From 717f4c963b334526eb797c7bb6e2532c00303772 Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Fri, 12 Jan 2024 14:10:11 +0800
Subject: [PATCH 1/8] =?UTF-8?q?=E5=85=BC=E5=AE=B9=20python=3D=3D3.12=20(#8?=
 =?UTF-8?q?38)?=
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* modify .readthedocs.yml

* 兼容py3.12改动

* rqalpha 兼容 py3.12

---------

Co-authored-by: 周嘉俊 <35399214+Zhou-JiaJun@users.noreply.github.com>
Co-authored-by: Cuizi7 <Cuizi7@users.noreply.github.com>
Co-authored-by: 周嘉俊 <654181984@qq.com>
---
 rqalpha/_version.py |  274 ++++++++---
 setup.cfg           |    2 +-
 versioneer.py       | 1136 +++++++++++++++++++++++++------------------
 3 files changed, 845 insertions(+), 567 deletions(-)

diff --git a/rqalpha/_version.py b/rqalpha/_version.py
index 37e65fc17..d9c373d5d 100644
--- a/rqalpha/_version.py
+++ b/rqalpha/_version.py
@@ -5,8 +5,9 @@
 # directories (produced by setup.py build) will contain a much shorter file
 # that just contains the computed version number.
 
-# This file is released into the public domain. Generated by
-# versioneer-0.18 (https://github.com/warner/python-versioneer)
+# This file is released into the public domain.
+# Generated by versioneer-0.28
+# https://github.com/python-versioneer/python-versioneer
 
 """Git implementation of _version.py."""
 
@@ -15,6 +16,8 @@
 import re
 import subprocess
 import sys
+from typing import Callable, Dict
+import functools
 
 
 def get_keywords():
@@ -40,8 +43,8 @@ def get_config():
     # _version.py
     cfg = VersioneerConfig()
     cfg.VCS = "git"
-    cfg.style = "pep440-ricequant"
-    cfg.tag_prefix = "release/"
+    cfg.style = "pep440"
+    cfg.tag_prefix = ""
     cfg.parentdir_prefix = "rqalpha"
     cfg.versionfile_source = "rqalpha/_version.py"
     cfg.verbose = False
@@ -52,12 +55,12 @@ class NotThisMethod(Exception):
     """Exception raised if a method is not valid for the current scenario."""
 
 
-LONG_VERSION_PY = {}
-HANDLERS = {}
+LONG_VERSION_PY: Dict[str, str] = {}
+HANDLERS: Dict[str, Dict[str, Callable]] = {}
 
 
 def register_vcs_handler(vcs, method):  # decorator
-    """Decorator to mark a method as the handler for a particular VCS."""
+    """Create decorator to mark a method as the handler of a VCS."""
     def decorate(f):
         """Store f in HANDLERS[vcs][method]."""
         if vcs not in HANDLERS:
@@ -71,17 +74,25 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
                 env=None):
     """Call the given command(s)."""
     assert isinstance(commands, list)
-    p = None
-    for c in commands:
+    process = None
+
+    popen_kwargs = {}
+    if sys.platform == "win32":
+        # This hides the console window if pythonw.exe is used
+        startupinfo = subprocess.STARTUPINFO()
+        startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW
+        popen_kwargs["startupinfo"] = startupinfo
+
+    for command in commands:
         try:
-            dispcmd = str([c] + args)
+            dispcmd = str([command] + args)
             # remember shell=False, so use git.cmd on windows, not just git
-            p = subprocess.Popen([c] + args, cwd=cwd, env=env,
-                                 stdout=subprocess.PIPE,
-                                 stderr=(subprocess.PIPE if hide_stderr
-                                         else None))
+            process = subprocess.Popen([command] + args, cwd=cwd, env=env,
+                                       stdout=subprocess.PIPE,
+                                       stderr=(subprocess.PIPE if hide_stderr
+                                               else None), **popen_kwargs)
             break
-        except EnvironmentError:
+        except OSError:
             e = sys.exc_info()[1]
             if e.errno == errno.ENOENT:
                 continue
@@ -93,15 +104,13 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
         if verbose:
             print("unable to find command, tried %s" % (commands,))
         return None, None
-    stdout = p.communicate()[0].strip()
-    if sys.version_info[0] >= 3:
-        stdout = stdout.decode()
-    if p.returncode != 0:
+    stdout = process.communicate()[0].strip().decode()
+    if process.returncode != 0:
         if verbose:
             print("unable to run %s (error)" % dispcmd)
             print("stdout was %s" % stdout)
-        return None, p.returncode
-    return stdout, p.returncode
+        return None, process.returncode
+    return stdout, process.returncode
 
 
 def versions_from_parentdir(parentdir_prefix, root, verbose):
@@ -113,15 +122,14 @@ def versions_from_parentdir(parentdir_prefix, root, verbose):
     """
     rootdirs = []
 
-    for i in range(3):
+    for _ in range(3):
         dirname = os.path.basename(root)
         if dirname.startswith(parentdir_prefix):
             return {"version": dirname[len(parentdir_prefix):],
                     "full-revisionid": None,
                     "dirty": False, "error": None, "date": None}
-        else:
-            rootdirs.append(root)
-            root = os.path.dirname(root)  # up a level
+        rootdirs.append(root)
+        root = os.path.dirname(root)  # up a level
 
     if verbose:
         print("Tried directories %s but none started with prefix %s" %
@@ -138,22 +146,21 @@ def git_get_keywords(versionfile_abs):
     # _version.py.
     keywords = {}
     try:
-        f = open(versionfile_abs, "r")
-        for line in f.readlines():
-            if line.strip().startswith("git_refnames ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["refnames"] = mo.group(1)
-            if line.strip().startswith("git_full ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["full"] = mo.group(1)
-            if line.strip().startswith("git_date ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["date"] = mo.group(1)
-        f.close()
-    except EnvironmentError:
+        with open(versionfile_abs, "r") as fobj:
+            for line in fobj:
+                if line.strip().startswith("git_refnames ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["refnames"] = mo.group(1)
+                if line.strip().startswith("git_full ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["full"] = mo.group(1)
+                if line.strip().startswith("git_date ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["date"] = mo.group(1)
+    except OSError:
         pass
     return keywords
 
@@ -161,10 +168,14 @@ def git_get_keywords(versionfile_abs):
 @register_vcs_handler("git", "keywords")
 def git_versions_from_keywords(keywords, tag_prefix, verbose):
     """Get version information from git keywords."""
-    if not keywords:
-        raise NotThisMethod("no keywords at all, weird")
+    if "refnames" not in keywords:
+        raise NotThisMethod("Short version file found")
     date = keywords.get("date")
     if date is not None:
+        # Use only the last line.  Previous lines may contain GPG signature
+        # information.
+        date = date.splitlines()[-1]
+
         # git-2.2.0 added "%cI", which expands to an ISO-8601 -compliant
         # datestamp. However we prefer "%ci" (which expands to an "ISO-8601
         # -like" string, which we must then edit to make compliant), because
@@ -177,11 +188,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         if verbose:
             print("keywords are unexpanded, not using")
         raise NotThisMethod("unexpanded keywords, not a git-archive tarball")
-    refs = set([r.strip() for r in refnames.strip("()").split(",")])
+    refs = {r.strip() for r in refnames.strip("()").split(",")}
     # starting in git-1.8.3, tags are listed as "tag: foo-1.0" instead of
     # just "foo-1.0". If we see a "tag: " prefix, prefer those.
     TAG = "tag: "
-    tags = set([r[len(TAG):] for r in refs if r.startswith(TAG)])
+    tags = {r[len(TAG):] for r in refs if r.startswith(TAG)}
     if not tags:
         # Either we're using git < 1.8.3, or there really are no tags. We use
         # a heuristic: assume all version tags have a digit. The old git %d
@@ -190,7 +201,7 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # between branches and tags. By ignoring refnames without digits, we
         # filter out many common branch names like "release" and
         # "stabilization", as well as "HEAD" and "master".
-        tags = set([r for r in refs if re.search(r'\d', r)])
+        tags = {r for r in refs if re.search(r'\d', r)}
         if verbose:
             print("discarding '%s', no digits" % ",".join(refs - tags))
     if verbose:
@@ -199,6 +210,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # sorting will prefer e.g. "2.0" over "2.0rc1"
         if ref.startswith(tag_prefix):
             r = ref[len(tag_prefix):]
+            # Filter out refs that exactly match prefix or that don't start
+            # with a number once the prefix is stripped (mostly a concern
+            # when prefix is '')
+            if not re.match(r'\d', r):
+                continue
             if verbose:
                 print("picking %s" % r)
             return {"version": r,
@@ -214,7 +230,7 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
 
 
 @register_vcs_handler("git", "pieces_from_vcs")
-def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
+def git_pieces_from_vcs(tag_prefix, root, verbose, runner=run_command):
     """Get version from 'git describe' in the root of the source tree.
 
     This only gets called if the git-archive 'subst' keywords were *not*
@@ -225,8 +241,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     if sys.platform == "win32":
         GITS = ["git.cmd", "git.exe"]
 
-    out, rc = run_command(GITS, ["rev-parse", "--git-dir"], cwd=root,
-                          hide_stderr=True)
+    # GIT_DIR can interfere with correct operation of Versioneer.
+    # It may be intended to be passed to the Versioneer-versioned project,
+    # but that should not change where we get our version from.
+    env = os.environ.copy()
+    env.pop("GIT_DIR", None)
+    runner = functools.partial(runner, env=env)
+
+    _, rc = runner(GITS, ["rev-parse", "--git-dir"], cwd=root,
+                   hide_stderr=not verbose)
     if rc != 0:
         if verbose:
             print("Directory %s not under git control" % root)
@@ -234,15 +257,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
 
     # if there is a tag matching tag_prefix, this yields TAG-NUM-gHEX[-dirty]
     # if there isn't one, this yields HEX[-dirty] (no NUM)
-    describe_out, rc = run_command(GITS, ["describe", "--tags", "--dirty",
-                                          "--always", "--long",
-                                          "--match", "%s*" % tag_prefix],
-                                   cwd=root)
+    describe_out, rc = runner(GITS, [
+        "describe", "--tags", "--dirty", "--always", "--long",
+        "--match", f"{tag_prefix}[[:digit:]]*"
+    ], cwd=root)
     # --long was added in git-1.5.5
     if describe_out is None:
         raise NotThisMethod("'git describe' failed")
     describe_out = describe_out.strip()
-    full_out, rc = run_command(GITS, ["rev-parse", "HEAD"], cwd=root)
+    full_out, rc = runner(GITS, ["rev-parse", "HEAD"], cwd=root)
     if full_out is None:
         raise NotThisMethod("'git rev-parse' failed")
     full_out = full_out.strip()
@@ -252,6 +275,39 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     pieces["short"] = full_out[:7]  # maybe improved later
     pieces["error"] = None
 
+    branch_name, rc = runner(GITS, ["rev-parse", "--abbrev-ref", "HEAD"],
+                             cwd=root)
+    # --abbrev-ref was added in git-1.6.3
+    if rc != 0 or branch_name is None:
+        raise NotThisMethod("'git rev-parse --abbrev-ref' returned error")
+    branch_name = branch_name.strip()
+
+    if branch_name == "HEAD":
+        # If we aren't exactly on a branch, pick a branch which represents
+        # the current commit. If all else fails, we are on a branchless
+        # commit.
+        branches, rc = runner(GITS, ["branch", "--contains"], cwd=root)
+        # --contains was added in git-1.5.4
+        if rc != 0 or branches is None:
+            raise NotThisMethod("'git branch --contains' returned error")
+        branches = branches.split("\n")
+
+        # Remove the first line if we're running detached
+        if "(" in branches[0]:
+            branches.pop(0)
+
+        # Strip off the leading "* " from the list of branches.
+        branches = [branch[2:] for branch in branches]
+        if "master" in branches:
+            branch_name = "master"
+        elif not branches:
+            branch_name = None
+        else:
+            # Pick the first branch that is returned. Good or bad.
+            branch_name = branches[0]
+
+    pieces["branch"] = branch_name
+
     # parse describe_out. It will be like TAG-NUM-gHEX[-dirty] or HEX[-dirty]
     # TAG might have hyphens.
     git_describe = describe_out
@@ -268,7 +324,7 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
         # TAG-NUM-gHEX
         mo = re.search(r'^(.+)-(\d+)-g([0-9a-f]+)$', git_describe)
         if not mo:
-            # unparseable. Maybe git-describe is misbehaving?
+            # unparsable. Maybe git-describe is misbehaving?
             pieces["error"] = ("unable to parse git-describe output: '%s'"
                                % describe_out)
             return pieces
@@ -293,13 +349,14 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     else:
         # HEX: no tags
         pieces["closest-tag"] = None
-        count_out, rc = run_command(GITS, ["rev-list", "HEAD", "--count"],
-                                    cwd=root)
-        pieces["distance"] = int(count_out)  # total number of commits
+        out, rc = runner(GITS, ["rev-list", "HEAD", "--left-right"], cwd=root)
+        pieces["distance"] = len(out.split())  # total number of commits
 
     # commit date: see ISO-8601 comment in git_versions_from_keywords()
-    date = run_command(GITS, ["show", "-s", "--format=%ci", "HEAD"],
-                       cwd=root)[0].strip()
+    date = runner(GITS, ["show", "-s", "--format=%ci", "HEAD"], cwd=root)[0].strip()
+    # Use only the last line.  Previous lines may contain GPG signature
+    # information.
+    date = date.splitlines()[-1]
     pieces["date"] = date.strip().replace(" ", "T", 1).replace(" ", "", 1)
 
     return pieces
@@ -337,19 +394,67 @@ def render_pep440(pieces):
     return rendered
 
 
-def render_pep440_pre(pieces):
-    """TAG[.post.devDISTANCE] -- No -dirty.
+def render_pep440_branch(pieces):
+    """TAG[[.dev0]+DISTANCE.gHEX[.dirty]] .
+
+    The ".dev0" means not master branch. Note that .dev0 sorts backwards
+    (a feature branch will appear "older" than the master branch).
 
     Exceptions:
-    1: no tags. 0.post.devDISTANCE
+    1: no tags. 0[.dev0]+untagged.DISTANCE.gHEX[.dirty]
     """
     if pieces["closest-tag"]:
         rendered = pieces["closest-tag"]
+        if pieces["distance"] or pieces["dirty"]:
+            if pieces["branch"] != "master":
+                rendered += ".dev0"
+            rendered += plus_or_dot(pieces)
+            rendered += "%d.g%s" % (pieces["distance"], pieces["short"])
+            if pieces["dirty"]:
+                rendered += ".dirty"
+    else:
+        # exception #1
+        rendered = "0"
+        if pieces["branch"] != "master":
+            rendered += ".dev0"
+        rendered += "+untagged.%d.g%s" % (pieces["distance"],
+                                          pieces["short"])
+        if pieces["dirty"]:
+            rendered += ".dirty"
+    return rendered
+
+
+def pep440_split_post(ver):
+    """Split pep440 version string at the post-release segment.
+
+    Returns the release segments before the post-release and the
+    post-release version number (or -1 if no post-release segment is present).
+    """
+    vc = str.split(ver, ".post")
+    return vc[0], int(vc[1] or 0) if len(vc) == 2 else None
+
+
+def render_pep440_pre(pieces):
+    """TAG[.postN.devDISTANCE] -- No -dirty.
+
+    Exceptions:
+    1: no tags. 0.post0.devDISTANCE
+    """
+    if pieces["closest-tag"]:
         if pieces["distance"]:
-            rendered += ".post.dev%d" % pieces["distance"]
+            # update the post release segment
+            tag_version, post_version = pep440_split_post(pieces["closest-tag"])
+            rendered = tag_version
+            if post_version is not None:
+                rendered += ".post%d.dev%d" % (post_version + 1, pieces["distance"])
+            else:
+                rendered += ".post0.dev%d" % (pieces["distance"])
+        else:
+            # no commits, use the tag as the version
+            rendered = pieces["closest-tag"]
     else:
         # exception #1
-        rendered = "0.post.dev%d" % pieces["distance"]
+        rendered = "0.post0.dev%d" % pieces["distance"]
     return rendered
 
 
@@ -380,25 +485,32 @@ def render_pep440_post(pieces):
     return rendered
 
 
-def render_pep440_ricequant(pieces):
-    """TAG[.devDISTANCE.gHEX[.dirty]] .
+def render_pep440_post_branch(pieces):
+    """TAG[.postDISTANCE[.dev0]+gHEX[.dirty]] .
+
+    The ".dev0" means not master branch.
 
     Exceptions:
-    1: no tags. 0.devDISTANCE.gHEX[.dirty]
+    1: no tags. 0.postDISTANCE[.dev0]+gHEX[.dirty]
     """
     if pieces["closest-tag"]:
         rendered = pieces["closest-tag"]
         if pieces["distance"] or pieces["dirty"]:
-            rendered += ".dev%d" % pieces["distance"]
-            rendered += ".g%s" % pieces["short"]
+            rendered += ".post%d" % pieces["distance"]
+            if pieces["branch"] != "master":
+                rendered += ".dev0"
+            rendered += plus_or_dot(pieces)
+            rendered += "g%s" % pieces["short"]
+            if pieces["dirty"]:
+                rendered += ".dirty"
     else:
         # exception #1
-        rendered = "0.dev%d" % pieces["distance"]
-        rendered += ".g%s" % pieces["short"]
-
-    if pieces["dirty"]:
-        rendered += ".dirty"
-
+        rendered = "0.post%d" % pieces["distance"]
+        if pieces["branch"] != "master":
+            rendered += ".dev0"
+        rendered += "+g%s" % pieces["short"]
+        if pieces["dirty"]:
+            rendered += ".dirty"
     return rendered
 
 
@@ -407,7 +519,7 @@ def render_pep440_old(pieces):
 
     The ".dev0" means dirty.
 
-    Eexceptions:
+    Exceptions:
     1: no tags. 0.postDISTANCE[.dev0]
     """
     if pieces["closest-tag"]:
@@ -478,14 +590,16 @@ def render(pieces, style):
 
     if style == "pep440":
         rendered = render_pep440(pieces)
+    elif style == "pep440-branch":
+        rendered = render_pep440_branch(pieces)
     elif style == "pep440-pre":
         rendered = render_pep440_pre(pieces)
     elif style == "pep440-post":
         rendered = render_pep440_post(pieces)
+    elif style == "pep440-post-branch":
+        rendered = render_pep440_post_branch(pieces)
     elif style == "pep440-old":
         rendered = render_pep440_old(pieces)
-    elif style == 'pep440-ricequant':
-        rendered = render_pep440_ricequant(pieces)
     elif style == "git-describe":
         rendered = render_git_describe(pieces)
     elif style == "git-describe-long":
@@ -519,7 +633,7 @@ def get_versions():
         # versionfile_source is the relative path from the top of the source
         # tree (where the .git directory might live) to this file. Invert
         # this to find the root from __file__.
-        for i in cfg.versionfile_source.split('/'):
+        for _ in cfg.versionfile_source.split('/'):
             root = os.path.dirname(root)
     except NameError:
         return {"version": "0+unknown", "full-revisionid": None,
diff --git a/setup.cfg b/setup.cfg
index 18281801d..54394e43c 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.3.4
+version = 5.3.5
 
 [versioneer]
 VCS = git
diff --git a/versioneer.py b/versioneer.py
index e389d28c4..645fc868a 100644
--- a/versioneer.py
+++ b/versioneer.py
@@ -1,5 +1,4 @@
-# -*- coding: utf-8 -*-
-# Version: 0.18
+# Version: 0.28
 
 """The Versioneer - like a rocketeer, but for versions.
 
@@ -7,18 +6,14 @@
 ==============
 
 * like a rocketeer, but for versions!
-* https://github.com/warner/python-versioneer
+* https://github.com/python-versioneer/python-versioneer
 * Brian Warner
-* License: Public Domain
-* Compatible With: python2.6, 2.7, 3.2, 3.3, 3.4, 3.5, 3.6, and pypy
-* [![Latest Version]
-(https://pypip.in/version/versioneer/badge.svg?style=flat)
-](https://pypi.python.org/pypi/versioneer/)
-* [![Build Status]
-(https://travis-ci.org/warner/python-versioneer.png?branch=master)
-](https://travis-ci.org/warner/python-versioneer)
-
-This is a tool for managing a recorded version number in distutils-based
+* License: Public Domain (Unlicense)
+* Compatible with: Python 3.7, 3.8, 3.9, 3.10 and pypy3
+* [![Latest Version][pypi-image]][pypi-url]
+* [![Build Status][travis-image]][travis-url]
+
+This is a tool for managing a recorded version number in setuptools-based
 python projects. The goal is to remove the tedious and error-prone "update
 the embedded version string" step from your release process. Making a new
 release should be as easy as recording a new tag in your version-control
@@ -27,9 +22,38 @@
 
 ## Quick Install
 
-* `pip install versioneer` to somewhere to your $PATH
-* add a `[versioneer]` section to your setup.cfg (see below)
-* run `versioneer install` in your source tree, commit the results
+Versioneer provides two installation modes. The "classic" vendored mode installs
+a copy of versioneer into your repository. The experimental build-time dependency mode
+is intended to allow you to skip this step and simplify the process of upgrading.
+
+### Vendored mode
+
+* `pip install versioneer` to somewhere in your $PATH
+   * A [conda-forge recipe](https://github.com/conda-forge/versioneer-feedstock) is
+     available, so you can also use `conda install -c conda-forge versioneer`
+* add a `[tool.versioneer]` section to your `pyproject.toml` or a
+  `[versioneer]` section to your `setup.cfg` (see [Install](INSTALL.md))
+   * Note that you will need to add `tomli; python_version < "3.11"` to your
+     build-time dependencies if you use `pyproject.toml`
+* run `versioneer install --vendor` in your source tree, commit the results
+* verify version information with `python setup.py version`
+
+### Build-time dependency mode
+
+* `pip install versioneer` to somewhere in your $PATH
+   * A [conda-forge recipe](https://github.com/conda-forge/versioneer-feedstock) is
+     available, so you can also use `conda install -c conda-forge versioneer`
+* add a `[tool.versioneer]` section to your `pyproject.toml` or a
+  `[versioneer]` section to your `setup.cfg` (see [Install](INSTALL.md))
+* add `versioneer` (with `[toml]` extra, if configuring in `pyproject.toml`)
+  to the `requires` key of the `build-system` table in `pyproject.toml`:
+  ```toml
+  [build-system]
+  requires = ["setuptools", "versioneer[toml]"]
+  build-backend = "setuptools.build_meta"
+  ```
+* run `versioneer install --no-vendor` in your source tree, commit the results
+* verify version information with `python setup.py version`
 
 ## Version Identifiers
 
@@ -61,7 +85,7 @@
 for example `git describe --tags --dirty --always` reports things like
 "0.7-1-g574ab98-dirty" to indicate that the checkout is one revision past the
 0.7 tag, has a unique revision id of "574ab98", and is "dirty" (it has
-uncommitted changes.
+uncommitted changes).
 
 The version identifier is used for multiple purposes:
 
@@ -166,7 +190,7 @@
 
 Some situations are known to cause problems for Versioneer. This details the
 most significant ones. More can be found on Github
-[issues page](https://github.com/warner/python-versioneer/issues).
+[issues page](https://github.com/python-versioneer/python-versioneer/issues).
 
 ### Subprojects
 
@@ -180,7 +204,7 @@
   `setup.cfg`, and `tox.ini`. Projects like these produce multiple PyPI
   distributions (and upload multiple independently-installable tarballs).
 * Source trees whose main purpose is to contain a C library, but which also
-  provide bindings to Python (and perhaps other langauges) in subdirectories.
+  provide bindings to Python (and perhaps other languages) in subdirectories.
 
 Versioneer will look for `.git` in parent directories, and most operations
 should get the right version string. However `pip` and `setuptools` have bugs
@@ -194,9 +218,9 @@
 Pip-8.1.1 is known to have this problem, but hopefully it will get fixed in
 some later version.
 
-[Bug #38](https://github.com/warner/python-versioneer/issues/38) is tracking
+[Bug #38](https://github.com/python-versioneer/python-versioneer/issues/38) is tracking
 this issue. The discussion in
-[PR #61](https://github.com/warner/python-versioneer/pull/61) describes the
+[PR #61](https://github.com/python-versioneer/python-versioneer/pull/61) describes the
 issue from the Versioneer side in more detail.
 [pip PR#3176](https://github.com/pypa/pip/pull/3176) and
 [pip PR#3615](https://github.com/pypa/pip/pull/3615) contain work to improve
@@ -224,31 +248,20 @@
 cause egg_info to be rebuilt (including `sdist`, `wheel`, and installing into
 a different virtualenv), so this can be surprising.
 
-[Bug #83](https://github.com/warner/python-versioneer/issues/83) describes
+[Bug #83](https://github.com/python-versioneer/python-versioneer/issues/83) describes
 this one, but upgrading to a newer version of setuptools should probably
 resolve it.
 
-### Unicode version strings
-
-While Versioneer works (and is continually tested) with both Python 2 and
-Python 3, it is not entirely consistent with bytes-vs-unicode distinctions.
-Newer releases probably generate unicode version strings on py2. It's not
-clear that this is wrong, but it may be surprising for applications when then
-write these strings to a network connection or include them in bytes-oriented
-APIs like cryptographic checksums.
-
-[Bug #71](https://github.com/warner/python-versioneer/issues/71) investigates
-this question.
-
 
 ## Updating Versioneer
 
 To upgrade your project to a new release of Versioneer, do the following:
 
 * install the new Versioneer (`pip install -U versioneer` or equivalent)
-* edit `setup.cfg`, if necessary, to include any new configuration settings
-  indicated by the release notes. See [UPGRADING](./UPGRADING.md) for details.
-* re-run `versioneer install` in your source tree, to replace
+* edit `setup.cfg` and `pyproject.toml`, if necessary,
+  to include any new configuration settings indicated by the release notes.
+  See [UPGRADING](./UPGRADING.md) for details.
+* re-run `versioneer install --[no-]vendor` in your source tree, to replace
   `SRC/_version.py`
 * commit any changed files
 
@@ -265,33 +278,56 @@
 direction and include code from all supported VCS systems, reducing the
 number of intermediate scripts.
 
+## Similar projects
+
+* [setuptools_scm](https://github.com/pypa/setuptools_scm/) - a non-vendored build-time
+  dependency
+* [minver](https://github.com/jbweston/miniver) - a lightweight reimplementation of
+  versioneer
+* [versioningit](https://github.com/jwodder/versioningit) - a PEP 518-based setuptools
+  plugin
 
 ## License
 
 To make Versioneer easier to embed, all its code is dedicated to the public
 domain. The `_version.py` that it creates is also in the public domain.
-Specifically, both are released under the Creative Commons "Public Domain
-Dedication" license (CC0-1.0), as described in
-https://creativecommons.org/publicdomain/zero/1.0/ .
+Specifically, both are released under the "Unlicense", as described in
+https://unlicense.org/.
 
-"""
+[pypi-image]: https://img.shields.io/pypi/v/versioneer.svg
+[pypi-url]: https://pypi.python.org/pypi/versioneer/
+[travis-image]:
+https://img.shields.io/travis/com/python-versioneer/python-versioneer.svg
+[travis-url]: https://travis-ci.com/github/python-versioneer/python-versioneer
 
-from __future__ import print_function
+"""
+# pylint:disable=invalid-name,import-outside-toplevel,missing-function-docstring
+# pylint:disable=missing-class-docstring,too-many-branches,too-many-statements
+# pylint:disable=raise-missing-from,too-many-lines,too-many-locals,import-error
+# pylint:disable=too-few-public-methods,redefined-outer-name,consider-using-with
+# pylint:disable=attribute-defined-outside-init,too-many-arguments
 
-try:
-    import configparser
-except ImportError:
-    import ConfigParser as configparser
+import configparser
 import errno
 import json
 import os
 import re
 import subprocess
 import sys
+import functools
 
 
 from pkg_resources import parse_version
 
+have_tomllib = True
+if sys.version_info >= (3, 11):
+    import tomllib
+else:
+    try:
+        import tomli as tomllib
+    except ImportError:
+        have_tomllib = False
+
 
 class VersioneerConfig:
     """Container for Versioneer configuration parameters."""
@@ -325,12 +361,12 @@ def get_root():
         # module-import table will cache the first one. So we can't use
         # os.path.dirname(__file__), as that will find whichever
         # versioneer.py was first imported, even in later projects.
-        me = os.path.realpath(os.path.abspath(__file__))
-        me_dir = os.path.normcase(os.path.splitext(me)[0])
+        my_path = os.path.realpath(os.path.abspath(__file__))
+        me_dir = os.path.normcase(os.path.splitext(my_path)[0])
         vsr_dir = os.path.normcase(os.path.splitext(versioneer_py)[0])
-        if me_dir != vsr_dir:
+        if me_dir != vsr_dir and "VERSIONEER_PEP518" not in globals():
             print("Warning: build in %s is using versioneer.py from %s"
-                  % (os.path.dirname(me), versioneer_py))
+                  % (os.path.dirname(my_path), versioneer_py))
     except NameError:
         pass
     return root
@@ -338,31 +374,38 @@ def get_root():
 
 def get_config_from_root(root):
     """Read the project setup.cfg file to determine Versioneer config."""
-    # This might raise EnvironmentError (if setup.cfg is missing), or
+    # This might raise OSError (if setup.cfg is missing), or
     # configparser.NoSectionError (if it lacks a [versioneer] section), or
     # configparser.NoOptionError (if it lacks "VCS="). See the docstring at
     # the top of versioneer.py for instructions on writing your setup.cfg .
+    pyproject_toml = os.path.join(root, "pyproject.toml")
     setup_cfg = os.path.join(root, "setup.cfg")
-    parser = configparser.SafeConfigParser()
-    with open(setup_cfg, "r") as f:
-        parser.readfp(f)
-    VCS = parser.get("versioneer", "VCS")  # mandatory
+    section = None
+    if os.path.exists(pyproject_toml) and have_tomllib:
+        try:
+            with open(pyproject_toml, 'rb') as fobj:
+                pp = tomllib.load(fobj)
+            section = pp['tool']['versioneer']
+        except (tomllib.TOMLDecodeError, KeyError):
+            pass
+    if not section:
+        parser = configparser.ConfigParser()
+        with open(setup_cfg) as cfg_file:
+            parser.read_file(cfg_file)
+        parser.get("versioneer", "VCS")  # raise error if missing
 
-    def get(parser, name):
-        if parser.has_option("versioneer", name):
-            return parser.get("versioneer", name)
-        return None
+        section = parser["versioneer"]
 
     cfg = VersioneerConfig()
-    cfg.VCS = VCS
-    cfg.style = get(parser, "style") or ""
-    cfg.versionfile_source = get(parser, "versionfile_source")
-    cfg.versionfile_build = get(parser, "versionfile_build")
-    cfg.tag_prefix = get(parser, "tag_prefix")
-    if cfg.tag_prefix in ("''", '""'):
+    cfg.VCS = section['VCS']
+    cfg.style = section.get("style", "")
+    cfg.versionfile_source = section.get("versionfile_source")
+    cfg.versionfile_build = section.get("versionfile_build")
+    cfg.tag_prefix = section.get("tag_prefix")
+    if cfg.tag_prefix in ("''", '""', None):
         cfg.tag_prefix = ""
-    cfg.parentdir_prefix = get(parser, "parentdir_prefix")
-    cfg.verbose = get(parser, "verbose")
+    cfg.parentdir_prefix = section.get("parentdir_prefix")
+    cfg.verbose = section.get("verbose")
     return cfg
 
 
@@ -376,15 +419,11 @@ class NotThisMethod(Exception):
 
 
 def register_vcs_handler(vcs, method):  # decorator
-    """Decorator to mark a method as the handler for a particular VCS."""
-
+    """Create decorator to mark a method as the handler of a VCS."""
     def decorate(f):
         """Store f in HANDLERS[vcs][method]."""
-        if vcs not in HANDLERS:
-            HANDLERS[vcs] = {}
-        HANDLERS[vcs][method] = f
+        HANDLERS.setdefault(vcs, {})[method] = f
         return f
-
     return decorate
 
 
@@ -392,17 +431,25 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
                 env=None):
     """Call the given command(s)."""
     assert isinstance(commands, list)
-    p = None
-    for c in commands:
+    process = None
+
+    popen_kwargs = {}
+    if sys.platform == "win32":
+        # This hides the console window if pythonw.exe is used
+        startupinfo = subprocess.STARTUPINFO()
+        startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW
+        popen_kwargs["startupinfo"] = startupinfo
+
+    for command in commands:
         try:
-            dispcmd = str([c] + args)
+            dispcmd = str([command] + args)
             # remember shell=False, so use git.cmd on windows, not just git
-            p = subprocess.Popen([c] + args, cwd=cwd, env=env,
-                                 stdout=subprocess.PIPE,
-                                 stderr=(subprocess.PIPE if hide_stderr
-                                         else None))
+            process = subprocess.Popen([command] + args, cwd=cwd, env=env,
+                                       stdout=subprocess.PIPE,
+                                       stderr=(subprocess.PIPE if hide_stderr
+                                               else None), **popen_kwargs)
             break
-        except EnvironmentError:
+        except OSError:
             e = sys.exc_info()[1]
             if e.errno == errno.ENOENT:
                 continue
@@ -414,26 +461,25 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
         if verbose:
             print("unable to find command, tried %s" % (commands,))
         return None, None
-    stdout = p.communicate()[0].strip()
-    if sys.version_info[0] >= 3:
-        stdout = stdout.decode()
-    if p.returncode != 0:
+    stdout = process.communicate()[0].strip().decode('utf-8')
+    if process.returncode != 0:
         if verbose:
             print("unable to run %s (error)" % dispcmd)
             print("stdout was %s" % stdout)
-        return None, p.returncode
-    return stdout, p.returncode
+        return None, process.returncode
+    return stdout, process.returncode
 
 
-LONG_VERSION_PY['git'] = '''
+LONG_VERSION_PY['git'] = r'''
 # This file helps to compute a version number in source trees obtained from
 # git-archive tarball (such as those provided by githubs download-from-tag
 # feature). Distribution tarballs (built by setup.py sdist) and build
 # directories (produced by setup.py build) will contain a much shorter file
 # that just contains the computed version number.
 
