feat: 初始化 Sanguo VeighNa 量化交易平台项目
- 基于 VeighNa 4.4.0 的二次开发基础 - 建立项目目录结构（sanguo_trader/sanguo_research/sanguo_data/sanguo_common） - 配置开发工作流文档和 Git 模板 - 设置 GitHub Flow 分支策略 - 添加依赖管理文件 Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
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---
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name: Bug 报告
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about: 报告项目中的问题
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title: '[Bug] '
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labels: 'bug'
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assignees: ''
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---
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## Bug 描述
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<!-- 清晰简洁地描述 Bug 是什么 -->
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## 复现步骤
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<!-- 步骤：
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1. 打开 '...'
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2. 点击 '....'
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3. 滚动到 '....'
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4. 看到错误
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-->
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## 期望行为
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<!-- 描述你期望发生什么 -->
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## 实际行为
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<!-- 描述实际发生了什么 -->
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## 环境信息
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- OS: [e.g. Windows 11, Ubuntu 22.04]
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- Python Version: [e.g. 3.11]
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- Project Version: [e.g. 0.1.0]
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## 日志/截图
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<!-- 粘贴相关的日志或截图 -->
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## 其他信息
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<!-- 任何其他相关信息 -->
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---
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name: 功能请求
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about: 建议新功能或改进
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title: '[Feature] '
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labels: 'enhancement'
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assignees: ''
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---
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## 功能描述
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<!-- 简要描述你想要的功能 -->
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## 需求背景
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<!-- 说明为什么需要这个功能 -->
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## 期望行为
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<!-- 描述你期望的行为 -->
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## 替代方案
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<!-- 是否有其他替代方案可以考虑 -->
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## 附加信息
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<!-- 任何其他相关信息或截图 -->
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## 变更说明
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<!-- 简要描述此 PR 的内容 -->
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## 变更类型
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- [ ] feat: 新功能
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- [ ] fix: 修复bug
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- [ ] docs: 文档更新
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- [ ] refactor: 重构
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- [ ] perf: 性能优化
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- [ ] test: 测试
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- [ ] chore: 构建/工具
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- [ ] 其他: _____
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## 相关 Issue
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Closes #
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## 测试说明
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<!-- 说明如何测试此次变更 -->
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## 检查清单
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- [ ] 代码遵循项目规范 (ruff check 通过)
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- [ ] 已添加必要的测试
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- [ ] 文档已更新
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- [ ] 通过所有测试 (pytest 通过)
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- [ ] 类型检查通过 (mypy)
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## 其他说明
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<!-- 任何需要审查者注意的信息 -->
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+96
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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# PyInstaller
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*.manifest
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*.spec
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.coverage
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.coverage.*
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.cache
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nosetests.xml
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coverage.xml
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*.cover
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.hypothesis/
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.pytest_cache/
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# Jupyter Notebook
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.ipynb_checkpoints
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# pyenv
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.python-version
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# Environments
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.env
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.venv
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env/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# IDEs
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.idea/
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.vscode/
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*.swp
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*.swo
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*~
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# OS
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.DS_Store
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Thumbs.db
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# Project specific
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*.log
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data/
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logs/
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*.db
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*.sqlite
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*.parquet
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temp/
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tmp/
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# VeighNa upstream (don't modify directly)
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vnpy_v4.4.0/
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# Knowledge base repositories
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knowledge_base/
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# Other projects
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sanguo_projects/
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# Generated files
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*.mo
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*.pyc
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# Settings (may contain sensitive info)
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setting/
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*.json
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!pyproject.toml
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!package.json
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# Changelog
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All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [Unreleased]
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### Added
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- Initial project structure setup
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- Development workflow documentation
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## [0.1.0] - 2025-06-25
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### Added
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- 项目初始化
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- 基于 VeighNa 4.4.0 的开发基础
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- 完整的开发工作流文档
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---
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## 版本说明
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- **Unreleased**: 正在开发中的功能
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- **[版本号] - 日期**: 已发布版本
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@@ -0,0 +1,59 @@
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# Sanguo VeighNa 量化交易平台
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基于 VeighNa 4.4.0 的二次开发量化交易平台。
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## 项目结构
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```
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sanguo_vnpy_v2/
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├── vnpy_v4.4.0/ # VeighNa 上游源码
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├── sanguo_trader/ # 核心交易模块
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├── sanguo_research/ # 量化投研模块
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├── sanguo_data/ # 数据管理模块
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├── sanguo_common/ # 公共模块
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├── tests/ # 测试代码
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├── docs/ # 文档
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└── examples/ # 示例代码
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```
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## 快速开始
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### 环境要求
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- Python 3.10+
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- 推荐使用 Python 3.13
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### 安装
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```bash
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# 创建虚拟环境
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python -m venv venv
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source venv/bin/activate # Linux/Mac
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# venv\Scripts\activate # Windows
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# 安装依赖
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pip install -r requirements/base.txt
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```
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## 开发指南
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请查看 [docs/development.md](docs/development.md) 获取详细开发指南。
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## 分支策略
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- `master` - 主分支，保持稳定可部署
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- `develop` - 开发分支，日常开发合并
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- `feature/*` - 功能分支
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- `hotfix/*` - 热修复分支
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## 版本历史
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查看 [CHANGELOG.md](CHANGELOG.md)
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## 许可证
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MIT License
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## 致谢
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基于 [VeighNa](https://github.com/vnpy/vnpy) 框架开发
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# Sanguo VeighNa 开发指南
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## 一、开发工作流
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### 1.1 功能开发流程
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```bash
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# 1. 从 develop 创建功能分支
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git checkout develop
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git pull origin develop
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git checkout -b feature/your-feature-name
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# 2. 开发并提交
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git add .
