Skip to content
Merged

Develop #1007

Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
93 changes: 93 additions & 0 deletions CHANGELOG.rst
Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,16 @@
CHANGELOG
==================

6.1.5
==================

- 回测结果图片和 Excel 报告新增年化双边换手倍数
- `order_target_portfolio_smart` API 性能优化
- `AbstractPosition` 类新增 property: instrument
- 修复分红再投资未考虑交易费用的问题
- 修复获取结算价时,只允许期货获取的问题,将品种范围扩增为: 期货、期权、现货


6.1.4
==================

Expand Down Expand Up @@ -159,6 +169,39 @@ CHANGELOG
- `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

5.6.5
==================
- submit_order 支持 TWAPOrder、VWAPOrder 下单
- 修复 reits 合约没有进行分红处理的问题
- 修复 rqalpha --plot 偶发的无法正常运行的问题

5.6.4
==================
- 适配 FutureArbitrage Instrument type
- portfolio.csv 文件中的超额序列拆分为算术超额和几何超额

5.6.3
==================
- 回测结果的 portfolio 文件中增加基准、超额序列
- withdraw/deposit 支持盘前盘后执行

5.6.2
==================
- 优化涨跌停判断逻辑
- 优化 numpy 版本限制

5.6.1
==================
- 回测支持场内交易 REITs

5.6.0
==================
- instrument 兼容 REITs 类型合约
- 兼容 python==3.13

5.5.4
==================
- 修复 get_securities_margin 传入 XSHE/XSHG、sz/sh 报错的问题

5.5.2
==================
Expand All @@ -180,6 +223,56 @@ CHANGELOG
- 更新bundle数据支持将错误统一输出
- 修改算法单拒单原因

5.4.2
==================
- 修复 order_target_portfolio 运行出现资金不足的问题
- 优化更新 bundle 数据的流程

5.4.1
==================
- 调整拆分送股的逻辑(拆分时产生不足 1 股的情况,调整为四舍五入)

5.4.0
==================
- 优化 bundle 数据过旧的提示
- 优化进行目标仓位调仓时下单失败的提示
- 修复开启多线程时抛异常的问题

5.3.11
==================
- 修复增量回测报错的问题

5.3.10
==================
- 下单 API 在创建订单失败时,新增发布 ORDER_CREATION_REJECT 事件
- Excel 报告引入压力测试期表现
- 支持基准合约在上市前的行情(主要为指数)

5.3.9
==================
- Excel 报告的年度指标新增 alpha 和 beta
- 修复买入标的时资金可能为负的问题

5.3.8
==================
- 修复部分期货获取 tick_size 报错的问题
- 修复期货在交割日期 trading_pnl 数值异常的问题

5.3.7
==================
- 分红再投资产生交易流水事件
- 修复获取 tick_size 报错的问题

5.3.6
==================
- 兼容 rqdata==3.0
- 修复 init_positions 设置空头仓位时数值出错的问题

5.3.5
==================
- 期货回测支持使用 rqdatac 提供的时间序列费率和保证金费率数据
- 印花税费率新增 PIT 模式
- 兼容 python==3.12

5.3.3
==================
Expand Down
5 changes: 5 additions & 0 deletions CLAUDE.md
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,11 @@ pytest tests/integration_tests/
1. **Chinese comments OK**: Domain-specific logic can use Chinese comments
2. **Follow PEP 8**: Standard Python style guide
3. **Test before commit**: Run pytest to ensure tests pass
4. **If translatable strings change**: sync Babel artifacts using the commands in `babel.cfg`
`pybabel extract -F babel.cfg --input-dirs rqalpha/ -o messages.pot`
`pybabel update -i messages.pot -d rqalpha/utils/translations`
update `rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po` as needed, then run
`pybabel compile -d rqalpha/utils/translations`

## Key Architecture Points

Expand Down
6 changes: 6 additions & 0 deletions docs/source/api/base_api.rst
Original file line number Diff line number Diff line change
Expand Up @@ -250,6 +250,12 @@ order_target_portfolio - 批量调仓「股票专用」
.. autofunction:: order_target_portfolio


order_target_portfolio_smart - 批量调仓「股票专用」
------------------------------------------------------

.. autofunction:: order_target_portfolio_smart


buy_open - 买开「期货专用」
------------------------------------------------------

Expand Down
Loading
Loading