新增北交所回测

rqalpha/const.py

@@ -201,6 +201,7 @@ class EXCHANGE(CustomEnum):
     CZCE = "CZCE"
     CFFEX = "CFFEX"
     SGEX = "SGEX"
+    BJSE = "BJSE"
 
 
 # noinspection PyPep8Naming

rqalpha/data/base_data_source/data_source.py

@@ -100,8 +100,6 @@ def _p(name):
                 instruments.append(Instrument(
                     i, 
                     lambda i: self._future_info_store.get_tick_size(i),
-                    # lambda i, dt: env.data_proxy.get_futures_trading_parameters(i, dt).long_margin_ratio,
-                    # lambda i, dt: env.data_proxy.get_futures_trading_parameters(i, dt).short_margin_ratio
                     ))
         for ins_type in self.DEFAULT_INS_TYPES:
             self.register_instruments_store(InstrumentStore(instruments, ins_type))

rqalpha/data/bundle.py

@@ -419,19 +419,19 @@ def __call__(self, path, fields, **kwargs):
                     h5.close()
 
 
-def process_init(args: Optional[Synchronized] = None):
+def process_init(args: Optional[Synchronized] = None, enable_bjse: bool = False):
     import warnings
     with warnings.catch_warnings(record=True):
         # catch warning: rqdatac is already inited. Settings will be changed
-        rqdatac.init()
+        rqdatac.init(enable_bjse=enable_bjse)
     init_logger()
     # Initialize process shared variables
     if args:
         global sval
         sval = args
 
 
-def update_bundle(path, create, enable_compression=False, concurrency=1):
+def update_bundle(path, create, enable_compression=False, concurrency=1, enable_bjse: bool = False):
     if create:
         _DayBarTask = GenerateDayBarTask
     else:
@@ -458,7 +458,7 @@ def update_bundle(path, create, enable_compression=False, concurrency=1):
 
     succeed = multiprocessing.Value(c_bool, True)
     with ProgressedProcessPoolExecutor(
-            max_workers=concurrency, initializer=process_init, initargs=(succeed, )
+            max_workers=concurrency, initializer=process_init, initargs=(succeed, enable_bjse)
     ) as executor:
         # windows上子进程需要执行rqdatac.init, 其他os则需要执行rqdatac.reset; rqdatac.init包含了rqdatac.reset的功能
         for func in gen_file_funcs:

setup.cfg

@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.4.3
+version = 5.5.0
 
 [versioneer]
 VCS = git