-# This file is released into the public domain. Generated by
-# versioneer-0.18 (https://github.com/warner/python-versioneer)
+# This file is released into the public domain.
+# Generated by versioneer-0.28
+# https://github.com/python-versioneer/python-versioneer
 
 """Git implementation of _version.py."""
 
@@ -442,6 +488,7 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
 import re
 import subprocess
 import sys
+import functools
 
 
 def get_keywords():
@@ -484,7 +531,7 @@ class NotThisMethod(Exception):
 
 
 def register_vcs_handler(vcs, method):  # decorator
-    """Decorator to mark a method as the handler for a particular VCS."""
+    """Create decorator to mark a method as the handler of a VCS."""
     def decorate(f):
         """Store f in HANDLERS[vcs][method]."""
         if vcs not in HANDLERS:
@@ -498,17 +545,25 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
                 env=None):
     """Call the given command(s)."""
     assert isinstance(commands, list)
-    p = None
-    for c in commands:
+    process = None
+
+    popen_kwargs = {}
+    if sys.platform == "win32":
+        # This hides the console window if pythonw.exe is used
+        startupinfo = subprocess.STARTUPINFO()
+        startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW
+        popen_kwargs["startupinfo"] = startupinfo
+
+    for command in commands:
         try:
-            dispcmd = str([c] + args)
+            dispcmd = str([command] + args)
             # remember shell=False, so use git.cmd on windows, not just git
-            p = subprocess.Popen([c] + args, cwd=cwd, env=env,
-                                 stdout=subprocess.PIPE,
-                                 stderr=(subprocess.PIPE if hide_stderr
-                                         else None))
+            process = subprocess.Popen([command] + args, cwd=cwd, env=env,
+                                       stdout=subprocess.PIPE,
+                                       stderr=(subprocess.PIPE if hide_stderr
+                                               else None), **popen_kwargs)
             break
-        except EnvironmentError:
+        except OSError:
             e = sys.exc_info()[1]
             if e.errno == errno.ENOENT:
                 continue
@@ -520,15 +575,13 @@ def run_command(commands, args, cwd=None, verbose=False, hide_stderr=False,
         if verbose:
             print("unable to find command, tried %%s" %% (commands,))
         return None, None
-    stdout = p.communicate()[0].strip()
-    if sys.version_info[0] >= 3:
-        stdout = stdout.decode()
-    if p.returncode != 0:
+    stdout = process.communicate()[0].strip().decode()
+    if process.returncode != 0:
         if verbose:
             print("unable to run %%s (error)" %% dispcmd)
             print("stdout was %%s" %% stdout)
-        return None, p.returncode
-    return stdout, p.returncode
+        return None, process.returncode
+    return stdout, process.returncode
 
 
 def versions_from_parentdir(parentdir_prefix, root, verbose):
@@ -540,15 +593,14 @@ def versions_from_parentdir(parentdir_prefix, root, verbose):
     """
     rootdirs = []
 
-    for i in range(3):
+    for _ in range(3):
         dirname = os.path.basename(root)
         if dirname.startswith(parentdir_prefix):
             return {"version": dirname[len(parentdir_prefix):],
                     "full-revisionid": None,
                     "dirty": False, "error": None, "date": None}
-        else:
-            rootdirs.append(root)
-            root = os.path.dirname(root)  # up a level
+        rootdirs.append(root)
+        root = os.path.dirname(root)  # up a level
 
     if verbose:
         print("Tried directories %%s but none started with prefix %%s" %%
@@ -565,22 +617,21 @@ def git_get_keywords(versionfile_abs):
     # _version.py.
     keywords = {}
     try:
-        f = open(versionfile_abs, "r")
-        for line in f.readlines():
-            if line.strip().startswith("git_refnames ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["refnames"] = mo.group(1)
-            if line.strip().startswith("git_full ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["full"] = mo.group(1)
-            if line.strip().startswith("git_date ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["date"] = mo.group(1)
-        f.close()
-    except EnvironmentError:
+        with open(versionfile_abs, "r") as fobj:
+            for line in fobj:
+                if line.strip().startswith("git_refnames ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["refnames"] = mo.group(1)
+                if line.strip().startswith("git_full ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["full"] = mo.group(1)
+                if line.strip().startswith("git_date ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["date"] = mo.group(1)
+    except OSError:
         pass
     return keywords
 
@@ -588,10 +639,14 @@ def git_get_keywords(versionfile_abs):
 @register_vcs_handler("git", "keywords")
 def git_versions_from_keywords(keywords, tag_prefix, verbose):
     """Get version information from git keywords."""
-    if not keywords:
-        raise NotThisMethod("no keywords at all, weird")
+    if "refnames" not in keywords:
+        raise NotThisMethod("Short version file found")
     date = keywords.get("date")
     if date is not None:
+        # Use only the last line.  Previous lines may contain GPG signature
+        # information.
+        date = date.splitlines()[-1]
+
         # git-2.2.0 added "%%cI", which expands to an ISO-8601 -compliant
         # datestamp. However we prefer "%%ci" (which expands to an "ISO-8601
         # -like" string, which we must then edit to make compliant), because
@@ -604,11 +659,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         if verbose:
             print("keywords are unexpanded, not using")
         raise NotThisMethod("unexpanded keywords, not a git-archive tarball")
-    refs = set([r.strip() for r in refnames.strip("()").split(",")])
+    refs = {r.strip() for r in refnames.strip("()").split(",")}
     # starting in git-1.8.3, tags are listed as "tag: foo-1.0" instead of
     # just "foo-1.0". If we see a "tag: " prefix, prefer those.
     TAG = "tag: "
-    tags = set([r[len(TAG):] for r in refs if r.startswith(TAG)])
+    tags = {r[len(TAG):] for r in refs if r.startswith(TAG)}
     if not tags:
         # Either we're using git < 1.8.3, or there really are no tags. We use
         # a heuristic: assume all version tags have a digit. The old git %%d
@@ -617,7 +672,7 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # between branches and tags. By ignoring refnames without digits, we
         # filter out many common branch names like "release" and
         # "stabilization", as well as "HEAD" and "master".
-        tags = set([r for r in refs if re.search(r'\d', r)])
+        tags = {r for r in refs if re.search(r'\d', r)}
         if verbose:
             print("discarding '%%s', no digits" %% ",".join(refs - tags))
     if verbose:
@@ -626,6 +681,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # sorting will prefer e.g. "2.0" over "2.0rc1"
         if ref.startswith(tag_prefix):
             r = ref[len(tag_prefix):]
+            # Filter out refs that exactly match prefix or that don't start
+            # with a number once the prefix is stripped (mostly a concern
+            # when prefix is '')
+            if not re.match(r'\d', r):
+                continue
             if verbose:
                 print("picking %%s" %% r)
             return {"version": r,
@@ -641,7 +701,7 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
 
 
 @register_vcs_handler("git", "pieces_from_vcs")
-def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
+def git_pieces_from_vcs(tag_prefix, root, verbose, runner=run_command):
     """Get version from 'git describe' in the root of the source tree.
 
     This only gets called if the git-archive 'subst' keywords were *not*
@@ -652,8 +712,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     if sys.platform == "win32":
         GITS = ["git.cmd", "git.exe"]
 
-    out, rc = run_command(GITS, ["rev-parse", "--git-dir"], cwd=root,
-                          hide_stderr=True)
+    # GIT_DIR can interfere with correct operation of Versioneer.
+    # It may be intended to be passed to the Versioneer-versioned project,
+    # but that should not change where we get our version from.
+    env = os.environ.copy()
+    env.pop("GIT_DIR", None)
+    runner = functools.partial(runner, env=env)
+
+    _, rc = runner(GITS, ["rev-parse", "--git-dir"], cwd=root,
+                   hide_stderr=not verbose)
     if rc != 0:
         if verbose:
             print("Directory %%s not under git control" %% root)
@@ -661,15 +728,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
 
     # if there is a tag matching tag_prefix, this yields TAG-NUM-gHEX[-dirty]
     # if there isn't one, this yields HEX[-dirty] (no NUM)
-    describe_out, rc = run_command(GITS, ["describe", "--tags", "--dirty",
-                                          "--always", "--long",
-                                          "--match", "%%s*" %% tag_prefix],
-                                   cwd=root)
+    describe_out, rc = runner(GITS, [
+        "describe", "--tags", "--dirty", "--always", "--long",
+        "--match", "{}[[:digit:]]*".format(tag_prefix)
+    ], cwd=root)
     # --long was added in git-1.5.5
     if describe_out is None:
         raise NotThisMethod("'git describe' failed")
     describe_out = describe_out.strip()
-    full_out, rc = run_command(GITS, ["rev-parse", "HEAD"], cwd=root)
+    full_out, rc = runner(GITS, ["rev-parse", "HEAD"], cwd=root)
     if full_out is None:
         raise NotThisMethod("'git rev-parse' failed")
     full_out = full_out.strip()
@@ -679,6 +746,39 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     pieces["short"] = full_out[:7]  # maybe improved later
     pieces["error"] = None
 
+    branch_name, rc = runner(GITS, ["rev-parse", "--abbrev-ref", "HEAD"],
+                             cwd=root)
+    # --abbrev-ref was added in git-1.6.3
+    if rc != 0 or branch_name is None:
+        raise NotThisMethod("'git rev-parse --abbrev-ref' returned error")
+    branch_name = branch_name.strip()
+
+    if branch_name == "HEAD":
+        # If we aren't exactly on a branch, pick a branch which represents
+        # the current commit. If all else fails, we are on a branchless
+        # commit.
+        branches, rc = runner(GITS, ["branch", "--contains"], cwd=root)
+        # --contains was added in git-1.5.4
+        if rc != 0 or branches is None:
+            raise NotThisMethod("'git branch --contains' returned error")
+        branches = branches.split("\n")
+
+        # Remove the first line if we're running detached
+        if "(" in branches[0]:
+            branches.pop(0)
+
+        # Strip off the leading "* " from the list of branches.
+        branches = [branch[2:] for branch in branches]
+        if "master" in branches:
+            branch_name = "master"
+        elif not branches:
+            branch_name = None
+        else:
+            # Pick the first branch that is returned. Good or bad.
+            branch_name = branches[0]
+
+    pieces["branch"] = branch_name
+
     # parse describe_out. It will be like TAG-NUM-gHEX[-dirty] or HEX[-dirty]
     # TAG might have hyphens.
     git_describe = describe_out
@@ -695,7 +795,7 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
         # TAG-NUM-gHEX
         mo = re.search(r'^(.+)-(\d+)-g([0-9a-f]+)$', git_describe)
         if not mo:
-            # unparseable. Maybe git-describe is misbehaving?
+            # unparsable. Maybe git-describe is misbehaving?
             pieces["error"] = ("unable to parse git-describe output: '%%s'"
                                %% describe_out)
             return pieces
@@ -720,13 +820,14 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     else:
         # HEX: no tags
         pieces["closest-tag"] = None
-        count_out, rc = run_command(GITS, ["rev-list", "HEAD", "--count"],
-                                    cwd=root)
-        pieces["distance"] = int(count_out)  # total number of commits
+        out, rc = runner(GITS, ["rev-list", "HEAD", "--left-right"], cwd=root)
+        pieces["distance"] = len(out.split())  # total number of commits
 
     # commit date: see ISO-8601 comment in git_versions_from_keywords()
-    date = run_command(GITS, ["show", "-s", "--format=%%ci", "HEAD"],
-                       cwd=root)[0].strip()
+    date = runner(GITS, ["show", "-s", "--format=%%ci", "HEAD"], cwd=root)[0].strip()
+    # Use only the last line.  Previous lines may contain GPG signature
+    # information.
+    date = date.splitlines()[-1]
     pieces["date"] = date.strip().replace(" ", "T", 1).replace(" ", "", 1)
 
     return pieces
@@ -764,19 +865,67 @@ def render_pep440(pieces):
     return rendered
 
 
-def render_pep440_pre(pieces):
-    """TAG[.post.devDISTANCE] -- No -dirty.
+def render_pep440_branch(pieces):
+    """TAG[[.dev0]+DISTANCE.gHEX[.dirty]] .
+
+    The ".dev0" means not master branch. Note that .dev0 sorts backwards
+    (a feature branch will appear "older" than the master branch).
 
     Exceptions:
-    1: no tags. 0.post.devDISTANCE
+    1: no tags. 0[.dev0]+untagged.DISTANCE.gHEX[.dirty]
     """
     if pieces["closest-tag"]:
         rendered = pieces["closest-tag"]
+        if pieces["distance"] or pieces["dirty"]:
+            if pieces["branch"] != "master":
+                rendered += ".dev0"
+            rendered += plus_or_dot(pieces)
+            rendered += "%%d.g%%s" %% (pieces["distance"], pieces["short"])
+            if pieces["dirty"]:
+                rendered += ".dirty"
+    else:
+        # exception #1
+        rendered = "0"
+        if pieces["branch"] != "master":
+            rendered += ".dev0"
+        rendered += "+untagged.%%d.g%%s" %% (pieces["distance"],
+                                          pieces["short"])
+        if pieces["dirty"]:
+            rendered += ".dirty"
+    return rendered
+
+
+def pep440_split_post(ver):
+    """Split pep440 version string at the post-release segment.
+
+    Returns the release segments before the post-release and the
+    post-release version number (or -1 if no post-release segment is present).
+    """
+    vc = str.split(ver, ".post")
+    return vc[0], int(vc[1] or 0) if len(vc) == 2 else None
+
+
+def render_pep440_pre(pieces):
+    """TAG[.postN.devDISTANCE] -- No -dirty.
+
+    Exceptions:
+    1: no tags. 0.post0.devDISTANCE
+    """
+    if pieces["closest-tag"]:
         if pieces["distance"]:
-            rendered += ".post.dev%%d" %% pieces["distance"]
+            # update the post release segment
+            tag_version, post_version = pep440_split_post(pieces["closest-tag"])
+            rendered = tag_version
+            if post_version is not None:
+                rendered += ".post%%d.dev%%d" %% (post_version + 1, pieces["distance"])
+            else:
+                rendered += ".post0.dev%%d" %% (pieces["distance"])
+        else:
+            # no commits, use the tag as the version
+            rendered = pieces["closest-tag"]
     else:
         # exception #1
-        rendered = "0.post.dev%%d" %% pieces["distance"]
+        rendered = "0.post0.dev%%d" %% pieces["distance"]
     return rendered
 
 
@@ -807,49 +956,30 @@ def render_pep440_post(pieces):
     return rendered
 
 
-def render_pep440_ricequant(pieces):
-    tag = pieces["closest-tag"]
-    parsed_tag = parse_version(tag) if tag else None
-
-    working = working_version()
-    parsed_working = parse_version(working)
+def render_pep440_post_branch(pieces):
+    """TAG[.postDISTANCE[.dev0]+gHEX[.dirty]] .
 
-    rendered = working
+    The ".dev0" means not master branch.
 
-    if tag:
-        if parsed_working < parsed_tag:
-            if parsed_working.base_version == parsed_tag.base_version:
-                if not parsed_tag.is_postrelease:
-                    raise Exception("Only post release tag allowed, tag %s" % tag)
-                if parsed_tag._version.post[0] != "post":
-                    raise Exception("Only post release tag allowed, tag %s" % tag)
-                post_num = parsed_tag._version.post[1]
-                rendered += ".post%d" % (post_num + 1)
-                if pieces["distance"] or pieces["dirty"]:
-                    rendered += ".dev%d" % pieces["distance"]
-                if pieces["dirty"]:
-                    rendered += ".dirty"
-            else:
-                raise Exception(f"Developing version can not go back in time: {working_version()} < {tag}")
-        elif parsed_working == parsed_tag:
-            if pieces["distance"] or pieces["dirty"]:
-                rendered += ".post1.dev%d" % pieces["distance"]
-            if pieces["dirty"]:
-                rendered += ".dirty"
-        else:
-            if pieces["distance"] or pieces["dirty"]:
-                rendered += ".dev%d" % pieces["distance"]
-            else:
+    Exceptions:
+    1: no tags. 0.postDISTANCE[.dev0]+gHEX[.dirty]
+    """
+    if pieces["closest-tag"]:
+        rendered = pieces["closest-tag"]
+        if pieces["distance"] or pieces["dirty"]:
+            rendered += ".post%%d" %% pieces["distance"]
+            if pieces["branch"] != "master":
                 rendered += ".dev0"
-
+            rendered += plus_or_dot(pieces)
+            rendered += "g%%s" %% pieces["short"]
             if pieces["dirty"]:
                 rendered += ".dirty"
     else:
-        if pieces["distance"] or pieces["dirty"]:
-            rendered += ".dev%d" % pieces["distance"]
-        else:
+        # exception #1
+        rendered = "0.post%%d" %% pieces["distance"]
+        if pieces["branch"] != "master":
             rendered += ".dev0"
-
+        rendered += "+g%%s" %% pieces["short"]
         if pieces["dirty"]:
             rendered += ".dirty"
     return rendered
@@ -860,7 +990,7 @@ def render_pep440_old(pieces):
 
     The ".dev0" means dirty.
 
-    Eexceptions:
+    Exceptions:
     1: no tags. 0.postDISTANCE[.dev0]
     """
     if pieces["closest-tag"]:
@@ -931,14 +1061,16 @@ def render(pieces, style):
 
     if style == "pep440":
         rendered = render_pep440(pieces)
+    elif style == "pep440-branch":
+        rendered = render_pep440_branch(pieces)
     elif style == "pep440-pre":
         rendered = render_pep440_pre(pieces)
     elif style == "pep440-post":
         rendered = render_pep440_post(pieces)
+    elif style == "pep440-post-branch":
+        rendered = render_pep440_post_branch(pieces)
     elif style == "pep440-old":
         rendered = render_pep440_old(pieces)
-    elif style == 'pep440-ricequant':
-        rendered = render_pep440_ricequant(pieces)
     elif style == "git-describe":
         rendered = render_git_describe(pieces)
     elif style == "git-describe-long":
@@ -972,7 +1104,7 @@ def get_versions():
         # versionfile_source is the relative path from the top of the source
         # tree (where the .git directory might live) to this file. Invert
         # this to find the root from __file__.
-        for i in cfg.versionfile_source.split('/'):
+        for _ in cfg.versionfile_source.split('/'):
             root = os.path.dirname(root)
     except NameError:
         return {"version": "0+unknown", "full-revisionid": None,
@@ -1007,22 +1139,21 @@ def git_get_keywords(versionfile_abs):
     # _version.py.
     keywords = {}
     try:
-        f = open(versionfile_abs, "r")
-        for line in f.readlines():
-            if line.strip().startswith("git_refnames ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["refnames"] = mo.group(1)
-            if line.strip().startswith("git_full ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["full"] = mo.group(1)
-            if line.strip().startswith("git_date ="):
-                mo = re.search(r'=\s*"(.*)"', line)
-                if mo:
-                    keywords["date"] = mo.group(1)
-        f.close()
-    except EnvironmentError:
+        with open(versionfile_abs, "r") as fobj:
+            for line in fobj:
+                if line.strip().startswith("git_refnames ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["refnames"] = mo.group(1)
+                if line.strip().startswith("git_full ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["full"] = mo.group(1)
+                if line.strip().startswith("git_date ="):
+                    mo = re.search(r'=\s*"(.*)"', line)
+                    if mo:
+                        keywords["date"] = mo.group(1)
+    except OSError:
         pass
     return keywords
 
@@ -1030,10 +1161,14 @@ def git_get_keywords(versionfile_abs):
 @register_vcs_handler("git", "keywords")
 def git_versions_from_keywords(keywords, tag_prefix, verbose):
     """Get version information from git keywords."""
-    if not keywords:
-        raise NotThisMethod("no keywords at all, weird")
+    if "refnames" not in keywords:
+        raise NotThisMethod("Short version file found")
     date = keywords.get("date")
     if date is not None:
+        # Use only the last line.  Previous lines may contain GPG signature
+        # information.
+        date = date.splitlines()[-1]
+
         # git-2.2.0 added "%cI", which expands to an ISO-8601 -compliant
         # datestamp. However we prefer "%ci" (which expands to an "ISO-8601
         # -like" string, which we must then edit to make compliant), because
@@ -1046,11 +1181,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         if verbose:
             print("keywords are unexpanded, not using")
         raise NotThisMethod("unexpanded keywords, not a git-archive tarball")
-    refs = set([r.strip() for r in refnames.strip("()").split(",")])
+    refs = {r.strip() for r in refnames.strip("()").split(",")}
     # starting in git-1.8.3, tags are listed as "tag: foo-1.0" instead of
     # just "foo-1.0". If we see a "tag: " prefix, prefer those.
     TAG = "tag: "
-    tags = set([r[len(TAG):] for r in refs if r.startswith(TAG)])
+    tags = {r[len(TAG):] for r in refs if r.startswith(TAG)}
     if not tags:
         # Either we're using git < 1.8.3, or there really are no tags. We use
         # a heuristic: assume all version tags have a digit. The old git %d
@@ -1059,7 +1194,7 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # between branches and tags. By ignoring refnames without digits, we
         # filter out many common branch names like "release" and
         # "stabilization", as well as "HEAD" and "master".
-        tags = set([r for r in refs if re.search(r'\d', r)])
+        tags = {r for r in refs if re.search(r'\d', r)}
         if verbose:
             print("discarding '%s', no digits" % ",".join(refs - tags))
     if verbose:
@@ -1068,6 +1203,11 @@ def git_versions_from_keywords(keywords, tag_prefix, verbose):
         # sorting will prefer e.g. "2.0" over "2.0rc1"
         if ref.startswith(tag_prefix):
             r = ref[len(tag_prefix):]
+            # Filter out refs that exactly match prefix or that don't start
+            # with a number once the prefix is stripped (mostly a concern
+            # when prefix is '')
+            if not re.match(r'\d', r):
+                continue
             if verbose:
                 print("picking %s" % r)
             return {"version": r,
@@ -1091,7 +1231,7 @@ def git_tracking_branch():
 
 
 @register_vcs_handler("git", "pieces_from_vcs")
-def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
+def git_pieces_from_vcs(tag_prefix, root, verbose, runner=run_command):
     """Get version from 'git describe' in the root of the source tree.
 
     This only gets called if the git-archive 'subst' keywords were *not*
@@ -1102,8 +1242,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     if sys.platform == "win32":
         GITS = ["git.cmd", "git.exe"]
 
-    out, rc = run_command(GITS, ["rev-parse", "--git-dir"], cwd=root,
-                          hide_stderr=True)
+    # GIT_DIR can interfere with correct operation of Versioneer.
+    # It may be intended to be passed to the Versioneer-versioned project,
+    # but that should not change where we get our version from.
+    env = os.environ.copy()
+    env.pop("GIT_DIR", None)
+    runner = functools.partial(runner, env=env)
+
+    _, rc = runner(GITS, ["rev-parse", "--git-dir"], cwd=root,
+                   hide_stderr=not verbose)
     if rc != 0:
         if verbose:
             print("Directory %s not under git control" % root)
@@ -1111,15 +1258,15 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
 
     # if there is a tag matching tag_prefix, this yields TAG-NUM-gHEX[-dirty]
     # if there isn't one, this yields HEX[-dirty] (no NUM)
-    describe_out, rc = run_command(GITS, ["describe", "--tags", "--dirty",
-                                          "--always", "--long",
-                                          "--match", "%s*" % tag_prefix],
-                                   cwd=root)
+    describe_out, rc = runner(GITS, [
+        "describe", "--tags", "--dirty", "--always", "--long",
+        "--match", "{}[[:digit:]]*".format(tag_prefix)
+    ], cwd=root)
     # --long was added in git-1.5.5
     if describe_out is None:
         raise NotThisMethod("'git describe' failed")
     describe_out = describe_out.strip()
-    full_out, rc = run_command(GITS, ["rev-parse", "HEAD"], cwd=root)
+    full_out, rc = runner(GITS, ["rev-parse", "HEAD"], cwd=root)
     if full_out is None:
         raise NotThisMethod("'git rev-parse' failed")
     full_out = full_out.strip()
@@ -1129,6 +1276,39 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     pieces["short"] = full_out[:7]  # maybe improved later
     pieces["error"] = None
 
+    branch_name, rc = runner(GITS, ["rev-parse", "--abbrev-ref", "HEAD"],
+                             cwd=root)
+    # --abbrev-ref was added in git-1.6.3
+    if rc != 0 or branch_name is None:
+        raise NotThisMethod("'git rev-parse --abbrev-ref' returned error")
+    branch_name = branch_name.strip()
+
+    if branch_name == "HEAD":
+        # If we aren't exactly on a branch, pick a branch which represents
+        # the current commit. If all else fails, we are on a branchless
+        # commit.
+        branches, rc = runner(GITS, ["branch", "--contains"], cwd=root)
+        # --contains was added in git-1.5.4
+        if rc != 0 or branches is None:
+            raise NotThisMethod("'git branch --contains' returned error")
+        branches = branches.split("\n")
+
+        # Remove the first line if we're running detached
+        if "(" in branches[0]:
+            branches.pop(0)
+
+        # Strip off the leading "* " from the list of branches.
+        branches = [branch[2:] for branch in branches]
+        if "master" in branches:
+            branch_name = "master"
+        elif not branches:
+            branch_name = None
+        else:
+            # Pick the first branch that is returned. Good or bad.
+            branch_name = branches[0]
+
+    pieces["branch"] = branch_name
+
     # parse describe_out. It will be like TAG-NUM-gHEX[-dirty] or HEX[-dirty]
     # TAG might have hyphens.
     git_describe = describe_out
@@ -1145,7 +1325,7 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
         # TAG-NUM-gHEX
         mo = re.search(r'^(.+)-(\d+)-g([0-9a-f]+)$', git_describe)
         if not mo:
-            # unparseable. Maybe git-describe is misbehaving?
+            # unparsable. Maybe git-describe is misbehaving?
             pieces["error"] = ("unable to parse git-describe output: '%s'"
                                % describe_out)
             return pieces
@@ -1170,19 +1350,20 @@ def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_command):
     else:
         # HEX: no tags
         pieces["closest-tag"] = None
-        count_out, rc = run_command(GITS, ["rev-list", "HEAD", "--count"],
-                                    cwd=root)
-        pieces["distance"] = int(count_out)  # total number of commits
+        out, rc = runner(GITS, ["rev-list", "HEAD", "--left-right"], cwd=root)
+        pieces["distance"] = len(out.split())  # total number of commits
 
     # commit date: see ISO-8601 comment in git_versions_from_keywords()
-    date = run_command(GITS, ["show", "-s", "--format=%ci", "HEAD"],
-                       cwd=root)[0].strip()
+    date = runner(GITS, ["show", "-s", "--format=%ci", "HEAD"], cwd=root)[0].strip()
+    # Use only the last line.  Previous lines may contain GPG signature
+    # information.
+    date = date.splitlines()[-1]
     pieces["date"] = date.strip().replace(" ", "T", 1).replace(" ", "", 1)
 
     return pieces
 
 
-def do_vcs_install(manifest_in, versionfile_source, ipy):
+def do_vcs_install(versionfile_source, ipy):
     """Git-specific installation logic for Versioneer.
 
