feat: add Quant OS A-share baseline

2026-07-26 12:54:04 +08:00
commit 48c5f64bbd
98 changed files with 31874 additions and 0 deletions
@@ -0,0 +1,158 @@
+"""Deterministic fake QMT ContextInfo and passorder recorder."""
+
+import datetime
+from types import SimpleNamespace
+
+
+class FakeFrame(object):
+    def __init__(self, closes):
+        self._closes = list(closes)
+
+    def __getitem__(self, key):
+        if key != "close":
+            raise KeyError(key)
+        return list(self._closes)
+
+
+class FakeQmtContext(object):
+    def __init__(
+        self,
+        histories,
+        asset=1_000_000.0,
+        positions=None,
+        bar_time=None,
+        trade_mode="backtest",
+        params=None,
+        st_periods=None,
+    ):
+        self.histories = {
+            symbol: [float(value) for value in values]
+            for symbol, values in histories.items()
+        }
+        self.trade_mode = trade_mode
+        self.do_back_test = trade_mode == "backtest"
+        self._param = {"asset": float(asset), "trade_mode": trade_mode}
+        self._param.update(params or {})
+        self.barpos = 0
+        self._bar_time = bar_time or datetime.datetime(2026, 7, 20, 15, 0)
+        self._positions = list(positions or [])
+        self._asset = float(asset)
+        self.universe = []
+        self.last_market_request = None
+        self.last_sector_request = None
+        self.commission = None
+        self.slippage = None
+        self.st_periods = dict(st_periods or {})
+
+    def set_universe(self, symbols):
+        self.universe = list(symbols)
+
+    def set_commission(self, commission_type, commission_list):
+        self.commission = {
+            "type": int(commission_type),
+            "values": list(commission_list),
+        }
+
+    def set_slippage(self, slippage_type, slippage):
+        self.slippage = {
+            "type": int(slippage_type),
+            "value": float(slippage),
+        }
+
+    def get_bar_timetag(self, barpos):
+        del barpos
+        return int(self._bar_time.timestamp() * 1000)
+
+    def is_last_bar(self):
+        return True
+
+    def get_market_data_ex(
+        self,
+        fields,
+        stock_code,
+        period,
+        start_time,
+        end_time,
+        count,
+        dividend_type,
+        fill_data,
+        subscribe,
+    ):
+        self.last_market_request = {
+            "fields": fields,
+            "stock_code": stock_code,
+            "period": period,
+            "start_time": start_time,
+            "end_time": end_time,
+            "count": count,
+            "dividend_type": dividend_type,
+            "fill_data": fill_data,
+            "subscribe": subscribe,
+        }
+        return {
+            symbol: FakeFrame(self.histories[symbol][-int(count) :])
+            for symbol in stock_code
+        }
+
+    def get_stock_list_in_sector(self, sector_name, timetag=None):
+        self.last_sector_request = {
+            "sector_name": sector_name,
+            "timetag": timetag,
+        }
+        return sorted(self.histories)
+
+    def get_his_st_data(self, symbol):
+        return dict(self.st_periods.get(symbol, {}))
+
+    def get_trade_detail_data(self, account_id, account_type, kind):
+        del account_id, account_type
+        if str(kind).lower() == "position":
+            return list(self._positions)
+        if str(kind).lower() == "account":
+            return [SimpleNamespace(total_asset=self._asset)]
+        return []
+
+
+class FakeQmtHarness(object):
+    def __init__(self, context):
+        self.context = context
+        self.orders = []
+
+    def install(self, module):
+        module.passorder = self.passorder
+        return self
+
+    def passorder(
+        self,
+        operation,
+        order_type,
+        account_id,
+        order_code,
+        price_type,
+        price,
+        volume,
+        strategy_name,
+        quick_trade,
+        user_order_id,
+        context,
+    ):
+        self.orders.append(
+            {
+                "operation": operation,
+                "order_type": order_type,
+                "account_id": account_id,
+                "order_code": order_code,
+                "price_type": price_type,
+                "price": price,
+                "volume": volume,
+                "strategy_name": strategy_name,
+                "quick_trade": quick_trade,
+                "user_order_id": user_order_id,
+                "context": context,
+            }
+        )
+
+    def run(self, module):
+        self.install(module)
+        module.init(self.context)
+        return module.handlebar(self.context)