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git commit -m "feat: 添加CTP接口网关"
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# 3. 推送到远程
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git push origin feature/your-feature-name
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# 4. 在 Gitea 创建 Pull Request 到 develop
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# 5. 代码审查通过后合并
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```
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### 1.2 热修复流程
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```bash
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# 1. 从 master 创建修复分支
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git checkout master
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git pull origin master
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git checkout -b hotfix/critical-bug-fix
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# 2. 修复并提交
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git add .
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git commit -m "fix: 修复订单撤单bug"
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# 3. 推送并创建 PR 到 master
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git push origin hotfix/critical-bug-fix
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# 4. 合并后同步到 develop
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```
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### 1.3 发布流程
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```bash
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# 1. 从 develop 创建发布分支
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git checkout develop
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git pull origin develop
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git checkout -b release/v1.0.0
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# 2. 更新版本号和 CHANGELOG
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# 3. 合并到 master
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git checkout master
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git merge release/v1.0.0
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# 4. 打标签
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git tag -a v1.0.0 -m "Release v1.0.0"
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git push origin v1.0.0
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# 5. 同步回 develop
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git checkout develop
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git merge release/v1.0.0
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```
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---
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## 二、提交信息规范
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使用 [Conventional Commits](https://www.conventionalcommits.org/) 规范：
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```
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<类型>[可选 范围]: <描述>
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[可选 正文]
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[可选 脚注]
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```
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### 类型说明
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| 类型 | 说明 | 示例 |
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|-----|------|------|
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| `feat` | 新功能 | `feat: 添加沪深300行情接口` |
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| `fix` | 修复bug | `fix: 修复K线数据时间戳错误` |
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| `docs` | 文档更新 | `docs: 更新API文档` |
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| `style` | 代码格式 | `style: 统一代码缩进` |
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| `refactor` | 重构 | `refactor: 重构事件引擎` |
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| `perf` | 性能优化 | `perf: 优化历史数据查询` |
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| `test` | 测试 | `test: 添加订单模块测试` |
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| `chore` | 构建/工具 | `chore: 更新依赖版本` |
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### 范围说明
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| 范围 | 说明 |
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|-----|------|
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| `gateway` | 交易接口 |
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| `strategy` | 策略模块 |
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| `data` | 数据模块 |
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| `ui` | 用户界面 |
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| `alpha` | AI量化模块 |
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| `common` | 公共模块 |
