fix (frozen=True, slots=True)

py-client/config/__init__.py

@@ -7,7 +7,7 @@ from pathlib import Path
 import yaml
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class SignalConfig:
     """单个交易信号的数据源及开仓限制配置。"""
 
@@ -21,7 +21,7 @@ class SignalConfig:
     gt_last_price_is_open: bool = False
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class GlobalConfig:
     """所有主机共享的系统配置。"""
 
@@ -37,7 +37,7 @@ class GlobalConfig:
     signals: dict[str, SignalConfig] = field(default_factory=dict)
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class AccountConfig:
     """当前主机所使用的账户及交易策略参数。"""
 

py-client/libs/signal.py

@@ -4,12 +4,12 @@ import secrets
 from .http import get_json
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class SignalItem:
     signal_key: str = ""; code: str = ""; name: str = ""; desc: str = ""; last_close: float = 0
     tech_indicator: dict[str, float] = field(default_factory=dict)
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class SignalResult:
     code: str = ""; total: int = 0; updated: str = ""; data: dict[str, SignalItem] = field(default_factory=dict); message: str = ""
 

py-client/sdk/models.py

@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
         return kind()
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class OrderItem:
     """由 QMT 委托明细解析得到的标准订单记录。"""
     id: str
@@ -64,7 +64,7 @@ class OrderItem:
         )
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class PositionItem:
     stock_code: str = ""
     stock_name: str = ""
@@ -122,7 +122,7 @@ class PositionItem:
         )
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class Assets:
     total: float = 0.0
     available: float = 0.0
@@ -136,7 +136,7 @@ class Assets:
         )
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class Portfolio:
     assets: Assets
     positions: dict[str, PositionItem]
@@ -152,7 +152,7 @@ def _trade_datetime(data: dict[str, Any]) -> datetime | None:
         return None
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class Tick:
     last_price: float = 0.0
     last_close: float = 0.0
@@ -169,7 +169,7 @@ class Tick:
         )
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class HistoryDataRequest:
     length: int = 10
     period: str = ""
@@ -178,7 +178,7 @@ class HistoryDataRequest:
     skip_paused: bool = True
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class MarketDataRequest:
     fields: list[str] = field(default_factory=list)
     stocks: list[str] = field(default_factory=list)
@@ -189,7 +189,7 @@ class MarketDataRequest:
     count: int = 0
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class FinancialDataRequest:
     tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
     report_type: str = ""; barpos: int = 0
@@ -197,22 +197,22 @@ class FinancialDataRequest:
     start_date: str = ""; end_date: str = ""
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class FactorDataRequest:
     field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
     stock_code: str = ""; start_date: str = ""; end_date: str = ""
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class BSMPriceRequest:
     option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class BSMIVRequest:
     option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class LocalDataRequest:
     stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0

py-client/strategy/trend/runtime.py

@@ -14,7 +14,7 @@ from .state import State
 from .watch import DipWatch
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class Runtime:
     """集中保存趋势策略运行期间共享的依赖和状态。
 

py-client/strategy/trend/state.py

@@ -17,7 +17,7 @@ from sdk import OrderItem, PositionItem
 TERMINAL_STATUSES = {"53", "54", "56", "57"}
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class StateItem:
     code: str
     base_order_id: str = ""
@@ -35,7 +35,7 @@ class StateItem:
         return self.added_amount / self.added_qty if self.added_qty else 0.0
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class PendingOrder:
     order_id: str
     kind: str

py-client/strategy/trend/watch.py

@@ -4,7 +4,7 @@ from datetime import datetime, timedelta
 from threading import Lock
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class _Entry:
     last_close: float
     expires_at: datetime

py-client/strategy/zt/runtime.py

@@ -11,7 +11,7 @@ from strategy.trend.watch import DipWatch
 from .state import TState
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class Runtime:
     client: Client
     global_cfg: GlobalConfig

py-client/strategy/zt/state.py

@@ -17,7 +17,7 @@ BUYING = "BUYING"
 DONE = "DONE"
 
 
-@dataclass(slots=True)
+@dataclass(frozen=True, slots=True)
 class TStateItem:
     code: str
     base_qty: int = 0