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chore: bump version to 2.12.2
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‎CHANGELOG.md‎

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@@ -5,6 +5,12 @@ All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [2.12.2] - 2026-05-27
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### Fixed
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- **Cross-frequency data fallback** — `get_history` and `get_price` no longer return empty results when querying minute/period data during daily backtests. Previously, with `current_dt` at midnight (00:00:00), `searchsorted` returned -1 for minute data starting at 09:31, causing stocks to be silently skipped. Now falls back to 15:00 market close on the same day to locate the latest available bar.
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## [2.12.1] - 2026-05-23
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### Fixed

‎README.de.md‎

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[![Python](https://img.shields.io/badge/Python-3.9+-blue.svg)](https://www.python.org/)
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[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
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[![License: Commercial](https://img.shields.io/badge/License-Commercial--Available-red)](licenses/LICENSE-COMMERCIAL.md)
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[![Version](https://img.shields.io/badge/Version-2.12.0-orange.svg)](#)
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[![Version](https://img.shields.io/badge/Version-2.12.2-orange.svg)](#)
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[![PyPI](https://img.shields.io/pypi/v/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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[![PyPI - Downloads](https://img.shields.io/pypi/dm/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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‎README.md‎

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@@ -7,7 +7,7 @@ English | [中文](README.zh-CN.md) | [Deutsch](README.de.md)
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[![Python](https://img.shields.io/badge/Python-3.9+-blue.svg)](https://www.python.org/)
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[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
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[![License: Commercial](https://img.shields.io/badge/License-Commercial--Available-red)](licenses/LICENSE-COMMERCIAL.md)
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[![Version](https://img.shields.io/badge/Version-2.12.0-orange.svg)](#)
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[![Version](https://img.shields.io/badge/Version-2.12.2-orange.svg)](#)
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[![PyPI](https://img.shields.io/pypi/v/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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[![PyPI - Downloads](https://img.shields.io/pypi/dm/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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‎README.zh-CN.md‎

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[![Python](https://img.shields.io/badge/Python-3.9+-blue.svg)](https://www.python.org/)
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[![License](https://img.shields.io/badge/License-AGPL--3.0-blue.svg)](LICENSE)
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[![License: Commercial](https://img.shields.io/badge/License-Commercial--Available-red)](licenses/LICENSE-COMMERCIAL.md)
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[![Version](https://img.shields.io/badge/Version-2.12.0-orange.svg)](#)
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[![Version](https://img.shields.io/badge/Version-2.12.2-orange.svg)](#)
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[![PyPI](https://img.shields.io/pypi/v/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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[![PyPI - Downloads](https://img.shields.io/pypi/dm/simtradelab.svg)](https://pypi.org/project/simtradelab/)
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‎pyproject.toml‎

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# Poetry configuration
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[tool.poetry]
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name = "simtradelab"
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version = "2.12.1"
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version = "2.12.2"
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description = "Lightweight quantitative backtesting framework with PTrade API simulation | 轻量级量化回测框架"
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authors = ["kay <kayou@duck.com>"]
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license = "AGPL-3.0-or-later"

‎src/simtradelab/ptrade/api.py‎

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@@ -1199,11 +1199,14 @@ def get_price(
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try:
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if frequency in _MINUTE_FREQ_MINUTES or frequency in _PERIOD_FREQ_RULE:
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# 分钟数据：直接使用index查找
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# 分钟/周期数据：使用searchsorted查找
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# 用 DatetimeIndex.searchsorted 避免 datetime64[us] vs ns 单位不匹配
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idx = stock_df.index.searchsorted(end_dt, side="right") - 1
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if idx < 0:
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continue
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end_of_day = end_dt.normalize() + pd.Timedelta(hours=15)
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idx = stock_df.index.searchsorted(end_of_day, side="right") - 1
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if idx < 0:
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continue
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current_idx = idx
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else:
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current_idx = self._resolve_daily_index(stock, stock_df, end_dt)
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continue
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try:
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if frequency in _MINUTE_FREQ_MINUTES or frequency in _PERIOD_FREQ_RULE:
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# 分钟数据：使用searchsorted查找
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# 分钟/周期数据：使用searchsorted查找
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# 用 DatetimeIndex.searchsorted 避免 datetime64[us] vs ns 单位不匹配
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idx = data_source.index.searchsorted(current_dt, side="right") - 1
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if idx < 0:
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continue
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# 跨频率场景：日线回测取分钟/周期数据时，
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# current_dt 是当天 00:00:00，searchsorted 返回 0 导致 idx=-1。
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# 对齐到当天收盘时间后重试，向前取最近的 bar。
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end_of_day = current_dt.normalize() + pd.Timedelta(hours=15)
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idx = data_source.index.searchsorted(end_of_day, side="right") - 1
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if idx < 0:
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continue
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current_idx = idx
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else:
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current_idx = self._resolve_daily_index(stock, data_source, current_dt)