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### 示例
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```bash
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# 简单提交
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git commit -m "feat: 添加CTP接口网关"
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# 带范围的提交
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git commit -m "fix(gateway): 修复订单撤单超时问题"
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# 带说明的提交
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git commit -m "feat(strategy): 添加网格交易策略
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- 支持多合约网格
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- 支持动态网格调整
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- 添加风险控制功能
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Closes #123"
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```
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---
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## 三、代码审查流程
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|
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### 3.1 Pull Request 模板
|
||||
|
||||
在 Gitea 设置 PR 模板（`.github/pull_request_template.md`）：
|
||||
|
||||
```markdown
|
||||
## 变更说明
|
||||
<!-- 简要描述此 PR 的内容 -->
|
||||
|
||||
## 变更类型
|
||||
- [ ] feat: 新功能
|
||||
- [ ] fix: 修复bug
|
||||
- [ ] docs: 文档更新
|
||||
- [ ] refactor: 重构
|
||||
- [ ] 其他: _____
|
||||
|
||||
## 相关 Issue
|
||||
Closes #
|
||||
|
||||
## 测试说明
|
||||
<!-- 说明如何测试此次变更 -->
|
||||
|
||||
## 检查清单
|
||||
- [ ] 代码遵循项目规范
|
||||
- [ ] 已添加必要的测试
|
||||
- [ ] 文档已更新
|
||||
- [ ] 通过所有测试
|
||||
```
|
||||
|
||||
### 3.2 审查要点
|
||||
|
||||
1. **代码质量**
|
||||
- 遵循 PEP 8 规范
|
||||
- 类型注解完整
|
||||
- 文档字符串完整
|
||||
|
||||
2. **功能正确性**
|
||||
- 逻辑正确
|
||||
- 边界条件处理
|
||||
- 异常处理完善
|
||||
|
||||
3. **性能考虑**
|
||||
- 避免不必要的计算
|
||||
- 合理使用缓存
|
||||
- 注意内存使用
|
||||
|
||||
4. **安全性**
|
||||
- 输入验证
|
||||
- 权限检查
|
||||
- 敏感信息保护
|
||||
|
||||
---
|
||||
|
||||
## 四、测试策略
|
||||
|
||||
### 4.1 测试目录结构
|
||||
|
||||
```
|
||||
tests/
|
||||
├── unit/ # 单元测试
|
||||
│ ├── test_gateway/
|
||||
│ ├── test_strategy/
|
||||
│ └── test_data/
|
||||
├── integration/ # 集成测试
|
||||
│ ├── test_trading_flow/
|
||||
│ └── test_data_pipeline/
|
||||
└── fixtures/ # 测试数据
|
||||
```
|
||||
|
||||
### 4.2 测试运行
|
||||
|
||||
```bash
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||||
# 运行所有测试
|
||||
pytest
|
||||
|
||||
# 运行特定测试
|
||||
pytest tests/unit/test_gateway/
|
||||
|
||||
# 带覆盖率报告
|
||||
pytest --cov=sanguo_trader --cov-report=html
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 五、版本管理
|
||||
|
||||
### 5.1 版本号格式
|
||||
|
||||
遵循 [Semantic Versioning](https://semver.org/)：
|
||||
|
||||
```
|
||||
MAJOR.MINOR.PATCH
|
||||
|
||||
例：1.2.3
|
||||
- MAJOR: 不兼容的API变更
|
||||
- MINOR: 向后兼容的功能新增
|
||||
- PATCH: 向后兼容的问题修复
|
||||
```
|
||||
|
||||
### 5.2 版本发布检查清单
|
||||
|
||||
- [ ] 更新版本号（`__init__.py`）
|
||||
- [ ] 更新 CHANGELOG.md
|
||||
- [ ] 运行完整测试套件
|
||||
- [ ] 更新文档
|
||||
- [ ] 创建 Git 标签
|
||||
- [ ] 推送到 Gitea
|
||||
- [ ] 通知团队成员
|
||||
|
||||
---
|
||||
|
||||
## 六、持续集成（可选）
|
||||
|
||||
### 6.1 Gitea Actions 配置
|
||||
|
||||
创建 `.gitea/workflows/test.yml`：
|
||||
|
||||
```yaml
|
||||
name: Tests
|
||||
|
||||
on:
|
||||
push:
|
||||
branches: [ master, develop ]
|
||||
pull_request:
|
||||
|
||||
jobs:
|
||||
test:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
- name: Set up Python
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: '3.11'
|
||||
- name: Install dependencies
|
||||
run: |
|
||||
pip install -r requirements/base.txt
|
||||
pip install pytest pytest-cov
|
||||
- name: Run tests
|
||||
run: pytest --cov=sanguo_trader
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 七、成果物管理
|
||||
|
||||
### 7.1 发布管理
|
||||
|
||||
在 Gitea 中创建 Release：
|
||||
|
||||
1. 进入项目的 "Releases" 页面
|
||||
2. 点击 "New Release"
|
||||
3. 填写版本号和发布说明
|
||||
4. 上传附件（可选）
|
||||
|
||||
### 7.2 文档管理
|
||||
|
||||
- API 文档: 使用 Sphinx 生成
|
||||
- 用户手册: 存放在 `docs/user/`
|
||||
- 开发文档: 存放在 `docs/development/`
|
||||
- 更新日志: `CHANGELOG.md`
|
||||
|
||||
---
|
||||
|
||||
## 八、协作规范
|
||||
|
||||
### 8.1 任务分配
|
||||
|
||||
使用 Gitea Issues 跟踪任务：
|
||||
|
||||
- 标签：`feature`、`bug`、`enhancement`、`documentation`
|
||||
- 里程碑：按版本规划
|
||||
- 负责人：明确任务负责人
|
||||
|
||||
### 8.2 日常协作
|
||||
|
||||
1. 每日从 `develop` 拉取最新代码
|
||||
2. 保持功能分支小而专注
|
||||
3. 及时提交和推送代码
|
||||
4. 及时响应 PR 审查意见
|
||||
5. 合并后删除已完成的分支
|
||||
|
||||
---
|
||||
|
||||
## 九、故障排查
|
||||
|
||||
### 9.1 常见问题
|
||||
|
||||
**问题：合并冲突**
|
||||
```bash
|
||||
# 获取最新代码
|
||||
git fetch origin
|
||||
|
||||
# 重新基于 develop
|
||||
git rebase origin/develop
|
||||
|
||||
# 解决冲突后
|
||||
git add .
