optz

py-client/.gitignore

@@ -0,0 +1,3 @@
+.venv/
+__pycache__/
+*.py[cod]

py-client/.python-version

@@ -0,0 +1 @@
+3.14

py-client/README.md

@@ -0,0 +1,65 @@
+# Python 3.14 客户端
+
+运行目标为 Windows x64、标准 CPython 3.14；本次验证版本为 3.14.7。
+迁移仅针对本目录，QMT 服务端及其内置 Python 不变。
+
+## 安装与运行
+
+在 `py-client` 目录执行 PowerShell 命令：
+
+```powershell
+py -3.14 -m venv .venv
+.venv/Scripts/python.exe -m pip install -r requirements.txt
+.venv/Scripts/python.exe -m pip check
+.venv/Scripts/python.exe main.py
+```
+
+`requirements.txt` 锁定本次在 Python 3.14 下实际验证的完整依赖版本。
+不要复用 Python 3.11 的虚拟环境。`.python-version` 为支持该文件的工具声明版本。
+
+## 优化范围与行为约束
+
+已审查本目录全部 39 个原有 Python 源文件；只修改有适用优化或迁移需求的文件。
+
+- 移除旧的 `from __future__ import annotations`，使用 Python 3.14 原生延迟求值注解，前向引用不再手工加引号。验证所有业务模块、类及方法注解可正常解析。
+- 订单时间解析采用上限 4096 项的 LRU 缓存；每次刷新只读取一次时间和转换一次订单状态。缓存键为日期与时间原值，订单字段变化立即生效，继续使用原 `strptime` 解析规则。
+- 信号时间边界解析采用上限 256 项的 LRU 缓存，当前时刻与允许交易的结果不缓存。
+- 趋势、做 T 信号筛选直接查持仓字典，避免逐信号扫描持仓列表；候选顺序、重复信号及行情请求顺序不变。
+- 交易时段常量复用，订单方向映射复用；避免构建单元素集合、合并校验列表和已存在状态的默认对象。
+- 保持原浮点计算、价格阈值、资金规则、调度频率、线程结构、HTTP 重试、SQLite 事务及深复制隔离语义。
+
+未启用 free-threaded Python、JIT 或多解释器线程池。现有交易任务共享客户端、锁和可变状态，切换并发模型不是等价替换。
+延迟注解的运行时读取语义由原字符串注解变为按需求值，外部 SDK 调用者若需要字符串形式，应使用 `annotationlib.get_annotations(..., format=Format.STRING)`。
+
+官方说明：[Python 3.14 延迟注解](https://docs.python.org/3.14/whatsnew/3.14.html#pep-649-pep-749-deferred-evaluation-of-annotations)。
+
+## 验证与性能
+
+```powershell
+.venv/Scripts/python.exe -B -m unittest discover -s tests -v
+.venv/Scripts/python.exe -B benchmarks/hotpaths.py
+```
+
+25 项离线测试通过，包括原 18 项测试和新增的时间边界、缓存上限、可变订单、信号顺序、原生注解回归测试。
+测试使用模拟客户端、临时 SQLite 数据库，不启动真实交易。
+
+同一 CPython 3.14.7、原算法与优化算法对比；每组重复 5 次取中位数：
+
+| 场景 | 原算法 µs/次 | 优化后 µs/次 | 倍率 |
+| --- | ---: | ---: | ---: |
+| 订单日期解析（缓存命中） | 4.263 | 0.061 | 69.90× |
+| 信号时间边界解析（缓存命中） | 0.230 | 0.045 | 5.09× |
+| 交易时段判断（下午） | 0.413 | 0.183 | 2.25× |
+| 订单方向解析 | 0.163 | 0.092 | 1.78× |
+| 1000 持仓、2000 信号筛选 | 13127.276 | 67.827 | 193.54× |
+
+以上是局部微基准，缓存未命中仍执行原解析逻辑；不是 3.11 对 3.14 的整轮交易加速数据。
+网络及数据库耗时未纳入，未做实盘端到端性能测量。
+
+## 基线问题
+
+修改前 18 项测试中 12 项失败，原因是模型仅有 `get_local_order_id` 属性，调用处却使用缺失的 `local_order_id`，存储层还将属性当方法调用。
+本次增加同一属性的兼容别名，并统一存储层属性访问，保留原属性名和 API 数据字段；这些是使既有撤单、成交对账测试恢复的接口修复。
+
+审查还发现既有 `strategy/zt/boot.py` 向做 T 的 `manage_positions`、`open_signal` 提交的参数与函数签名不匹配。
+本次未改其调度和资金流程，因此 25 项测试通过不代表该既有做 T 启动路径已可用于实盘。

