localquant
localquant 是面向本地数据网关的算法交易回测框架,覆盖策略编写、回测执行与报告导出的完整链路。
数据:经 dataapi 网关获取行情与财务数据,数据加载与回测在同一进程内完成
资产:A 股、场内基金(ETF/LOF)、国内期货,支持日频与 1 分钟
扩展:Mod Hook 机制支持对接第三方库与自定义数据准备层
安装
支持 Linux x86_64、Windows amd64、CPython 3.10–3.14,从 PyPI 安装:
python -m pip install localquant
使用文档
回测框架用户指南:../各类skills/localquant-backtest/references (策略编写、API、配置与报告)
源码仓库约束与内部设计:AGENTS.md 与 开发日志/
环境与构建
发行物仅为 Cython 编译的二进制 wheel,Python 明文仅保留 examples/ 与 _version.py;保留 docstring,不携带 DWARF 调试段。安全边界为无法一键还原源码。
Linux 构建入口为 scripts/build_local_wheel.sh,每个 ABI 使用新 manylinux 容器,逐版完成编译、内容校验、安装导入与全量单测,再执行宿主中立目录单测和网关冒烟。Windows 入口为 scripts/build_windows_wheel.py,每个 ABI 使用独立 venv 和 MSVC,逐版完成编译、内容校验、安装导入、CLI 与全量单测;Linux 宿主可用 scripts/build_windows_wheel.sh 驱动 windows-home 构建机。
stage 使用 Python 3.11+。各平台门禁通过后才将对应 wheel 写入 dist/,保留另一平台产物。标准 python -m build 入口拒绝构建 wheel 和 sdist。构建契约与环境要求见 开发日志/2026-10-27_发行包Cython编译加密分发管线.md;本机入口见 ../VENV.md。
版本与发布
版本的唯一事实来源为 localquant/_version.py 中的 __version__;运行时、包元数据和构建脚本均读取该值。 版本采用 主版本.次版本.补丁:兼容的错误修复与性能优化递增补丁,兼容的功能扩展递增次版本,公开接口、配置或结果结构的不兼容变更递增主版本。 验收版使用 1.0.0rc1 等编号;同一已发布版本不得替换代码或 wheel。撮合、费用和绩效算法修复即使属于补丁,也应在对应功能文档说明生效口径及可能影响的结果。
在本目录执行,脚本的可选参数是 Python 解释器路径与 cp 版本列表;指定矩阵须包含宿主 Python 版本:
/data/workspace/.venv/bin/python -m pytest tests/unittest -q
bash scripts/build_local_wheel.sh /data/workspace/.venv/bin/python # cp310–cp314 全矩阵
bash scripts/build_local_wheel.sh /data/workspace/.venv/bin/python cp313 # 指定版本
bash scripts/build_windows_wheel.sh /data/workspace/.venv/bin/python # Windows 全矩阵
发布顺序:
修改唯一版本文件并维护受影响的公开契约,运行相关测试和完整框架单测。
运行 Linux 和 Windows 完整矩阵入口,验收两平台逐版本全量单测、内容门禁、安装导入与 Linux 宿主网关冒烟(smoke_cn_etf.py)。核对 dist/ 为同一版本的十个二进制 wheel。
将验收后的各平台 wheel 放入 ../各类skills/localquant-backtest/packages/,目录只保留当前发行版本的全部平台 wheel;更新 localquant-wheel.sha256、框架 skill 的安装说明和 VENV.md,本机环境显式安装目标 wheel。策略构建 skill 与框架 skill 同级分发,引用这份文档和发行包。
核对 localquant.__version__、安装元数据、wheel 版本与校验值一致后提交,给发布提交打 localquant/v<版本> 标签,如 localquant/v1.0.0。日常提交不要求发布 wheel。
使用 PyPI 上传凭据校验并上传 dist/ 中的二进制 wheel,随后从公网 PyPI 安装核对版本:
python -m twine check --strict dist/*.whl
python -m twine upload --repository pypi dist/*.whl
回测结果在 backtest_settings.framework_version 保存运行时版本,供结果核对与复现使用。
Metadata
Release files for localquant 0.2.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
Total release size: 73.3 MB
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Release files / localquant-0.2.0-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
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No |
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Release files / localquant-0.2.0-cp312-cp312-win_amd64.whl
| Download URL | localquant-0.2.0-cp312-cp312-win_amd64.whl |
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Release files / localquant-0.2.0-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
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Release files / localquant-0.2.0-cp311-cp311-win_amd64.whl
| Download URL | localquant-0.2.0-cp311-cp311-win_amd64.whl |
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Release files / localquant-0.2.0-cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
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| Size | 8.6 MB |
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No |
| Uploaded via |
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|
Release files / localquant-0.2.0-cp310-cp310-win_amd64.whl
| Download URL | localquant-0.2.0-cp310-cp310-win_amd64.whl |
|---|---|
| Size | 6.5 MB |
| Tags | CPython 3.10 Windows x86-64 |
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| Uploaded via |
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Release files / localquant-0.2.0-cp310-cp310-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl
| Download URL | localquant-0.2.0-cp310-cp310-manylinux2014_x86_64.manylinux_2_17_x86_64.manylinux_2_28_x86_64.whl |
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| Size | 8.6 MB |
| Tags | CPython 3.10 Linux glibc 2.17+ x86-64 Linux glibc 2.28+ x86-64 |
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Security for localquant 0.2.0
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