|
||||
git rebase --continue
|
||||
```
|
||||
|
||||
**问题：提交错误**
|
||||
```bash
|
||||
# 修改最后一次提交
|
||||
git commit --amend
|
||||
|
||||
# 撤销提交（保留改动）
|
||||
git reset --soft HEAD~1
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十、相关资源
|
||||
|
||||
- [VeighNa 官方文档](https://www.vnpy.com/docs)
|
||||
- [VeighNa GitHub](https://github.com/vnpy/vnpy)
|
||||
- [Conventional Commits](https://www.conventionalcommits.org/)
|
||||
- [Semantic Versioning](https://semver.org/)
|
||||
+102
@@ -0,0 +1,102 @@
|
||||
[project]
|
||||
name = "sanguo-vnpy"
|
||||
version = "0.1.0"
|
||||
description = "Sanguo Quantitative Trading Platform based on VeighNa"
|
||||
readme = "README.md"
|
||||
license = {text = "MIT"}
|
||||
authors = [
|
||||
{name = "Sanguo Team", email = "team@sanguo.com"}
|
||||
]
|
||||
classifiers = [
|
||||
"Development Status :: 3 - Alpha",
|
||||
"License :: OSI Approved :: MIT License",
|
||||
"Operating System :: Microsoft :: Windows",
|
||||
"Operating System :: POSIX :: Linux",
|
||||
"Operating System :: MacOS",
|
||||
"Programming Language :: Python :: 3",
|
||||
"Programming Language :: Python :: 3.10",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Programming Language :: Python :: 3.12",
|
||||
"Programming Language :: Python :: 3.13",
|
||||
"Topic :: Office/Business :: Financial :: Investment",
|
||||
]
|
||||
requires-python = ">=3.10"
|
||||
dependencies = [
|
||||
"tzlocal>=5.3.1",
|
||||
"PySide6==6.8.2.1",
|
||||
"pyqtgraph>=0.13.7",
|
||||
"qdarkstyle>=3.2.3",
|
||||
"numpy>=2.2.3",
|
||||
"pandas>=2.2.3",
|
||||
"ta-lib>=0.6.4",
|
||||
"deap>=1.4.2",
|
||||
"pyzmq>=26.3.0",
|
||||
"plotly>=6.0.0",
|
||||
"tqdm>=4.67.1",
|
||||
"loguru>=0.7.3",
|
||||
"nbformat>=5.10.4",
|
||||
"requests>=2.32.0",
|
||||
"qrcode>=7.4.2",
|
||||
]
|
||||
|
||||
[project.optional-dependencies]
|
||||
alpha = [
|
||||
"polars>=1.26.0",
|
||||
"scipy>=1.15.2",
|
||||
"alphalens-reloaded>=0.4.5",
|
||||
"scikit-learn>=1.6.1",
|
||||
"lightgbm>=4.6.0",
|
||||
"torch>=2.6.0",
|
||||
"pyarrow>=19.0.1",
|
||||
]
|
||||
dev = [
|
||||
"pytest>=7.0.0",
|
||||
"pytest-cov>=4.0.0",
|
||||
"ruff>=0.1.0",
|
||||
"mypy>=1.5.0",
|
||||
]
|
||||
all = [
|
||||
"sanguo-vnpy[alpha,dev]",
|
||||
]
|
||||
|
||||
[project.urls]
|
||||
"Homepage" = "http://192.168.2.154:3000/sanguo/sanguo_vnpy_v2"
|
||||
"Repository" = "http://192.168.2.154:3000/sanguo/sanguo_vnpy_v2"
|
||||
"Documentation" = "http://192.168.2.154:3000/sanguo/sanguo_vnpy_v2/wiki"
|
||||
"Bug Tracker" = "http://192.168.2.154:3000/sanguo/sanguo_vnpy_v2/issues"
|
||||
|
||||
[build-system]
|
||||
