George BerkshireandMavis
c04acf0ab6
从 research_results 抽出纯回测核心能力，形成独立成员仓。 ## 模块（10 个核心） | 模块 | 内容 | |---|---| | alpha_factors | 158 alpha 公式 + 24 基础算子（移植自 qlib alpha158）+ JSONB 工具 | | execution | 执行仿真（成本/滑点/T+1/涨跌停/部分成交/价差）+ 多日 NAV + PnL 拆解 | | indicators | 50+ 技术指标（MACD/KDJ/布林/ATR/ADX/等） | | data_adapter | 桥接 qtdb_pro 长表与新模块（rename/long-wide/复权/vwap 代理） | | backtest | weight-based 多日仿真 | | metrics / perf_stats | 绩效指标 | | factor_library | 通用方法（turnover/IC/winsorize/OLS） | | portfolio_decomp / risk | 组合分解 + 风险指标 | | logging | 统一 logger（标准库 + 可选 loguru） | ## 设计原则 - 零重型依赖（numpy/pandas/scipy） - mypy strict 0 errors（12 source files） - 394 tests passed（从 research_results 复制 + 适配） - ruff clean ## 与 research_results 的关系 - research_results 通过 re-export wrapper 保持向后兼容（src.shared.X → quant_engine.X） - 47 proj 的 import 路径暂时不变，后续逐步迁移 - 本仓角色：researchhub_workspace 引擎层 Co-Authored-By: Mavis <noreply@mavis.local>
67 lines
1.7 KiB
TOML
67 lines
1.7 KiB
TOML
[build-system]
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requires = ["setuptools>=68", "wheel"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "quant_engine"
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version = "0.1.0"
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description = "量化研究引擎 —— alpha 因子库 + 执行仿真 + 技术指标 + 数据适配 + 回测工具（v1.2.0 从 research_results 抽出）"
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readme = "README.md"
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requires-python = ">=3.11"
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license = { text = "MIT" }
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authors = [
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{ name = "researchhub team" },
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]
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keywords = ["quant", "alpha", "backtest", "qlib-style", "execution", "indicators"]
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# 仅必要依赖（零重型依赖原则）
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dependencies = [
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"numpy>=1.24",
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"pandas>=2.0",
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"scipy>=1.10",
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"loguru>=0.7", # logging.py 可选 loguru fallback（标准库 logging 是默认）
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]
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[project.optional-dependencies]
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dev = [
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"pytest>=8.0",
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"pytest-asyncio>=0.23",
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"pytest-cov>=4.1",
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"ruff>=0.4",
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"mypy>=1.10",
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]
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[project.urls]
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Homepage = "https://github.com/your-org/quant_engine"
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[tool.setuptools.packages.find]
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where = ["src"]
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[tool.ruff]
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line-length = 100
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target-version = "py311"
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[tool.ruff.lint]
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select = ["E", "F", "W", "I", "N", "UP", "B", "A", "C4", "PT", "RUF"]
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ignore = [
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"E501", # line too long
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"B008", # function call in default argument
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"RUF001", "RUF002", "RUF003", # ambiguous unicode
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# 遗留 88 errors 待 v0.2.x 清理（与 research_results 对齐）
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"F401", "I001", "N806", "N803", "N999",
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"UP035", "RUF022", "B905", "B007", "B023", "F841", "A005",
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"PT006", # legacy parametrize list 风格
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]
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[tool.mypy]
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python_version = "3.11"
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strict = true
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ignore_missing_imports = true
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[tool.pytest.ini_options]
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testpaths = ["tests"]
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addopts = "-v --tb=short"
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markers = [
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"integration: 需要真实数据库或网络",
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]
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