pyproject.toml

[build-system]
requires = ["setuptools>=64", "wheel", "cython", "numpy"]
build-backend = "setuptools.build_meta"

[project]
name = "bt_api_py"
version = "0.15.3"
description = "Implement backtesting and trading of quantitative strategy"
readme = "README.md"
license = "MIT"
requires-python = ">=3.11"
authors = [
    {name = "cloudQuant", email = "yunjinqi@gmail.com"},
]
dependencies = [
    "bt_api_base>=0.15.2",
    "numpy>=1.26.0",
    "python-dotenv>=1.0.0",
    "requests>=2.31.0",
    "websocket-client>=1.6.0",
    "pyyaml>=6.0",
    "pandas>=2.0.0",
    "aiohttp>=3.9.0",
    "spdlog>=2.0.0",
    "pytz>=2023.3",
    "python-rapidjson>=1.10",
    "httpx>=0.27.0",
    "pyzmq>=26.0.0",
    "pydantic>=2.0.0",
    "websockets>=12.0",
    "typing-extensions>=4.8.0",
    "eval-type-backport>=0.2.0; python_version < '3.10'",
]
classifiers = [
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.13",
    "Programming Language :: Python :: Implementation :: CPython",
    "Operating System :: POSIX :: Linux",
    "Operating System :: Microsoft :: Windows",
    "Operating System :: MacOS",
]

[project.urls]
Homepage = "https://github.com/cloudQuant/bt_api_py"
Repository = "https://github.com/cloudQuant/bt_api_py"

[tool.pytest.ini_options]
addopts = [
    "--import-mode=importlib",
    "--strict-markers",
    "--tb=short",
]
markers = [
    "unit: Unit tests (fast, no external dependencies)",
    "integration: Integration tests (may require external services)",
    "slow: Slow tests (> 1s)",
    "network: Tests requiring network access",
    "contract: Contract tests for API and feed behavior",
    "performance: Performance and benchmark tests",
    "e2e: End-to-end workflow tests",
    "flaky: Tests known to be timing-sensitive or environment-sensitive",
    "ctp: CTP related tests",
    "binance: Binance exchange tests",
    "okx: OKX exchange tests",
    "ib: Interactive Brokers tests",
    "mt5: MetaTrader 5 tests (requires MT5_LOGIN / MT5_PASSWORD env vars)",
    "asyncio: Async tests",
    "timeout: Tests using pytest-timeout marker",
    # 行情数据测试（不需要鉴权）
    "ticker: Public ticker/tick data tests (no auth required)",
    "kline: Public kline/bar/candle data tests (no auth required)",
    "orderbook: Public orderbook/depth data tests (no auth required)",
    "public_trade: Public market trade data tests (no auth required)",
    "server_time: Server time tests (no auth required)",
    # 需要鉴权的测试
    "auth_account: Account and balance tests (auth required)",
    "auth_order: Order management tests (auth required)",
    "auth_position: Position management tests (auth required)",
    "auth_private_trade: Private trade history tests (auth required)",
]
asyncio_default_fixture_loop_scope = "function"
testpaths = ["tests"]

[tool.coverage.run]
source = ["bt_api_py"]
omit = [
    "*/tests/*",
    "*/test_*.py",
    "*/__pycache__/*",
    "*/site-packages/*",
    "*/ctp/_ctp.*.so",
    "*/ctp/ctp_wrap.*",
]
branch = true
parallel = true

[tool.coverage.report]
precision = 2
show_missing = true
skip_covered = false
fail_under = 40
exclude_lines = [
    "pragma: no cover",
    "def __repr__",
    "raise AssertionError",
    "raise NotImplementedError",
    "if __name__ == .__main__.:",
    "if TYPE_CHECKING:",
    "@abstractmethod",
]

[tool.coverage.html]
directory = "htmlcov"

[tool.ruff]
line-length = 100
target-version = "py311"
exclude = [
    ".git",
    "__pycache__",
    "build",
    "dist",
    "*.egg-info",
    ".venv",
    "venv",
    "*.bak",
    "bt_api_py/ctp/ctp.py.bak",
    "bt_api_py/ctp/ctp_wrap.*",
]

[tool.ruff.lint]
select = [
    "E",   # pycodestyle errors
    "W",   # pycodestyle warnings
    "F",   # pyflakes
    "I",   # isort
    "N",   # pep8-naming
    "UP",  # pyupgrade
    "B",   # flake8-bugbear (includes B904 raise-from)
    "C4",  # flake8-comprehensions
    "SIM", # flake8-simplify
    "TCH", # flake8-type-checking
    "RUF100",  # unused noqa directives
    "S",   # flake8-bandit security
    "PERF",  # perflint performance
    "PIE790",  # no-unnecessary-pass
]
ignore = [
    "E501",  # line too long (handled by formatter)
    "B008",  # do not perform function calls in argument defaults
    "N802",  # function name should be lowercase (CTP uses CamelCase)
    "N803",  # argument name should be lowercase (CTP uses CamelCase)
    "N806",  # variable in function should be lowercase (CTP uses CamelCase)
    "S101",  # use of assert (allowed in tests)
    "S104",  # possible binding to all interfaces (false positive for dev servers)
    "S105",  # possible hardcoded password (false positive for config keys, token addresses)
    "S107",  # false positive for param defaults like input_token="base"
    "S110",  # try-except-pass: fix gradually with proper logging
    "S112",  # try-except-continue: fix gradually
    "S311",  # random for non-crypto: tests use random, crypto uses secrets
    "S307",  # verify=False: IB demo uses for local testing
    "PERF401",  # list comprehension: fix gradually
    "PERF402",  # list copy: fix gradually
    "PERF403",  # dict comprehension: fix gradually
    "PERF203",  # existing loop try/except patterns accepted for now
    "S113",  # requests timeout: fix gradually (add timeout= to all requests)
    "S108",  # /tmp path: dev defaults acceptable
    "S301",  # pickle: ML model serialization, fix with joblib/safe format
    "S506",  # yaml.FullLoader: config files from trusted source
    "TC001",  # deferred annotations make many runtime imports appear type-only
    "TC003",  # gradual cleanup for stdlib type-only imports
]

