hikyuu 2.0.9__cp38-none-win_amd64.whl → 2.1.1__cp38-none-win_amd64.whl

hikyuu/analysis/analysis.py

@@ -109,11 +109,12 @@ def analysis_sys_list(stks, query, sys_proto, keys=["累计投入本金", "当
         k = stk.get_kdata(query)
         my_sys = sys_proto.clone()
         my_sys.run(k, reset_all=True)
-        per.statistics(my_sys.tm, k[-1].datetime if len(k) > 0 else Datetime())
-        ret["证券代码"].append(stk.market_code)
-        ret["证券名称"].append(stk.name)
-        for key in keys:
-            ret[key].append(per[key])
+        if len(k) > 0:
+            per.statistics(my_sys.tm, k[-1].datetime)
+            ret["证券代码"].append(stk.market_code)
+            ret["证券名称"].append(stk.name)
+            for key in keys:
+                ret[key].append(per[key])
     return pd.DataFrame(ret)
 
 

hikyuu/data/common.py

@@ -27,7 +27,6 @@ import re
 import akshare as ak
 import pandas as pd
 import datetime
-from hikyuu.core import cpp_bytes_to_vector_float_blob
 from hikyuu.util import *
 
 
@@ -203,7 +202,7 @@ def get_china_bond10_rate(start_date="19901219"):
 def modifiy_code(code):
     if code.startswith(('0', '3')):
         return 'SZ' + code
-    if code.startswith(('4', '8')):
+    if code.startswith(('4', '8', '92')):
         return 'BJ' + code
     if code.startswith('6'):
         return 'SH' + code
@@ -244,8 +243,6 @@ def historyfinancialreader(filepath):
         cw_info = list(struct.unpack(report_pack_format, info_data))
         report_date = int(cw_info[313])  # 财务公告日期
         report_date = 19000000 + report_date if report_date > 800000 else 20000000 + report_date
-        # results.append((modifiy_code(code), report_date, cw_info))
-        # results.append((file_date, modifiy_code(code), report_date, cpp_bytes_to_vector_float_blob(info_data)))
         results.append((file_date, modifiy_code(code), report_date, info_data))
     cw_file.close()
     return results

hikyuu/draw/drawplot/matplotlib_draw.py

@@ -760,7 +760,8 @@ def sys_performance(sys, ref_stk=None):
     ref_k = ref_stk.get_kdata(sys.query)
     hku_check(len(ref_k) > 0, "The length of ref_k is zero! Maybe The query date is out of the ref-stock range!\n ref_k: {}", ref_k)
 
-    query = Query(ref_k[0].datetime.start_of_day(), ref_k[-1].datetime.start_of_day() + Seconds(1), Query.DAY)
+    query = Query(ref_k[0].datetime.start_of_day(), ref_k[-1].datetime.start_of_day() +
+                  Seconds(1), Query.DAY, recover_type=Query.EQUAL_BACKWARD)
     ref_k = ref_stk.get_kdata(query)
 
     ref_dates = ref_k.get_datetime_list()
@@ -772,7 +773,7 @@ def sys_performance(sys, ref_stk=None):
     funds_return = VALUE(funds_return)
     funds_return.name = "系统累积收益率"
     ref_return = ROCR(ref_k.close, 0)
-    ref_return.name = ref_stk.name
+    ref_return.name = f"{ref_stk.name}({ref_stk.market_code})"
 
     per = Performance()
     text = per.report(sys.tm, query.end_datetime)

hikyuu/extend.py

@@ -1,10 +1,12 @@
 #
 # 对 C++ 引出类和函数进行扩展, pybind11 对小函数到导出效率不如 python 直接执行
 #
+
+# 优先加载 hikyuu 库，防止 windows 公共依赖库不同导致DLL初始化失败
+from .core import *
 import numpy as np
 import pandas as pd
 from datetime import *
-from .core import *
 