     For Git, this means creating/changing .gitattributes to mark _version.py
@@ -1191,31 +1372,31 @@ def do_vcs_install(manifest_in, versionfile_source, ipy):
     GITS = ["git"]
     if sys.platform == "win32":
         GITS = ["git.cmd", "git.exe"]
-    files = [manifest_in, versionfile_source]
+    files = [versionfile_source]
     if ipy:
         files.append(ipy)
-    try:
-        me = __file__
-        if me.endswith(".pyc") or me.endswith(".pyo"):
-            me = os.path.splitext(me)[0] + ".py"
-        versioneer_file = os.path.relpath(me)
-    except NameError:
-        versioneer_file = "versioneer.py"
-    files.append(versioneer_file)
+    if "VERSIONEER_PEP518" not in globals():
+        try:
+            my_path = __file__
+            if my_path.endswith((".pyc", ".pyo")):
+                my_path = os.path.splitext(my_path)[0] + ".py"
+            versioneer_file = os.path.relpath(my_path)
+        except NameError:
+            versioneer_file = "versioneer.py"
+        files.append(versioneer_file)
     present = False
     try:
-        f = open(".gitattributes", "r")
-        for line in f.readlines():
-            if line.strip().startswith(versionfile_source):
-                if "export-subst" in line.strip().split()[1:]:
-                    present = True
-        f.close()
-    except EnvironmentError:
+        with open(".gitattributes", "r") as fobj:
+            for line in fobj:
+                if line.strip().startswith(versionfile_source):
+                    if "export-subst" in line.strip().split()[1:]:
+                        present = True
+                        break
+    except OSError:
         pass
     if not present:
-        f = open(".gitattributes", "a+")
-        f.write("%s export-subst\n" % versionfile_source)
-        f.close()
+        with open(".gitattributes", "a+") as fobj:
+            fobj.write("{} export-subst\n".format(versionfile_source))
         files.append(".gitattributes")
     run_command(GITS, ["add", "--"] + files)
 
@@ -1229,15 +1410,14 @@ def versions_from_parentdir(parentdir_prefix, root, verbose):
     """
     rootdirs = []
 
-    for i in range(3):
+    for _ in range(3):
         dirname = os.path.basename(root)
         if dirname.startswith(parentdir_prefix):
             return {"version": dirname[len(parentdir_prefix):],
                     "full-revisionid": None,
                     "dirty": False, "error": None, "date": None}
-        else:
-            rootdirs.append(root)
-            root = os.path.dirname(root)  # up a level
+        rootdirs.append(root)
+        root = os.path.dirname(root)  # up a level
 
     if verbose:
         print("Tried directories %s but none started with prefix %s" %
@@ -1246,7 +1426,7 @@ def versions_from_parentdir(parentdir_prefix, root, verbose):
 
 
 SHORT_VERSION_PY = """
-# This file was generated by 'versioneer.py' (0.18) from
+# This file was generated by 'versioneer.py' (0.28) from
 # revision-control system data, or from the parent directory name of an
 # unpacked source archive. Distribution tarballs contain a pre-generated copy
 # of this file.
@@ -1268,7 +1448,7 @@ def versions_from_file(filename):
     try:
         with open(filename) as f:
             contents = f.read()
-    except EnvironmentError:
+    except OSError:
         raise NotThisMethod("unable to read _version.py")
     mo = re.search(r"version_json = '''\n(.*)'''  # END VERSION_JSON",
                    contents, re.M | re.S)
@@ -1323,19 +1503,67 @@ def render_pep440(pieces):
     return rendered
 
 
-def render_pep440_pre(pieces):
-    """TAG[.post.devDISTANCE] -- No -dirty.
+def render_pep440_branch(pieces):
+    """TAG[[.dev0]+DISTANCE.gHEX[.dirty]] .
+
+    The ".dev0" means not master branch. Note that .dev0 sorts backwards
+    (a feature branch will appear "older" than the master branch).
 
     Exceptions:
-    1: no tags. 0.post.devDISTANCE
+    1: no tags. 0[.dev0]+untagged.DISTANCE.gHEX[.dirty]
     """
     if pieces["closest-tag"]:
         rendered = pieces["closest-tag"]
+        if pieces["distance"] or pieces["dirty"]:
+            if pieces["branch"] != "master":
+                rendered += ".dev0"
+            rendered += plus_or_dot(pieces)
+            rendered += "%d.g%s" % (pieces["distance"], pieces["short"])
+            if pieces["dirty"]:
+                rendered += ".dirty"
+    else:
+        # exception #1
+        rendered = "0"
+        if pieces["branch"] != "master":
+            rendered += ".dev0"
+        rendered += "+untagged.%d.g%s" % (pieces["distance"],
+                                          pieces["short"])
+        if pieces["dirty"]:
+            rendered += ".dirty"
+    return rendered
+
+
+def pep440_split_post(ver):
+    """Split pep440 version string at the post-release segment.
+
+    Returns the release segments before the post-release and the
+    post-release version number (or -1 if no post-release segment is present).
+    """
+    vc = str.split(ver, ".post")
+    return vc[0], int(vc[1] or 0) if len(vc) == 2 else None
+
+
+def render_pep440_pre(pieces):
+    """TAG[.postN.devDISTANCE] -- No -dirty.
+
+    Exceptions:
+    1: no tags. 0.post0.devDISTANCE
+    """
+    if pieces["closest-tag"]:
         if pieces["distance"]:
-            rendered += ".post.dev%d" % pieces["distance"]
+            # update the post release segment
+            tag_version, post_version = pep440_split_post(pieces["closest-tag"])
+            rendered = tag_version
+            if post_version is not None:
+                rendered += ".post%d.dev%d" % (post_version + 1, pieces["distance"])
+            else:
+                rendered += ".post0.dev%d" % (pieces["distance"])
+        else:
+            # no commits, use the tag as the version
+            rendered = pieces["closest-tag"]
     else:
         # exception #1
-        rendered = "0.post.dev%d" % pieces["distance"]
+        rendered = "0.post0.dev%d" % pieces["distance"]
     return rendered
 
 
@@ -1366,12 +1594,33 @@ def render_pep440_post(pieces):
     return rendered
 
 
-def debug_info():
-    root = get_root()
-    cfg = get_config_from_root(root)
-    pieces = git_pieces_from_vcs(cfg.tag_prefix, root, cfg.verbose)
-    return "Developing: %s, CurrentTag: %s, Distance: %d, Dirty: %s" % (
-        working_version(), pieces["closest-tag"], pieces["distance"], pieces["dirty"])
+def render_pep440_post_branch(pieces):
+    """TAG[.postDISTANCE[.dev0]+gHEX[.dirty]] .
+
+    The ".dev0" means not master branch.
+
+    Exceptions:
+    1: no tags. 0.postDISTANCE[.dev0]+gHEX[.dirty]
+    """
+    if pieces["closest-tag"]:
+        rendered = pieces["closest-tag"]
+        if pieces["distance"] or pieces["dirty"]:
+            rendered += ".post%d" % pieces["distance"]
+            if pieces["branch"] != "master":
+                rendered += ".dev0"
+            rendered += plus_or_dot(pieces)
+            rendered += "g%s" % pieces["short"]
+            if pieces["dirty"]:
+                rendered += ".dirty"
+    else:
+        # exception #1
+        rendered = "0.post%d" % pieces["distance"]
+        if pieces["branch"] != "master":
+            rendered += ".dev0"
+        rendered += "+g%s" % pieces["short"]
+        if pieces["dirty"]:
+            rendered += ".dirty"
+    return rendered
 
 
 def render_pep440_ricequant(pieces):
@@ -1397,39 +1646,33 @@ def render_pep440_ricequant(pieces):
                     rendered += ".dev%d" % (pieces["distance"])
                 elif pieces["distance"] == 0:
                     rendered += ".post%d" % parsed_tag._version.post[1]
-                if pieces["dirty"]:
-                    rendered += ".dirty"
             else:
                 raise Exception("Developing version can not go back in time: %s < %s" % (working, tag))
         # 如果最近的tag是正式版tag，那么就是在开发该系列的.post1
         elif parsed_working == parsed_tag:
             if pieces["distance"] > 0:
                 rendered += ".post1.dev%d" % (pieces["distance"])
-            if pieces["dirty"]:
-                rendered += ".dirty"
         # 如果正在开发到是一个新的系列，那么就从该系列的.dev0开始
         else:
             if pieces["distance"] >= 0:
                 rendered += ".dev%d" % (pieces["distance"])
-
-            if pieces["dirty"]:
-                rendered += ".dirty"
     # 没有最近的tag等价于正在开发到是一个新的系列，那么就从该系列的.dev0开始
     else:
         if pieces["distance"] >= 0:
             rendered += ".dev%d" % pieces["distance"]
 
-        if pieces["dirty"]:
-            rendered += ".dirty"
-
     tracking_branch = git_tracking_branch()
     # # 如果是dev和master分支或者hotfix分支来的，或者是一个tag，那就用pep440的版本号，否则带上git commit id
     if tracking_branch in ["origin/develop", "origin/master"] or tracking_branch.startswith("origin/hotfix/") or pieces[
         "distance"] == 0:
+        if pieces["dirty"]:
+            rendered += ".dirty"
         return rendered
-    else:
-        rendered += "+g{}".format(pieces["short"])
-        return rendered
+
+    rendered += "+%s" % format(pieces["short"])
+    if pieces["dirty"]:
+        rendered += ".dirty"
+    return rendered
 
 
 def render_pep440_old(pieces):
@@ -1437,7 +1680,7 @@ def render_pep440_old(pieces):
 
     The ".dev0" means dirty.
 
-    Eexceptions:
+    Exceptions:
     1: no tags. 0.postDISTANCE[.dev0]
     """
     if pieces["closest-tag"]:
@@ -1508,14 +1751,18 @@ def render(pieces, style):
 
     if style == "pep440":
         rendered = render_pep440(pieces)
+    elif style == "pep440-ricequant":
+        rendered = render_pep440_ricequant(pieces)
+    elif style == "pep440-branch":
+        rendered = render_pep440_branch(pieces)
     elif style == "pep440-pre":
         rendered = render_pep440_pre(pieces)
     elif style == "pep440-post":
         rendered = render_pep440_post(pieces)
+    elif style == "pep440-post-branch":
+        rendered = render_pep440_post_branch(pieces)
     elif style == "pep440-old":
         rendered = render_pep440_old(pieces)
-    elif style == 'pep440-ricequant':
-        rendered = render_pep440_ricequant(pieces)
     elif style == "git-describe":
         rendered = render_git_describe(pieces)
     elif style == "git-describe-long":
@@ -1613,8 +1860,12 @@ def get_version():
     return get_versions()["version"]
 
 
-def get_cmdclass():
-    """Get the custom setuptools/distutils subclasses used by Versioneer."""
+def get_cmdclass(cmdclass=None):
+    """Get the custom setuptools subclasses used by Versioneer.
+
+    If the package uses a different cmdclass (e.g. one from numpy), it
+    should be provide as an argument.
+    """
     if "versioneer" in sys.modules:
         del sys.modules["versioneer"]
         # this fixes the "python setup.py develop" case (also 'install' and
@@ -1628,12 +1879,12 @@ def get_cmdclass():
         # parent is protected against the child's "import versioneer". By
         # removing ourselves from sys.modules here, before the child build
         # happens, we protect the child from the parent's versioneer too.
-        # Also see https://github.com/warner/python-versioneer/issues/52
+        # Also see https://github.com/python-versioneer/python-versioneer/issues/52
 
-    cmds = {}
+    cmds = {} if cmdclass is None else cmdclass.copy()
 
-    # we add "version" to both distutils and setuptools
-    from distutils.core import Command
+    # we add "version" to setuptools
+    from setuptools import Command
 
     class cmd_version(Command):
         description = "report generated version string"
@@ -1654,10 +1905,9 @@ def run(self):
             print(" date: %s" % vers.get("date"))
             if vers["error"]:
                 print(" error: %s" % vers["error"])
-
     cmds["version"] = cmd_version
 
-    # we override "build_py" in both distutils and setuptools
+    # we override "build_py" in setuptools
     #
     # most invocation pathways end up running build_py:
     #  distutils/build -> build_py
@@ -1672,11 +1922,14 @@ def run(self):
     #   then does setup.py bdist_wheel, or sometimes setup.py install
     #  setup.py egg_info -> ?
 
+    # pip install -e . and setuptool/editable_wheel will invoke build_py
+    # but the build_py command is not expected to copy any files.
+
     # we override different "build_py" commands for both environments
-    if "setuptools" in sys.modules:
-        from setuptools.command.build_py import build_py as _build_py
+    if 'build_py' in cmds:
+        _build_py = cmds['build_py']
     else:
-        from distutils.command.build_py import build_py as _build_py
+        from setuptools.command.build_py import build_py as _build_py
 
     class cmd_build_py(_build_py):
         def run(self):
@@ -1684,6 +1937,10 @@ def run(self):
             cfg = get_config_from_root(root)
             versions = get_versions()
             _build_py.run(self)
+            if getattr(self, "editable_mode", False):
+                # During editable installs `.py` and data files are
+                # not copied to build_lib
+                return
             # now locate _version.py in the new build/ directory and replace
             # it with an updated value
             if cfg.versionfile_build:
@@ -1691,9 +1948,40 @@ def run(self):
                                                   cfg.versionfile_build)
                 print("UPDATING %s" % target_versionfile)
                 write_to_version_file(target_versionfile, versions)
-
     cmds["build_py"] = cmd_build_py
 
+    if 'build_ext' in cmds:
+        _build_ext = cmds['build_ext']
+    else:
+        from setuptools.command.build_ext import build_ext as _build_ext
+
+    class cmd_build_ext(_build_ext):
+        def run(self):
+            root = get_root()
+            cfg = get_config_from_root(root)
+            versions = get_versions()
+            _build_ext.run(self)
+            if self.inplace:
+                # build_ext --inplace will only build extensions in
+                # build/lib<..> dir with no _version.py to write to.
+                # As in place builds will already have a _version.py
+                # in the module dir, we do not need to write one.
+                return
+            # now locate _version.py in the new build/ directory and replace
+            # it with an updated value
+            if not cfg.versionfile_build:
+                return
+            target_versionfile = os.path.join(self.build_lib,
+                                              cfg.versionfile_build)
+            if not os.path.exists(target_versionfile):
+                print("Warning: {} does not exist, skipping "
+                      "version update. This can happen if you are running build_ext "
+                      "without first running build_py.".format(target_versionfile))
+                return
+            print("UPDATING %s" % target_versionfile)
+            write_to_version_file(target_versionfile, versions)
+    cmds["build_ext"] = cmd_build_ext
+
     if "cx_Freeze" in sys.modules:  # cx_freeze enabled?
         from cx_Freeze.dist import build_exe as _build_exe
         # nczeczulin reports that py2exe won't like the pep440-style string
@@ -1723,15 +2011,14 @@ def run(self):
                              "PARENTDIR_PREFIX": cfg.parentdir_prefix,
                              "VERSIONFILE_SOURCE": cfg.versionfile_source,
                              })
-
         cmds["build_exe"] = cmd_build_exe
         del cmds["build_py"]
 
     if 'py2exe' in sys.modules:  # py2exe enabled?
         try:
-            from py2exe.distutils_buildexe import py2exe as _py2exe  # py3
+            from py2exe.setuptools_buildexe import py2exe as _py2exe
         except ImportError:
-            from py2exe.build_exe import py2exe as _py2exe  # py2
+            from py2exe.distutils_buildexe import py2exe as _py2exe
 
         class cmd_py2exe(_py2exe):
             def run(self):
@@ -1753,14 +2040,50 @@ def run(self):
                              "PARENTDIR_PREFIX": cfg.parentdir_prefix,
                              "VERSIONFILE_SOURCE": cfg.versionfile_source,
                              })
-
         cmds["py2exe"] = cmd_py2exe
 
+    # sdist farms its file list building out to egg_info
+    if 'egg_info' in cmds:
+        _egg_info = cmds['egg_info']
+    else:
+        from setuptools.command.egg_info import egg_info as _egg_info
+
+    class cmd_egg_info(_egg_info, object):
+        def find_sources(self):
+            # egg_info.find_sources builds the manifest list and writes it
+            # in one shot
+            super(cmd_egg_info, self).find_sources()
+
+            # Modify the filelist and normalize it
+            root = get_root()
+            cfg = get_config_from_root(root)
+            self.filelist.append('versioneer.py')
+            if cfg.versionfile_source:
+                # There are rare cases where versionfile_source might not be
+                # included by default, so we must be explicit
+                self.filelist.append(cfg.versionfile_source)
+            self.filelist.sort()
+            self.filelist.remove_duplicates()
+
+            # The write method is hidden in the manifest_maker instance that
+            # generated the filelist and was thrown away
+            # We will instead replicate their final normalization (to unicode,
+            # and POSIX-style paths)
+            from setuptools import unicode_utils
+            normalized = [unicode_utils.filesys_decode(f).replace(os.sep, '/')
+                          for f in self.filelist.files]
+
+            manifest_filename = os.path.join(self.egg_info, 'SOURCES.txt')
+            with open(manifest_filename, 'w') as fobj:
+                fobj.write('\n'.join(normalized))
+
+    cmds['egg_info'] = cmd_egg_info
+
     # we override different "sdist" commands for both environments
-    if "setuptools" in sys.modules:
-        from setuptools.command.sdist import sdist as _sdist
+    if 'sdist' in cmds:
+        _sdist = cmds['sdist']
     else:
-        from distutils.command.sdist import sdist as _sdist
+        from setuptools.command.sdist import sdist as _sdist
 
     class cmd_sdist(_sdist):
         def run(self):
@@ -1782,7 +2105,6 @@ def make_release_tree(self, base_dir, files):
             print("UPDATING %s" % target_versionfile)
             write_to_version_file(target_versionfile,
                                   self._versioneer_generated_versions)
-
     cmds["sdist"] = cmd_sdist
 
     return cmds
@@ -1825,26 +2147,30 @@ def make_release_tree(self, base_dir, files):
 
 """
 
-INIT_PY_SNIPPET = """
+OLD_SNIPPET = """
 from ._version import get_versions
 __version__ = get_versions()['version']
 del get_versions
 """
 
+INIT_PY_SNIPPET = """
+from . import {0}
+__version__ = {0}.get_versions()['version']
+"""
+
 
 def do_setup():
-    """Main VCS-independent setup function for installing Versioneer."""
+    """Do main VCS-independent setup function for installing Versioneer."""
     root = get_root()
     try:
         cfg = get_config_from_root(root)
-    except (EnvironmentError, configparser.NoSectionError,
+    except (OSError, configparser.NoSectionError,
             configparser.NoOptionError) as e:
-        if isinstance(e, (EnvironmentError, configparser.NoSectionError)):
-            print("Adding sample versioneer config to setup.cfg",
-                  file=sys.stderr)
+        if isinstance(e, (OSError, configparser.NoSectionError)):
+            print("Adding sample versioneer config to setup.cfg")
             with open(os.path.join(root, "setup.cfg"), "a") as f:
                 f.write(SAMPLE_CONFIG)
-        print(CONFIG_ERROR, file=sys.stderr)
+        print(CONFIG_ERROR)
         return 1
 
     print(" creating %s" % cfg.versionfile_source)
@@ -1863,54 +2189,28 @@ def do_setup():
         try:
             with open(ipy, "r") as f:
                 old = f.read()
-        except EnvironmentError:
+        except OSError:
             old = ""
-        if INIT_PY_SNIPPET not in old:
+        module = os.path.splitext(os.path.basename(cfg.versionfile_source))[0]
+        snippet = INIT_PY_SNIPPET.format(module)
+        if OLD_SNIPPET in old:
+            print(" replacing boilerplate in %s" % ipy)
+            with open(ipy, "w") as f:
+                f.write(old.replace(OLD_SNIPPET, snippet))
+        elif snippet not in old:
             print(" appending to %s" % ipy)
             with open(ipy, "a") as f:
-                f.write(INIT_PY_SNIPPET)
+                f.write(snippet)
         else:
             print(" %s unmodified" % ipy)
     else:
         print(" %s doesn't exist, ok" % ipy)
         ipy = None
 
-    # Make sure both the top-level "versioneer.py" and versionfile_source
-    # (PKG/_version.py, used by runtime code) are in MANIFEST.in, so
-    # they'll be copied into source distributions. Pip won't be able to
-    # install the package without this.
-    manifest_in = os.path.join(root, "MANIFEST.in")
-    simple_includes = set()
-    try:
-        with open(manifest_in, "r") as f:
-            for line in f:
-                if line.startswith("include "):
-                    for include in line.split()[1:]:
-                        simple_includes.add(include)
-    except EnvironmentError:
-        pass
-    # That doesn't cover everything MANIFEST.in can do
-    # (http://docs.python.org/2/distutils/sourcedist.html#commands), so
-    # it might give some false negatives. Appending redundant 'include'
-    # lines is safe, though.
-    if "versioneer.py" not in simple_includes:
-        print(" appending 'versioneer.py' to MANIFEST.in")
-        with open(manifest_in, "a") as f:
-            f.write("include versioneer.py\n")
-    else:
-        print(" 'versioneer.py' already in MANIFEST.in")
-    if cfg.versionfile_source not in simple_includes:
-        print(" appending versionfile_source ('%s') to MANIFEST.in" %
-              cfg.versionfile_source)
-        with open(manifest_in, "a") as f:
-            f.write("include %s\n" % cfg.versionfile_source)
-    else:
-        print(" versionfile_source already in MANIFEST.in")
-
     # Make VCS-specific changes. For git, this means creating/changing
     # .gitattributes to mark _version.py for export-subst keyword
     # substitution.
-    do_vcs_install(manifest_in, cfg.versionfile_source, ipy)
+    do_vcs_install(cfg.versionfile_source, ipy)
     return 0
 
 
@@ -1951,11 +2251,18 @@ def scan_setup_py():
     return errors
 
 
+def setup_command():
+    """Set up Versioneer and exit with appropriate error code."""
+    errors = do_setup()
+    errors += scan_setup_py()
+    sys.exit(1 if errors else 0)
+
+
 def get_metadata():
     setup_cfg = os.path.join(get_root(), "setup.cfg")
-    parser = configparser.SafeConfigParser()
+    parser = configparser.RawConfigParser()
     with open(setup_cfg, "r") as f:
-        parser.readfp(f)
+        parser.read_file(f)
 
     def get(section, parser, name):
         if parser.has_option(section, name):
@@ -1975,150 +2282,7 @@ def package_name():
 def working_version():
     return get_metadata()["version"]
 
-
-def next_tag_name():
-    root = get_root()
-    cfg = get_config_from_root(root)
-    pieces = git_pieces_from_vcs(cfg.tag_prefix, root, cfg.verbose)
-
-    tag = pieces["closest-tag"]
-    parsed_tag = parse_version(tag) if tag else None
-
-    working = working_version()
-    parsed_working = parse_version(working)
-
-    rendered = working
-
-    curr_version = get_version()
-    parsed_curr_version = parse_version(curr_version)
-
-    if tag:
-        # 如果当前开发系列正式版小于最近的tag，那么当前开发系列和该tag必须属于同一个开发版本系列
-        # 当前开发都没有做完，大于当前开发系列的tag不可能存
-        # 因为大于当前开发系列的正式版, 该tag必然是post release
-        # 如果发现当前commit和最近的tag的commit相同，规定next tag不变. 这也限制只有最近tag后的第一个commit存在，
-        # 才会获取到next tag name
-        if parsed_working < parsed_tag:
-            if parsed_working.base_version == parsed_tag.base_version:
-                if not parsed_tag.is_postrelease:
-                    raise Exception("Only post release tag allowed, tag %s" % tag)
-                if parsed_tag._version.post[0] != "post":
-                    raise Exception("Only post release tag allowed, tag %s" % tag)
-                # 正在开发的版本不可能小于等于最近的tag
-                if parsed_curr_version <= parsed_tag:
-                    raise Exception("Current version %s should > latest tag %s" % (curr_version, tag))
-                if pieces["distance"] == 0:
-                    return tag
-
-                rendered += ".post%d" % parsed_curr_version._version.post[1]
-            else:
-                raise Exception(
-                    "Developing version can not go back in time: %s(working version series) < %s(latest tag)" % working,
-                    tag)
-        # 如果当前开发系列的正式版等于最近的tag，那么下一个tag必定是.post1
-        elif parsed_working == parsed_tag:
-            if parsed_curr_version._version.post[0] != "post":
-                raise Exception("Current version should be a post version %s" % curr_version)
-            rendered += ".post%d" % parsed_curr_version._version.post[1]
-
-    # 如果当前开发版本系列正式版大于最近的tag，那么下一个的tag将是当前开发系列的正式版tag
-    return rendered
-
-
-def is_same_package(package_file):
-    curr_version = get_versions()
-    v = _get_version_py_in_tar(package_file)
-    if not v:
-        v = _get_version_py_in_zip(package_file)
-    if not v:
-        raise Exception("Can not get _version.py from %s" % package_file)
-
-    from types import ModuleType
-    m = ModuleType("get_versions")
-    exec(v, m.__dict__)
-    version_info = m.get_versions()
-    return curr_version["full-revisionid"] == version_info["full-revisionid"]
-
-
-def _get_package_dir():
-    package = None
-    for d in os.listdir():
-        if os.path.isdir(d):
-            if "__init__.py" in os.listdir(d):
-                package = d
-    return package
-
-
-def _get_version_py_in_zip(package_file):
-    import zipfile
-    package_dir = _get_package_dir()
-
-    if zipfile.is_zipfile(package_file):
-        f = zipfile.ZipFile(package_file)
-        il = f.infolist()
-        if len(il) == 0:
-            raise Exception("No member found in %s" % package_file)
-        for i in il:
-            if i.filename == os.path.join(package_dir, "_version.py"):
-                return f.open(i).read()
-    return None
-
-
-def _get_version_py_in_tar(package_file):
-    import tarfile
-    package_dir = _get_package_dir()
-    if tarfile.is_tarfile(package_file):
-        f = tarfile.open(package_file)
-        ms = f.getmembers()
-        if len(ms) == 0:
-            raise Exception("No members found in %s" % package_file)
-        for m in ms:
-            if os.path.join(ms[0].name, package_dir, "_version.py") == m.path:
-                version_file = f.extractfile(m)
-                return version_file.read()
-    return None
-
-
-def get_package_name_in_pypi(version=None):
-    from pip._internal.commands.install import InstallCommand
-    from pip._internal.cli.cmdoptions import make_target_python
-
-    class ListVersionCommand(InstallCommand):
-        def __init__(self, name, summary):
-            super().__init__(name, summary)
-
-        def get_version_list(self):
-            with self.main_context():
-                options, args = self.parse_args([package_name()])
-                session = self.get_default_session(options=options)
-                target_python = make_target_python(options)
-                finder = self._build_package_finder(
-                    options=options,
-                    session=session,
-                    target_python=target_python,
-                    ignore_requires_python=options.ignore_requires_python,
-                )
-                versions = {}
-                for c in finder.find_all_candidates(package_name()):
-                    v = str(c.version)
-                    f = c.link.filename
-                    if (v in versions and f.endswith(".whl")) or v not in versions:
-                        versions[v] = f
-                return versions
-
-    if not version:
-        version = get_version()
-    c = ListVersionCommand("listversion", summary="list versions")
-    versions = c.get_version_list()
-    return versions.get(version, "")
-
-
 if __name__ == "__main__":
     cmd = sys.argv[1]
     if cmd == "setup":
-        errors = do_setup()
-        errors += scan_setup_py()
-        if errors:
-            sys.exit(1)
-    elif cmd == "is_pypi_has":
-        get_package_name_in_pypi(sys.argv[2])
\ No newline at end of file
+        setup_command()

From 04295aacf76d6962162ba7b2a97b38352e615914 Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Fri, 12 Jan 2024 14:12:44 +0800
Subject: [PATCH 2/8] =?UTF-8?q?=E5=8D=B0=E8=8A=B1=E7=A8=8E=E6=94=B6?=
 =?UTF-8?q?=E5=8F=96=E6=96=B0=E5=A2=9EPIT=E6=A8=A1=E5=BC=8F=20(#837)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

* 印花税收取新增PIT模式

* test data update

* pr update
---
 .../__init__.py                               |  10 ++++++++++
 .../deciders.py                               |  15 ++++++++++++++-
 .../rqalpha_mod_sys_transaction_cost/mod.py   |   2 +-
 tests/outs/test_f_mean_reverting.pkl          | Bin 111814 -> 111502 bytes
 4 files changed, 25 insertions(+), 2 deletions(-)

diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
index fd5c8925f..718047f00 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
@@ -26,6 +26,8 @@
     "futures_commission_multiplier": 1,
     # 印花倍率，即在默认的印花税基础上按该倍数进行调整，股票默认印花税为千分之一，单边收取
     "tax_multiplier": 1,
+    # 是否使用回测当时时间点对应的真实印花税率
+    "pit_tax": False,
 }
 
 cli_prefix = "mod__sys_transaction_cost__"
@@ -83,6 +85,14 @@
     )
 )
 