[tool.ruff.lint.per-file-ignores]
"__init__.py" = ["F401", "F403"]
"bt_api_py/ctp/*.py" = ["N801", "N802", "N803", "N806", "S110", "S112", "S324"]  # CTP vendor wrapper
"tests/*.py" = ["N802", "N803", "S106", "S108", "S110", "S113", "S301", "S501", "S603", "PERF401", "PERF402"]
# Import availability checks in integration tests
"tests/integration/test_kraken_integration.py" = ["F401"]
"tests/integration/test_mexc_integration.py" = ["F401"]

[tool.ruff.format]
quote-style = "double"
indent-style = "space"

[tool.mypy]
python_version = "3.12"
explicit_package_bases = true
warn_return_any = true
warn_unused_configs = true
disallow_untyped_defs = false
disallow_incomplete_defs = false
check_untyped_defs = true
no_implicit_optional = true
warn_redundant_casts = true
warn_unused_ignores = false
warn_no_return = true
strict_equality = true
ignore_missing_imports = true
# Ignore untyped imports for third-party libs without stubs (pytz, requests, yaml)
# These are handled by types-* packages in dev dependencies
plugins = []
# Gradual typing: disable noisy codes for brownfield codebase (can tighten later)
disable_error_code = [
    "override", "name-defined", "has-type",
    "call-overload", "return-value", "assignment", "index", "operator",
    "no-any-return", "misc", "valid-type", "empty-body",
    "no-redef", "union-attr", "list-item", "dict-item",
    "import-untyped",
]

[[tool.mypy.overrides]]
module = "bt_api_py.exceptions"
disallow_untyped_defs = true

[[tool.mypy.overrides]]
module = "bt_api_py.ctp_env_selector"
disallow_untyped_defs = true

[[tool.mypy.overrides]]
module = "bt_api_py.bt_api"
disallow_untyped_defs = true

[[tool.mypy.overrides]]
module = "tests.*"
disallow_untyped_defs = false

[tool.bandit]
exclude_dirs = ["tests", "bt_api_py/ctp", "build", "dist", ".venv", "venv"]
skips = [
    "B101",  # assert_used - allowed in tests (ruff S101)
    "B104",  # bind all interfaces - explicit default for Prometheus exporters
    "B105",  # hardcoded_password_string - false positives on enum values (PASS),
             # empty config defaults, and field names ("refresh_token"); real
             # secret leakage is covered by gitleaks diff scanning in CI
]

[project.optional-dependencies]
dev = [
    "types-PyYAML>=6.0",
    "types-pytz>=2023.3",
    "types-requests>=2.31.0",
    "pytest>=7.0",
    "pytest-asyncio>=0.21.0",
    "pytest-sugar>=1.0.0",
    "pytest-cov>=4.0.0",
    "pytest-timeout>=2.1.0",
    "pytest-html>=4.0.0",
    "pytest-rerunfailures>=12.0",
    "pytest-xdist>=3.0.0",
    "pytest-benchmark>=4.0.0",
    "pytest-picked>=0.5.0",
    "ruff>=0.1.0",
    "mypy>=1.0",
    "pre-commit>=3.0.0",
    "bandit[toml]>=1.7.0",
    "pip-audit>=2.7.0",
    "setuptools>=83.0.0",
    "hypothesis>=6.0.0",
    "psutil>=5.9.0",
    "scikit-learn>=1.3.0",
    "pyarrow>=14.0.0",
]
security = [
    "pyjwt>=2.8.0",
    "cryptography>=41.0.0",
    "bcrypt>=4.1.0",
]
visualization = [
    "matplotlib>=3.7.0",
    "pyecharts>=2.0.0",
]
monitoring = [
    "psutil>=5.9.0",
    "aiohttp>=3.9.0",
]
email = [
    "aiosmtplib>=2.0.0",
]
time = [
    "ntplib>=0.4.0",
]
ib = [
    "ib-insync>=0.9.86",
]
ib_web = [
    "pyjwt>=2.8.0",
    "cryptography>=41.0.0",
    "playwright>=1.45.0",
]
mt5 = [
    "pymt5>=0.5.0",
]
cookies = [
    "browser-cookie3>=0.19.0",
]
all = [
    "bt_api_py[dev,security,visualization,email,time,ib,ib_web,mt5,cookies,monitoring]",
]
core-reference = [
    "bt_api_binance>=2.0.0",
    "bt_api_okx>=0.15.0",
    "bt_api_ctp>=0.15.0",
]