 # ------------------------------------------------------------------
 # 增加Datetime、Stock的hash支持，以便可做为dict的key

hikyuu/flat/Spot.py

@@ -438,142 +438,3 @@ def SpotEnd(builder):
 
 def End(builder):
     return SpotEnd(builder)
-
-
-class SpotT(object):
-
-    # SpotT
-    def __init__(self):
-        self.market = None  # type: str
-        self.code = None  # type: str
-        self.name = None  # type: str
-        self.datetime = None  # type: str
-        self.yesterdayClose = 0.0  # type: float
-        self.open = 0.0  # type: float
-        self.high = 0.0  # type: float
-        self.low = 0.0  # type: float
-        self.close = 0.0  # type: float
-        self.amount = 0.0  # type: float
-        self.volume = 0.0  # type: float
-        self.bid1 = 0.0  # type: float
-        self.bid1Amount = 0.0  # type: float
-        self.bid2 = 0.0  # type: float
-        self.bid2Amount = 0.0  # type: float
-        self.bid3 = 0.0  # type: float
-        self.bid3Amount = 0.0  # type: float
-        self.bid4 = 0.0  # type: float
-        self.bid4Amount = 0.0  # type: float
-        self.bid5 = 0.0  # type: float
-        self.bid5Amount = 0.0  # type: float
-        self.ask1 = 0.0  # type: float
-        self.ask1Amount = 0.0  # type: float
-        self.ask2 = 0.0  # type: float
-        self.ask2Amount = 0.0  # type: float
-        self.ask3 = 0.0  # type: float
-        self.ask3Amount = 0.0  # type: float
-        self.ask4 = 0.0  # type: float
-        self.ask4Amount = 0.0  # type: float
-        self.ask5 = 0.0  # type: float
-        self.ask5Amount = 0.0  # type: float
-
-    @classmethod
-    def InitFromBuf(cls, buf, pos):
-        spot = Spot()
-        spot.Init(buf, pos)
-        return cls.InitFromObj(spot)
-
-    @classmethod
-    def InitFromPackedBuf(cls, buf, pos=0):
-        n = flatbuffers.encode.Get(flatbuffers.packer.uoffset, buf, pos)
-        return cls.InitFromBuf(buf, pos+n)
-
-    @classmethod
-    def InitFromObj(cls, spot):
-        x = SpotT()
-        x._UnPack(spot)
-        return x
-
-    # SpotT
-    def _UnPack(self, spot):
-        if spot is None:
-            return
-        self.market = spot.Market()
-        self.code = spot.Code()
-        self.name = spot.Name()
-        self.datetime = spot.Datetime()
-        self.yesterdayClose = spot.YesterdayClose()
-        self.open = spot.Open()
-        self.high = spot.High()
-        self.low = spot.Low()
-        self.close = spot.Close()
-        self.amount = spot.Amount()
-        self.volume = spot.Volume()
-        self.bid1 = spot.Bid1()
-        self.bid1Amount = spot.Bid1Amount()
-        self.bid2 = spot.Bid2()
-        self.bid2Amount = spot.Bid2Amount()
-        self.bid3 = spot.Bid3()
-        self.bid3Amount = spot.Bid3Amount()
-        self.bid4 = spot.Bid4()
-        self.bid4Amount = spot.Bid4Amount()
-        self.bid5 = spot.Bid5()
-        self.bid5Amount = spot.Bid5Amount()
-        self.ask1 = spot.Ask1()
-        self.ask1Amount = spot.Ask1Amount()
-        self.ask2 = spot.Ask2()
-        self.ask2Amount = spot.Ask2Amount()
-        self.ask3 = spot.Ask3()
-        self.ask3Amount = spot.Ask3Amount()
-        self.ask4 = spot.Ask4()
-        self.ask4Amount = spot.Ask4Amount()
-        self.ask5 = spot.Ask5()
-        self.ask5Amount = spot.Ask5Amount()
-
-    # SpotT
-    def Pack(self, builder):
-        if self.market is not None:
-            market = builder.CreateString(self.market)
-        if self.code is not None:
-            code = builder.CreateString(self.code)
-        if self.name is not None:
-            name = builder.CreateString(self.name)
-        if self.datetime is not None:
-            datetime = builder.CreateString(self.datetime)
-        SpotStart(builder)
-        if self.market is not None:
-            SpotAddMarket(builder, market)
-        if self.code is not None:
-            SpotAddCode(builder, code)
-        if self.name is not None:
-            SpotAddName(builder, name)
-        if self.datetime is not None:
-            SpotAddDatetime(builder, datetime)
-        SpotAddYesterdayClose(builder, self.yesterdayClose)
-        SpotAddOpen(builder, self.open)
-        SpotAddHigh(builder, self.high)
-        SpotAddLow(builder, self.low)
-        SpotAddClose(builder, self.close)
-        SpotAddAmount(builder, self.amount)
-        SpotAddVolume(builder, self.volume)
-        SpotAddBid1(builder, self.bid1)
-        SpotAddBid1Amount(builder, self.bid1Amount)
-        SpotAddBid2(builder, self.bid2)
-        SpotAddBid2Amount(builder, self.bid2Amount)
-        SpotAddBid3(builder, self.bid3)
-        SpotAddBid3Amount(builder, self.bid3Amount)
-        SpotAddBid4(builder, self.bid4)
-        SpotAddBid4Amount(builder, self.bid4Amount)
-        SpotAddBid5(builder, self.bid5)
-        SpotAddBid5Amount(builder, self.bid5Amount)
-        SpotAddAsk1(builder, self.ask1)
-        SpotAddAsk1Amount(builder, self.ask1Amount)
-        SpotAddAsk2(builder, self.ask2)
-        SpotAddAsk2Amount(builder, self.ask2Amount)
-        SpotAddAsk3(builder, self.ask3)
-        SpotAddAsk3Amount(builder, self.ask3Amount)
-        SpotAddAsk4(builder, self.ask4)
-        SpotAddAsk4Amount(builder, self.ask4Amount)
-        SpotAddAsk5(builder, self.ask5)
-        SpotAddAsk5Amount(builder, self.ask5Amount)
-        spot = SpotEnd(builder)
-        return spot