py-client/benchmarks/hotpaths.py

@@ -0,0 +1,66 @@
+"""Offline microbenchmarks; run with .venv/Scripts/python benchmarks/hotpaths.py."""
+
+import sys
+from datetime import datetime, time
+from pathlib import Path
+from statistics import median
+from timeit import repeat
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from libs.calc import trading_time
+from sdk.models import _parse_datetime, _side
+from strategy.trend.open import _parse_minutes
+
+
+def original_date(date, clock):
+    clock = clock.replace(':', '').zfill(6)
+    try:
+        return datetime.strptime(date.replace('-', '') + clock, '%Y%m%d%H%M%S')
+    except ValueError:
+        return None
+
+
+def original_minutes(value):
+    try:
+        hour_text, minute_text = value.strip().split(':')
+        hour, minute = int(hour_text), int(minute_text)
+    except (TypeError, ValueError):
+        return None
+    if not 0 <= hour <= 23 or not 0 <= minute <= 59:
+        return None
+    return hour * 60 + minute
+
+
+def original_trading_time(now):
+    if now.weekday() >= 5:
+        return False
+    return time(9, 30) <= now.time() <= time(11, 30) or time(13) <= now.time() <= time(15)
+
+
+def measure(name, before, after, number=10000):
+    assert before() == after(), name
+    old = median(repeat(before, number=number, repeat=5)) / number
+    new = median(repeat(after, number=number, repeat=5)) / number
+    print(f'{name:26} {old * 1e6:10.3f} -> {new * 1e6:10.3f} us  {old / new:7.2f}x')
+
+
+def main():
+    print(sys.version)
+    print('Same interpreter, original versus optimized; cache timings are warm.')
+    now = datetime(2026, 9, 7, 14)
+    measure('order date', lambda: original_date('20260907', '100000'),
+            lambda: _parse_datetime('20260907', '100000'))
+    measure('signal time bound', lambda: original_minutes('9:30'), lambda: _parse_minutes('9:30'))
+    measure('trading session', lambda: original_trading_time(now), lambda: trading_time(now))
+    measure('order side', lambda: {'23': 'BUY', '24': 'SELL', '48': 'BUY', '49': 'SELL'}.get(str(23), ''),
+            lambda: _side(23))
+    positions = {f'{i:06}.SH': None for i in range(1000)}
+    codes = list(positions)
+    signals = [f'{i:06}.SH' for i in range(500, 2500)]
+    measure('1000 positions/2000 signals', lambda: [c for c in signals if c not in codes],
+            lambda: [c for c in signals if c not in positions], number=100)
+
+
+if __name__ == '__main__':
+    main()

py-client/config/__init__.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 import socket
 from dataclasses import dataclass, field
 from pathlib import Path

py-client/libs/calc.py

@@ -2,9 +2,14 @@ from datetime import datetime, time
 from math import floor
 
 
+_MORNING_START, _MORNING_END = time(9, 30), time(11, 30)
+_AFTERNOON_START, _AFTERNOON_END = time(13), time(15)
+
+
 def trading_time(now: datetime) -> bool:
     if now.weekday() >= 5: return False
-    return time(9, 30) <= now.time() <= time(11, 30) or time(13) <= now.time() <= time(15)
+    clock = now.time()
+    return _MORNING_START <= clock <= _MORNING_END or _AFTERNOON_START <= clock <= _AFTERNOON_END
 
 
 def calc_buy_volume(price: float, buy_value: float) -> int:
@@ -29,4 +34,4 @@ def calculate_min_profit_rate(price: float, profit_mult: int) -> float:
     elif price >= 100:
         return 7 * profit_mult  # 7%
     else:
-        return 9 * profit_mult  # 9%
+        return 9 * profit_mult  # 9%

py-client/libs/lockfile.py

@@ -1,7 +1,5 @@
 """简单的文件锁标记工具。"""
 
