chore: manage env with uv (pyproject + lockfile)
Migrate dependency management from requirements.txt to uv. Runtime deps move to pyproject.toml with pytest in the dev group; uv.lock pins the resolved set. Docs updated to use `uv sync` / `uv run`. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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@@ -39,36 +39,38 @@ Data comes from **baostock (primary)** with **akshare (fallback)**.
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## Install
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The env is managed with [uv](https://docs.astral.sh/uv/). `uv sync` builds `.venv` from `pyproject.toml` + `uv.lock`; prefix commands with `uv run` (no manual activation needed).
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```bash
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pip install -r requirements.txt
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uv sync
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```
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## Quick start
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```bash
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# 1. Download daily bars for a few symbols (writes a month-partitioned dataset).
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python3 cli.py data download \
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uv run python cli.py data download \
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--universe sh600000,sz000001,sh600519 \
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--start-date 2024-01-01 --end-date 2024-03-31 \
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--output-dir data/daily_bars
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# 2. Compute an alpha (position weights) from that data.
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# --data-path is the dataset DIRECTORY ({output-dir}/{universe}).
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python3 cli.py alpha reversal \
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uv run python cli.py alpha reversal \
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--data-path "data/daily_bars/sh600000,sz000001,sh600519"
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# 3. Evaluate it (return / Sharpe / turnover / drawdown).
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python3 cli.py alpha eval \
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uv run python cli.py alpha eval \
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--alpha-path alphas/reversal_5d.pq \
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--data-path "data/daily_bars/sh600000,sz000001,sh600519"
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# Tests
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python3 -m pytest tests/ -v # tests/test_alpha.py is network-free; test_downloader.py hits the network
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uv run python -m pytest tests/ -v # tests/test_alpha.py is network-free; test_downloader.py hits the network
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```
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## CLI reference
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All commands are subcommands of `python3 cli.py`. Add `--help` to any of them.
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All commands are subcommands of `uv run python cli.py`. Add `--help` to any of them.
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### `data download` — fetch daily bars → partitioned parquet dataset
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@@ -93,8 +95,8 @@ set. Symbols use the internal `sh600000` / `sz000001` form (exchange prefix + co
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### `alpha list` — show registered alpha types
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```bash
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python3 cli.py alpha list
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python3 cli.py alpha list --alpha-module path/to/my_alpha.py # include an external alpha
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uv run python cli.py alpha list
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uv run python cli.py alpha list --alpha-module path/to/my_alpha.py # include an external alpha
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```
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### `alpha compute` — alpha class → weights parquet
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@@ -114,7 +116,7 @@ Only the params an alpha's `__init__` accepts are forwarded, so passing extras
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(e.g. `--vol-window` to a reversal alpha) is harmless.
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```bash
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python3 cli.py alpha compute \
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uv run python cli.py alpha compute \
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--data-path <data>.pq \
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--alpha-type reversal_vol --alpha-name rv_5_20 \
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--lookback 5 --vol-window 20
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@@ -123,14 +125,14 @@ python3 cli.py alpha compute \
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Shortcuts for the two most common built-ins:
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```bash
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python3 cli.py alpha reversal --data-path <data>.pq --lookback 5
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python3 cli.py alpha reversal-vol --data-path <data>.pq --lookback 5 --vol-window 20
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uv run python cli.py alpha reversal --data-path <data>.pq --lookback 5
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uv run python cli.py alpha reversal-vol --data-path <data>.pq --lookback 5 --vol-window 20
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```
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### `alpha eval` — score an alpha as a portfolio
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```bash
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python3 cli.py alpha eval --alpha-path alphas/<name>.pq --data-path <data>.pq
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uv run python cli.py alpha eval --alpha-path alphas/<name>.pq --data-path <data>.pq
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```
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Interprets the weights as a portfolio and reports cumulative return, annual
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@@ -148,7 +150,7 @@ position weights, not return predictors.
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| `--output-dir` | `combos` | Output directory |
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```bash
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python3 cli.py combo combine \
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uv run python cli.py combo combine \
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--alpha-paths alphas/reversal_5d.pq,alphas/reversal_vol_5d_20d.pq \
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--combo-name eq --method equal_weight
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```
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@@ -166,9 +168,9 @@ directory) to stdout, without writing a throwaway script.
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| `--info` | off | Show shape + dtypes instead of the rows |
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```bash
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python3 cli.py pqcat alphas/reversal_5d.pq # dump all rows
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python3 cli.py pqcat data/daily_bars/csi500 --info # shape + dtypes
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python3 cli.py pqcat data/daily_bars/csi500 -n 10 -c symbol_id,date,close,vwap
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uv run python cli.py pqcat alphas/reversal_5d.pq # dump all rows
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uv run python cli.py pqcat data/daily_bars/csi500 --info # shape + dtypes
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uv run python cli.py pqcat data/daily_bars/csi500 -n 10 -c symbol_id,date,close,vwap
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```
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**Standalone command.** `tools/pqcat.py` has no repo dependencies, so it can be
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@@ -195,7 +197,7 @@ volume over a time range.
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| `-c, --columns` | `close,volume` | Comma-separated bar columns to show |
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```bash
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python3 cli.py alphaview \
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uv run python cli.py alphaview \
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--data-path data/daily_bars/csi500 \
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--alpha-path alphas/reversal_5d.pq,alphas/momentum_5d.pq \
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--symbol sh600000 --start-date 2024-01-01 --end-date 2024-03-31 \
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@@ -260,7 +262,7 @@ with `--alpha-module` (a `.py` path or an importable dotted module). See the
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worked example in `examples/alphas/mean_reversion.py`:
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```bash
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python3 cli.py alpha compute \
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uv run python cli.py alpha compute \
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--alpha-module examples/alphas/mean_reversion.py \
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--alpha-type mean_reversion --alpha-name mr20 \
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--param window=20 \
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