+cli.commands['run'].params.append(
+    click.Option(
+        ('--pit-tax', cli_prefix + "pit_tax"),
+        is_flag=True, default=False,
+        help="[sys_transaction_cost] use historical tax"
+    )
+)
+
 
 def load_mod():
     from .mod import TransactionCostMod
diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
index f394b899b..d69f69e2e 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
@@ -13,10 +13,15 @@
 #         详细的授权流程，请联系 public@ricequant.com 获取。
 
 from collections import defaultdict
+from datetime import datetime
 
 from rqalpha.interface import AbstractTransactionCostDecider
 from rqalpha.environment import Environment
 from rqalpha.const import SIDE, HEDGE_TYPE, COMMISSION_TYPE, POSITION_EFFECT
+from rqalpha.core.events import EVENT
+
+
+STOCK_PIT_TAX_CHANGE_DATE = datetime(2023, 8, 23)
 
 
 class StockTransactionCostDecider(AbstractTransactionCostDecider):
@@ -75,9 +80,11 @@ def get_order_transaction_cost(self, order):
 
 
 class CNStockTransactionCostDecider(StockTransactionCostDecider):
-    def __init__(self, commission_multiplier, min_commission, tax_multiplier):
+    def __init__(self, commission_multiplier, min_commission, tax_multiplier, pit_tax, event_bus):
         super(CNStockTransactionCostDecider, self).__init__(0.0008, commission_multiplier, min_commission)
         self.tax_rate = 0.0005
+        if pit_tax:
+            event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self.set_tax_rate)
         self.tax_multiplier = tax_multiplier
 
     def _get_tax(self, order_book_id, side, cost_money):
@@ -85,6 +92,12 @@ def _get_tax(self, order_book_id, side, cost_money):
         if instrument.type != 'CS':
             return 0
         return cost_money * self.tax_rate * self.tax_multiplier if side == SIDE.SELL else 0
+    
+    def set_tax_rate(self, event):
+        if event.trading_dt < STOCK_PIT_TAX_CHANGE_DATE:
+            self.tax_rate = 0.001
+        else:
+            self.tax_rate = 0.0005
 
 
 class CNFutureTransactionCostDecider(AbstractTransactionCostDecider):
diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py
index 5cc56e1c4..a4ffb9bf1 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py
@@ -47,7 +47,7 @@ def start_up(self, env, mod_config):
                 continue
             env.set_transaction_cost_decider(instrument_type, CNStockTransactionCostDecider(
                 stock_commission_multiplier, mod_config.cn_stock_min_commission,
-                mod_config.tax_multiplier
+                mod_config.tax_multiplier, mod_config.pit_tax, env.event_bus
             ))
 
         env.set_transaction_cost_decider(INSTRUMENT_TYPE.FUTURE, CNFutureTransactionCostDecider(
diff --git a/tests/outs/test_f_mean_reverting.pkl b/tests/outs/test_f_mean_reverting.pkl
index 120ba74fe9285103ef16c51de544d52804ef42e0..8b4e561f859b16d3b094d941d97ee1a74491ca28 100644
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X-?f<o_wKjBs}7CUnIHevlHdO?L0WL%


From 0c0baa1d25ac6c9e54d87df61cac692c051c512b Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Mon, 15 Jan 2024 13:57:37 +0800
Subject: [PATCH 3/8] =?UTF-8?q?=E6=9C=9F=E8=B4=A7=E5=9B=9E=E6=B5=8B?=
 =?UTF-8?q?=E6=96=B0=E5=A2=9E=E6=97=B6=E5=BA=8F=E4=BA=A4=E6=98=93=E5=8F=82?=
 =?UTF-8?q?=E6=95=B0=E5=8A=9F=E8=83=BD=20(#835)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

* modify .readthedocs.yml

* 期货回测新增时序交易参数功能

* 调整future_info更新方法

* pr update

* pr update

* pr update

* pr update

* 增加函数参数及返回值类型说明

* pr update

* pr update

* 修改提示语翻译

* pr update

---------

Co-authored-by: 周嘉俊 <35399214+Zhou-JiaJun@users.noreply.github.com>
Co-authored-by: Cuizi7 <Cuizi7@users.noreply.github.com>
Co-authored-by: 周嘉俊 <654181984@qq.com>
---
 messages.pot                                  | 497 ++++++++++-------
 requirements.txt                              |   2 +-
 rqalpha/data/base_data_source/data_source.py  |  36 +-
 rqalpha/data/base_data_source/storages.py     | 116 +++-
 rqalpha/data/bundle.py                        | 196 ++++++-
 rqalpha/data/data_proxy.py                    |   5 +-
 rqalpha/environment.py                        |   1 -
 rqalpha/interface.py                          |   4 +-
 rqalpha/main.py                               |   8 +-
 .../position_model.py                         |  21 +-
 rqalpha/mod/rqalpha_mod_sys_analyser/mod.py   |   2 +-
 .../validators/cash_validator.py              |   2 +-
 .../__init__.py                               |   2 +
 .../deciders.py                               |  26 +-
 rqalpha/model/instrument.py                   |  45 +-
 rqalpha/portfolio/account.py                  |  14 +-
 rqalpha/utils/repr.py                         |   2 +-
 rqalpha/utils/testing/fixtures.py             |   2 +-
 .../zh_Hans_CN/LC_MESSAGES/messages.mo        | Bin 19487 -> 19612 bytes
 .../zh_Hans_CN/LC_MESSAGES/messages.po        | 527 ++++++++++--------
 setup.py                                      |   2 +
 .../test_simulation_event_source.py           |   4 +-
 .../test_commission_multiplier.py             |   4 +-
 tests/outs/test_f_mean_reverting.pkl          | Bin 111502 -> 111839 bytes
 tests/test_f_buy_and_hold.py                  |   3 +
 tests/test_f_mean_reverting.py                |   3 +
 26 files changed, 1035 insertions(+), 489 deletions(-)

diff --git a/messages.pot b/messages.pot
index 450c1ec12..225508c54 100644
--- a/messages.pot
+++ b/messages.pot
@@ -1,21 +1,21 @@
 # Translations template for PROJECT.
-# Copyright (C) 2022 ORGANIZATION
+# Copyright (C) 2024 ORGANIZATION
 # This file is distributed under the same license as the PROJECT project.
-# FIRST AUTHOR <EMAIL@ADDRESS>, 2022.
+# FIRST AUTHOR <EMAIL@ADDRESS>, 2024.
 #
 #, fuzzy
 msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2022-06-24 10:33+0800\n"
+"POT-Creation-Date: 2024-01-12 13:38+0800\n"
 "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language-Team: LANGUAGE <LL@li.org>\n"
 "MIME-Version: 1.0\n"
 "Content-Type: text/plain; charset=utf-8\n"
 "Content-Transfer-Encoding: 8bit\n"
-"Generated-By: Babel 2.10.1\n"
+"Generated-By: Babel 2.13.1\n"
 
 #: rqalpha/environment.py:70
 msgid ""
@@ -27,139 +27,135 @@ msgstr ""
 msgid "No such transaction cost decider, order_book_id = {}"
 msgstr ""
 
-#: rqalpha/main.py:61
+#: rqalpha/main.py:60
 msgid ""
 "There is no data between {start_date} and {end_date}. Please check your "
 "data bundle or select other backtest period."
 msgstr ""
 
-#: rqalpha/main.py:80
+#: rqalpha/main.py:79
 msgid ""
 "Missing persist provider. You need to set persist_provider before use "
 "persist"
 msgstr ""
 
-#: rqalpha/main.py:126
+#: rqalpha/main.py:127
 msgid "rqdatac init failed, some apis will not function properly: {}"
 msgstr ""
 
-#: rqalpha/main.py:213
+#: rqalpha/main.py:218
 msgid "system restored"
 msgstr ""
 
-#: rqalpha/main.py:243
+#: rqalpha/main.py:248
 msgid "strategy run successfully, normal exit"
 msgstr ""
 
-#: rqalpha/main.py:248
+#: rqalpha/main.py:253
 msgid "strategy execute exception"
 msgstr ""
 
-#: rqalpha/apis/api_base.py:67 rqalpha/apis/api_base.py:266
-#: rqalpha/apis/api_base.py:302
+#: rqalpha/apis/api_base.py:69 rqalpha/apis/api_base.py:286
+#: rqalpha/apis/api_base.py:322
 msgid "unsupported order_book_id type"
 msgstr ""
 
-#: rqalpha/apis/api_base.py:87 rqalpha/apis/api_base.py:91
-msgid "Limit order price should not be nan."
-msgstr ""
-
-#: rqalpha/apis/api_base.py:148
+#: rqalpha/apis/api_base.py:164
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:59
 msgid "Main Future contracts[88] are not supported in paper trading."
 msgstr ""
 
-#: rqalpha/apis/api_base.py:152
+#: rqalpha/apis/api_base.py:168
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:61
 msgid "Index Future contracts[99] are not supported in paper trading."
 msgstr ""
 
-#: rqalpha/apis/api_base.py:158
+#: rqalpha/apis/api_base.py:174
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:66
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:89
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:128
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:308
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:104
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:142
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:346
 msgid "Order Creation Failed: [{order_book_id}] No market data"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:46
+#: rqalpha/apis/api_rqdatac.py:50
 msgid "rqdatac is not available, extension apis will not function properly"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:102
+#: rqalpha/apis/api_rqdatac.py:106
 msgid "in get_split, start_date {} is no earlier than the previous test day {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:140
+#: rqalpha/apis/api_rqdatac.py:144
 msgid "in index_components, date {} is no earlier than test date {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:187
+#: rqalpha/apis/api_rqdatac.py:191
 msgid "in index_weights, date {} is no earlier than previous test date {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:330
+#: rqalpha/apis/api_rqdatac.py:398
 msgid "in get_price, end_date {} is no earlier than the previous test day {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:338
+#: rqalpha/apis/api_rqdatac.py:406
 msgid "in get_price, start_date {} is no earlier than the previous test day {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:343
+#: rqalpha/apis/api_rqdatac.py:411
 msgid "in get_price, start_date {} > end_date {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:805
+#: rqalpha/apis/api_rqdatac.py:873
 msgid "'{0}' future does not exist"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:962
+#: rqalpha/apis/api_rqdatac.py:1159
 msgid "in get_fundamentals entry_date {} is no earlier than test date {}"
 msgstr ""
 
-#: rqalpha/apis/api_rqdatac.py:996 rqalpha/apis/api_rqdatac.py:1061
-#: rqalpha/utils/arg_checker.py:311
+#: rqalpha/apis/api_rqdatac.py:1193 rqalpha/apis/api_rqdatac.py:1258
+#: rqalpha/utils/arg_checker.py:320
 msgid ""
 "function {}: invalid {} argument, quarter should be in form of '2012q3', "
 "got {} (type: {})"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:33
+#: rqalpha/cmds/bundle.py:34
 msgid "create bundle using RQDatac"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:43
+#: rqalpha/cmds/bundle.py:44
 msgid ""
 "rqdatac is required to create bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
 " download-bundle\" to download monthly updated bundle."
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:54 rqalpha/cmds/bundle.py:83
+#: rqalpha/cmds/bundle.py:55 rqalpha/cmds/bundle.py:84
 msgid "rqdatac init failed with error: {}"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:62
+#: rqalpha/cmds/bundle.py:63
 msgid "Update bundle using RQDatac"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:72
+#: rqalpha/cmds/bundle.py:73
 msgid ""
 "rqdatac is required to update bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
 " download-bundle\" to download monthly updated bundle."
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:87
+#: rqalpha/cmds/bundle.py:88
 msgid "bundle not exist, use \"rqalpha create-bundle\" command instead"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:94
+#: rqalpha/cmds/bundle.py:95
 msgid "Download bundle (monthly updated)"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:105
+#: rqalpha/cmds/bundle.py:106
 msgid ""
 "\n"
 "    [WARNING]\n"
@@ -168,24 +164,56 @@ msgid ""
 "    Are you sure to continue?"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:123
+#: rqalpha/cmds/bundle.py:124
 msgid "Data bundle download successfully in {bundle_path}"
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:134
+#: rqalpha/cmds/bundle.py:127
+msgid "Check bundle"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:141
 msgid "try {} ..."
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:146
+#: rqalpha/cmds/bundle.py:153
 msgid "downloading ..."
 msgstr ""
 
-#: rqalpha/cmds/bundle.py:160
+#: rqalpha/cmds/bundle.py:167
 msgid ""
 "\n"
 "Download failed, retry in {} seconds."
 msgstr ""
 
+#: rqalpha/cmds/bundle.py:188
+msgid "corrupted files"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:189
+msgid "remove files"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:192
+msgid "remove success"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:194
+msgid "corrupted files not remove"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:196
+msgid "input error"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:198
+msgid "bundle's day bar is incomplete, please update bundle"
+msgstr ""
+
+#: rqalpha/cmds/bundle.py:200
+msgid "good bundle's day bar"
+msgstr ""
+
 #: rqalpha/cmds/misc.py:26
 msgid "Generate example strategies to target folder"
 msgstr ""
@@ -219,12 +247,38 @@ msgstr ""
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr ""
 
-#: rqalpha/data/base_data_source/storages.py:85
+#: rqalpha/data/bundle.py:483
+msgid ""
+"File {} update failed, if it is using, please update later, or you can "
+"delete then update again"
+msgstr ""
+
+#: rqalpha/data/bundle.py:561
+msgid ""
+"RQAlpha already supports backtesting using futures historical margins and"
+" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
+msgstr ""
+
+#: rqalpha/data/bundle.py:567
+msgid ""
+"Your RQData account does not have permission to use futures historical "
+"margin and rates, and fixed data will be used for calculations\n"
+"You can contact RiceQuant to activate permission: 0755-26569969"
+msgstr ""
+
+#: rqalpha/data/base_data_source/storages.py:82
+msgid ""
+"Your bundle data is too old, please use 'rqalpha update-bundle' or "
+"'rqalpha download-bundle' to update it to lastest before using"
+msgstr ""
+
+#: rqalpha/data/base_data_source/storages.py:98
+#: rqalpha/data/base_data_source/storages.py:124
 msgid "unsupported future instrument {}"
 msgstr ""
 
-#: rqalpha/data/base_data_source/storages.py:155
-#: rqalpha/data/base_data_source/storages.py:165
+#: rqalpha/data/base_data_source/storages.py:195
+#: rqalpha/data/base_data_source/storages.py:205
 msgid ""
 "open data bundle failed, you can remove {} and try to regenerate bundle: "
 "{}"
@@ -252,7 +306,7 @@ msgstr ""
 msgid "mod tear_down [END]   {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:296
+#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:318
 msgid "{order_book_id} is expired, close all positions by system"
 msgstr ""
 
@@ -270,15 +324,15 @@ msgid ""
 "{closable}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:49
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:96
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:144
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:50
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:112
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:158
 msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:54
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:85
-msgid "Limit order price should be positive"
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:55
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:100
+msgid "Limit order price should not be nan."
 msgstr ""
 
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:78
@@ -299,266 +353,337 @@ msgid ""
 "[{new_orders_repr}]"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:65
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:66
 msgid ""
 "order_book_id: {order_book_id} needs stock account, please set and try "
 "again!"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:106
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:120
 msgid "insufficient cash, use all remaining cash({}) to create order"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:296
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:334
 msgid ""
 "function order_target_portfolio: invalid keys of target_portfolio, "
 "expected order_book_ids or Instrument objects, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:301
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:339
 msgid ""
 "function order_target_portfolio: invalid instrument type, excepted "
 "CS/ETF/LOF/INDX, got {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:318
-msgid ""
-"function order_target_portfolio: invalid order price {target_price} of "
-"{id_or_ins}"
-msgstr ""
-
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:324
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:354
 msgid ""
 "function order_target_portfolio: invalid values of target_portfolio, "
 "excepted float between 0 and 1, got {} (key: {})"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:332
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:363
 msgid "total percent should be lower than 1, current: {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:655
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:383
+msgid ""
+"Adjust position of {id_or_ins} Failed: Invalid close/open price "
+"{close_price}/{open_price}"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:698
 msgid "in get_dividend, start_date {} is later than the previous test day {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:64
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:66
 msgid "[sys_analyser] save report"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:69
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:71
 msgid "[sys_analyser] output result pickle file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:74
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:76
 msgid "[sys_analyser] plot result"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:79
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:81
 msgid "[sys_analyser] save plot to file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:84
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:86
 msgid "[sys_analyser] order_book_id of benchmark"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:89
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:91
 msgid "[sys_analyser] show open close points on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:94
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:96
 msgid "[sys_analyser] show weekly indicators and return curve on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:98
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:100
 msgid "[sys_analyser] Plot from strategy output file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:101
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:103
 msgid "save plot result to file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:102
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:104
 msgid "show open close points on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:103
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:105
 msgid "show weekly indicators and return curve on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:113
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:115
 msgid "[sys_analyser] Generate report from strategy output file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:108
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:112
 msgid ""
 "config 'base.benchmark' is deprecated, use 'mod.sys_analyser.benchmark' "
 "instead"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:190
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:143
+msgid "benchmark {} not exists, please entry correct order_book_id"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:147
+msgid ""
+"benchmark {} listed date {} > backtest start date {} or de_listed date {}"
+" <= backtest end date {}"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:210
 msgid "invalid init benchmark {}, should be in format 'order_book_id:weight'"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:195
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:215
 msgid "invalid weight for instrument {order_book_id}: {weight}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:59
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60
 msgid "Strategy"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61
 msgid "Benchmark"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62
 msgid "Excess"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63
 msgid "Weekly"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:64
 msgid "BenchmarkWeekly"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:65
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:82
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:170
 msgid "MaxDrawDown"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67
 msgid "MaxDDD"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68
 msgid "Open"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:69
 msgid "Close"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:71
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:155
 msgid "TotalReturns"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:72
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:156
 msgid "AnnualReturns"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:73
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:157
 msgid "Alpha"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:74
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:158
 msgid "Beta"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:75
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:161
 msgid "Sharpe"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:76
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:165
 msgid "Sortino"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:77
-msgid "InformationRatio"
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:109
+msgid "WeeklyUlcerIndex"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:79
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:175
 msgid "BenchmarkReturns"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:80
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:176
 msgid "BenchmarkAnnual"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:81
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:167
 msgid "Volatility"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:83
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114
 msgid "TrackingError"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:84
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115
 msgid "DownsideRisk"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:85
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:164
+msgid "InformationRatio"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:117
+msgid "WeeklyUlcerPerformanceIndex"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:179
+msgid "ExcessCumReturns"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:159
+msgid "WinRate"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121
+msgid "WeeklyWinRate"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122
+msgid "ProfitLossRate"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:171
 msgid "MaxDD/MaxDDD"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:89
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:125
+msgid "WeeklyExcessUlcerIndex"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129
 msgid "WeeklyAlpha"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:90
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130
 msgid "WeeklyBeta"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:91
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:162
 msgid "WeeklySharpe"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:92
-msgid "WeeklySortino"
-msgstr ""
-
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:93
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132
 msgid "WeeklyInfoRatio"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:94
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133
 msgid "WeeklyTrackingError"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:95
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134
 msgid "WeeklyMaxDrawdown"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:99
-msgid "ExcessCumReturns"
-msgstr ""
-
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:100
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:138
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:177
 msgid "ExcessReturns"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:101
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:178
 msgid "ExcessAnnual"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:102
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:181
 msgid "ExcessSharpe"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:182
 msgid "ExcessVolatility"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:184
 msgid "ExcessMaxDD"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:185
 msgid "ExcessMaxDD/ExcessMaxDDD"
 msgstr ""
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144
+msgid "WeeklyExcessUlcerPerformanceIndex"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:163
+msgid "MonthlySharpe"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:168
+msgid "WeeklyVolatility"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:169
+msgid "MonthlyVolatility"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:183
+msgid "ExcessWinRate"
+msgstr ""
+
 #: rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py:33
 msgid ""
 "Order Creation Failed: not enough money to buy {order_book_id}, needs "
 "{cost_money:.2f}, cash {cash:.2f}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:31
+#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:32
 msgid "Order Creation Failed: {order_book_id} is not listing!"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:37
+#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:38
 msgid "Order Creation Failed: security {order_book_id} is suspended on {date}"
 msgstr ""
 
@@ -580,74 +705,72 @@ msgid ""
 "trade: [{}...]"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:101
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:319
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:66
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:118
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:335
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:69
 msgid ""
 "Order Cancelled: current security [{order_book_id}] can not be traded in "
 "listed date [{listed_date}]"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:108
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:72
-msgid "Order Cancelled: current bar [{order_book_id}] miss market data."
-msgstr ""
-
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:128
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:125
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:165
 #: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86
-msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_up price."
+msgid "Order Cancelled: {order_book_id} bar no volume"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:134
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:150
 #: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:95
-msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price."
+msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_up price."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:143
-msgid "Order Cancelled: {order_book_id} bar no volume"
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:156
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:104
+msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:159
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:396
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:178
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:417
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:567
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} due "
 "to volume limit"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:197
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:217
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} is "
 "larger than {volume_percent_limit} percent of current bar volume, fill "
 "{filled_volume} actually"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:326
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:343
 msgid "Order Cancelled: current tick [{order_book_id}] miss market data."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:351
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:368
 msgid "Order Cancelled: current tick [{order_book_id}] reach the limit_up price."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:357
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:374
 msgid ""
 "Order Cancelled: current tick [{order_book_id}] reach the limit_down "
 "price."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:364
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:370
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:381
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:387
 msgid "Order Cancelled: [{order_book_id}] has no liquidity."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:438
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:462
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} is "
 "larger than {volume_percent_limit} percent of current tick volume, fill "
 "{filled_volume} actually"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:571
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:611
 msgid ""
 "Order Cancelled: market order {order_book_id} fill {filled_volume} "
 "actually"
@@ -668,14 +791,18 @@ msgid ""
 "matching_type is 'current_bar'."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/mod.py:107
+#: rqalpha/mod/rqalpha_mod_sys_simulation/mod.py:119
 msgid "NO account_type = ({}) in {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:53
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:56
 msgid "cancel_order function is not supported in signal mode"
 msgstr ""
 
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:75
+msgid "Order Cancelled: current bar [{order_book_id}] miss market data."
+msgstr ""
+
 #: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:108
 msgid "unsupported position_effect {}"
 msgstr ""
@@ -688,7 +815,7 @@ msgstr ""
 msgid "Order Rejected: {order_book_id} can not match. Market close."
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:184
+#: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:185
 msgid "{order_book_id} should be subscribed when frequency is tick."
 msgstr ""
 
@@ -716,13 +843,13 @@ msgstr ""
 msgid "invalid slippage rate value {} which cause price <= 0"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py:30
+#: rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py:42
 msgid ""
 "invalid commission multiplier or tax multiplier value: value range is [0,"
 " +∞)"
 msgstr ""
 
-#: rqalpha/model/bar.py:371
+#: rqalpha/model/bar.py:372
 msgid "id_or_symbols {} does not exist"
 msgstr ""
 
@@ -733,117 +860,113 @@ msgid ""
 " {tax}, {frozen_price}"
 msgstr ""
 
-#: rqalpha/portfolio/__init__.py:67
+#: rqalpha/portfolio/__init__.py:71
 msgid "invalid init position {order_book_id}: no valid price at {date}"
 msgstr ""
 
-#: rqalpha/portfolio/__init__.py:267
+#: rqalpha/portfolio/__init__.py:278 rqalpha/portfolio/__init__.py:291
 msgid "invalid account type {}, choose in {}"
 msgstr ""
 
-#: rqalpha/portfolio/__init__.py:271
+#: rqalpha/portfolio/__init__.py:282
 msgid "Cash add {}. units {} become to {}"
 msgstr ""
 
-#: rqalpha/portfolio/account.py:313
+#: rqalpha/portfolio/account.py:352
 msgid "Trigger Forced Liquidation, current total_value is 0"
 msgstr ""
 
-#: rqalpha/portfolio/account.py:457
+#: rqalpha/portfolio/account.py:502 rqalpha/portfolio/account.py:521
 msgid "insufficient cash, current {}, target withdrawal {}"
 msgstr ""
 
-#: rqalpha/portfolio/position.py:160
-msgid "invalid price of {order_book_id}: {price}"
-msgstr ""
-
-#: rqalpha/utils/arg_checker.py:50
+#: rqalpha/utils/arg_checker.py:51
 msgid ""
 "function {}: invalid {} argument, expect a value of type {}, got {} "
 "(type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:58
+#: rqalpha/utils/arg_checker.py:59
 msgid "valid order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:61
+#: rqalpha/utils/arg_checker.py:62
 msgid "valid stock order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:64
+#: rqalpha/utils/arg_checker.py:65
 msgid "valid future order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:67
+#: rqalpha/utils/arg_checker.py:68
 msgid "listed order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:70
+#: rqalpha/utils/arg_checker.py:71
 msgid "function {}: invalid {} argument, expected a {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:96
+#: rqalpha/utils/arg_checker.py:97
 msgid ""
 "function {}: invalid {} argument, expected instrument with types {}, got "
 "instrument with type {}"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:136
+#: rqalpha/utils/arg_checker.py:137
 msgid "function {}: invalid {} argument, expect a number, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:151
+#: rqalpha/utils/arg_checker.py:160
 msgid "function {}: invalid {} argument, valid: {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:165
+#: rqalpha/utils/arg_checker.py:174
 msgid "function {}: invalid {} argument, valid fields are {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:177
+#: rqalpha/utils/arg_checker.py:186
 msgid "function {}: invalid field {}, valid fields are {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:183 rqalpha/utils/arg_checker.py:198
+#: rqalpha/utils/arg_checker.py:192 rqalpha/utils/arg_checker.py:207
 msgid ""
 "function {}: invalid {} argument, expect a string or a list of string, "
 "got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:225 rqalpha/utils/arg_checker.py:230
+#: rqalpha/utils/arg_checker.py:234 rqalpha/utils/arg_checker.py:239
 msgid "function {}: invalid {} argument, expect a valid date, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:241
+#: rqalpha/utils/arg_checker.py:250
 msgid "function {}: invalid {} argument, expect a value >= {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:251
+#: rqalpha/utils/arg_checker.py:260
 msgid "function {}: invalid {} argument, expect a value > {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:261
+#: rqalpha/utils/arg_checker.py:270
 msgid "function {}: invalid {} argument, expect a value <= {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:272
+#: rqalpha/utils/arg_checker.py:281
 msgid "function {}: invalid {} argument, expect a value < {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:289
+#: rqalpha/utils/arg_checker.py:298
 msgid ""
 "function {}: invalid {} argument, interval should be in form of '1d', "
 "'3m', '4q', '2y', got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:325
+#: rqalpha/utils/arg_checker.py:334
 msgid ""
 "function {}: invalid {} argument, should be entity like "
 "Fundamentals.balance_sheet.total_equity, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:344
+#: rqalpha/utils/arg_checker.py:353
 msgid ""
 "function {}: invalid {} argument, frequency should be in form of '1m', "
 "'5m', '1d', '1w' got {} (type: {})"
diff --git a/requirements.txt b/requirements.txt
index cb64365cb..987ed4688 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -10,7 +10,7 @@ simplejson >=3.10.0
 dill ==0.2.5
 PyYAML >=3.12
 tabulate
-rqrisk >=0.0.14
+rqrisk >=1.0.8
 h5py
 matplotlib >=1.5.1 ; python_version >= '3.6'
 matplotlib >=1.5.1,<=3.0.3 ; python_version == '3.5'
diff --git a/rqalpha/data/base_data_source/data_source.py b/rqalpha/data/base_data_source/data_source.py
index fe42cc091..c5a3eaae3 100644
--- a/rqalpha/data/base_data_source/data_source.py
+++ b/rqalpha/data/base_data_source/data_source.py
@@ -16,7 +16,6 @@
 #         详细的授权流程，请联系 public@ricequant.com 获取。
 import os
 import pickle
-from functools import lru_cache
 from datetime import date, datetime, timedelta
 from itertools import groupby
 from typing import Dict, Iterable, List, Optional, Sequence, Union
@@ -32,6 +31,8 @@
 from rqalpha.utils.functools import lru_cache
 from rqalpha.utils.typing import DateLike
 from rqalpha.environment import Environment
+from rqalpha.data.bundle import update_futures_trading_parameters
+from rqalpha.utils.logger import user_system_log
 
 from rqalpha.data.base_data_source.adjust import FIELDS_REQUIRE_ADJUSTMENT, adjust_bars
 from rqalpha.data.base_data_source.storage_interface import (AbstractCalendarStore, AbstractDateSet,
@@ -39,7 +40,7 @@
                                 AbstractInstrumentStore)
 from rqalpha.data.base_data_source.storages import (DateSet, DayBarStore, DividendStore,
                        ExchangeTradingCalendarStore, FutureDayBarStore,
-                       FutureInfoStore, InstrumentStore,
+                       FutureInfoStore, FuturesTradingParametersStore,InstrumentStore,
                        ShareTransformationStore, SimpleFactorStore,
                        YieldCurveStore)
 
@@ -71,7 +72,7 @@ class BaseDataSource(AbstractDataSource):
         INSTRUMENT_TYPE.PUBLIC_FUND,
     )
 
-    def __init__(self, path, custom_future_info):
+    def __init__(self, path, custom_future_info, update_parameters_end_date=None):       
         if not os.path.exists(path):
             raise RuntimeError('bundle path {} not exist'.format(os.path.abspath(path)))
 
@@ -86,20 +87,29 @@ def _p(name):
             INSTRUMENT_TYPE.ETF: funds_day_bar_store,
             INSTRUMENT_TYPE.LOF: funds_day_bar_store
         }  # type: Dict[INSTRUMENT_TYPE, AbstractDayBarStore]
-
+        
+        self._futures_trading_parameters_store = None
+        if update_parameters_end_date:
+            if update_futures_trading_parameters(path, update_parameters_end_date):
+                self._futures_trading_parameters_store = FuturesTradingParametersStore(_p("futures_trading_parameters.h5"))
         self._future_info_store = FutureInfoStore(_p("future_info.json"), custom_future_info)
-
+        
         self._instruments_stores = {}  # type: Dict[INSTRUMENT_TYPE, AbstractInstrumentStore]
         self._ins_id_or_sym_type_map = {}  # type: Dict[str, INSTRUMENT_TYPE]
         instruments = []
+        
         with open(_p('instruments.pk'), 'rb') as f:
             for i in pickle.load(f):
                 if i["type"] == "Future" and Instrument.is_future_continuous_contract(i["order_book_id"]):
                     i["listed_date"] = datetime(1990, 1, 1)
-                instruments.append(Instrument(i, lambda i: self._future_info_store.get_future_info(i)["tick_size"]))
+                instruments.append(Instrument(
+                    i, 
+                    lambda i: self._future_info_store.get_tick_size(i),
+                    lambda i, dt: self.get_futures_trading_parameters(i, dt).long_margin_ratio,
+                    lambda i, dt: self.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))
-
         dividend_store = DividendStore(_p('dividends.h5'))
         self._dividends = {
             INSTRUMENT_TYPE.CS: dividend_store,
@@ -359,8 +369,16 @@ def available_data_range(self, frequency):
     def get_yield_curve(self, start_date, end_date, tenor=None):
         return self._yield_curve.get_yield_curve(start_date, end_date, tenor=tenor)
 