-from __future__ import annotations
-
 from os import PathLike
 from pathlib import Path
 

py-client/libs/order.py

@@ -1,7 +1,5 @@
 """策略共用委托簿。"""
 
-from __future__ import annotations
-
 import secrets
 from dataclasses import dataclass
 from datetime import datetime, timedelta
@@ -69,17 +67,19 @@ class OrderBook:
         canceled = 0
 
         for item in orders:
+            status = str(item.order_status)
             # 不处理状态不对的
-            if str(item.order_status) not in TRACKED_STATUSES:
+            if status not in TRACKED_STATUSES:
                 continue
-            if str(item.order_status) in BUSY_STATUSES:
+            if status in BUSY_STATUSES:
                 busy_keys.add(self._busy_key(item.side, item.stock_code))
             # 清理过期的
+            created_at = item.created_at
             if (
-                item.created_at is not None
+                created_at is not None
                 and item.local_order_id.startswith(f"{self.order_prefix}-")
-                and str(item.order_status) in CANCELABLE_STATUSES
-                and current - item.created_at > self.cancel_timeout_sec
+                and status in CANCELABLE_STATUSES
+                and current - created_at > self.cancel_timeout_sec
             ):
                 try:
                     client.cancel_by_id(item.order_sys_id)

py-client/libs/orderbook.py

@@ -1,13 +1,12 @@
 """SQLite positions and deals, aligned with SDK models; one writer per database."""
 
-from __future__ import annotations
-
 import math
 import sqlite3
 from contextlib import closing
 from dataclasses import asdict, fields
 from datetime import datetime
 from pathlib import Path
+from itertools import chain
 
 from sdk import DealItem, PositionItem
 
@@ -106,7 +105,7 @@ class OrderBook:
             raise ValueError('System order ID and positive volume are required')
         
         row = asdict(deal)
-        row['order_local_id'] = deal.get_local_order_id()
+        row['order_local_id'] = deal.local_order_id
         if not row['order_local_id']:
             raise ValueError('Local order ID is required')
         
@@ -145,7 +144,7 @@ class OrderBook:
                 raise ValueError('Execution history is append-only')
             new_deals = deals[len(self.deals):]
         positions = [{**POSITION_DEFAULTS, **item} for item in items.values()]
-        for row in [*positions, *new_deals]:
+        for row in chain(positions, new_deals):
             if any(isinstance(value, float) and not math.isfinite(value) for value in row.values()):
                 raise ValueError('Numeric values must be finite')
         with closing(self._connect()) as db, db:

py-client/libs/runtime.py

@@ -1,7 +1,5 @@
 """策略单次运行所需的公共上下文对象。"""
 
-from __future__ import annotations
-
 from concurrent.futures import ThreadPoolExecutor
 from dataclasses import dataclass
 

py-client/requirements.txt

@@ -1,4 +1,13 @@
-httpx>=0.27,<1
-PyYAML>=6.0
-APScheduler>=3.10,<4
-CacheLib>=0.13,<1
+# Validated on Windows x64, CPython 3.14.7. Install with pip -r.
+anyio==4.15.1
+APScheduler==3.11.3
+cachelib==0.17.0
+certifi==2026.7.22
+h11==0.16.0
+httpcore==1.0.9
+httpx==0.28.1
+idna==3.19
+PyYAML==6.0.3
+typing_extensions==4.16.0
+tzdata==2026.3
+tzlocal==5.4.4

py-client/sdk/client.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 import json
 from dataclasses import asdict, is_dataclass
 from typing import Any
@@ -33,13 +31,13 @@ class HTTPClient:
     def close(self) -> None:
         self.http.close()
 
-    def __enter__(self) -> "HTTPClient":
+    def __enter__(self) -> HTTPClient:
         return self
 
     def __exit__(self, *_args: object) -> None:
         self.close()
 
