Update Version 3.4.10

Author: shinny-pack

PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: tqsdk
-Version: 3.4.9
+Version: 3.4.10
 Summary: TianQin SDK
 Home-page: https://www.shinnytech.com/tqsdk
 Author: TianQin

doc/conf.py

@@ -48,9 +48,9 @@
 # built documents.
 #
 # The short X.Y version.
-version = u'3.4.9'
+version = u'3.4.10'
 # The full version, including alpha/beta/rc tags.
-release = u'3.4.9'
+release = u'3.4.10'
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

doc/version.rst

@@ -2,6 +2,12 @@
 
 版本变更
 =============================
+3.4.10 (2023/09/22)
+
+* 修复：pandas 2.1.0 版本 fillna 、NumericBlock 会报 deprecated warning 的问题
+* 优化：磁盘空间剩余小于10G，默认不写入日志
+
+
 3.4.9 (2023/09/15)
 
 * 修复：回测时 :py:class:`~tqsdk.TqSim` 可能出现 volume_short_today 为负数的问题

setup.py

@@ -8,7 +8,7 @@
 
 setuptools.setup(
     name='tqsdk',
-    version="3.4.9",
+    version="3.4.10",
     description='TianQin SDK',
     author='TianQin',
     author_email='tianqincn@gmail.com',

tqsdk/__version__.py

@@ -1 +1 @@
-__version__ = '3.4.9'
+__version__ = '3.4.10'

tqsdk/api.py

@@ -42,8 +42,10 @@
 from pandas._libs.internals import BlockPlacement
 if tuple(map(int, pd.__version__.split("."))) < (1, 3, 0):
     from pandas.core.internals import FloatBlock
-else:
+elif tuple(map(int, pd.__version__.split("."))) < (2, 1, 0):
     from pandas.core.internals import NumericBlock as FloatBlock
+else:
+    from pandas.core.internals.blocks import NumpyBlock as FloatBlock
 
 from tqsdk.auth import TqAuth
 from tqsdk.baseApi import TqBaseApi
@@ -136,7 +138,7 @@ def __init__(self, account: Optional[Union[TqMultiAccount, UnionTradeable]] = No
                     + 仅有本地模拟账户 :py:class:`~tqsdk.TqSim`、:py:class:`~tqsdk.TqSimStock` 时，调试信息不输出。
 
                     + 当有其他类型账户时，即 :py:class:`~tqsdk.TqAccount`、:py:class:`~tqsdk.TqKq`、:py:class:`~tqsdk.TqKqStock`，\
-                    调试信息输出到指定文件夹 `~/.tqsdk/logs`（如果磁盘剩余空间不足 3G 则不会输出调试信息）。
+                    调试信息输出到指定文件夹 `~/.tqsdk/logs`（如果磁盘剩余空间不足 10G 则不会输出调试信息）。
 
                 * True: 调试信息会输出到指定文件夹 `~/.tqsdk/logs`。
 
@@ -3117,8 +3119,8 @@ def _setup_connection(self):
         if not self._logger.handlers and (self._debug or (not self._account._all_sim_account and self._debug is not False)):
             _clear_logs()  # 先清空日志
             log_name = self._debug if isinstance(self._debug, str) else _get_log_name()
-            if self._debug is not None or _get_disk_free() >= 3:
-                # self._debug is None 并且磁盘剩余空间小于 3G 则不写入日志
+            if self._debug is not None or _get_disk_free() >= 10:
+                # self._debug is None 并且磁盘剩余空间小于 10G 则不写入日志
                 fh = logging.FileHandler(filename=log_name)
                 fh.setFormatter(JSONFormatter())
                 fh.setLevel(logging.DEBUG)

tqsdk/calendar.py

@@ -95,7 +95,7 @@ def _ensure_cont_on_df(self, cont):
         temp_df = pd.DataFrame(data=TqContCalendar.continuous[cont], columns=['date', 'underlying'])
         temp_df['date'] = pd.Series(pd.to_datetime(temp_df['date'], format='%Y%m%d'))
         merge_result = pd.merge(temp_df, self.df, sort=True, how="outer", on="date")
-        merge_result.fillna(method="ffill", inplace=True)
+        merge_result.ffill(inplace=True)
         merge_result.fillna(value="", inplace=True)
         s = merge_result.loc[merge_result.date.ge(self.start_dt) & merge_result.date.le(self.end_dt), 'underlying']
         self.df[cont] = pd.Series(s.values)

tqsdk/tradeable/sim/trade_base.py

@@ -182,9 +182,12 @@ def settle(self):
         positions = {}
         for k, v in self._positions.items():
             positions[k] = v.copy()
-            positions[k]["pos_long"] = v['pos_long_his'] + v['pos_long_today']
-            positions[k]["pos_short"] = v['pos_short_his'] + v['pos_short_today']
-            positions[k]["pos"] = positions[k]["pos_long"] - positions[k]["pos_short"]
+            if v.get('pos_long_his') is not None and v.get('pos_long_today') is not None:
+                positions[k]["pos_long"] = v['pos_long_his'] + v['pos_long_today']
+            if v.get('pos_short_his') is not None and v.get('pos_short_today') is not None:
+                positions[k]["pos_short"] = v['pos_short_his'] + v['pos_short_today']
+            if v.get('pos_long') is not None and v.get('pos_short') is not None:
+                positions[k]["pos"] = positions[k]["pos_long"] - positions[k]["pos_short"]
         trade_log = {
             "trades": self._trades,
             "account": self._account.copy(),