-    def get_commission_info(self, instrument):
-        return self._future_info_store.get_future_info(instrument)
+    @lru_cache(1024)
+    def get_futures_trading_parameters(self, instrument, dt):
+        # type: (Instrument, datetime.date) -> FuturesTradingParameters
+        if self._futures_trading_parameters_store:
+            trading_parameters = self._futures_trading_parameters_store.get_futures_trading_parameters(instrument, dt)
+            if trading_parameters is None:
+                return self._future_info_store.get_future_info(instrument.order_book_id, instrument.underlying_symbol)
+            return trading_parameters
+        else:
+            return self._future_info_store.get_future_info(instrument.order_book_id, instrument.underlying_symbol)
 
     def get_merge_ticks(self, order_book_id_list, trading_date, last_dt=None):
         raise NotImplementedError
diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
index 73c263172..a49d42db8 100644
--- a/rqalpha/data/base_data_source/storages.py
+++ b/rqalpha/data/base_data_source/storages.py
@@ -23,7 +23,7 @@
 from copy import copy
 from itertools import chain
 from contextlib import contextmanager
-from typing import Dict, Iterable, Optional
+from typing import Dict, Iterable, Optional, NamedTuple
 
 import h5py
 import numpy as np
@@ -34,6 +34,8 @@
 from rqalpha.model.instrument import Instrument
 from rqalpha.utils.datetime_func import convert_date_to_date_int
 from rqalpha.utils.i18n import gettext as _
+from rqalpha.utils.logger import user_system_log
+from rqalpha.environment import Environment
 
 from .storage_interface import (AbstractCalendarStore, AbstractDateSet,
                                 AbstractDayBarStore, AbstractDividendStore,
@@ -41,6 +43,18 @@
                                 AbstractSimpleFactorStore)
 
 
+class FuturesTradingParameters(NamedTuple):
+    """
+    数据类，用以存储期货交易参数数据
+    """
+    close_commission_ratio: float
+    close_commission_today_ratio: float
+    commission_type: str
+    open_commission_ratio: float
+    long_margin_ratio: float
+    short_margin_ratio: float
+
+
 class ExchangeTradingCalendarStore(AbstractCalendarStore):
     def __init__(self, f):
         self._f = f
@@ -64,27 +78,52 @@ def __init__(self, f, custom_future_info):
                 ) for item in json.load(json_file)
             }
         self._custom_data = custom_future_info
-        self._future_info = {}
+        if "margin_rate" not in self._default_data[next(iter(self._default_data))]:
+            raise RuntimeError(_("Your bundle data is too old, please use 'rqalpha update-bundle' or 'rqalpha download-bundle' to update it to lastest before using"))
 
     @classmethod
     def _process_future_info_item(cls, item):
         item["commission_type"] = cls.COMMISSION_TYPE_MAP[item["commission_type"]]
         return item
 
-    def get_future_info(self, instrument):
-        # type: (Instrument) -> Dict[str, float]
-        order_book_id = instrument.order_book_id
+    @lru_cache(1024)
+    def get_future_info(self, order_book_id, underlying_symbol):
+        # type: (str, str) -> FuturesTradingParameters
+        custom_info = self._custom_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
+        info = self._default_data.get(order_book_id) or self._default_data.get(underlying_symbol)
+        if custom_info:
+            info = copy(info) or {}
+            info.update(custom_info)
+        elif not info:
+            raise NotImplementedError(_("unsupported future instrument {}").format(order_book_id))
+        info = self._to_namedtuple(info)
+        return info
+    
+    def _to_namedtuple(self, info):
+        # type: (dict) -> FuturesTradingParameters
+        info['long_margin_ratio'], info['short_margin_ratio'] = info['margin_rate'], info['margin_rate']
+        del info['margin_rate'], info['tick_size']
         try:
-            return self._future_info[order_book_id]
+            del info['order_book_id']
         except KeyError:
-            custom_info = self._custom_data.get(order_book_id) or self._custom_data.get(instrument.underlying_symbol)
-            info = self._default_data.get(order_book_id) or self._default_data.get(instrument.underlying_symbol)
-            if custom_info:
-                info = copy(info) or {}
-                info.update(custom_info)
-            elif not info:
-                raise NotImplementedError(_("unsupported future instrument {}").format(order_book_id))
-            return self._future_info.setdefault(order_book_id, info)
+            del info['underlying_symbol']
+        info = FuturesTradingParameters(**info)
+        return info
+    
+    @lru_cache(8)
+    def get_tick_size(self, instrument):
+        # type: (str, str) -> float
+        order_book_id = instrument.order_book_id
+        underlying_symbol = instrument.underlying_symbol
+        custom_info = self._custom_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
+        info = self._default_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
+        if custom_info:
+            info = copy(info) or {}
+            info.update(custom_info)
+        elif not info:
+            raise NotImplementedError(_("unsupported future instrument {}".format(order_book_id)))
+        tick_size = info['tick_size']
+        return tick_size
 
 
 class InstrumentStore(AbstractInstrumentStore):
@@ -208,6 +247,55 @@ class FutureDayBarStore(DayBarStore):
     DEFAULT_DTYPE = np.dtype(DayBarStore.DEFAULT_DTYPE.descr + [("open_interest", '<f8')])
 
 
+class FuturesTradingParametersStore(object):
+    COMMISSION_TYPE_MAP = {
+        0: COMMISSION_TYPE.BY_MONEY,
+        1: COMMISSION_TYPE.BY_VOLUME
+    }
+
+    # 历史期货交易参数的数据在2010年4月之后才有
+    FUTURES_TRADING_PARAMETERS_START_DATE = 20100401
+
+    def __init__(self, path):
+        self._path = path
+
+    def get_futures_trading_parameters(self, instrument, dt):
+        # type: (Instrument, datetime.date) -> FuturesTradingParameters or None
+        order_book_id = instrument.order_book_id
+        dt = convert_date_to_date_int(dt)
+        if dt < self.FUTURES_TRADING_PARAMETERS_START_DATE:
+            return None
+        data = self.get_futures_trading_parameters_all_time(order_book_id)
+        if data is None: 
+            return None
+        else:
+            arr = data[data['datetime'] == dt][0]
+            if len(arr) == 0:
+                if dt >= convert_date_to_date_int(instrument.listed_date) and dt <= convert_date_to_date_int(instrument.de_listed_date):
+                    user_system_log.info("Historical futures trading parameters are abnormal, the lastst parameters will be used for calculations.\nPlease contract RiceQuant to repair: 0755-26569969")
+                return None
+            futures_trading_parameters = self._to_namedtuple(arr)
+        return futures_trading_parameters
+    
+    @lru_cache(1024)
+    def get_futures_trading_parameters_all_time(self, order_book_id):
+        # type: (str) -> numpy.ndarray or None
+        with h5_file(self._path) as h5:
+            try:
+                data = h5[order_book_id][:]
+            except KeyError:
+                return None
+        return data
+            
+    def _to_namedtuple(self, arr):
+        # type: (numpy.void) -> FuturesTradingParameters
+        dic = dict(zip(arr.dtype.names, arr))
+        del dic['datetime']
+        dic["commission_type"] = self.COMMISSION_TYPE_MAP[dic['commission_type']]
+        futures_trading_parameters = FuturesTradingParameters(**dic)
+        return futures_trading_parameters
+
+
 class DividendStore(AbstractDividendStore):
     def __init__(self, path):
         self._path = path
diff --git a/rqalpha/data/bundle.py b/rqalpha/data/bundle.py
index 69159cfcc..0dc4eb117 100644
--- a/rqalpha/data/bundle.py
+++ b/rqalpha/data/bundle.py
@@ -26,6 +26,7 @@
                                       ProgressedTask)
 from rqalpha.utils.datetime_func import (convert_date_to_date_int,
                                          convert_date_to_int)
+from rqalpha.utils.i18n import gettext as _
 
 START_DATE = 20050104
 END_DATE = 29991231
@@ -136,42 +137,76 @@ def gen_share_transformation(d):
 def gen_future_info(d):
     future_info_file = os.path.join(d, 'future_info.json')
 
+    def _need_to_recreate():
+        if not os.path.exists(future_info_file):
+            return
+        else:
+            with open(future_info_file, "r") as f:
+                all_futures_info = json.load(f)
+                if "margin_rate" not in all_futures_info[0]:
+                    return True
+    
+    def update_margin_rate(file):
+        all_instruments_data = rqdatac.all_instruments("Future")
+        with open(file, "r") as f:
+            all_futures_info = json.load(f)
+            new_all_futures_info = []
+            for future_info in all_futures_info:
+                if "order_book_id" in future_info:
+                    future_info["margin_rate"] = all_instruments_data[all_instruments_data["order_book_id"] == future_info["order_book_id"]].iloc[0].margin_rate
+                elif "underlying_symbol" in future_info:
+                    dominant = rqdatac.futures.get_dominant(future_info["underlying_symbol"])[-1]
+                    future_info["margin_rate"] = all_instruments_data[all_instruments_data["order_book_id"] == dominant].iloc[0].margin_rate
+                new_all_futures_info.append(future_info)
+        os.remove(file)
+        with open(file, "w") as f:
+            json.dump(new_all_futures_info, f, separators=(',', ':'), indent=2)
+
+    if (_need_to_recreate()): update_margin_rate(future_info_file)
+
+    # 新增 hard_code 的种类时，需要同时修改rqalpha.data.base_data_source.storages.FutureInfoStore.data_compatible中的内容
     hard_code = [
         {'underlying_symbol': 'TC',
           'close_commission_ratio': 4.0,
           'close_commission_today_ratio': 0.0,
           'commission_type': "by_volume",
           'open_commission_ratio': 4.0,
+          'margin_rate': 0.05,
           'tick_size': 0.2},
          {'underlying_symbol': 'ER',
           'close_commission_ratio': 2.5,
           'close_commission_today_ratio': 2.5,
           'commission_type': "by_volume",
           'open_commission_ratio': 2.5,
+          'margin_rate': 0.05,
           'tick_size': 1.0},
          {'underlying_symbol': 'WS',
           'close_commission_ratio': 2.5,
           'close_commission_today_ratio': 0.0,
           'commission_type': "by_volume",
           'open_commission_ratio': 2.5,
+          'margin_rate': 0.05,
           'tick_size': 1.0},
          {'underlying_symbol': 'RO',
           'close_commission_ratio': 2.5,
           'close_commission_today_ratio': 0.0,
           'commission_type': "by_volume",
           'open_commission_ratio': 2.5,
+          'margin_rate': 0.05,
           'tick_size': 2.0},
          {'underlying_symbol': 'ME',
           'close_commission_ratio': 1.4,
           'close_commission_today_ratio': 0.0,
           'commission_type': "by_volume",
           'open_commission_ratio': 1.4,
+          'margin_rate': 0.06,
           'tick_size': 1.0},
         {'underlying_symbol': 'WT',
          'close_commission_ratio': 5.0,
          'close_commission_today_ratio': 5.0,
          'commission_type': "by_volume",
          'open_commission_ratio': 5.0,
+         'margin_rate': 0.05,
          'tick_size': 1.0},
     ]
 
@@ -198,18 +233,21 @@ def gen_future_info(d):
             symbol_list.append(info["underlying_symbol"])
 
     futures_order_book_id = rqdatac.all_instruments(type='Future')['order_book_id'].unique()
+    commission_df = rqdatac.futures.get_commission_margin()
     for future in futures_order_book_id:
         underlying_symbol = re.match(r'^[a-zA-Z]*', future).group()
         if future in future_list:
             continue
         future_dict = {}
-        commission = rqdatac.futures.get_commission_margin(future)
+        commission = commission_df[commission_df['order_book_id'] == future]
         if not commission.empty:
             future_dict['order_book_id'] = future
             commission = commission.iloc[0]
             for p in param:
                 future_dict[p] = commission[p]
-            future_dict['tick_size'] = rqdatac.instruments(future).tick_size()
+            instruemnts_data = rqdatac.instruments(future)
+            future_dict['margin_rate'] = instruemnts_data.margin_rate
+            future_dict['tick_size'] = instruemnts_data.tick_size()
         elif underlying_symbol in symbol_list:
             continue
         else:
@@ -220,11 +258,13 @@ def gen_future_info(d):
             except AttributeError:
                 # FIXME: why get_dominant return None???
                 continue
-            commission = rqdatac.futures.get_commission_margin(dominant).iloc[0]
+            commission = commission_df[commission_df['order_book_id'] == dominant].iloc[0]
 
             for p in param:
                 future_dict[p] = commission[p]
-            future_dict['tick_size'] = rqdatac.instruments(dominant).tick_size()
+            instruemnts_data = rqdatac.instruments(dominant)
+            future_dict['margin_rate'] = instruemnts_data.margin_rate
+            future_dict['tick_size'] = instruemnts_data.tick_size()
         all_futures_info.append(future_dict)
 
     with open(os.path.join(d, 'future_info.json'), 'w') as f:
@@ -395,3 +435,151 @@ def update_bundle(path, create, enable_compression=False, concurrency=1):
             executor.submit(GenerateFileTask(func), path)
         for file, order_book_id, field in day_bar_args:
             executor.submit(_DayBarTask(order_book_id), os.path.join(path, file), field, **kwargs)
+
+
+FUTURES_TRADING_PARAMETERS_FIELDS = ["long_margin_ratio", "short_margin_ratio", "commission_type", "open_commission", "close_commission", "close_commission_today"]
+TRADING_PARAMETERS_START_DATE = 20100401
+FUTURES_TRADING_PARAMETERS_FILE = "futures_trading_parameters.h5"
+
+
+class FuturesTradingParametersTask(object):
+    def __init__(self, order_book_ids):
+        self._order_book_ids = order_book_ids
+    
+    def __call__(self, path, fields, end_date):
+        if not os.path.exists(path):
+            self.generate_futures_trading_parameters(path, fields, end_date)
+        else:
+            self.update_futures_trading_parameters(path, fields, end_date)
+    
+    def generate_futures_trading_parameters(self, path, fields, end_date, recreate_futures_list=None):
+        # type: (str, list, datetime.date, list) -> None
+        order_book_ids = self._order_book_ids
+        if recreate_futures_list:
+            order_book_ids = recreate_futures_list      
+        df = rqdatac.futures.get_trading_parameters(order_book_ids, TRADING_PARAMETERS_START_DATE, end_date, fields)
+        if not (df is None or df.empty):
+            df.dropna(axis=0, how="all")
+            df.reset_index(inplace=True)
+            df['datetime'] = df['trading_date'].map(convert_date_to_date_int)
+            del df["trading_date"]
+            df['commission_type'] = df['commission_type'].map(self.set_commission_type)
+            df.rename(columns={
+                'close_commission': "close_commission_ratio",
+                'close_commission_today': "close_commission_today_ratio",
+                'open_commission': 'open_commission_ratio'
+                }, inplace=True)
+            df.set_index(["order_book_id", "datetime"], inplace=True)
+            df.sort_index(inplace=True)
+            with h5py.File(path, "w") as h5:
+                for order_book_id in df.index.levels[0]:
+                    h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records())
+
+    def update_futures_trading_parameters(self, path, fields, end_date):
+        # type: (str, list, datetime.date) -> None
+        try:
+            h5 = h5py.File(path, "a")
+            h5.close()
+        except OSError as e:
+            raise OSError(_("File {} update failed, if it is using, please update later, or you can delete then update again".format(path))) from e
+        last_date = self.get_h5_last_date(path)
+        recreate_futures_list = self.get_recreate_futures_list(path, last_date)
+        if recreate_futures_list:
+            self.generate_futures_trading_parameters(path, fields, last_date, recreate_futures_list=recreate_futures_list)
+        if end_date > last_date:
+            if rqdatac.get_previous_trading_date(end_date) == last_date:
+                return
+            else:
+                start_date = rqdatac.get_next_trading_date(last_date)
+                df = rqdatac.futures.get_trading_parameters(self._order_book_ids, start_date, end_date, fields)
+                if not(df is None or df.empty):
+                    df = df.dropna(axis=0, how="all")
+                    df.reset_index(inplace=True)
+                    df['datetime'] = df['trading_date'].map(convert_date_to_date_int)
+                    del [df['trading_date']]
+                    df['commission_type'] = df['commission_type'].map(self.set_commission_type)
+                    df.rename(columns={
+                        'close_commission': "close_commission_ratio",
+                        'close_commission_today': "close_commission_today_ratio",
+                        'open_commission': 'open_commission_ratio'
+                        }, inplace=True)
+                    df.set_index(['order_book_id', 'datetime'], inplace=True)
+                    with h5py.File(path, "a") as h5:
+                        for order_book_id in df.index.levels[0]:
+                            if order_book_id in h5:
+                                data = np.array(
+                                    [tuple(i) for i in chain(h5[order_book_id][:], df.loc[order_book_id].to_records())],
+                                    dtype=h5[order_book_id].dtype
+                                )
+                                del h5[order_book_id]
+                                h5.create_dataset(order_book_id, data=data)
+                            else:
+                                h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records())
+
+    def set_commission_type(self, commission_type):
+        if commission_type == "by_money":
+            commission_type = 0
+        elif commission_type == "by_volume":
+            commission_type = 1
+        return commission_type
+    
+    def get_h5_last_date(self, path):
+        last_date = TRADING_PARAMETERS_START_DATE
+        with h5py.File(path, "r") as h5:
+            for key in h5.keys():
+                if int(h5[key]['datetime'][-1]) > last_date:
+                    last_date = h5[key]['datetime'][-1]
+        last_date = datetime.datetime.strptime(str(last_date), "%Y%m%d").date()
+        return last_date
+
+    def get_recreate_futures_list(self, path, h5_last_date):
+        # type: (str, datetime.date) -> list
+        """
+        用户在运行策略的过程中可能中断进程，进而可能导致在创建 h5 文件时，部分合约没有成功 download
+        通过该函数，获取在上一次更新中因为异常而没有更新的合约
+        """
+        recreate_futures_list = []
+        df = rqdatac.all_instruments("Future")
+        last_update_futures_list = df[(df['de_listed_date'] >= str(TRADING_PARAMETERS_START_DATE)) & (df['listed_date'] <= h5_last_date.strftime("%Y%m%d"))].order_book_id.to_list()
+        with h5py.File(path, "r") as h5:
+            h5_order_book_ids = h5.keys()
+            for order_book_id in last_update_futures_list:
+                if order_book_id in h5_order_book_ids:
+                    continue
+                else:
+                    recreate_futures_list.append(order_book_id)
+        return recreate_futures_list
+
+
+def check_rqdata_permission():
+    """
+    检测以下内容，均符合才会更新期货交易参数：
+    1. rqdatac 版本是否为具备 futures.get_trading_parameters API 的版本
+    2. 当前 rqdatac 是否具备上述 API 的使用权限
+    """
+    if rqdatac.__version__ < '2.11.12':
+        from rqalpha.utils.logger import system_log
+        system_log.warn(_("RQAlpha already supports backtesting using futures historical margins and rates, please upgrade RQDatac to version 2.11.12 and above to use it"))
+        return
+    try:
+        rqdatac.futures.get_trading_parameters("A1005")
+    except rqdatac.share.errors.PermissionDenied:
+        from rqalpha.utils.logger import system_log
+        system_log.warn(_("Your RQData account does not have permission to use futures historical margin and rates, and fixed data will be used for calculations\nYou can contact RiceQuant to activate permission: 0755-26569969"))
+        return
+    return True
+
+
+def update_futures_trading_parameters(path, end_date):
+    # type: (str, datetime.date) -> Boolean
+    update_permission = check_rqdata_permission()
+    if not update_permission:
+        return False
+    df = rqdatac.all_instruments("Future")
+    order_book_ids = (df[df['de_listed_date'] >= str(TRADING_PARAMETERS_START_DATE)]).order_book_id.tolist()
+    FuturesTradingParametersTask(order_book_ids)(
+        os.path.join(path, FUTURES_TRADING_PARAMETERS_FILE), 
+        FUTURES_TRADING_PARAMETERS_FIELDS, 
+        end_date
+        )
+    return True
diff --git a/rqalpha/data/data_proxy.py b/rqalpha/data/data_proxy.py
index e2337a02c..d43d55927 100644
--- a/rqalpha/data/data_proxy.py
+++ b/rqalpha/data/data_proxy.py
@@ -240,9 +240,10 @@ def tick_fields_for(ins):
     def available_data_range(self, frequency):
         return self._data_source.available_data_range(frequency)
 
-    def get_commission_info(self, order_book_id):
+    def get_futures_trading_parameters(self, order_book_id, dt):
+        # type: (str, datetime.date) -> FuturesTradingParameters
         instrument = self.instruments(order_book_id)
-        return self._data_source.get_commission_info(instrument)
+        return self._data_source.get_futures_trading_parameters(instrument, dt)
 
     def get_merge_ticks(self, order_book_id_list, trading_date, last_dt=None):
         return self._data_source.get_merge_ticks(order_book_id_list, trading_date, last_dt)
diff --git a/rqalpha/environment.py b/rqalpha/environment.py
index 02673a480..dc3a01d39 100644
--- a/rqalpha/environment.py
+++ b/rqalpha/environment.py
@@ -186,4 +186,3 @@ def can_submit_order(self, order):
             if not v.can_submit_order(order, account):
                 return False
         return True
-
diff --git a/rqalpha/interface.py b/rqalpha/interface.py
index 653cd8f1a..5b494f8c1 100644
--- a/rqalpha/interface.py
+++ b/rqalpha/interface.py
@@ -454,9 +454,9 @@ def available_data_range(self, frequency):
         """
         raise NotImplementedError
 
-    def get_commission_info(self, instrument):
+    def get_futures_trading_parameters(self, instrument):
         """
-        获取合约的手续费信息
+        获取期货合约的时序手续费信息
         :param instrument:
         :return:
         """
diff --git a/rqalpha/main.py b/rqalpha/main.py
index 5f397cb29..7936a48d6 100644
--- a/rqalpha/main.py
+++ b/rqalpha/main.py
@@ -122,6 +122,7 @@ def init_rqdatac(rqdatac_uri):
         init_rqdatac_env(rqdatac_uri)
         try:
             rqdatac.init()
+            return True
         except Exception as e:
             system_log.warn(_('rqdatac init failed, some apis will not function properly: {}').format(str(e)))
 
@@ -131,20 +132,23 @@ def run(config, source_code=None, user_funcs=None):
     persist_helper = None
     init_succeed = False
     mod_handler = ModHandler()
+    update_parameters_end_date = None
 
     try:
         # avoid register handlers everytime
         # when running in ipython
         set_loggers(config)
-        init_rqdatac(getattr(config.base, 'rqdatac_uri', None))
+        rqdatac_enable = init_rqdatac(getattr(config.base, 'rqdatac_uri', None))
         system_log.debug("\n" + pformat(config.convert_to_dict()))
 
         env.set_strategy_loader(init_strategy_loader(env, source_code, user_funcs, config))
         mod_handler.set_env(env)
         mod_handler.start_up()
 
+        if config.mod.sys_transaction_cost.time_series_trading_parameters and "FUTURE" in config.base.accounts and rqdatac_enable:
+            update_parameters_end_date = config.base.end_date
         if not env.data_source:
-            env.set_data_source(BaseDataSource(config.base.data_bundle_path, getattr(config.base, "future_info", {})))
+            env.set_data_source(BaseDataSource(config.base.data_bundle_path, getattr(config.base, "future_info", {}), update_parameters_end_date))
         if env.price_board is None:
             from rqalpha.data.bar_dict_price_board import BarDictPriceBoard
             env.price_board = BarDictPriceBoard()
diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
index 81a3cfdfc..f851bc9e6 100644
--- a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
+++ b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
@@ -28,6 +28,7 @@
 from rqalpha.utils.logger import user_system_log
 from rqalpha.utils.class_helper import deprecated_property, cached_property
 from rqalpha.utils.i18n import gettext as _
+from rqalpha.core.events import EVENT, Event
 
 
 def _int_to_date(d):
@@ -222,10 +223,15 @@ class FuturePosition(Position):
     @cached_property
     def contract_multiplier(self):
         return self._instrument.contract_multiplier
-
-    @cached_property
+    
+    @property
     def margin_rate(self):
-        return self._instrument.margin_rate * self._env.config.base.margin_multiplier
+        # type: () -> float
+        if self.direction == POSITION_DIRECTION.LONG:
+            margin_ratio = self._instrument.get_long_margin_ratio(self._env.trading_dt.date())
+        elif self.direction == POSITION_DIRECTION.SHORT:
+            margin_ratio = self._instrument.get_short_margin_ratio(self._env.trading_dt.date())
+        return margin_ratio * self._env.config.base.margin_multiplier
 
     @property
     def equity(self):
@@ -234,7 +240,8 @@ def equity(self):
         return self._quantity * (self.last_price - self._avg_price) * self.contract_multiplier * self._direction_factor
 
     @property
-    def margin(self) -> float:
+    def margin(self):
+        # rtpe: () -> float
         """
         保证金 = 持仓量 * 最新价 * 合约乘数 * 保证金率
         """
@@ -309,6 +316,12 @@ def settlement(self, trading_date):
             ))
             self._quantity = self._old_quantity = 0
         return delta_cash
+    
+    def post_settlement(self):
+        try:
+            del self.__dict__["margin_ratio"]
+        except KeyError:
+            pass
 
 
 class StockPositionProxy(PositionProxy):
diff --git a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py
index 9a064e47f..587773139 100644
--- a/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py
+++ b/rqalpha/mod/rqalpha_mod_sys_analyser/mod.py
@@ -150,7 +150,7 @@ def _subscribe_events(self, event):
 
         self._env.event_bus.add_listener(EVENT.TRADE, self._collect_trade)
         self._env.event_bus.add_listener(EVENT.ORDER_CREATION_PASS, self._collect_order)
-        self._env.event_bus.add_listener(EVENT.POST_SETTLEMENT, self._collect_daily)
+        self._env.event_bus.prepend_listener(EVENT.POST_SETTLEMENT, self._collect_daily)
 
     def _collect_trade(self, event):
         self._trades.append(self._to_trade_record(event.trade))
diff --git a/rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py b/rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py
index 7830b0686..43c2d1503 100644
--- a/rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py
+++ b/rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py
@@ -24,7 +24,7 @@
 
 def is_cash_enough(env, order, cash, warn=False):
     instrument = env.data_proxy.instrument(order.order_book_id)
-    cost_money = instrument.calc_cash_occupation(order.frozen_price, order.quantity, order.position_direction)
+    cost_money = instrument.calc_cash_occupation(order.frozen_price, order.quantity, order.position_direction, order.trading_datetime.date())
     cost_money += env.get_order_transaction_cost(order)
     if cost_money <= cash:
         return True
diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
index 718047f00..82cc38994 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
@@ -26,6 +26,8 @@
     "futures_commission_multiplier": 1,
     # 印花倍率，即在默认的印花税基础上按该倍数进行调整，股票默认印花税为千分之一，单边收取
     "tax_multiplier": 1,
+    # 是否开启期货历史交易参数进行回测，默认为True
+    "time_series_trading_parameters": True,
     # 是否使用回测当时时间点对应的真实印花税率
     "pit_tax": False,
 }
diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
index d69f69e2e..cedf75a9f 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/deciders.py
@@ -21,7 +21,7 @@
 from rqalpha.core.events import EVENT
 
 
-STOCK_PIT_TAX_CHANGE_DATE = datetime(2023, 8, 23)
+STOCK_PIT_TAX_CHANGE_DATE = datetime(2023, 8, 28)
 
 
 class StockTransactionCostDecider(AbstractTransactionCostDecider):
@@ -107,30 +107,30 @@ def __init__(self, commission_multiplier):
 
         self.env = Environment.get_instance()
 
-    def _get_commission(self, order_book_id, position_effect, price, quantity, close_today_quantity):
-        info = self.env.data_proxy.get_commission_info(order_book_id)
+    def _get_commission(self, order_book_id, position_effect, price, quantity, close_today_quantity, dt):
+        # type: (str, POSITION_EFFECT, float, int, int, datetime.date) -> float
+        info = self.env.data_proxy.get_futures_trading_parameters(order_book_id, dt)
         commission = 0
-        if info['commission_type'] == COMMISSION_TYPE.BY_MONEY:
+        if info.commission_type == COMMISSION_TYPE.BY_MONEY:
             contract_multiplier = self.env.get_instrument(order_book_id).contract_multiplier
             if position_effect == POSITION_EFFECT.OPEN:
-                commission += price * quantity * contract_multiplier * info[
-                    'open_commission_ratio']
+                commission += price * quantity * contract_multiplier * info.open_commission_ratio
             else:
                 commission += price * (
                         quantity - close_today_quantity
-                ) * contract_multiplier * info['close_commission_ratio']
-                commission += price * close_today_quantity * contract_multiplier * info['close_commission_today_ratio']
+                ) * contract_multiplier * info.close_commission_ratio
+                commission += price * close_today_quantity * contract_multiplier * info.close_commission_today_ratio
         else:
             if position_effect == POSITION_EFFECT.OPEN:
-                commission += quantity * info['open_commission_ratio']
+                commission += quantity * info.open_commission_ratio
             else:
-                commission += (quantity - close_today_quantity) * info['close_commission_ratio']
-                commission += close_today_quantity * info['close_commission_today_ratio']
+                commission += (quantity - close_today_quantity) * info.close_commission_ratio
+                commission += close_today_quantity * info.close_commission_today_ratio
         return commission * self.commission_multiplier
 
     def get_trade_commission(self, trade):
         return self._get_commission(
-            trade.order_book_id, trade.position_effect, trade.last_price, trade.last_quantity, trade.close_today_amount
+            trade.order_book_id, trade.position_effect, trade.last_price, trade.last_quantity, trade.close_today_amount, trade.trading_datetime.date()
         )
 
     def get_trade_tax(self, trade):
@@ -140,5 +140,5 @@ def get_order_transaction_cost(self, order):
         close_today_quantity = order.quantity if order.position_effect == POSITION_EFFECT.CLOSE_TODAY else 0
 
         return self._get_commission(
-            order.order_book_id, order.position_effect, order.frozen_price, order.quantity, close_today_quantity
+            order.order_book_id, order.position_effect, order.frozen_price, order.quantity, close_today_quantity, order.trading_datetime.date()
         )
diff --git a/rqalpha/model/instrument.py b/rqalpha/model/instrument.py
index eb08e43e2..fde4a65c0 100644
--- a/rqalpha/model/instrument.py
+++ b/rqalpha/model/instrument.py
@@ -18,7 +18,9 @@
 import re
 import copy
 import datetime
+import inspect
 from typing import Dict, Callable, Optional
+from methodtools import lru_cache
 
 import numpy as np
 from dateutil.parser import parse
@@ -46,10 +48,12 @@ def _fix_date(ds, dflt=None) -> datetime:
 
     __repr__ = property_repr
 
-    def __init__(self, dic, future_tick_size_getter=None):
-        # type: (Dict, Optional[Callable[[Instrument], float]]) -> None
+    def __init__(self, dic, futures_tick_size_getter=None, futures_long_margin_ratio_getter=None, futures_short_margin_ratio_getter=None):
+        # type: (Dict, Optional[Callable[[Instrument], float]], Optional[Callable[[Instrument], float]], Optional[Callable[[Instrument], float]]) -> None
         self.__dict__ = copy.copy(dic)
-        self._future_tick_size_getter = future_tick_size_getter
+        self._futures_tick_size_getter = futures_tick_size_getter
+        self._futures_long_margin_ratio_getter = futures_long_margin_ratio_getter
+        self._futures_short_margin_ratio_getter = futures_short_margin_ratio_getter
 
         if "listed_date" in dic:
             self.__dict__["listed_date"] = self._fix_date(dic["listed_date"])
@@ -235,13 +239,6 @@ def contract_multiplier(self):
         """
         return self.__dict__.get('contract_multiplier', 1)
 