-    def set_account_type(self, account_type: str) -> "HTTPClient":
+    def set_account_type(self, account_type: str) -> HTTPClient:
         if account_type.strip():
             self.account_type = account_type
         return self

py-client/sdk/context.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from typing import Any
 
 

py-client/sdk/data.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from .models import Tick
 
 

py-client/sdk/get.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from typing import Any
 from urllib.parse import urlencode
 

py-client/sdk/models.py

@@ -1,7 +1,10 @@
-from __future__ import annotations
 from datetime import datetime
 from dataclasses import dataclass, field
 from typing import Any
+from functools import lru_cache
+
+
+_SIDES = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}
 
 
 def _number(value: Any, kind: type = float) -> Any:
@@ -40,6 +43,9 @@ class OrderItem:
     def get_local_order_id(self) -> str:
         return self.remark.split("|", 1)[0]
 
+    # Keep the existing property name available to SDK callers.
+    local_order_id = get_local_order_id
+
     @property
     def created_at(self) -> datetime | None:
         return _parse_datetime(self.insert_date, self.insert_time)
@@ -71,6 +77,8 @@ class DealItem:
     def get_local_order_id(self) -> str:
         return self.remark.split("|", 1)[0]
 
+    local_order_id = get_local_order_id
+
 
 @dataclass(slots=True)
 class PositionItem:
@@ -111,9 +119,10 @@ class Portfolio:
 
 
 def _side(offset_flag: int) -> str:
-    return {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}.get(str(offset_flag), "")
+    return _SIDES.get(str(offset_flag), "")
 
 
+@lru_cache(maxsize=4096)
 def _parse_datetime(date: str, clock: str) -> datetime | None:
     clock = clock.replace(":", "").zfill(6)
     try:
@@ -129,7 +138,7 @@ class Tick:
     raw: dict[str, Any] = field(default_factory=dict)
 
     @classmethod
-    def from_dict(cls, data: Any) -> "Tick":
+    def from_dict(cls, data: Any) -> Tick:
         if not isinstance(data, dict):
             return cls()
         return cls(

py-client/sdk/portfolio.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from typing import Any
 
 from .models import Assets, DealItem, OrderItem, Portfolio, PositionItem

py-client/sdk/sys.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from typing import Any
 
 

py-client/sdk/trade.py

@@ -1,5 +1,3 @@
-from __future__ import annotations
-
 from typing import Any
 
 

py-client/strategy/ipo/boot.py

@@ -1,7 +1,5 @@
 """新股自动申购，提供交易日校验、券商对账和本地幂等保护。"""
 
-from __future__ import annotations
-
 import json
 import logging
 from datetime import datetime, time

py-client/strategy/trend/boot.py

@@ -3,8 +3,6 @@
 该模块负责组合 SDK、配置、状态存储和趋势策略组件，供 main.py 调用。
 """
 
-from __future__ import annotations
-
 import time
 import logging as log
 from concurrent.futures import Future, ThreadPoolExecutor
@@ -161,7 +159,7 @@ def RunOnce(run: Runtime, signals: list[SignalItem]) -> None:
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
-        if signal.code not in position_codes:
+        if signal.code not in portfolio.positions:
             allow_open.append(signal)
             allow_codes.append(signal.code)
 

py-client/strategy/trend/open.py

@@ -1,8 +1,7 @@
 """趋势策略开仓逻辑。"""
 
-from __future__ import annotations
-
 from datetime import datetime
+from functools import lru_cache
 
 from libs import calc_buy_volume
 from sdk import OP_BUY
@@ -164,6 +163,7 @@ def check_timezone(timezone: str, now: datetime | None = None) -> bool:
     return False
 
 
+@lru_cache(maxsize=256)
 def _parse_minutes(value: str) -> int | None:
     """把 ``时:分`` 转换为当天分钟数，无效值返回 None。"""
     try:

py-client/strategy/trend/positions.py

@@ -1,7 +1,5 @@
 """趋势策略持仓止盈与分级补仓。"""
 
