFO & qteasy-1.2.7/qteasy.egg-info/PKG-INFO
Files 1% similar despite different names
@@ -1,10 +1,10 @@
Metadata-Version: 2.1
Name: qteasy
- Version: 1.2.6+ Version: 1.2.7[email protected] >
Maintainer: Jackie PENG
Maintainer-email: jackie PENG <[email protected] >
License: Copyright <2019> <JACKIE PENG>
@@ -58,14 +58,16 @@
Provides-Extra: feather
Requires-Dist: pyarrow>=3; extra == "feather"
Provides-Extra: dev
Requires-Dist: ta-lib; extra == "dev"
Requires-Dist: pymysql>=1.0.0; extra == "dev"
Requires-Dist: pyarrow>=3; extra == "dev"
+ + @@ -106,15 +108,15 @@
> 我会尽快修复问题并回复大家的问题。
## 关于`qteasy`
- 作者: **Jackie PENG**
- email: *[email protected] *
- Created: 2019, July, 16
- - Latest Version: `1.2.6`+ - Latest Version: `1.2.7`Comparing qteasy-1.2.6/qteasy.egg-info/SOURCES.txt & qteasy-1.2.7/qteasy.egg-info/SOURCES.txt
Files identical despite different names
Comparing qteasy-1.2.6/setup.cfg & qteasy-1.2.7/setup.cfg
Files 5% similar despite different names
@@ -1,10 +1,10 @@
[metadata]
name = qteasy
- version = 1.2.6+ version = 1.2.7[email protected]
maintainer = Jackie PENG
description = A fast quantitative investment tool kit
long_description = file: README.md
long_description_content_type = text/markdown
url = https://github.com/shepherdpp/qteasyComparing qteasy-1.2.6/tests/test_broker.py & qteasy-1.2.7/tests/test_broker.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_cashplan.py & qteasy-1.2.7/tests/test_cashplan.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_config.py & qteasy-1.2.7/tests/test_config.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_core_sub_funcs.py & qteasy-1.2.7/tests/test_core_sub_funcs.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_cost.py & qteasy-1.2.7/tests/test_cost.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_datasource.py & qteasy-1.2.7/tests/test_datasource.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_eastmoney.py & qteasy-1.2.7/tests/test_eastmoney.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_evaluations.py & qteasy-1.2.7/tests/test_evaluations.py
Files 0% similar despite different names
@@ -323,15 +323,15 @@
self.assertAlmostEqual(eval_fv(self.test_data3), 6.95068113)
self.assertAlmostEqual(eval_fv(self.test_data4), 8.86508591)
self.assertAlmostEqual(eval_fv(self.test_data5), 4.58627048)
self.assertAlmostEqual(eval_fv(self.test_data6), 4.10346795)
self.assertAlmostEqual(eval_fv(self.test_data7), 2.92532313)
self.assertAlmostEqual(eval_fv(pd.DataFrame()), -np.inf)
print(f'Error testing')
- self.assertRaises(TypeError, eval_fv, 15)+ self.assertRaises(AttributeError, eval_fv, 15)@@ -361,15 +361,15 @@
self.assertTrue(np.isnan(eval_max_drawdown(self.test_data6)[3]))
self.assertAlmostEqual(eval_max_drawdown(self.test_data7)[0], 0.783577449)
self.assertEqual(eval_max_drawdown(self.test_data7)[1], 17)
self.assertEqual(eval_max_drawdown(self.test_data7)[2], 51)
self.assertTrue(np.isnan(eval_max_drawdown(self.test_data7)[3]))
self.assertEqual(eval_max_drawdown(pd.DataFrame()), -np.inf)
print(f'Error testing')
- self.assertRaises(TypeError, eval_fv, 15)+ self.assertRaises(Exception, eval_fv, 15)@@ -398,15 +398,15 @@
self.assertAlmostEqual(eval_volatility(self.test_data3, logarithm=False), 0.655331424)
self.assertAlmostEqual(eval_volatility(self.test_data4, logarithm=False), 0.692683021)
self.assertAlmostEqual(eval_volatility(self.test_data5, logarithm=False), 1.09602969)
self.assertAlmostEqual(eval_volatility(self.test_data6, logarithm=False), 1.774789504)
self.assertAlmostEqual(eval_volatility(self.test_data7, logarithm=False), 2.003329156)
self.assertEqual(eval_volatility(pd.DataFrame()), -np.inf)
- self.assertRaises(AssertionError, eval_volatility, [1, 2, 3])+ self.assertRaises(AttributeError, eval_volatility, [1, 2, 3])@@ -631,17 +631,17 @@
self.assertAlmostEqual(eval_beta(self.test_data2, reference, 'value'), -0.017148939)
self.assertAlmostEqual(eval_beta(self.test_data3, reference, 'value'), -0.042204233)
self.assertAlmostEqual(eval_beta(self.test_data4, reference, 'value'), -0.15652986)
self.assertAlmostEqual(eval_beta(self.test_data5, reference, 'value'), -0.049195532)
self.assertAlmostEqual(eval_beta(self.test_data6, reference, 'value'), -0.026995082)
self.assertAlmostEqual(eval_beta(self.test_data7, reference, 'value'), -0.01147809)
- self.assertRaises(TypeError, eval_beta, [1, 2, 3], reference, 'value')- self.assertRaises(TypeError, eval_beta, self.test_data3, [1, 2, 3], 'value')- self.assertRaises(KeyError, eval_beta, self.test_data3, reference, 'not_found_value')+ self.assertRaises(Exception, eval_beta, [1, 2, 3], reference, 'value')+ self.assertRaises(Exception, eval_beta, self.test_data3, [1, 2, 3], 'value')+ self.assertRaises(Exception, eval_beta, self.test_data3, reference, 'not_found_value')Comparing qteasy-1.2.6/tests/test_fast_experiments.py & qteasy-1.2.7/tests/test_fast_experiments.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_historypanel.py & qteasy-1.2.7/tests/test_historypanel.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_loop.py & qteasy-1.2.7/tests/test_loop.py
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Comparing qteasy-1.2.6/tests/test_operator_and_strategy.py & qteasy-1.2.7/tests/test_operator_and_strategy.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_qt.py & qteasy-1.2.7/tests/test_qt.py
Files identical despite different names
Comparing qteasy-1.2.6/tests/test_space.py & qteasy-1.2.7/tests/test_space.py
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Comparing qteasy-1.2.6/tests/test_ta_funcs.py & qteasy-1.2.7/tests/test_ta_funcs.py
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Comparing qteasy-1.2.6/tests/test_trader.py & qteasy-1.2.7/tests/test_trader.py
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Comparing qteasy-1.2.6/tests/test_trader_shell.py & qteasy-1.2.7/tests/test_trader_shell.py
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Comparing qteasy-1.2.6/tests/test_trading.py & qteasy-1.2.7/tests/test_trading.py
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Comparing qteasy-1.2.6/tests/test_tui.py & qteasy-1.2.7/tests/test_tui.py
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Comparing qteasy-1.2.6/tests/test_tushare.py & qteasy-1.2.7/tests/test_tushare.py
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Comparing qteasy-1.2.6/tests/test_utilityfuncs.py & qteasy-1.2.7/tests/test_utilityfuncs.py
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Comparing qteasy-1.2.6/tests/test_visual.py & qteasy-1.2.7/tests/test_visual.py
Files identical despite different names