-    @property
-    def margin_rate(self):
-        """
-        [float] 合约最低保证金率（期货专用）
-        """
-        return self.__dict__.get("margin_rate", 1)
-
     @property
     def underlying_order_book_id(self):
         """
@@ -444,17 +441,37 @@ def tick_size(self):
         elif self.type in ("ETF", "LOF"):
             return 0.001
         elif self.type == INSTRUMENT_TYPE.FUTURE:
-            return self._future_tick_size_getter(self)
+            return self._futures_tick_size_getter(self)
         else:
             raise NotImplementedError
 
-    def calc_cash_occupation(self, price, quantity, direction):
-        # type: (float, float, POSITION_DIRECTION) -> float
+    @lru_cache(8)
+    def get_long_margin_ratio(self, dt):
+        # type: (datetime.date) -> float
+        """
+        获取多头保证金率（期货专用）
+        """
+        return self._futures_long_margin_ratio_getter(self, dt)
+
+    @lru_cache(8)
+    def get_short_margin_ratio(self, dt):
+        # type: (datetime.date) -> float
+        """
+        获取空头保证金率（期货专用）
+        """
+        return self._futures_long_margin_ratio_getter(self, dt)
+
+    def calc_cash_occupation(self, price, quantity, direction, dt):
+        # type: (float, int, POSITION_DIRECTION, datetime.date) -> float
         if self.type in INST_TYPE_IN_STOCK_ACCOUNT:
             return price * quantity
         elif self.type == INSTRUMENT_TYPE.FUTURE:
             margin_multiplier = Environment.get_instance().config.base.margin_multiplier
-            return price * quantity * self.contract_multiplier * self.margin_rate * margin_multiplier
+            if direction == POSITION_DIRECTION.LONG:
+                margin_rate = self.get_long_margin_ratio(dt)
+            elif direction == POSITION_DIRECTION.SHORT:
+                margin_rate = self.get_short_margin_ratio(dt)
+            return price * quantity * self.contract_multiplier * margin_rate * margin_multiplier
         else:
             raise NotImplementedError
 
diff --git a/rqalpha/portfolio/account.py b/rqalpha/portfolio/account.py
index d240d0317..4df32743c 100644
--- a/rqalpha/portfolio/account.py
+++ b/rqalpha/portfolio/account.py
@@ -30,6 +30,7 @@
 from rqalpha.utils.i18n import gettext as _
 from rqalpha.utils.logger import user_system_log
 from rqalpha.portfolio.position import Position, PositionProxyDict
+from rqalpha.mod.rqalpha_mod_sys_accounts.position_model import FuturePosition
 
 OrderApiType = Callable[[str, Union[int, float], OrderStyle, bool], List[Order]]
 
@@ -105,6 +106,7 @@ def register_event(self):
 
         event_bus.add_listener(EVENT.PRE_BEFORE_TRADING, self._on_before_trading)
         event_bus.add_listener(EVENT.SETTLEMENT, self._on_settlement)
+        event_bus.add_listener(EVENT.POST_SETTLEMENT, self._post_settlement)
 
         event_bus.prepend_listener(EVENT.BAR, self._on_bar)
         event_bus.prepend_listener(EVENT.TICK, self._on_tick)
@@ -350,6 +352,16 @@ def _on_settlement(self, event):
                 user_system_log.warn(_("Trigger Forced Liquidation, current total_value is 0"))
             self._positions.clear()
             self._total_cash = 0
+    
+    def _post_settlement(self, event):
+        # type: (EVENT) -> None
+        """
+        该事件必须在 post_settlement 中最后执行，若有其他事件要加入到 post_settlement 中，请使用 event_bus.prepend_listener 添加
+        """
+        for order_book_id, positions in list(self._positions.items()):
+            for position in six.itervalues(positions):
+                if isinstance(position, FuturePosition):
+                    position.post_settlement()
 
     def _on_order_pending_new(self, event):
         if event.account != self:
@@ -443,7 +455,7 @@ def _on_bar(self, _):
     def _frozen_cash_of_order(self, order):
         if order.position_effect == POSITION_EFFECT.OPEN:
             instrument = self._env.data_proxy.instrument(order.order_book_id)
-            order_cost = instrument.calc_cash_occupation(order.frozen_price, order.quantity, order.position_direction)
+            order_cost = instrument.calc_cash_occupation(order.frozen_price, order.quantity, order.position_direction, order.trading_datetime.date())
         else:
             order_cost = 0
         return order_cost + self._env.get_order_transaction_cost(order)
diff --git a/rqalpha/utils/repr.py b/rqalpha/utils/repr.py
index e26cee153..6ebfd236e 100644
--- a/rqalpha/utils/repr.py
+++ b/rqalpha/utils/repr.py
@@ -36,7 +36,7 @@ def __new__(mcs, *args, **kwargs):
         else:
             repr_properties = []
             for c in cls.mro():
-                repr_properties.extend(v for v in vars(c) if isinstance(getattr(c, v), property))
+                repr_properties.extend(v for v in list(vars(c).keys()) if isinstance(getattr(c, v), property))
         cls.__repr__ = _repr(cls.__name__, repr_properties)
         return cls
 
diff --git a/rqalpha/utils/testing/fixtures.py b/rqalpha/utils/testing/fixtures.py
index a818bc733..0c4124ca6 100644
--- a/rqalpha/utils/testing/fixtures.py
+++ b/rqalpha/utils/testing/fixtures.py
@@ -83,7 +83,7 @@ def init_fixture(self):
 
         super(BaseDataSourceFixture, self).init_fixture()
         default_bundle_path = os.path.abspath(os.path.expanduser('~/.rqalpha/bundle'))
-        self.base_data_source = BaseDataSource(default_bundle_path, {})
+        self.base_data_source = BaseDataSource(default_bundle_path, {}, {})
 
 
 class BarDictPriceBoardFixture(EnvironmentFixture):
diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo
index 0426d7f0e2727ed7a48b210ead16738b972dc72f..f4493b300277f98d52a561424f911cef46b74507 100644
GIT binary patch
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diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
index af76df604..95de05ac6 100644
--- a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
+++ b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
@@ -7,7 +7,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2022-06-24 10:33+0800\n"
+"POT-Creation-Date: 2024-01-12 13:38+0800\n"
 "PO-Revision-Date: 2016-10-24 21:20+0800\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language: zh_Hans_CN\n"
@@ -16,7 +16,7 @@ msgstr ""
 "MIME-Version: 1.0\n"
 "Content-Type: text/plain; charset=utf-8\n"
 "Content-Transfer-Encoding: 8bit\n"
-"Generated-By: Babel 2.10.1\n"
+"Generated-By: Babel 2.13.1\n"
 
 #: rqalpha/environment.py:70
 msgid ""
@@ -28,113 +28,109 @@ msgstr "Environment 并没有被创建，请再 RQAlpha 初始化之后使用 `E
 msgid "No such transaction cost decider, order_book_id = {}"
 msgstr ""
 
-#: rqalpha/main.py:61
+#: rqalpha/main.py:60
 msgid ""
 "There is no data between {start_date} and {end_date}. Please check your "
 "data bundle or select other backtest period."
 msgstr "未在 {start_date} 和 {end_date} 区间内查询到数据，请检查并升级您的 data bundle 或者选择其他回测区间。"
 
-#: rqalpha/main.py:80
+#: rqalpha/main.py:79
 msgid ""
 "Missing persist provider. You need to set persist_provider before use "
 "persist"
 msgstr "Persist provider 未加载，加载 Persist provider 方可使用 persist 功能。"
 
-#: rqalpha/main.py:126
+#: rqalpha/main.py:127
 msgid "rqdatac init failed, some apis will not function properly: {}"
 msgstr ""
 "rqdatac 初始化失败，部分扩展 API 可能无法使用，错误信息：{}。您可以访问 "
 "https://www.ricequant.com/welcome/rqdata 获取 rqdatac"
 
-#: rqalpha/main.py:213
+#: rqalpha/main.py:218
 msgid "system restored"
 msgstr ""
 
-#: rqalpha/main.py:243
+#: rqalpha/main.py:248
 msgid "strategy run successfully, normal exit"
 msgstr "策略运行成功，正常退出"
 
-#: rqalpha/main.py:248
+#: rqalpha/main.py:253
 msgid "strategy execute exception"
 msgstr "策略运行产生异常"
 
-#: rqalpha/apis/api_base.py:67 rqalpha/apis/api_base.py:266
-#: rqalpha/apis/api_base.py:302
+#: rqalpha/apis/api_base.py:69 rqalpha/apis/api_base.py:286
+#: rqalpha/apis/api_base.py:322
 msgid "unsupported order_book_id type"
 msgstr "不支持该 order_book_id 类型"
 
-#: rqalpha/apis/api_base.py:87 rqalpha/apis/api_base.py:91
-msgid "Limit order price should not be nan."
-msgstr "限价单价格不能为 nan。"
-
-#: rqalpha/apis/api_base.py:148
+#: rqalpha/apis/api_base.py:164
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:59
 msgid "Main Future contracts[88] are not supported in paper trading."
 msgstr "期货主力连续合约[88] 在实盘模拟中暂不支持。"
 
-#: rqalpha/apis/api_base.py:152
+#: rqalpha/apis/api_base.py:168
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:61
 msgid "Index Future contracts[99] are not supported in paper trading."
 msgstr "期货指数连续合约[99] 在实盘模拟中暂不支持。"
 
-#: rqalpha/apis/api_base.py:158
+#: rqalpha/apis/api_base.py:174
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:66
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:89
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:128
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:308
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:104
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:142
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:346
 msgid "Order Creation Failed: [{order_book_id}] No market data"
 msgstr "订单创建失败: 当前合约[{order_book_id}]没有市场数据。"
 
-#: rqalpha/apis/api_rqdatac.py:46
+#: rqalpha/apis/api_rqdatac.py:50
 msgid "rqdatac is not available, extension apis will not function properly"
 msgstr ""
 "rqdatac 不存在，扩展 API 无法使用，您可以访问 https://www.ricequant.com/welcome/rqdata 获取"
 " rqdatac"
 
-#: rqalpha/apis/api_rqdatac.py:102
+#: rqalpha/apis/api_rqdatac.py:106
 msgid "in get_split, start_date {} is no earlier than the previous test day {}"
 msgstr "get_spit 中 start_date {} 晚于策略运行前一日 {}"
 
-#: rqalpha/apis/api_rqdatac.py:140
+#: rqalpha/apis/api_rqdatac.py:144
 msgid "in index_components, date {} is no earlier than test date {}"
 msgstr "index_compoments 中，date {} 晚于策略当前运行日期 {}"
 
-#: rqalpha/apis/api_rqdatac.py:187
+#: rqalpha/apis/api_rqdatac.py:191
 msgid "in index_weights, date {} is no earlier than previous test date {}"
 msgstr "在API index_weights 中, 参数date={} 不应晚于上一交易日 {}"
 
-#: rqalpha/apis/api_rqdatac.py:330
+#: rqalpha/apis/api_rqdatac.py:398
 msgid "in get_price, end_date {} is no earlier than the previous test day {}"
 msgstr "在API get_price 中, 当前参数end_date={} 不应晚于上一交易日 {}"
 
-#: rqalpha/apis/api_rqdatac.py:338
+#: rqalpha/apis/api_rqdatac.py:406
 msgid "in get_price, start_date {} is no earlier than the previous test day {}"
 msgstr "在API get_price中, 参数start_date={} 不应晚于上一交易日 {}"
 
-#: rqalpha/apis/api_rqdatac.py:343
+#: rqalpha/apis/api_rqdatac.py:411
 msgid "in get_price, start_date {} > end_date {}"
 msgstr "在API get_price 中,当前参数 start_date={} 大于 end_date={}"
 
-#: rqalpha/apis/api_rqdatac.py:805
+#: rqalpha/apis/api_rqdatac.py:873
 msgid "'{0}' future does not exist"
 msgstr "期货品种 '{0}' 不存在"
 
-#: rqalpha/apis/api_rqdatac.py:962
+#: rqalpha/apis/api_rqdatac.py:1159
 msgid "in get_fundamentals entry_date {} is no earlier than test date {}"
 msgstr "在API get_fundamentals 中,财务数据开始日期 {} 不应晚于上一交易日 {}"
 
-#: rqalpha/apis/api_rqdatac.py:996 rqalpha/apis/api_rqdatac.py:1061
-#: rqalpha/utils/arg_checker.py:311
+#: rqalpha/apis/api_rqdatac.py:1193 rqalpha/apis/api_rqdatac.py:1258
+#: rqalpha/utils/arg_checker.py:320
 msgid ""
 "function {}: invalid {} argument, quarter should be in form of '2012q3', "
 "got {} (type: {})"
 msgstr "函数 {}：参数 {} 不合法，季度应为形如 '2012q3' 的字符串，传入的是 {}（类型：{}）"
 
-#: rqalpha/cmds/bundle.py:33
+#: rqalpha/cmds/bundle.py:34
 msgid "create bundle using RQDatac"
 msgstr "使用 RQDatac 创建 Bundle"
 
-#: rqalpha/cmds/bundle.py:43
+#: rqalpha/cmds/bundle.py:44
 msgid ""
 "rqdatac is required to create bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
@@ -143,15 +139,15 @@ msgstr ""
 "创建 bundle 依赖 rqdatac。您可以访问 https://www.ricequant.com/welcome/rqdata 以获取 "
 "rqdatac，或执行 \"rqalpha download-bundle\" 以下载月度更新的 bundle。"
 
-#: rqalpha/cmds/bundle.py:54 rqalpha/cmds/bundle.py:83
+#: rqalpha/cmds/bundle.py:55 rqalpha/cmds/bundle.py:84
 msgid "rqdatac init failed with error: {}"
 msgstr "rqdatac 初始化失败：{}"
 
-#: rqalpha/cmds/bundle.py:62
+#: rqalpha/cmds/bundle.py:63
 msgid "Update bundle using RQDatac"
 msgstr "使用 RQDatac 更新 Bundle"
 
-#: rqalpha/cmds/bundle.py:72
+#: rqalpha/cmds/bundle.py:73
 msgid ""
 "rqdatac is required to update bundle. you can visit "
 "https://www.ricequant.com/welcome/rqdata to get rqdatac, or use \"rqalpha"
@@ -160,45 +156,15 @@ msgstr ""
 "更新 bundle 依赖 rqdatac。您可以访问 https://www.ricequant.com/welcome/rqdata 以获取 "
 "rqdatac，或执行 \"rqalpha download-bundle\" 以下载月度更新的 bundle。"
 
-#: rqalpha/cmds/bundle.py:87
+#: rqalpha/cmds/bundle.py:88
 msgid "bundle not exist, use \"rqalpha create-bundle\" command instead"
 msgstr "bundle 不存在，执行 \"rqalpha create-bundle\" 以创建 bundle"
 
-#: rqalpha/cmds/bundle.py:94
+#: rqalpha/cmds/bundle.py:95
 msgid "Download bundle (monthly updated)"
 msgstr "下载（月度更新的）Bundle"
 
-msgid "Check bundle"
-msgstr "检测 Bundle 数据"
-
-msgid "corrupted files"
-msgstr "已损坏的文件"
-
-msgid "remove files"
-msgstr "是否删除文件"
-
-msgid "remove success"
-msgstr "文件删除完毕"
-
-msgid "corrupted files not remove"
-msgstr "已损坏的文件尚未删除"
-
-msgid "input error"
-msgstr "输入异常"
-
-msgid "bundle's day bar is incomplete, please update bundle"
-msgstr "Bundle日线数据不完整，请及时更新bundle"
-
-msgid "good bundle's day bar"
-msgstr "Bundle日线数据良好"
-
-msgid "benchmark {} not exists, please entry correct order_book_id"
-msgstr "基准标的({})信息不存在，请输入正确的标的代码"
-
-msgid "benchmark {} listed date {} > backtest start date {} or de_listed date {} <= backtest end date {}"
-msgstr "基准标的({})上市日期({})晚于回测起始日期({})或退市日期({})早于回测结束日期({})"
-
-#: rqalpha/cmds/bundle.py:105
+#: rqalpha/cmds/bundle.py:106
 msgid ""
 "\n"
 "    [WARNING]\n"
@@ -212,19 +178,23 @@ msgstr ""
 "    该路径下的内容将会被移除.\n"
 "    确定继续吗?"
 
-#: rqalpha/cmds/bundle.py:123
+#: rqalpha/cmds/bundle.py:124
 msgid "Data bundle download successfully in {bundle_path}"
 msgstr "数据下载成功: {bundle_path}"
 
-#: rqalpha/cmds/bundle.py:134
+#: rqalpha/cmds/bundle.py:127
+msgid "Check bundle"
+msgstr "检测 Bundle 数据"
+
+#: rqalpha/cmds/bundle.py:141
 msgid "try {} ..."
 msgstr "尝试 {} ..."
 
-#: rqalpha/cmds/bundle.py:146
+#: rqalpha/cmds/bundle.py:153
 msgid "downloading ..."
 msgstr "下载中 ..."
 
-#: rqalpha/cmds/bundle.py:160
+#: rqalpha/cmds/bundle.py:167
 msgid ""
 "\n"
 "Download failed, retry in {} seconds."
@@ -232,6 +202,34 @@ msgstr ""
 "\n"
 "下载失败，{} 秒后重试。"
 
+#: rqalpha/cmds/bundle.py:188
+msgid "corrupted files"
+msgstr "已损坏的文件"
+
+#: rqalpha/cmds/bundle.py:189
+msgid "remove files"
+msgstr "是否删除文件"
+
+#: rqalpha/cmds/bundle.py:192
+msgid "remove success"
+msgstr "文件删除完毕"
+
+#: rqalpha/cmds/bundle.py:194
+msgid "corrupted files not remove"
+msgstr "已损坏的文件尚未删除"
+
+#: rqalpha/cmds/bundle.py:196
+msgid "input error"
+msgstr "输入异常"
+
+#: rqalpha/cmds/bundle.py:198
+msgid "bundle's day bar is incomplete, please update bundle"
+msgstr "Bundle日线数据不完整，请及时更新bundle"
+
+#: rqalpha/cmds/bundle.py:200
+msgid "good bundle's day bar"
+msgstr "Bundle日线数据良好"
+
 #: rqalpha/cmds/misc.py:26
 msgid "Generate example strategies to target folder"
 msgstr "在目标文件夹生成样例策略"
@@ -265,12 +263,40 @@ msgstr "策略暂停中，取消执行 {}({}, {})"
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr "[Deprecated]在before_trading函数中，第二个参数bar_dict已经不再使用了。"
 
-#: rqalpha/data/base_data_source/storages.py:85
+#: rqalpha/data/bundle.py:483
+msgid ""
+"File {} update failed, if it is using, please update later, or you can "
+"delete then update again"
+msgstr "{} 文件更新失败，如果其正在使用中，请稍后再进行更新，或者您可以将其删除后再重新更新"
+
+#: rqalpha/data/bundle.py:561
+msgid ""
+"RQAlpha already supports backtesting using futures historical margins and"
+" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
+msgstr "RQAlpha 已支持使用期货历史保证金和费率进行回测，请将 RQDatac 升级至 2.11.12 及以上版本进行使用"
+
+#: rqalpha/data/bundle.py:567
+msgid ""
+"Your RQData account does not have permission to use futures historical "
+"margin and rates, and fixed data will be used for calculations\n"
+"You can contact RiceQuant to activate permission: 0755-26569969"
+msgstr ""
+"您的 RQData 账号没有权限使用期货历史保证金和费率，将使用固定的数据进行回测和计算\n"
+"您可联系米筐科技开通相关权限：0755-26569969"
+
+#: rqalpha/data/base_data_source/storages.py:82
+msgid ""
+"Your bundle data is too old, please use 'rqalpha update-bundle' or "
+"'rqalpha download-bundle' to update it to lastest before using"
+msgstr "您的 Bundle 数据过旧，请使用 'rqalpha update-bundle' 或 'rqalpha download-bundle' 将其更新至最新后再进行使用"
+
+#: rqalpha/data/base_data_source/storages.py:98
+#: rqalpha/data/base_data_source/storages.py:124
 msgid "unsupported future instrument {}"
 msgstr "不支持的期货标的{}"
 
-#: rqalpha/data/base_data_source/storages.py:155
-#: rqalpha/data/base_data_source/storages.py:165
+#: rqalpha/data/base_data_source/storages.py:195
+#: rqalpha/data/base_data_source/storages.py:205
 msgid ""
 "open data bundle failed, you can remove {} and try to regenerate bundle: "
 "{}"
@@ -298,7 +324,7 @@ msgstr ""
 msgid "mod tear_down [END]   {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:296
+#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:318
 msgid "{order_book_id} is expired, close all positions by system"
 msgstr "{order_book_id} 已退市/交割，系统自动平仓"
 
@@ -316,18 +342,16 @@ msgid ""
 "{closable}"
 msgstr "订单创建失败：{order_book_id} 的仓位不足，目标平仓/行权量为 {quantity}，可平仓/行权量为 {closable}"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:49
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:96
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:144
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:50
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:112
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:158
 msgid "Order Creation Failed: 0 order quantity, order_book_id={order_book_id}"
 msgstr "{order_book_id} 的订单创建失败：下单数量为 0"
 
-# msgid "Order Creation Failed: Order amount is 0."
-# msgstr "订单创建失败: 下单量为 0"
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:54
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:85
-msgid "Limit order price should be positive"
-msgstr "Limit order 价格应该为正，请检查您的下单价格"
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:55
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:100
+msgid "Limit order price should not be nan."
+msgstr "限价单价格不能为 nan。"
 
 #: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_future.py:78
 msgid ""
@@ -347,17 +371,17 @@ msgid ""
 "[{new_orders_repr}]"
 msgstr "订单被拆分，原订单：{original_order_repr}，新订单：[{new_orders_repr}]"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:65
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:66
 msgid ""
 "order_book_id: {order_book_id} needs stock account, please set and try "
 "again!"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:106
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:120
 msgid "insufficient cash, use all remaining cash({}) to create order"
 msgstr "现金不足，使用当前剩余资金({})创建订单"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:296
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:334
 #, fuzzy
 msgid ""
 "function order_target_portfolio: invalid keys of target_portfolio, "
@@ -366,285 +390,323 @@ msgstr ""
 "函数 order_target_portfolio：不合法的参数。target_portfolio 的键应为合约代码或 Instrument "
 "对象，实际传入了 {}（类型：{}）。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:301
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:339
 msgid ""
 "function order_target_portfolio: invalid instrument type, excepted "
 "CS/ETF/LOF/INDX, got {}"
 msgstr "函数 order_target_portfolio：不合法的资产类型。应传入股票、ETF、LOF 或指数，实际传入了 {}。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:318
-#, fuzzy
-msgid ""
-"function order_target_portfolio: invalid order price {target_price} of "
-"{id_or_ins}"
-msgstr "函数 order_target_portfolio：{id_or_ins} 的下单价格 {target_price} 不合法。"
-
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:324
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:354
 #, fuzzy
 msgid ""
 "function order_target_portfolio: invalid values of target_portfolio, "
 "excepted float between 0 and 1, got {} (key: {})"
 msgstr "函数 order_target_portfolio：不合法的目标权重，应传入 0 和 1 之间的浮点数，实际传入了 {}（类型：{}）。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:332
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:363
 msgid "total percent should be lower than 1, current: {}"
 msgstr "目标持仓占比总和应小于 1，当前值：{}。"
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:655
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:383
+msgid ""
+"Adjust position of {id_or_ins} Failed: Invalid close/open price "
+"{close_price}/{open_price}"
+msgstr ""
+
+#: rqalpha/mod/rqalpha_mod_sys_accounts/api/api_stock.py:698
 msgid "in get_dividend, start_date {} is later than the previous test day {}"
 msgstr "在 get_dividend 函数中，start_date {} 晚于当前回测时间的上一个交易日 {}。"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:64
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:66
 msgid "[sys_analyser] save report"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:69
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:71
 msgid "[sys_analyser] output result pickle file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:74
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:76
 msgid "[sys_analyser] plot result"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:79
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:81
 msgid "[sys_analyser] save plot to file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:84
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:86
 msgid "[sys_analyser] order_book_id of benchmark"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:89
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:91
 msgid "[sys_analyser] show open close points on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:94
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:96
 msgid "[sys_analyser] show weekly indicators and return curve on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:98
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:100
 msgid "[sys_analyser] Plot from strategy output file"
 msgstr "【sys_analyser】使用策略输出的文件绘制收益图"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:101
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:103
 msgid "save plot result to file"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:102
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:104
 msgid "show open close points on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:103
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:105
 msgid "show weekly indicators and return curve on plot"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:113
+#: rqalpha/mod/rqalpha_mod_sys_analyser/__init__.py:115
 msgid "[sys_analyser] Generate report from strategy output file"
 msgstr "【sys_analyser】使用策略输出的文件生成报告"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:108
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:112
 msgid ""
 "config 'base.benchmark' is deprecated, use 'mod.sys_analyser.benchmark' "
 "instead"
 msgstr "配置'base.benchmark'已被弃用，使用'mod.sys_analyser.benchmark'代替"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:190
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:143
+msgid "benchmark {} not exists, please entry correct order_book_id"
+msgstr "基准标的({})信息不存在，请输入正确的标的代码"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:147
+msgid ""
+"benchmark {} listed date {} > backtest start date {} or de_listed date {}"
+" <= backtest end date {}"
+msgstr "基准标的({})上市日期({})晚于回测起始日期({})或退市日期({})早于回测结束日期({})"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:210
 msgid "invalid init benchmark {}, should be in format 'order_book_id:weight'"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:195
+#: rqalpha/mod/rqalpha_mod_sys_analyser/mod.py:215
 msgid "invalid weight for instrument {order_book_id}: {weight}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:60
 msgid "Strategy"
 msgstr "策略收益"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:61
 msgid "Benchmark"
 msgstr "基准收益"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:62
 msgid "Excess"
 msgstr "超额收益"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:64
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:63
 msgid "Weekly"
 msgstr "策略周度收益"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:65
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:64
 msgid "BenchmarkWeekly"
 msgstr "基准周度收益"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:91
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:66
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:123
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:170
 msgid "MaxDrawDown"
 msgstr "最大回撤"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:67
 msgid "MaxDDD"
 msgstr "最长回撤持续期"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:69
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:68
 msgid "Open"
 msgstr "开仓"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:70
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:69
 msgid "Close"
 msgstr "平仓"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:73
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:103
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:155
 msgid "TotalReturns"
 msgstr "策略收益率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:74
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:104
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:156
 msgid "AnnualReturns"
 msgstr "策略年化收益率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:75
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:157
 msgid "Alpha"
 msgstr "阿尔法"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:76
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:158
 msgid "Beta"
 msgstr "贝塔"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:77
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:161
 msgid "Sharpe"
 msgstr "夏普率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:78
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:165
 msgid "Sortino"
 msgstr "索提诺比率"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:109
 msgid "WeeklyUlcerIndex"
 msgstr "周度累计回撤深度"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:80
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:111
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:175
 msgid "BenchmarkReturns"
 msgstr "基准收益率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:81
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:112
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:176
 msgid "BenchmarkAnnual"
 msgstr "基准年化收益率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:82
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:113
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:167
 msgid "Volatility"
 msgstr "波动率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:83
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:114
 msgid "TrackingError"
 msgstr "跟踪误差"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:84
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:115
 msgid "DownsideRisk"
 msgstr "下行风险"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:85
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:116
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:164
 msgid "InformationRatio"
 msgstr "信息比率"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:117
 msgid "WeeklyUlcerPerformanceIndex"
 msgstr "周度累计回撤夏普率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:87
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:119
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:179
 msgid "ExcessCumReturns"
 msgstr "超额收益率（算术）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:88
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:120
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:159
 msgid "WinRate"
 msgstr "胜率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:89
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:121
 msgid "WeeklyWinRate"
 msgstr "周度胜率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:90
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:122
 msgid "ProfitLossRate"
 msgstr "盈亏比"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:92
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:124
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:171
 msgid "MaxDD/MaxDDD"
 msgstr "最大回撤/最长回撤持续期"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:125
 msgid "WeeklyExcessUlcerIndex"
 msgstr "周度超额累计回撤深度"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:96
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:129
 msgid "WeeklyAlpha"
 msgstr "周度阿尔法"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:97
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:130
 msgid "WeeklyBeta"
 msgstr "周度贝塔"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:98
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:131
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:162
 msgid "WeeklySharpe"
 msgstr "周度夏普率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:99
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:132
 msgid "WeeklyInfoRatio"
 msgstr "周度信息比率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:100
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:133
 msgid "WeeklyTrackingError"
 msgstr "周度跟踪误差"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:101
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:134
 msgid "WeeklyMaxDrawdown"
 msgstr "周度最大回撤"
 
-msgid "WeeklyVolatility"
-msgstr "周度波动率"
-
-msgid "MonthlySharpe"
-msgstr "月度夏普率"
-
-msgid "MonthlyVolatility"
-msgstr "月度波动率"
-
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:105
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:138
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:177
 msgid "ExcessReturns"
 msgstr "超额收益率（几何）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:106
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:139
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:178
 msgid "ExcessAnnual"
 msgstr "年化超额收益率（几何）"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:107
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:140
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:181
 msgid "ExcessSharpe"
 msgstr "超额夏普率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:108
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:141
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:182
 msgid "ExcessVolatility"
 msgstr "超额收益波动率"
 
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:109
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:142
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:184
 msgid "ExcessMaxDD"
 msgstr "超额收益最大回撤（几何）"
 
-msgid "ExcessWinRate"
-msgstr "超额胜率"
-
-#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:110
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:143
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:185
 msgid "ExcessMaxDD/ExcessMaxDDD"
 msgstr "超额收益最大回撤/最长回撤持续期"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:144
 msgid "WeeklyExcessUlcerPerformanceIndex"
 msgstr "周度超额累计回撤夏普率"
 
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:163
+msgid "MonthlySharpe"
+msgstr "月度夏普率"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:168
+msgid "WeeklyVolatility"
+msgstr "周度波动率"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:169
+msgid "MonthlyVolatility"
+msgstr "月度波动率"
+
+#: rqalpha/mod/rqalpha_mod_sys_analyser/plot/consts.py:183
+msgid "ExcessWinRate"
+msgstr "超额胜率"
+
 #: rqalpha/mod/rqalpha_mod_sys_risk/validators/cash_validator.py:33
 msgid ""
 "Order Creation Failed: not enough money to buy {order_book_id}, needs "
 "{cost_money:.2f}, cash {cash:.2f}"
 msgstr "订单创建失败: 可用资金不足。当前资金: {cash:.2f}，{order_book_id} 下单所需资金: {cost_money:.2f}"
 