-from __future__ import annotations
-
 from dataclasses import dataclass
 
 from libs.calc import calc_buy_volume, calculate_min_profit_rate
@@ -34,7 +32,7 @@ def manage_positions(
     # 遍历处理每个持仓
     for position in positions:
         try:
-            available = max(0, 0, available)
+            available = max(0, available)
             code = position.stock_code
             tick = ticks.get(code)
             if code in runtime.account_cfg.excluded_codes:
@@ -130,7 +128,7 @@ def handle_profit(
             False,
             f"上涨至 {pnl_rate:.2f}%，峰值网格={observation.current_grid}",
         )
-    if observation.state in {GridState.STEADY}:
+    if observation.state == GridState.STEADY:
         return TradeDecision(False)
     if runtime.orders.busy(position.stock_code, "SELL"):
         return TradeDecision(False, "卖出委托处理中")

py-client/strategy/zt/boot.py

@@ -3,8 +3,6 @@
 该模块负责组合 SDK、配置、状态存储和做 T 策略组件，供 main.py 调用。
 """
 
-from __future__ import annotations
-
 from concurrent.futures import Future, ThreadPoolExecutor
 import logging as log
 import time
@@ -143,7 +141,7 @@ def RunOnce(run: Runtime, state: TState, signals: list[SignalItem]) -> None:
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
-        if signal.code not in position_codes:
+        if signal.code not in portfolio.positions:
             allow_open.append(signal)
             allow_codes.append(signal.code)
 
@@ -196,4 +194,4 @@ def _wait_worker(name: str, future: Future) -> None:
     try:
         future.result()
     except Exception:
-        log.exception("[运行] %s线程失败", name)
+        log.exception("[运行] %s线程失败", name)

py-client/strategy/zt/open.py

@@ -1,7 +1,5 @@
 """使用 dcm 信号建立做 T 底仓。"""
 
-from __future__ import annotations
-
 from datetime import datetime
 import logging as log
 import math

py-client/strategy/zt/positions.py

@@ -1,7 +1,5 @@
 """日内先卖后买的做 T 规则，不包含趋势补仓或整仓止盈。"""
 
-from __future__ import annotations
-
 import logging as log
 import math
 

py-client/strategy/zt/state.py

@@ -1,7 +1,5 @@
 """做 T 策略的持仓状态和逐笔实际成交记录。"""
 
-from __future__ import annotations
-
 import math
 from dataclasses import dataclass
 from datetime import datetime
@@ -115,7 +113,10 @@ class TState:
                     self.items[code] = TStateItem(code, -delta)
 
             for row in rows:
-                item = self.items.setdefault(row['stock_code'], TStateItem(row['stock_code']))
+                code = row['stock_code']
+                item = self.items.get(code)
+                if item is None:
+                    item = self.items[code] = TStateItem(code)
                 self._reset(item, row['trade_date'])
                 qty, amount = row['volume'], row['trade_amount']
                 if row['order_local_id'].startswith('zt-base-'):