‎tests/unit/test_broker_profile_compat.py‎

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@@ -252,6 +252,104 @@ def test_get_history_supports_multi_frequency_5m_and_1w(self, ptrade_api, test_d
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assert isinstance(result_1w, pd.DataFrame)
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assert len(result_1w) > 0
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# ── 跨频率回退路径：日线回测 + 分钟/周期数据 ──
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def test_daily_context_1m_frequency_get_history(self, ptrade_api):
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"""日线回测取1分钟数据 — searchsorted(midnight) 触发 idx<0 回退"""
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_set_broker_profile(ptrade_api, "auto")
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ptrade_api.context.frequency = "1d"
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ptrade_api.context.current_dt = pd.Timestamp("2024-01-04 00:00:00")
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idx_1m = pd.date_range("2024-01-04 09:31:00", periods=240, freq="min").union(
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pd.date_range("2024-01-04 13:01:00", periods=120, freq="min")
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)
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ptrade_api.data_context.stock_data_dict_1m = {
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"600000.SH": pd.DataFrame(
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{
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"open": np.linspace(10.0, 10.5, len(idx_1m)),
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"close": np.linspace(10.0, 10.5, len(idx_1m)),
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"volume": np.ones(len(idx_1m)) * 100.0,
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"money": np.ones(len(idx_1m)) * 1000.0,
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},
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index=idx_1m,
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),
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}
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result = ptrade_api.get_history(
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count=1, frequency="1m", field="close", security_list=["600000.SH"]
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)
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assert isinstance(result, pd.DataFrame)
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assert not result.empty, "回退后不应返回空结果"
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assert len(result) == 1
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def test_daily_context_1m_frequency_get_price(self, ptrade_api):
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"""日线回测 get_price 取1分钟数据 — get_price 同名回退路径"""
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_set_broker_profile(ptrade_api, "auto")
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ptrade_api.context.frequency = "1d"
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ptrade_api.context.current_dt = pd.Timestamp("2024-01-04 00:00:00")
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idx_1m = pd.date_range("2024-01-04 09:31:00", periods=240, freq="min").union(
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pd.date_range("2024-01-04 13:01:00", periods=120, freq="min")
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)
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ptrade_api.data_context.stock_data_dict_1m = {
295+
"600000.SH": pd.DataFrame(
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{
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"open": np.linspace(10.0, 10.5, len(idx_1m)),
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"close": np.linspace(10.0, 10.5, len(idx_1m)),
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"volume": np.ones(len(idx_1m)) * 100.0,
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"money": np.ones(len(idx_1m)) * 1000.0,
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},
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index=idx_1m,
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),
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}
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306+
result = ptrade_api.get_price(
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"600000.SH", count=1, frequency="1m", fields="close"
308+
)
309+
assert isinstance(result, pd.DataFrame)
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assert not result.empty
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312+
def test_daily_context_5m_frequency(self, ptrade_api):
313+
"""日线回测取5分钟数据 — 聚合频率同样经过 searchsorted 回退"""
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_set_broker_profile(ptrade_api, "auto")
315+
ptrade_api.context.frequency = "1d"
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ptrade_api.context.current_dt = pd.Timestamp("2024-01-04 00:00:00")
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idx_1m = pd.date_range("2024-01-04 09:31:00", periods=240, freq="min").union(
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pd.date_range("2024-01-04 13:01:00", periods=120, freq="min")
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)
321+
ptrade_api.data_context.stock_data_dict_1m = {
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"600000.SH": pd.DataFrame(
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{
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"open": np.linspace(10.0, 10.5, len(idx_1m)),
325+
"close": np.linspace(10.0, 10.5, len(idx_1m)),
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"volume": np.ones(len(idx_1m)) * 100.0,
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"money": np.ones(len(idx_1m)) * 1000.0,
328+
},
329+
index=idx_1m,
330+
),
331+
}
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333+
result = ptrade_api.get_history(
334+
count=3, frequency="5m", field="close", security_list=["600000.SH"]
335+
)
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assert isinstance(result, pd.DataFrame)
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assert not result.empty
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def test_daily_context_no_data_still_skipped(self, ptrade_api):
340+
"""无数据的股票回退后仍正确跳过，不报错"""
341+
_set_broker_profile(ptrade_api, "auto")
342+
ptrade_api.context.frequency = "1d"
343+
ptrade_api.context.current_dt = pd.Timestamp("2024-01-04 00:00:00")
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345+
ptrade_api.data_context.stock_data_dict_1m = {}
346+
347+
result = ptrade_api.get_history(
348+
count=1, frequency="1m", field="close", security_list=["000001.SZ"]
349+
)
350+
assert isinstance(result, pd.DataFrame)
351+
assert result.empty
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def test_get_history_unlimited_dtype_shanxi(self, ptrade_api, test_dates):
256354
_set_broker_profile(ptrade_api, "shanxi")
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ptrade_api.context.current_dt = test_dates[-1]

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