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- 将订单对象中的stock属性替换为symbol属性,统一使用symbol进行股票标识 - 更新了批量预加载逻辑中对股票数据的访问方式 - 修改了成交量限制检查和涨跌停限制验证中的股票标识引用 - 调整了持仓管理中的股票代码处理逻辑 - 确保所有相关方法调用都使用新的symbol字段进行一致性处理
- 修改Blotter类中价格更新逻辑,仅在未清仓时更新last_sale_price, 并添加position存在性检查避免KeyError - 重构Portfolio类中持仓合并逻辑,改为可变模式直接修改现有position对象, 提高性能并确保enable_amount和market_value同步更新 - 改进卖出数量验证错误信息格式,移除不必要的括号 - 在卖出操作后同步更新position的enable_amount和market_value字段
use github standard AGPL License text
- 移除DataMerger类及相关CLI命令 - 移除brotli和hashlib依赖 - 添加pandas依赖用于版本信息保存 - 简化数据包解包工具描述 perf(ptrade): 复权因子缓存改用Parquet格式存储 - 将复权因子缓存从BR格式改为Parquet格式 - 新增_adg_cache_to_parquet和_parquet_to_adj_cache辅助函数 - 优化缓存加载和保存性能 - 移除pickle和brotli依赖 refactor(ptrade): 优化API异常处理和复权计算性能 - 改进异常处理,使用具体异常类型替代通用except - 实现向量化复权计算,提升price_history性能 - 添加OrderProcessor延迟初始化机制 - 预解析日期列优化get_Ashares性能 chore(build): 更新.gitignore配置 - 添加*.gz文件类型忽略规则 - 修改data目录忽略规则为data*/
移除了config.yaml文件中的Brotli相关配置项,包括cache_size和compression_quality设置, 以优化系统配置结构。
- 从所有工作流中移除libhdf5-dev系统依赖安装 - 更新项目版本号从2.0.0到2.1.0 - 修改README中版本显示和系统依赖说明 - 更新数据目录结构说明,移除对PTrade数据格式的具体引用
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牺牲一些压缩率,但加快了一些回测速度