-#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:31
+#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:32
 #, fuzzy
 msgid "Order Creation Failed: {order_book_id} is not listing!"
 msgstr "订单创建失败: {order_book_id} 未上市或已退市"
 
-#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:37
+#: rqalpha/mod/rqalpha_mod_sys_risk/validators/is_trading_validator.py:38
 msgid "Order Creation Failed: security {order_book_id} is suspended on {date}"
 msgstr "订单创建失败: {order_book_id} 在 {date} 时停牌"
 
@@ -666,41 +728,39 @@ msgid ""
 "trade: [{}...]"
 msgstr "订单创建失败，当前存在可能导致自成交的挂单：[{}...]"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:101
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:319
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:66
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:118
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:335
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:69
 msgid ""
 "Order Cancelled: current security [{order_book_id}] can not be traded in "
 "listed date [{listed_date}]"
 msgstr "订单被撤销: [{order_book_id}] 上市首日无法交易"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:108
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:72
-msgid "Order Cancelled: current bar [{order_book_id}] miss market data."
-msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据。"
-
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:128
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:125
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:165
 #: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:86
+msgid "Order Cancelled: {order_book_id} bar no volume"
+msgstr "订单被撤销：{order_book_id} 当前无成交量"
+
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:150
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:95
 msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_up price."
 msgstr "订单被拒单: [{order_book_id}] 已涨停。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:134
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:95
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:156
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:104
 msgid "Order Cancelled: current bar [{order_book_id}] reach the limit_down price."
 msgstr "订单被拒单: [{order_book_id}] 已跌停。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:143
-msgid "Order Cancelled: {order_book_id} bar no volume"
-msgstr "订单被撤销：{order_book_id} 当前无成交量"
-
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:159
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:396
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:178
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:417
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:567
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} due "
 "to volume limit"
 msgstr "订单被撤销: 订单 [{order_book_id}] 的下单量 {order_volume} 超过了成交量限制。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:197
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:217
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} is "
 "larger than {volume_percent_limit} percent of current bar volume, fill "
@@ -709,26 +769,26 @@ msgstr ""
 "{order_book_id} 下单量 {order_volume} 超过当前 Bar 成交量的 "
 "{volume_percent_limit}%，实际成交 {filled_volume}"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:326
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:343
 msgid "Order Cancelled: current tick [{order_book_id}] miss market data."
 msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:351
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:368
 msgid "Order Cancelled: current tick [{order_book_id}] reach the limit_up price."
 msgstr "订单被拒单: [{order_book_id}] 已涨停。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:357
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:374
 msgid ""
 "Order Cancelled: current tick [{order_book_id}] reach the limit_down "
 "price."
 msgstr "订单被拒单: [{order_book_id}] 已跌停。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:364
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:370
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:381
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:387
 msgid "Order Cancelled: [{order_book_id}] has no liquidity."
 msgstr "合约 [{order_book_id}] 流动性不足，拒单。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:438
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:462
 #, fuzzy
 msgid ""
 "Order Cancelled: market order {order_book_id} volume {order_volume} is "
@@ -738,7 +798,7 @@ msgstr ""
 "{order_book_id} 下单量 {order_volume} 超过当前 Tick 成交量的 "
 "{volume_percent_limit}%，实际成交 {filled_volume}"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:571
+#: rqalpha/mod/rqalpha_mod_sys_simulation/matcher.py:611
 msgid ""
 "Order Cancelled: market order {order_book_id} fill {filled_volume} "
 "actually"
@@ -759,14 +819,18 @@ msgid ""
 "matching_type is 'current_bar'."
 msgstr "日回测 'next_bar' 撮合方式已废弃，当前按 'current_bar' 撮合方式成交"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/mod.py:107
+#: rqalpha/mod/rqalpha_mod_sys_simulation/mod.py:119
 msgid "NO account_type = ({}) in {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:53
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:56
 msgid "cancel_order function is not supported in signal mode"
 msgstr "在 Signal 模式下，不支持 cancel_order 函数"
 
+#: rqalpha/mod/rqalpha_mod_sys_simulation/signal_broker.py:75
+msgid "Order Cancelled: current bar [{order_book_id}] miss market data."
+msgstr "订单被拒单: [{order_book_id}] 当前缺失市场数据。"
+
 #: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:108
 msgid "unsupported position_effect {}"
 msgstr "不支持的 position_effect {}"
@@ -779,7 +843,7 @@ msgstr "订单 {order_id} 被手动取消。"
 msgid "Order Rejected: {order_book_id} can not match. Market close."
 msgstr "订单被拒单: {order_book_id} 当天交易结束，订单无法成交。"
 
-#: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:184
+#: rqalpha/mod/rqalpha_mod_sys_simulation/simulation_broker.py:185
 msgid "{order_book_id} should be subscribed when frequency is tick."
 msgstr "tick回测下单失败，请使用 subscribe 订阅合约 {order_book_id}。"
 
@@ -807,13 +871,13 @@ msgstr "无效的 滑点 设置: 其值需为正数。"
 msgid "invalid slippage rate value {} which cause price <= 0"
 msgstr "无效的 滑点 设置: 该值导致了调整后的价格为负。"
 
-#: rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py:30
+#: rqalpha/mod/rqalpha_mod_sys_transaction_cost/mod.py:42
 msgid ""
 "invalid commission multiplier or tax multiplier value: value range is [0,"
 " +∞)"
 msgstr ""
 
-#: rqalpha/model/bar.py:371
+#: rqalpha/model/bar.py:372
 msgid "id_or_symbols {} does not exist"
 msgstr "您选择的证券[{}]不存在。"
 
@@ -824,117 +888,113 @@ msgid ""
 " {tax}, {frozen_price}"
 msgstr ""
 
-#: rqalpha/portfolio/__init__.py:67
+#: rqalpha/portfolio/__init__.py:71
 msgid "invalid init position {order_book_id}: no valid price at {date}"
 msgstr "初始持仓 {order_book_id} 不合法：无法获取到该标 {date} 的价格"
 
-#: rqalpha/portfolio/__init__.py:267
+#: rqalpha/portfolio/__init__.py:278 rqalpha/portfolio/__init__.py:291
 msgid "invalid account type {}, choose in {}"
 msgstr "不合法的账户类型 {}， 请在以下账户类型中选择 {}"
 
-#: rqalpha/portfolio/__init__.py:271
+#: rqalpha/portfolio/__init__.py:282
 msgid "Cash add {}. units {} become to {}"
 msgstr "入金{}元，份额由{}变动为{}"
 
-#: rqalpha/portfolio/account.py:313
+#: rqalpha/portfolio/account.py:352
 msgid "Trigger Forced Liquidation, current total_value is 0"
 msgstr "触发强制清算，当前总权益为 0"
 
-#: rqalpha/portfolio/account.py:457
+#: rqalpha/portfolio/account.py:502 rqalpha/portfolio/account.py:521
 msgid "insufficient cash, current {}, target withdrawal {}"
 msgstr "现金不足，当前现金 {}，目标出金 {}"
 
-#: rqalpha/portfolio/position.py:160
-msgid "invalid price of {order_book_id}: {price}"
-msgstr "{order_book_id} 的价格不合法：{price}"
-
-#: rqalpha/utils/arg_checker.py:50
+#: rqalpha/utils/arg_checker.py:51
 msgid ""
 "function {}: invalid {} argument, expect a value of type {}, got {} "
 "(type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:58
+#: rqalpha/utils/arg_checker.py:59
 msgid "valid order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:61
+#: rqalpha/utils/arg_checker.py:62
 msgid "valid stock order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:64
+#: rqalpha/utils/arg_checker.py:65
 msgid "valid future order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:67
+#: rqalpha/utils/arg_checker.py:68
 msgid "listed order_book_id/instrument"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:70
+#: rqalpha/utils/arg_checker.py:71
 msgid "function {}: invalid {} argument, expected a {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:96
+#: rqalpha/utils/arg_checker.py:97
 msgid ""
 "function {}: invalid {} argument, expected instrument with types {}, got "
 "instrument with type {}"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:136
+#: rqalpha/utils/arg_checker.py:137
 msgid "function {}: invalid {} argument, expect a number, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:151
+#: rqalpha/utils/arg_checker.py:160
 msgid "function {}: invalid {} argument, valid: {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:165
+#: rqalpha/utils/arg_checker.py:174
 msgid "function {}: invalid {} argument, valid fields are {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:177
+#: rqalpha/utils/arg_checker.py:186
 msgid "function {}: invalid field {}, valid fields are {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:183 rqalpha/utils/arg_checker.py:198
+#: rqalpha/utils/arg_checker.py:192 rqalpha/utils/arg_checker.py:207
 msgid ""
 "function {}: invalid {} argument, expect a string or a list of string, "
 "got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:225 rqalpha/utils/arg_checker.py:230
+#: rqalpha/utils/arg_checker.py:234 rqalpha/utils/arg_checker.py:239
 msgid "function {}: invalid {} argument, expect a valid date, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:241
+#: rqalpha/utils/arg_checker.py:250
 msgid "function {}: invalid {} argument, expect a value >= {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:251
+#: rqalpha/utils/arg_checker.py:260
 msgid "function {}: invalid {} argument, expect a value > {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:261
+#: rqalpha/utils/arg_checker.py:270
 msgid "function {}: invalid {} argument, expect a value <= {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:272
+#: rqalpha/utils/arg_checker.py:281
 msgid "function {}: invalid {} argument, expect a value < {}, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:289
+#: rqalpha/utils/arg_checker.py:298
 msgid ""
 "function {}: invalid {} argument, interval should be in form of '1d', "
 "'3m', '4q', '2y', got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:325
+#: rqalpha/utils/arg_checker.py:334
 msgid ""
 "function {}: invalid {} argument, should be entity like "
 "Fundamentals.balance_sheet.total_equity, got {} (type: {})"
 msgstr ""
 
-#: rqalpha/utils/arg_checker.py:344
+#: rqalpha/utils/arg_checker.py:353
 #, fuzzy
 msgid ""
 "function {}: invalid {} argument, frequency should be in form of '1m', "
@@ -1473,3 +1533,16 @@ msgstr "不支持 API {}。请确保您设置了该 API 所需的账户并开启
 #~ msgid "Order Creation Failed: {order_book_id} has been delisted!"
 #~ msgstr "订单创建失败: {order_book_id} 已退市"
 
+# msgid "Order Creation Failed: Order amount is 0."
+# msgstr "订单创建失败: 下单量为 0"
+#~ msgid "Limit order price should be positive"
+#~ msgstr "Limit order 价格应该为正，请检查您的下单价格"
+
+#~ msgid ""
+#~ "function order_target_portfolio: invalid order "
+#~ "price {target_price} of {id_or_ins}"
+#~ msgstr "函数 order_target_portfolio：{id_or_ins} 的下单价格 {target_price} 不合法。"
+
+#~ msgid "invalid price of {order_book_id}: {price}"
+#~ msgstr "{order_book_id} 的价格不合法：{price}"
+
diff --git a/setup.py b/setup.py
index 7d1623c36..4d338f8e3 100644
--- a/setup.py
+++ b/setup.py
@@ -81,6 +81,8 @@
         'Programming Language :: Python :: 3.8',
         'Programming Language :: Python :: 3.9',
         'Programming Language :: Python :: 3.10',
+        'Programming Language :: Python :: 3.11',
+        'Programming Language :: Python :: 3.12',
     ],
     python_requires=">=3.6"
 )
diff --git a/tests/api_tests/mod/sys_simulation/test_simulation_event_source.py b/tests/api_tests/mod/sys_simulation/test_simulation_event_source.py
index a9b05101d..091d081a7 100644
--- a/tests/api_tests/mod/sys_simulation/test_simulation_event_source.py
+++ b/tests/api_tests/mod/sys_simulation/test_simulation_event_source.py
@@ -18,8 +18,8 @@
 
 __config__ = {
     "base": {
-        "start_date": "2015-04-10",
-        "end_date": "2015-04-20",
+        "start_date": "2015-04-14",
+        "end_date": "2015-04-24",
         "frequency": "1d",
         "accounts": {
             "stock": 1000000,
diff --git a/tests/api_tests/mod/sys_transaction_cost/test_commission_multiplier.py b/tests/api_tests/mod/sys_transaction_cost/test_commission_multiplier.py
index 4855a90aa..71aeac6a9 100644
--- a/tests/api_tests/mod/sys_transaction_cost/test_commission_multiplier.py
+++ b/tests/api_tests/mod/sys_transaction_cost/test_commission_multiplier.py
@@ -46,10 +46,10 @@ def handle_bar(context, bar_dict):
             stock_order = order_percent(context.s1, 1)
             future_order = buy_open(context.s2, 1)
             env = Environment.get_instance()
-            future_commission_info = env.data_proxy.get_commission_info(context.s2)
+            future_commission_info = env.data_proxy.get_futures_trading_parameters(context.s2, bar_dict.dt.date())
             context.fixed = False
             assert stock_order.transaction_cost == 16.66 * 59900 * 8 / 10000 * 2
-            assert future_order.transaction_cost == 7308 * 200 * future_commission_info["open_commission_ratio"] * 3
+            assert future_order.transaction_cost == 7308 * 200 * future_commission_info.open_commission_ratio * 3
 
     return locals()
 
diff --git a/tests/outs/test_f_mean_reverting.pkl b/tests/outs/test_f_mean_reverting.pkl
index 8b4e561f859b16d3b094d941d97ee1a74491ca28..b1c1c0923e2265062d676e06150b25565872d0e6 100644
GIT binary patch
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diff --git a/tests/test_f_buy_and_hold.py b/tests/test_f_buy_and_hold.py
index 5fd2ec4dc..ab23e5909 100644
--- a/tests/test_f_buy_and_hold.py
+++ b/tests/test_f_buy_and_hold.py
@@ -27,5 +27,8 @@ def handle_bar(context, bar_dict):
             "enabled": True,
             "show": True,
         },
+        "sys_transaction_cost": {
+            'time_series_trading_parameters': False
+        },
     },
 }
diff --git a/tests/test_f_mean_reverting.py b/tests/test_f_mean_reverting.py
index 5cb40c66a..43654f5eb 100644
--- a/tests/test_f_mean_reverting.py
+++ b/tests/test_f_mean_reverting.py
@@ -139,5 +139,8 @@ def handle_bar(context, bar_dict):
             "enabled": True,
             "show": True,
         },
+        'sys_transaction_cost': {
+            'time_series_trading_parameters': False
+        },
     },
 }

From cec9754cf9a8802a520b879a1730858fc3a6689a Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Wed, 17 Jan 2024 15:18:43 +0800
Subject: [PATCH 4/8] =?UTF-8?q?=E8=B0=83=E6=95=B4=20trading=5Fparameters?=
 =?UTF-8?q?=5Fstore=20=E6=9B=B4=E6=96=B0=E9=80=BB=E8=BE=91=EF=BC=8C?=
 =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E6=B5=8B=E8=AF=95=E9=97=AE=E9=A2=98=20(#840)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

* modify .readthedocs.yml

* bug fix

* bug fix

* refactor

* pr update

* 翻译更新

---------

Co-authored-by: 周嘉俊 <35399214+Zhou-JiaJun@users.noreply.github.com>
Co-authored-by: Cuizi7 <Cuizi7@users.noreply.github.com>
Co-authored-by: 周嘉俊 <654181984@qq.com>
Co-authored-by: cuizi7 <cuizi7@163.com>
---
 messages.pot                                  |  38 +++++++------
 rqalpha/config.yml                            |   2 +
 rqalpha/data/base_data_source/data_source.py  |  26 ++++++---
 rqalpha/data/base_data_source/storages.py     |   4 +-
 rqalpha/data/bundle.py                        |  31 ++---------
 rqalpha/main.py                               |  13 +++--
 .../__init__.py                               |   2 -
 rqalpha/utils/exception.py                    |   4 ++
 rqalpha/utils/testing/fixtures.py             |   2 +-
 .../zh_Hans_CN/LC_MESSAGES/messages.mo        | Bin 19612 -> 19222 bytes
 .../zh_Hans_CN/LC_MESSAGES/messages.po        |  52 ++++++++++++------
 tests/test_f_buy_and_hold.py                  |   5 +-
 tests/test_f_mean_reverting.py                |   5 +-
 13 files changed, 99 insertions(+), 85 deletions(-)

diff --git a/messages.pot b/messages.pot
index 225508c54..45e919284 100644
--- a/messages.pot
+++ b/messages.pot
@@ -8,7 +8,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2024-01-12 13:38+0800\n"
+"POT-Creation-Date: 2024-01-17 14:36+0800\n"
 "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language-Team: LANGUAGE <LL@li.org>\n"
@@ -39,19 +39,19 @@ msgid ""
 "persist"
 msgstr ""
 
-#: rqalpha/main.py:127
+#: rqalpha/main.py:126
 msgid "rqdatac init failed, some apis will not function properly: {}"
 msgstr ""
 
-#: rqalpha/main.py:218
+#: rqalpha/main.py:219
 msgid "system restored"
 msgstr ""
 
-#: rqalpha/main.py:248
+#: rqalpha/main.py:249
 msgid "strategy run successfully, normal exit"
 msgstr ""
 
-#: rqalpha/main.py:253
+#: rqalpha/main.py:254
 msgid "strategy execute exception"
 msgstr ""
 
@@ -247,24 +247,30 @@ msgstr ""
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr ""
 
-#: rqalpha/data/bundle.py:483
+#: rqalpha/data/bundle.py:452
+msgid ""
+"RQAlpha already supports backtesting using futures historical margins and"
+" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
+msgstr ""
+
+#: rqalpha/data/bundle.py:488
 msgid ""
 "File {} update failed, if it is using, please update later, or you can "
 "delete then update again"
 msgstr ""
 
-#: rqalpha/data/bundle.py:561
+#: rqalpha/data/base_data_source/data_source.py:140
 msgid ""
-"RQAlpha already supports backtesting using futures historical margins and"
-" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
-msgstr ""
+"RQDatac is not installed, "
+"\"config.base.futures_time_series_trading_parameters\" will be disabled."
+msgstr "未安装 RQDatac，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
 
-#: rqalpha/data/bundle.py:567
+#: rqalpha/data/base_data_source/data_source.py:145
 msgid ""
-"Your RQData account does not have permission to use futures historical "
-"margin and rates, and fixed data will be used for calculations\n"
-"You can contact RiceQuant to activate permission: 0755-26569969"
-msgstr ""
+"RQDatac does not have permission to obtain futures histrical trading "
+"parameters, \"config.base.futures_time_series_trading_parameters\" will "
+"be disabled."
+msgstr "RQDatac 缺少获取期货历史交易参数的权限，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
 
 #: rqalpha/data/base_data_source/storages.py:82
 msgid ""
@@ -306,7 +312,7 @@ msgstr ""
 msgid "mod tear_down [END]   {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:318
+#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:314
 msgid "{order_book_id} is expired, close all positions by system"
 msgstr ""
 
diff --git a/rqalpha/config.yml b/rqalpha/config.yml
index 11f2239e1..2157ac47b 100644
--- a/rqalpha/config.yml
+++ b/rqalpha/config.yml
@@ -39,6 +39,8 @@ base:
   future_info: {}
   # 强平
   forced_liquidation: true
+  # 是否开启期货历史交易参数进行回测，默认为 False
+  futures_time_series_trading_parameters: false
 
 
 extra:
diff --git a/rqalpha/data/base_data_source/data_source.py b/rqalpha/data/base_data_source/data_source.py
index c5a3eaae3..60a79051f 100644
--- a/rqalpha/data/base_data_source/data_source.py
+++ b/rqalpha/data/base_data_source/data_source.py
@@ -23,17 +23,17 @@
 import numpy as np
 import pandas as pd
 import six
-from rqalpha.const import INSTRUMENT_TYPE, TRADING_CALENDAR_TYPE
+from rqalpha.utils.i18n import gettext as _
+from rqalpha.const import INSTRUMENT_TYPE, TRADING_CALENDAR_TYPE, DEFAULT_ACCOUNT_TYPE
 from rqalpha.interface import AbstractDataSource
 from rqalpha.model.instrument import Instrument
 from rqalpha.utils.datetime_func import (convert_date_to_int, convert_int_to_date, convert_int_to_datetime)
-from rqalpha.utils.exception import RQInvalidArgument
+from rqalpha.utils.exception import RQInvalidArgument, RQDatacVersionTooLow
 from rqalpha.utils.functools import lru_cache
 from rqalpha.utils.typing import DateLike
 from rqalpha.environment import Environment
 from rqalpha.data.bundle import update_futures_trading_parameters
 from rqalpha.utils.logger import user_system_log
-
 from rqalpha.data.base_data_source.adjust import FIELDS_REQUIRE_ADJUSTMENT, adjust_bars
 from rqalpha.data.base_data_source.storage_interface import (AbstractCalendarStore, AbstractDateSet,
                                 AbstractDayBarStore, AbstractDividendStore,
@@ -72,7 +72,8 @@ class BaseDataSource(AbstractDataSource):
         INSTRUMENT_TYPE.PUBLIC_FUND,
     )
 
-    def __init__(self, path, custom_future_info, update_parameters_end_date=None):       
+    def __init__(self, path, custom_future_info, futures_time_series_trading_parameters=False, end_date=None):       
+        # type: (str, dict, bool, date) -> None
         if not os.path.exists(path):
             raise RuntimeError('bundle path {} not exist'.format(os.path.abspath(path)))
 
@@ -89,9 +90,6 @@ def _p(name):
         }  # type: Dict[INSTRUMENT_TYPE, AbstractDayBarStore]
         
         self._futures_trading_parameters_store = None
-        if update_parameters_end_date:
-            if update_futures_trading_parameters(path, update_parameters_end_date):
-                self._futures_trading_parameters_store = FuturesTradingParametersStore(_p("futures_trading_parameters.h5"))
         self._future_info_store = FutureInfoStore(_p("future_info.json"), custom_future_info)
         
         self._instruments_stores = {}  # type: Dict[INSTRUMENT_TYPE, AbstractInstrumentStore]
@@ -135,6 +133,20 @@ def _p(name):
         self._suspend_days = [DateSet(_p('suspended_days.h5'))]  # type: List[AbstractDateSet]
         self._st_stock_days = DateSet(_p('st_stock_days.h5'))
 
+        if futures_time_series_trading_parameters:
+            try:
+                import rqdatac
+            except ImportError:
+                user_system_log.warn(_("RQDatac is not installed, \"config.base.futures_time_series_trading_parameters\" will be disabled."))
+            else:
+                try:
+                    update_futures_trading_parameters(path, end_date)
+                except (rqdatac.share.errors.PermissionDenied, RQDatacVersionTooLow):
+                    user_system_log.warn(_("RQDatac does not have permission to obtain futures histrical trading parameters, \"config.base.futures_time_series_trading_parameters\" will be disabled."))
+                else:
+                    file = os.path.join(path, "futures_trading_parameters.h5")
+                    self._futures_trading_parameters_store = FuturesTradingParametersStore(file)
+
     def register_day_bar_store(self, instrument_type, store):
         #  type: (INSTRUMENT_TYPE, AbstractDayBarStore) -> None
         self._day_bars[instrument_type] = store
diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
index a49d42db8..c28a4ddb9 100644
--- a/rqalpha/data/base_data_source/storages.py
+++ b/rqalpha/data/base_data_source/storages.py
@@ -269,12 +269,12 @@ def get_futures_trading_parameters(self, instrument, dt):
         if data is None: 
             return None
         else:
-            arr = data[data['datetime'] == dt][0]
+            arr = data[data['datetime'] == dt]
             if len(arr) == 0:
                 if dt >= convert_date_to_date_int(instrument.listed_date) and dt <= convert_date_to_date_int(instrument.de_listed_date):
                     user_system_log.info("Historical futures trading parameters are abnormal, the lastst parameters will be used for calculations.\nPlease contract RiceQuant to repair: 0755-26569969")
                 return None
-            futures_trading_parameters = self._to_namedtuple(arr)
+            futures_trading_parameters = self._to_namedtuple(arr[0])
         return futures_trading_parameters
     
     @lru_cache(1024)
diff --git a/rqalpha/data/bundle.py b/rqalpha/data/bundle.py
index 0dc4eb117..a8d1cc245 100644
--- a/rqalpha/data/bundle.py
+++ b/rqalpha/data/bundle.py
@@ -26,6 +26,7 @@
                                       ProgressedTask)
 from rqalpha.utils.datetime_func import (convert_date_to_date_int,
                                          convert_date_to_int)
+from rqalpha.utils.exception import RQDatacVersionTooLow
 from rqalpha.utils.i18n import gettext as _
 
 START_DATE = 20050104
@@ -447,6 +448,9 @@ def __init__(self, order_book_ids):
         self._order_book_ids = order_book_ids
     
     def __call__(self, path, fields, end_date):
+        if rqdatac.__version__ < '2.11.12':
+            raise RQDatacVersionTooLow(_("RQAlpha already supports backtesting using futures historical margins and rates, please upgrade RQDatac to version 2.11.12 and above to use it"))
+            
         if not os.path.exists(path):
             self.generate_futures_trading_parameters(path, fields, end_date)
         else:
@@ -551,35 +555,12 @@ def get_recreate_futures_list(self, path, h5_last_date):
         return recreate_futures_list
 
 
-def check_rqdata_permission():
-    """
-    检测以下内容，均符合才会更新期货交易参数：
-    1. rqdatac 版本是否为具备 futures.get_trading_parameters API 的版本
-    2. 当前 rqdatac 是否具备上述 API 的使用权限
-    """
-    if rqdatac.__version__ < '2.11.12':
-        from rqalpha.utils.logger import system_log
-        system_log.warn(_("RQAlpha already supports backtesting using futures historical margins and rates, please upgrade RQDatac to version 2.11.12 and above to use it"))
-        return
-    try:
-        rqdatac.futures.get_trading_parameters("A1005")
-    except rqdatac.share.errors.PermissionDenied:
-        from rqalpha.utils.logger import system_log
-        system_log.warn(_("Your RQData account does not have permission to use futures historical margin and rates, and fixed data will be used for calculations\nYou can contact RiceQuant to activate permission: 0755-26569969"))
-        return
-    return True
-
-
 def update_futures_trading_parameters(path, end_date):
-    # type: (str, datetime.date) -> Boolean
-    update_permission = check_rqdata_permission()
-    if not update_permission:
-        return False
+    # type: (str, datetime.date) -> None
     df = rqdatac.all_instruments("Future")
     order_book_ids = (df[df['de_listed_date'] >= str(TRADING_PARAMETERS_START_DATE)]).order_book_id.tolist()
     FuturesTradingParametersTask(order_book_ids)(
         os.path.join(path, FUTURES_TRADING_PARAMETERS_FILE), 
         FUTURES_TRADING_PARAMETERS_FIELDS, 
         end_date
-        )
-    return True
+    )
diff --git a/rqalpha/main.py b/rqalpha/main.py
index 7936a48d6..bf55616ff 100644
--- a/rqalpha/main.py
+++ b/rqalpha/main.py
@@ -122,7 +122,6 @@ def init_rqdatac(rqdatac_uri):
         init_rqdatac_env(rqdatac_uri)
         try:
             rqdatac.init()
-            return True
         except Exception as e:
             system_log.warn(_('rqdatac init failed, some apis will not function properly: {}').format(str(e)))
 
@@ -132,23 +131,25 @@ def run(config, source_code=None, user_funcs=None):
     persist_helper = None
     init_succeed = False
     mod_handler = ModHandler()
-    update_parameters_end_date = None
 
     try:
         # avoid register handlers everytime
         # when running in ipython
         set_loggers(config)
-        rqdatac_enable = init_rqdatac(getattr(config.base, 'rqdatac_uri', None))
+        init_rqdatac(getattr(config.base, 'rqdatac_uri', None))
         system_log.debug("\n" + pformat(config.convert_to_dict()))
 
         env.set_strategy_loader(init_strategy_loader(env, source_code, user_funcs, config))
         mod_handler.set_env(env)
         mod_handler.start_up()
 
-        if config.mod.sys_transaction_cost.time_series_trading_parameters and "FUTURE" in config.base.accounts and rqdatac_enable:
-            update_parameters_end_date = config.base.end_date
         if not env.data_source:
-            env.set_data_source(BaseDataSource(config.base.data_bundle_path, getattr(config.base, "future_info", {}), update_parameters_end_date))
+            env.set_data_source(BaseDataSource(
+                config.base.data_bundle_path, 
+                getattr(config.base, "future_info", {}),
+                const.DEFAULT_ACCOUNT_TYPE.FUTURE in config.base.accounts and config.base.futures_time_series_trading_parameters,
+                config.base.end_date
+            ))
         if env.price_board is None:
             from rqalpha.data.bar_dict_price_board import BarDictPriceBoard
             env.price_board = BarDictPriceBoard()
diff --git a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
index 82cc38994..718047f00 100644
--- a/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
+++ b/rqalpha/mod/rqalpha_mod_sys_transaction_cost/__init__.py
@@ -26,8 +26,6 @@
     "futures_commission_multiplier": 1,
     # 印花倍率，即在默认的印花税基础上按该倍数进行调整，股票默认印花税为千分之一，单边收取
     "tax_multiplier": 1,
-    # 是否开启期货历史交易参数进行回测，默认为True
-    "time_series_trading_parameters": True,
     # 是否使用回测当时时间点对应的真实印花税率
     "pit_tax": False,
 }
diff --git a/rqalpha/utils/exception.py b/rqalpha/utils/exception.py
index d4b6dfb15..a80c6d3c0 100644
--- a/rqalpha/utils/exception.py
+++ b/rqalpha/utils/exception.py
@@ -131,3 +131,7 @@ class RQTypeError(RQUserError):
 class RQApiNotSupportedError(RQUserError):
     pass
 