py-client/tests/test_python314_performance.py

@@ -0,0 +1,113 @@
+"""Offline regression checks for the Python 3.14 performance changes."""
+
+import importlib
+import inspect
+import unittest
+from annotationlib import Format, get_annotations
+from concurrent.futures import Future
+from datetime import datetime, time, timedelta
+from pathlib import Path
+from types import SimpleNamespace
+from unittest.mock import Mock, patch
+
+from libs.calc import trading_time
+from libs.signal import SignalItem
+from sdk.models import OrderItem, _parse_datetime
+from strategy.trend import boot
+from strategy.trend.open import _parse_minutes, check_timezone
+
+
+class PerformanceRegressionTests(unittest.TestCase):
+    def test_trading_time_matches_original_for_week_and_boundaries(self):
+        start = datetime(2026, 9, 7)
+        for minute in range(7 * 24 * 60):
+            now = start + timedelta(minutes=minute)
+            expected = now.weekday() < 5 and (
+                time(9, 30) <= now.time() <= time(11, 30)
+                or time(13) <= now.time() <= time(15)
+            )
+            self.assertEqual(trading_time(now), expected, now)
+        for clock in ((11, 30), (15, 0)):
+            self.assertFalse(trading_time(start.replace(hour=clock[0], minute=clock[1], microsecond=1)))
+
+    def test_date_parser_preserves_strptime_acceptance(self):
+        for date in ('20260907', '2026-09-07', '', '20260229', '20240229', '202691'):
+            for clock in ('100000', '10:00:00', '93000', '', '240000', 'bad', '1'):
+                try:
+                    expected = datetime.strptime(date.replace('-', '') + clock.replace(':', '').zfill(6), '%Y%m%d%H%M%S')
+                except ValueError:
+                    expected = None
+                self.assertEqual(_parse_datetime(date, clock), expected, (date, clock))
+
+    def test_date_cache_tracks_mutable_order_fields(self):
+        order = OrderItem(insert_date='20260907', insert_time='100000', remark='first|trend')
+        self.assertEqual(order.created_at, datetime(2026, 9, 7, 10))
+        order.insert_time = '110000'
+        order.remark = 'second|trend'
+        self.assertEqual(order.created_at, datetime(2026, 9, 7, 11))
+        self.assertEqual(order.local_order_id, 'second')
+        self.assertEqual(order.get_local_order_id, 'second')
+
+    def test_caches_are_bounded(self):
+        _parse_minutes.cache_clear()
+        _parse_datetime.cache_clear()
+        for i in range(4200):
+            _parse_datetime('invalid', str(i))
+            _parse_minutes(str(i))
+        self.assertLessEqual(_parse_datetime.cache_info().currsize, 4096)
+        self.assertLessEqual(_parse_minutes.cache_info().currsize, 256)
+
+    def test_timezone_boundaries_and_current_time_not_cached(self):
+        for hour in range(24):
+            for minute in range(60):
+                now = datetime(2026, 9, 7, hour, minute)
+                m = hour * 60 + minute
+                self.assertEqual(check_timezone('9:30-10:30,invalid,23:00-1:00', now),
+                                 570 <= m <= 630 or m >= 1380 or m <= 60)
+        self.assertTrue(check_timezone('*'))
+        self.assertFalse(check_timezone('24:00-25:00'))
+        self.assertFalse(check_timezone(''))
+
+    def test_signal_order_duplicates_and_request_order_preserved(self):
+        future = Future()
+        future.set_result(None)
+        assets = SimpleNamespace(available=100, total=100)
+        portfolio = SimpleNamespace(assets=assets, positions={'held': object()}, orders=[])
+        run = SimpleNamespace(client=Mock(), orders=Mock(), executor=Mock(),
+                              account_cfg=SimpleNamespace(account_id='test', min_cash_ratio=0.1))
+        run.client.portfolio.return_value = portfolio
+        run.client.full_tick.return_value = {}
+        run.executor.submit.return_value = future
+        signals = [SignalItem(code=c) for c in ('new-b', 'held', 'new-a', 'new-b')]
+        with patch.object(boot, 'trading_time', return_value=True), \
+             patch.object(boot, 'market_allow_open', return_value=True), \
+             patch.object(boot, '_cache_portfolio'), patch('builtins.print'):
+            boot.RunOnce(run, signals)
+        run.client.full_tick.assert_called_once_with(['held', 'new-b', 'new-a'])
+        self.assertEqual(run.executor.submit.call_args_list[1].args,
+                         (boot.open_signal, run, {}, [signals[0], signals[2], signals[3]]))
+
+    def test_native_annotations_resolve_for_all_application_modules(self):
+        root = Path(__file__).resolve().parents[1]
+        paths = [p for name in ('config', 'sdk', 'libs', 'strategy')
+                 for p in (root / name).rglob('*.py')]
+        for path in paths:
+            parts = list(path.relative_to(root).with_suffix('').parts)
+            if parts[-1] == '__init__':
+                parts.pop()
+            module = importlib.import_module('.'.join(parts))
+            for obj in vars(module).values():
+                if (inspect.isclass(obj) or inspect.isfunction(obj)) and obj.__module__ == module.__name__:
+                    get_annotations(obj, format=Format.VALUE)
+                    if inspect.isclass(obj):
+                        for member in vars(obj).values():
+                            if isinstance(member, (classmethod, staticmethod)):
+                                member = member.__func__
+                            elif isinstance(member, property):
+                                member = member.fget
+                            if inspect.isfunction(member):
+                                get_annotations(member, format=Format.VALUE)
+
+
+if __name__ == '__main__':
+    unittest.main()