NewAI Enhanced
4.3.0
Features
- vnpy.alpha: Added WorldQuant Alpha 101 factor dataset
Changes
- vnpy_sec/vnpy_esunny: Updated to support v4.0
- vnpy_ctabacktester: Strategy editor now supports Cursor and PyCharm
- vnpy_ctastrategy: Backtest engine adds RGR performance metric
- ArrayManager: Added type hints for indicator calculation function overloads
- vnpy_ctp: Enhanced logging for order cancellations (non-trading hours, insufficient funds, etc.)
- DataProxy: Comparison operators now return
pl.Int32instead ofBool - Refactored:
ts_slope,ts_rsquare,ts_resioperator functions
Fixes
- vnpy_ib: Fixed history query thread contention (added lock to
query_history) - vnpy_optionmaster: Fixed implied volatility convergence for deep OTM options
新增
- vnpy.alpha增加WorldQuant的Alpha 101因子特征数据集
调整
- vnpy_sec/vnpy_esunny升级适配4.0版本
- vnpy_ctabacktester的策略代码编辑功能支持cursor和pycharm编辑器
- vnpy_ctastrategy的回测引擎,增加RGR绩效统计指标(感谢上弦之月贡献)
- ArrayManager增加对于指标计算函数重载(Function Overload)的类型提示声明
- vnpy_ctp增加特殊情况撤单(非交易时段、资金不足等)的日志输出
- DataProxy的所有比较运算,直接返回pl.Int32(而不是Bool)
- 重构ts_slope / ts_rsquare / ts_resi算子函数
修复
- vnpy_ib修复查询历史数据问题(query_history函数增加查询锁解决多线程冲突问题)
- vnpy_optionmaster修复深度虚值期权的隐含波动率计算收敛问题