+
+class RQDatacVersionTooLow(RuntimeError):
+    pass
+
diff --git a/rqalpha/utils/testing/fixtures.py b/rqalpha/utils/testing/fixtures.py
index 0c4124ca6..a818bc733 100644
--- a/rqalpha/utils/testing/fixtures.py
+++ b/rqalpha/utils/testing/fixtures.py
@@ -83,7 +83,7 @@ def init_fixture(self):
 
         super(BaseDataSourceFixture, self).init_fixture()
         default_bundle_path = os.path.abspath(os.path.expanduser('~/.rqalpha/bundle'))
-        self.base_data_source = BaseDataSource(default_bundle_path, {}, {})
+        self.base_data_source = BaseDataSource(default_bundle_path, {})
 
 
 class BarDictPriceBoardFixture(EnvironmentFixture):
diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo
index f4493b300277f98d52a561424f911cef46b74507..1423c4d328032000e4b5b404edf433231e22fd51 100644
GIT binary patch
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zQ`I6%rDm!u)v8Q3b9L-L%`(dhbE#G;bJtiZDzt@WxxZ8^vsP)`RbsC&*_b!I+HaoK
z&Pb(JVy(29N^DwzrNo?XHxUeLGGJNGtp5pRqBb@uAz{?`#Dv7;<iuoGURZ9wp5wJ~
zaTDVvxb{V#>K|e}Q^zL<-5XANjx~CAul4L%-MMq)mUR<GEO~gQ*4_H<{m;&M>kqpd
zPP<!nd3UYxY;E<_wRD_o=xD5UH|+Hs|G>Suwxgxd+p^uy^Y&r)hNB&;>b<T{y=^Y<
k#~ZzeHhI=L-DjMg&RyPyQ|@<M`uq>i?D}79lP>uG4NEM|yZ`_I

diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
index 95de05ac6..d6907510e 100644
--- a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
+++ b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
@@ -7,7 +7,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2024-01-12 13:38+0800\n"
+"POT-Creation-Date: 2024-01-17 14:36+0800\n"
 "PO-Revision-Date: 2016-10-24 21:20+0800\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language: zh_Hans_CN\n"
@@ -40,21 +40,21 @@ msgid ""
 "persist"
 msgstr "Persist provider 未加载，加载 Persist provider 方可使用 persist 功能。"
 
-#: rqalpha/main.py:127
+#: rqalpha/main.py:126
 msgid "rqdatac init failed, some apis will not function properly: {}"
 msgstr ""
 "rqdatac 初始化失败，部分扩展 API 可能无法使用，错误信息：{}。您可以访问 "
 "https://www.ricequant.com/welcome/rqdata 获取 rqdatac"
 
-#: rqalpha/main.py:218
+#: rqalpha/main.py:219
 msgid "system restored"
 msgstr ""
 
-#: rqalpha/main.py:248
+#: rqalpha/main.py:249
 msgid "strategy run successfully, normal exit"
 msgstr "策略运行成功，正常退出"
 
-#: rqalpha/main.py:253
+#: rqalpha/main.py:254
 msgid "strategy execute exception"
 msgstr "策略运行产生异常"
 
@@ -263,32 +263,38 @@ msgstr "策略暂停中，取消执行 {}({}, {})"
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr "[Deprecated]在before_trading函数中，第二个参数bar_dict已经不再使用了。"
 
-#: rqalpha/data/bundle.py:483
+#: rqalpha/data/bundle.py:452
+msgid ""
+"RQAlpha already supports backtesting using futures historical margins and"
+" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
+msgstr "RQAlpha 已支持使用期货历史保证金和费率进行回测，请将 RQDatac 升级至 2.11.12 及以上版本进行使用"
+
+#: rqalpha/data/bundle.py:488
 msgid ""
 "File {} update failed, if it is using, please update later, or you can "
 "delete then update again"
 msgstr "{} 文件更新失败，如果其正在使用中，请稍后再进行更新，或者您可以将其删除后再重新更新"
 
-#: rqalpha/data/bundle.py:561
+#: rqalpha/data/base_data_source/data_source.py:140
 msgid ""
-"RQAlpha already supports backtesting using futures historical margins and"
-" rates, please upgrade RQDatac to version 2.11.12 and above to use it"
-msgstr "RQAlpha 已支持使用期货历史保证金和费率进行回测，请将 RQDatac 升级至 2.11.12 及以上版本进行使用"
+"RQDatac is not installed, "
+"\"config.base.futures_time_series_trading_parameters\" will be disabled."
+msgstr ""
 
-#: rqalpha/data/bundle.py:567
+#: rqalpha/data/base_data_source/data_source.py:145
 msgid ""
-"Your RQData account does not have permission to use futures historical "
-"margin and rates, and fixed data will be used for calculations\n"
-"You can contact RiceQuant to activate permission: 0755-26569969"
+"RQDatac does not have permission to obtain futures histrical trading "
+"parameters, \"config.base.futures_time_series_trading_parameters\" will "
+"be disabled."
 msgstr ""
-"您的 RQData 账号没有权限使用期货历史保证金和费率，将使用固定的数据进行回测和计算\n"
-"您可联系米筐科技开通相关权限：0755-26569969"
 
 #: rqalpha/data/base_data_source/storages.py:82
 msgid ""
 "Your bundle data is too old, please use 'rqalpha update-bundle' or "
 "'rqalpha download-bundle' to update it to lastest before using"
-msgstr "您的 Bundle 数据过旧，请使用 'rqalpha update-bundle' 或 'rqalpha download-bundle' 将其更新至最新后再进行使用"
+msgstr ""
+"您的 Bundle 数据过旧，请使用 'rqalpha update-bundle' 或 'rqalpha download-bundle' "
+"将其更新至最新后再进行使用"
 
 #: rqalpha/data/base_data_source/storages.py:98
 #: rqalpha/data/base_data_source/storages.py:124
@@ -324,7 +330,7 @@ msgstr ""
 msgid "mod tear_down [END]   {}"
 msgstr ""
 
-#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:318
+#: rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py:314
 msgid "{order_book_id} is expired, close all positions by system"
 msgstr "{order_book_id} 已退市/交割，系统自动平仓"
 
@@ -1546,3 +1552,13 @@ msgstr "不支持 API {}。请确保您设置了该 API 所需的账户并开启
 #~ msgid "invalid price of {order_book_id}: {price}"
 #~ msgstr "{order_book_id} 的价格不合法：{price}"
 
+#~ msgid ""
+#~ "Your RQData account does not have "
+#~ "permission to use futures historical "
+#~ "margin and rates, and fixed data "
+#~ "will be used for calculations\n"
+#~ "You can contact RiceQuant to activate permission: 0755-26569969"
+#~ msgstr ""
+#~ "您的 RQData 账号没有权限使用期货历史保证金和费率，将使用固定的数据进行回测和计算\n"
+#~ "您可联系米筐科技开通相关权限：0755-26569969"
+
diff --git a/tests/test_f_buy_and_hold.py b/tests/test_f_buy_and_hold.py
index ab23e5909..53de96472 100644
--- a/tests/test_f_buy_and_hold.py
+++ b/tests/test_f_buy_and_hold.py
@@ -26,9 +26,6 @@ def handle_bar(context, bar_dict):
         "sys_progress": {
             "enabled": True,
             "show": True,
-        },
-        "sys_transaction_cost": {
-            'time_series_trading_parameters': False
-        },
+        }
     },
 }
diff --git a/tests/test_f_mean_reverting.py b/tests/test_f_mean_reverting.py
index 43654f5eb..e6bb1403f 100644
--- a/tests/test_f_mean_reverting.py
+++ b/tests/test_f_mean_reverting.py
@@ -138,9 +138,6 @@ def handle_bar(context, bar_dict):
         "sys_progress": {
             "enabled": True,
             "show": True,
-        },
-        'sys_transaction_cost': {
-            'time_series_trading_parameters': False
-        },
+        }
     },
 }

From 2605075fb7abee50a0cd24c25b904e206072b62c Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Wed, 17 Jan 2024 18:31:03 +0800
Subject: [PATCH 5/8] =?UTF-8?q?=E7=BF=BB=E8=AF=91=E9=97=AE=E9=A2=98?=
 =?UTF-8?q?=E4=BF=AE=E5=A4=8D=20(#841)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

* modify .readthedocs.yml

* bug fix

* bug fix

* refactor

* pr update

* 翻译更新

* 新增翻译

---------

Co-authored-by: 周嘉俊 <35399214+Zhou-JiaJun@users.noreply.github.com>
Co-authored-by: Cuizi7 <Cuizi7@users.noreply.github.com>
Co-authored-by: 周嘉俊 <654181984@qq.com>
Co-authored-by: cuizi7 <cuizi7@163.com>
---
 .../zh_Hans_CN/LC_MESSAGES/messages.mo        | Bin 19222 -> 19717 bytes
 .../zh_Hans_CN/LC_MESSAGES/messages.po        |   4 ++--
 2 files changed, 2 insertions(+), 2 deletions(-)

diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo
index 1423c4d328032000e4b5b404edf433231e22fd51..b36936474b4b8dee23113ca292d35901dc1bc9c4 100644
GIT binary patch
delta 3196
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delta 2709
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diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
index d6907510e..ad4fc79d6 100644
--- a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
+++ b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
@@ -279,14 +279,14 @@ msgstr "{} 文件更新失败，如果其正在使用中，请稍后再进行更
 msgid ""
 "RQDatac is not installed, "
 "\"config.base.futures_time_series_trading_parameters\" will be disabled."
-msgstr ""
+msgstr "未安装 RQDatac，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
 
 #: rqalpha/data/base_data_source/data_source.py:145
 msgid ""
 "RQDatac does not have permission to obtain futures histrical trading "
 "parameters, \"config.base.futures_time_series_trading_parameters\" will "
 "be disabled."
-msgstr ""
+msgstr "RQDatac 缺少获取期货历史交易参数的权限，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
 
 #: rqalpha/data/base_data_source/storages.py:82
 msgid ""

From 06a0041f3d59872558e1473f24a80166e81eea5a Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Fri, 19 Jan 2024 18:06:45 +0800
Subject: [PATCH 6/8] Rqsdk 710 (#844)
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

* modify .readthedocs.yml

* bug fix

* bug fix

* refactor

* pr update

* 翻译更新

* 新增翻译

* 修复自定义info未生效问题，未使用连续合约问题

* 期货历史交易参数bundle数据增加期货连续合约数据

---------

Co-authored-by: 周嘉俊 <35399214+Zhou-JiaJun@users.noreply.github.com>
Co-authored-by: Cuizi7 <Cuizi7@users.noreply.github.com>
Co-authored-by: 周嘉俊 <654181984@qq.com>
Co-authored-by: cuizi7 <cuizi7@163.com>
---
 messages.pot                                  |  26 ++++---
 rqalpha/data/base_data_source/data_source.py  |   2 +-
 rqalpha/data/base_data_source/storages.py     |  22 +++++-
 rqalpha/data/bundle.py                        |  65 +++++++++++++++++-
 .../zh_Hans_CN/LC_MESSAGES/messages.mo        | Bin 19717 -> 19867 bytes
 .../zh_Hans_CN/LC_MESSAGES/messages.po        |  26 ++++---
 tests/api_tests/test_config.py                |   2 +-
 7 files changed, 117 insertions(+), 26 deletions(-)

diff --git a/messages.pot b/messages.pot
index 45e919284..cf814f535 100644
--- a/messages.pot
+++ b/messages.pot
@@ -8,7 +8,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2024-01-17 14:36+0800\n"
+"POT-Creation-Date: 2024-01-19 17:56+0800\n"
 "PO-Revision-Date: YEAR-MO-DA HO:MI+ZONE\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language-Team: LANGUAGE <LL@li.org>\n"
@@ -247,13 +247,19 @@ msgstr ""
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr ""
 
-#: rqalpha/data/bundle.py:452
+#: rqalpha/data/bundle.py:454
 msgid ""
 "RQAlpha already supports backtesting using futures historical margins and"
 " rates, please upgrade RQDatac to version 2.11.12 and above to use it"
 msgstr ""
 
-#: rqalpha/data/bundle.py:488
+#: rqalpha/data/bundle.py:464 rqalpha/data/bundle.py:522
+msgid ""
+"Futures historical trading parameters data is being updated, please "
+"wait......"
+msgstr ""
+
+#: rqalpha/data/bundle.py:516
 msgid ""
 "File {} update failed, if it is using, please update later, or you can "
 "delete then update again"
@@ -263,28 +269,28 @@ msgstr ""
 msgid ""
 "RQDatac is not installed, "
 "\"config.base.futures_time_series_trading_parameters\" will be disabled."
-msgstr "未安装 RQDatac，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
+msgstr ""
 
 #: rqalpha/data/base_data_source/data_source.py:145
 msgid ""
 "RQDatac does not have permission to obtain futures histrical trading "
 "parameters, \"config.base.futures_time_series_trading_parameters\" will "
 "be disabled."
-msgstr "RQDatac 缺少获取期货历史交易参数的权限，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
+msgstr ""
 
-#: rqalpha/data/base_data_source/storages.py:82
+#: rqalpha/data/base_data_source/storages.py:81
 msgid ""
 "Your bundle data is too old, please use 'rqalpha update-bundle' or "
 "'rqalpha download-bundle' to update it to lastest before using"
 msgstr ""
 
-#: rqalpha/data/base_data_source/storages.py:98
-#: rqalpha/data/base_data_source/storages.py:124
+#: rqalpha/data/base_data_source/storages.py:97
+#: rqalpha/data/base_data_source/storages.py:123
 msgid "unsupported future instrument {}"
 msgstr ""
 
-#: rqalpha/data/base_data_source/storages.py:195
-#: rqalpha/data/base_data_source/storages.py:205
+#: rqalpha/data/base_data_source/storages.py:194
+#: rqalpha/data/base_data_source/storages.py:204
 msgid ""
 "open data bundle failed, you can remove {} and try to regenerate bundle: "
 "{}"
diff --git a/rqalpha/data/base_data_source/data_source.py b/rqalpha/data/base_data_source/data_source.py
index 60a79051f..b5118ee51 100644
--- a/rqalpha/data/base_data_source/data_source.py
+++ b/rqalpha/data/base_data_source/data_source.py
@@ -145,7 +145,7 @@ def _p(name):
                     user_system_log.warn(_("RQDatac does not have permission to obtain futures histrical trading parameters, \"config.base.futures_time_series_trading_parameters\" will be disabled."))
                 else:
                     file = os.path.join(path, "futures_trading_parameters.h5")
-                    self._futures_trading_parameters_store = FuturesTradingParametersStore(file)
+                    self._futures_trading_parameters_store = FuturesTradingParametersStore(file, custom_future_info)
 
     def register_day_bar_store(self, instrument_type, store):
         #  type: (INSTRUMENT_TYPE, AbstractDayBarStore) -> None
diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
index c28a4ddb9..2998c04e4 100644
--- a/rqalpha/data/base_data_source/storages.py
+++ b/rqalpha/data/base_data_source/storages.py
@@ -35,7 +35,6 @@
 from rqalpha.utils.datetime_func import convert_date_to_date_int
 from rqalpha.utils.i18n import gettext as _
 from rqalpha.utils.logger import user_system_log
-from rqalpha.environment import Environment
 
 from .storage_interface import (AbstractCalendarStore, AbstractDateSet,
                                 AbstractDayBarStore, AbstractDividendStore,
@@ -256,15 +255,17 @@ class FuturesTradingParametersStore(object):
     # 历史期货交易参数的数据在2010年4月之后才有
     FUTURES_TRADING_PARAMETERS_START_DATE = 20100401
 
-    def __init__(self, path):
+    def __init__(self, path, custom_future_info):
         self._path = path
+        self._custom_data = custom_future_info
 
     def get_futures_trading_parameters(self, instrument, dt):
         # type: (Instrument, datetime.date) -> FuturesTradingParameters or None
-        order_book_id = instrument.order_book_id
         dt = convert_date_to_date_int(dt)
         if dt < self.FUTURES_TRADING_PARAMETERS_START_DATE:
             return None
+        order_book_id = instrument.order_book_id
+        underlying_symbol = instrument.underlying_symbol
         data = self.get_futures_trading_parameters_all_time(order_book_id)
         if data is None: 
             return None
@@ -274,6 +275,9 @@ def get_futures_trading_parameters(self, instrument, dt):
                 if dt >= convert_date_to_date_int(instrument.listed_date) and dt <= convert_date_to_date_int(instrument.de_listed_date):
                     user_system_log.info("Historical futures trading parameters are abnormal, the lastst parameters will be used for calculations.\nPlease contract RiceQuant to repair: 0755-26569969")
                 return None
+            custom_info = self._custom_data.get(order_book_id) or self._custom_data.get(underlying_symbol)
+            if custom_info:
+                arr[0] = self.set_custom_info(arr[0], custom_info)        
             futures_trading_parameters = self._to_namedtuple(arr[0])
         return futures_trading_parameters
     
@@ -286,6 +290,18 @@ def get_futures_trading_parameters_all_time(self, order_book_id):
             except KeyError:
                 return None
         return data
+    
+    def set_custom_info(self, arr, custom_info):
+        for field in custom_info:
+            if field == "commission_type":
+                if custom_info[field] == COMMISSION_TYPE.BY_MONEY:
+                    value = 0
+                elif custom_info[field] == COMMISSION_TYPE.BY_VOLUME:
+                    value = 1
+            else:
+                value = custom_info[field]
+            arr[field] = value
+        return arr
             
     def _to_namedtuple(self, arr):
         # type: (numpy.void) -> FuturesTradingParameters
diff --git a/rqalpha/data/bundle.py b/rqalpha/data/bundle.py
index a8d1cc245..cacc09176 100644
--- a/rqalpha/data/bundle.py
+++ b/rqalpha/data/bundle.py
@@ -28,6 +28,7 @@
                                          convert_date_to_int)
 from rqalpha.utils.exception import RQDatacVersionTooLow
 from rqalpha.utils.i18n import gettext as _
+from rqalpha.utils.logger import system_log, user_system_log
 
 START_DATE = 20050104
 END_DATE = 29991231
@@ -444,8 +445,9 @@ def update_bundle(path, create, enable_compression=False, concurrency=1):
 
 
 class FuturesTradingParametersTask(object):
-    def __init__(self, order_book_ids):
+    def __init__(self, order_book_ids, underlying_symbols):
         self._order_book_ids = order_book_ids
+        self._underlying_symbols = underlying_symbols
     
     def __call__(self, path, fields, end_date):
         if rqdatac.__version__ < '2.11.12':
@@ -458,6 +460,8 @@ def __call__(self, path, fields, end_date):
     
     def generate_futures_trading_parameters(self, path, fields, end_date, recreate_futures_list=None):
         # type: (str, list, datetime.date, list) -> None
+        if not recreate_futures_list:
+            system_log.info(_("Futures historical trading parameters data is being updated, please wait......"))
         order_book_ids = self._order_book_ids
         if recreate_futures_list:
             order_book_ids = recreate_futures_list      
@@ -478,6 +482,30 @@ def generate_futures_trading_parameters(self, path, fields, end_date, recreate_f
             with h5py.File(path, "w") as h5:
                 for order_book_id in df.index.levels[0]:
                     h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records())
+        # 更新期货连续合约的历史交易参数数据（当函数执行目的为补充上次未正常更新的数据时，不需要执行此段逻辑）
+        if recreate_futures_list is None:
+            with h5py.File(path, "a") as h5:
+                df = rqdatac.all_instruments("Future")
+                for underlying_symbol in self._underlying_symbols:
+                    futures_continuous_contract = df[(df['underlying_symbol'] == underlying_symbol) & (df["listed_date"] == '0000-00-00')].order_book_id.tolist()
+                    s = rqdatac.futures.get_dominant(underlying_symbol, TRADING_PARAMETERS_START_DATE, end_date)
+                    if (s is None or s.empty):
+                        continue
+                    s = s.to_frame().reset_index()
+                    s['date'] = s['date'].map(convert_date_to_date_int)
+                    s.set_index(['date'], inplace=True)
+                    trading_parameters_list = []
+                    for date in s.index:
+                        try:
+                            data = h5[s['dominant'][date]][:]
+                        except KeyError:
+                            continue
+                        trading_parameters = data[data['datetime'] == date]
+                        if len(trading_parameters) != 0:
+                            trading_parameters_list.append(trading_parameters[0])
+                    data = np.array(trading_parameters_list)
+                    for order_book_id in futures_continuous_contract:
+                        h5.create_dataset(order_book_id, data=data)
 
     def update_futures_trading_parameters(self, path, fields, end_date):
         # type: (str, list, datetime.date) -> None
@@ -491,6 +519,7 @@ def update_futures_trading_parameters(self, path, fields, end_date):
         if recreate_futures_list:
             self.generate_futures_trading_parameters(path, fields, last_date, recreate_futures_list=recreate_futures_list)
         if end_date > last_date:
+            system_log.info(_("Futures historical trading parameters data is being updated, please wait......"))
             if rqdatac.get_previous_trading_date(end_date) == last_date:
                 return
             else:
@@ -519,6 +548,37 @@ def update_futures_trading_parameters(self, path, fields, end_date):
                                 h5.create_dataset(order_book_id, data=data)
                             else:
                                 h5.create_dataset(order_book_id, data=df.loc[order_book_id].to_records())
+                # 更新期货连续合约历史交易参数
+                with h5py.File(path, "a") as h5:
+                    df = rqdatac.all_instruments("Future")
+                    for underlying_symbol in self._underlying_symbols:
+                        futures_continuous_contract = df[(df['underlying_symbol'] == underlying_symbol) & (df["listed_date"] == '0000-00-00')].order_book_id.tolist()
+                        s = rqdatac.futures.get_dominant(underlying_symbol, start_date, end_date)
+                        if (s is None or s.empty):
+                            continue
+                        s = s.to_frame().reset_index()
+                        s['date'] = s['date'].map(convert_date_to_date_int)
+                        s.set_index(['date'], inplace=True)
+                        trading_parameters_list = []
+                        for date in s.index:
+                            try:
+                                data = h5[s['dominant'][date]][:]
+                            except KeyError:
+                                continue
+                            trading_parameters = data[data['datetime'] == date]
+                            if len(trading_parameters) != 0:
+                                trading_parameters_list.append(trading_parameters[0])
+                        for order_book_id in futures_continuous_contract:
+                            print(order_book_id)
+                            if order_book_id in h5:
+                                data = np.array(
+                                    [tuple(i) for i in chain(h5[order_book_id][:], trading_parameters_list)],
+                                    dtype=h5[order_book_id].dtype
+                                )
+                                del h5[order_book_id]
+                                h5.create_dataset(order_book_id, data=data)
+                            else:
+                                h5.create_dataset(order_book_id, data=np.array(trading_parameters))
 
     def set_commission_type(self, commission_type):
         if commission_type == "by_money":
@@ -559,7 +619,8 @@ def update_futures_trading_parameters(path, end_date):
     # type: (str, datetime.date) -> None
     df = rqdatac.all_instruments("Future")
     order_book_ids = (df[df['de_listed_date'] >= str(TRADING_PARAMETERS_START_DATE)]).order_book_id.tolist()
-    FuturesTradingParametersTask(order_book_ids)(
+    underlying_symbols = list(set((df[df['de_listed_date'] >= str(TRADING_PARAMETERS_START_DATE)]).underlying_symbol.tolist()))
+    FuturesTradingParametersTask(order_book_ids, underlying_symbols)(
         os.path.join(path, FUTURES_TRADING_PARAMETERS_FILE), 
         FUTURES_TRADING_PARAMETERS_FIELDS, 
         end_date
diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.mo
index b36936474b4b8dee23113ca292d35901dc1bc9c4..54398e717f8d8ec119e84c69c708a421e940cb6a 100644
GIT binary patch
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diff --git a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
index ad4fc79d6..39dfd419c 100644
--- a/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
+++ b/rqalpha/utils/translations/zh_Hans_CN/LC_MESSAGES/messages.po
@@ -7,7 +7,7 @@ msgid ""
 msgstr ""
 "Project-Id-Version: PROJECT VERSION\n"
 "Report-Msgid-Bugs-To: EMAIL@ADDRESS\n"
-"POT-Creation-Date: 2024-01-17 14:36+0800\n"
+"POT-Creation-Date: 2024-01-19 17:56+0800\n"
 "PO-Revision-Date: 2016-10-24 21:20+0800\n"
 "Last-Translator: FULL NAME <EMAIL@ADDRESS>\n"
 "Language: zh_Hans_CN\n"
@@ -263,13 +263,19 @@ msgstr "策略暂停中，取消执行 {}({}, {})"
 msgid "deprecated parameter[bar_dict] in before_trading function."
 msgstr "[Deprecated]在before_trading函数中，第二个参数bar_dict已经不再使用了。"
 
-#: rqalpha/data/bundle.py:452
+#: rqalpha/data/bundle.py:454
 msgid ""
 "RQAlpha already supports backtesting using futures historical margins and"
 " rates, please upgrade RQDatac to version 2.11.12 and above to use it"
 msgstr "RQAlpha 已支持使用期货历史保证金和费率进行回测，请将 RQDatac 升级至 2.11.12 及以上版本进行使用"
 
-#: rqalpha/data/bundle.py:488
+#: rqalpha/data/bundle.py:464 rqalpha/data/bundle.py:522
+msgid ""
+"Futures historical trading parameters data is being updated, please "
+"wait......"
+msgstr "正在更新期货历史交易参数，请稍后......"
+
+#: rqalpha/data/bundle.py:516
 msgid ""
 "File {} update failed, if it is using, please update later, or you can "
 "delete then update again"
@@ -286,9 +292,11 @@ msgid ""
 "RQDatac does not have permission to obtain futures histrical trading "
 "parameters, \"config.base.futures_time_series_trading_parameters\" will "
 "be disabled."
-msgstr "RQDatac 缺少获取期货历史交易参数的权限，将关闭配置 \"config.base.futures_time_series_trading_parameters\""
+msgstr ""
+"RQDatac 缺少获取期货历史交易参数的权限，将关闭配置 "
+"\"config.base.futures_time_series_trading_parameters\""
 
-#: rqalpha/data/base_data_source/storages.py:82
+#: rqalpha/data/base_data_source/storages.py:81
 msgid ""
 "Your bundle data is too old, please use 'rqalpha update-bundle' or "
 "'rqalpha download-bundle' to update it to lastest before using"
@@ -296,13 +304,13 @@ msgstr ""
 "您的 Bundle 数据过旧，请使用 'rqalpha update-bundle' 或 'rqalpha download-bundle' "
 "将其更新至最新后再进行使用"
 
-#: rqalpha/data/base_data_source/storages.py:98
-#: rqalpha/data/base_data_source/storages.py:124
+#: rqalpha/data/base_data_source/storages.py:97
+#: rqalpha/data/base_data_source/storages.py:123
 msgid "unsupported future instrument {}"
 msgstr "不支持的期货标的{}"
 
-#: rqalpha/data/base_data_source/storages.py:195
-#: rqalpha/data/base_data_source/storages.py:205
+#: rqalpha/data/base_data_source/storages.py:194
+#: rqalpha/data/base_data_source/storages.py:204
 msgid ""
 "open data bundle failed, you can remove {} and try to regenerate bundle: "
 "{}"
diff --git a/tests/api_tests/test_config.py b/tests/api_tests/test_config.py
index e3e256a7a..2974f7ca6 100644
--- a/tests/api_tests/test_config.py
+++ b/tests/api_tests/test_config.py
@@ -50,7 +50,7 @@ def assert_almost_equal(first, second):
     assert round(abs(first - second), 10) == 0
 
 
-def test_future_info():
+def test_futures_info():
     __config__ = {
         "base": {
             "future_info": {

From bf88041cd89168c3e66a0f405d119cebd0fb5bc1 Mon Sep 17 00:00:00 2001
From: "lin.dongzhao" <542698096@qq.com>
Date: Mon, 22 Jan 2024 15:15:19 +0800
Subject: [PATCH 7/8] pr update

---
 rqalpha/data/bundle.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/rqalpha/data/bundle.py b/rqalpha/data/bundle.py
index cacc09176..a9be5d559 100644
--- a/rqalpha/data/bundle.py
+++ b/rqalpha/data/bundle.py
@@ -569,7 +569,6 @@ def update_futures_trading_parameters(self, path, fields, end_date):
                             if len(trading_parameters) != 0:
                                 trading_parameters_list.append(trading_parameters[0])
                         for order_book_id in futures_continuous_contract:
-                            print(order_book_id)
                             if order_book_id in h5:
                                 data = np.array(
                                     [tuple(i) for i in chain(h5[order_book_id][:], trading_parameters_list)],

From 5d24b8432c11769c317a8e654b39e9854c670aff Mon Sep 17 00:00:00 2001
From: "Don.Lin" <142398161+Lin-Dongzhao@users.noreply.github.com>
Date: Mon, 22 Jan 2024 16:58:48 +0800
Subject: [PATCH 8/8] =?UTF-8?q?=E6=96=B0=E5=A2=9E=E5=AE=9E=E6=97=B6?=
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 =?UTF-8?q?=20(#846)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 tests/outs/test_s_pit_tax.pkl | Bin 0 -> 19508 bytes
 tests/test_s_pit_tax.py       |  42 ++++++++++++++++++++++++++++++++++
 2 files changed, 42 insertions(+)
 create mode 100644 tests/outs/test_s_pit_tax.pkl
 create mode 100644 tests/test_s_pit_tax.py

diff --git a/tests/outs/test_s_pit_tax.pkl b/tests/outs/test_s_pit_tax.pkl
new file mode 100644
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GIT binary patch
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zp33)qP}2eW0m;bIp}%1J;GE$95G|sa^&>nr{$o&`zXJ--<R^I8p2@q!OY=<L14rXO
z1%+qwGnM!`Xco`p7bG@3lV1|FJ(FITBn_be$3K8T|4tIcVc=g(Lfk@v{|Xr!`L97|
qyxYn3uOi@L_bKDv{*c&E!heGd)QsQasqx=|rugp_{sU+tS@3^g<%bOb

literal 0
HcmV?d00001

diff --git a/tests/test_s_pit_tax.py b/tests/test_s_pit_tax.py
new file mode 100644
index 000000000..ddb34e3f2
--- /dev/null
+++ b/tests/test_s_pit_tax.py
@@ -0,0 +1,42 @@
+def init(context):
+    context.s1 = "000001.XSHE"
+    context.count = 0
+
+
+def before_trading(context):
+    context.count += 1
+
+
+def handle_bar(context, bar_dict):
+    order_shares(context.s1, 1000)
+    if context.count > 1:
+        order_shares(context.s1, -1000)
+
+
+def after_trading(context):
+    pass
+
+
+__config__ = {
+    "base": {
+        "start_date": "2023-08-15",
+        "end_date": "2023-09-10",
+        "frequency": "1d",
+        "accounts": {
+            "stock": 1000000
+        },
+    },
+    "extra": {
+        "log_level": "error",
+        "show": True,
+    },
+    "mod": {
+        "sys_progress": {
+            "enabled": True,
+            "show": True,
+        },
+        "sys_transaction_cost": {
+            "pit_tax": True
+        }
+    }
+}
\ No newline at end of file