requires = ["hatchling>=1.27.0"]
|
||||
build-backend = "hatchling.build"
|
||||
|
||||
[tool.hatch.build.targets.wheel]
|
||||
packages = ["sanguo_trader", "sanguo_research", "sanguo_data", "sanguo_common"]
|
||||
|
||||
[tool.ruff]
|
||||
target-version = "py310"
|
||||
line-length = 100
|
||||
|
||||
[tool.ruff.lint]
|
||||
select = [
|
||||
"B", # flake8-bugbear
|
||||
"E", # pycodestyle error
|
||||
"F", # pyflakes
|
||||
"UP", # pyupgrade
|
||||
"W", # pycodestyle warning
|
||||
"I", # isort
|
||||
]
|
||||
ignore = ["E501"]
|
||||
|
||||
[tool.mypy]
|
||||
python_version = "3.10"
|
||||
warn_return_any = true
|
||||
warn_unused_configs = true
|
||||
disallow_untyped_defs = true
|
||||
strict_optional = true
|
||||
|
||||
[tool.pytest.ini_options]
|
||||
testpaths = ["tests"]
|
||||
python_files = ["test_*.py"]
|
||||
python_classes = ["Test*"]
|
||||
python_functions = ["test_*"]
|
||||
addopts = "--cov=sanguo_trader --cov=sanguo_research --cov-report=html"
|
||||
@@ -0,0 +1,16 @@
|
||||
# Sanguo VeighNa - Alpha Quant Dependencies
|
||||
|
||||
-r base.txt
|
||||
|
||||
# Alpha / ML Requirements (from VeighNa 4.4.0)
|
||||
polars>=1.26.0
|
||||
scipy>=1.15.2
|
||||
alphalens-reloaded>=0.4.5
|
||||
scikit-learn>=1.6.1
|
||||
lightgbm>=4.6.0
|
||||
torch>=2.6.0
|
||||
pyarrow>=19.0.1
|
||||
|
||||
# Additional ML Tools
|
||||
xgboost>=2.0.0
|
||||
catboost>=1.2.0
|
||||
@@ -0,0 +1,25 @@
|
||||
# Sanguo VeighNa - Base Dependencies
|
||||
|
||||
# Core Framework (from VeighNa 4.4.0)
|
||||
tzlocal>=5.3.1
|
||||
PySide6==6.8.2.1
|
||||
pyqtgraph>=0.13.7
|
||||
qdarkstyle>=3.2.3
|
||||
numpy>=2.2.3
|
||||
pandas>=2.2.3
|
||||
ta-lib>=0.6.4
|
||||
deap>=1.4.2
|
||||
pyzmq>=26.3.0
|
||||
plotly>=6.0.0
|
||||
tqdm>=4.67.1
|
||||
loguru>=0.7.3
|
||||
nbformat>=5.10.4
|
||||
requests>=2.32.0
|
||||
qrcode>=7.4.2
|
||||
|
||||
# Database Support
|
||||
# Choose one based on your needs:
|
||||
# sqlite - Python built-in
|
||||
# psycopg2-binary>=2.9.0 # PostgreSQL
|
||||
# pymysql>=1.1.0 # MySQL
|
||||
# pymongo>=4.0.0 # MongoDB
|
||||
@@ -0,0 +1,24 @@
|
||||
# Sanguo VeighNa - Development Dependencies
|
||||
|
||||
-r base.txt
|
||||
|
||||
# Testing
|
||||
pytest>=7.0.0
|
||||
pytest-cov>=4.0.0
|
||||
pytest-mock>=3.10.0
|
||||
pytest-qt>=4.2.0
|
||||
|
||||
# Code Quality
|
||||
ruff>=0.1.0
|
||||
mypy>=1.5.0
|
||||
black>=23.0.0
|
||||
isort>=5.12.0
|
||||
|
||||
# Documentation
|
||||
sphinx>=7.0.0
|
||||
sphinx-rtd-theme>=1.3.0
|
||||
|
||||
# Development Tools
|
||||
ipython>=8.0.0
|
||||
ipdb>=0.13.0
|
||||
pre-commit>=3.0.0
|
||||
Reference in New Issue
Block a user