hikyuu/flat/SpotList.py

@@ -64,7 +64,7 @@ def AddSpot(builder, spot):
 def SpotListStartSpotVector(builder, numElems):
     return builder.StartVector(4, numElems, 4)
 
-def StartSpotVector(builder, numElems: int) -> int:
+def StartSpotVector(builder, numElems):
     return SpotListStartSpotVector(builder, numElems)
 
 def SpotListEnd(builder):
@@ -72,61 +72,3 @@ def SpotListEnd(builder):
 
 def End(builder):
     return SpotListEnd(builder)
-
-import hikyuu.flat.Spot
-try:
-    from typing import List
-except:
-    pass
-
-class SpotListT(object):
-
-    # SpotListT
-    def __init__(self):
-        self.spot = None  # type: List[hikyuu.flat.Spot.SpotT]
-
-    @classmethod
-    def InitFromBuf(cls, buf, pos):
-        spotList = SpotList()
-        spotList.Init(buf, pos)
-        return cls.InitFromObj(spotList)
-
-    @classmethod
-    def InitFromPackedBuf(cls, buf, pos=0):
-        n = flatbuffers.encode.Get(flatbuffers.packer.uoffset, buf, pos)
-        return cls.InitFromBuf(buf, pos+n)
-
-    @classmethod
-    def InitFromObj(cls, spotList):
-        x = SpotListT()
-        x._UnPack(spotList)
-        return x
-
-    # SpotListT
-    def _UnPack(self, spotList):
-        if spotList is None:
-            return
-        if not spotList.SpotIsNone():
-            self.spot = []
-            for i in range(spotList.SpotLength()):
-                if spotList.Spot(i) is None:
-                    self.spot.append(None)
-                else:
-                    spot_ = hikyuu.flat.Spot.SpotT.InitFromObj(spotList.Spot(i))
-                    self.spot.append(spot_)
-
-    # SpotListT
-    def Pack(self, builder):
-        if self.spot is not None:
-            spotlist = []
-            for i in range(len(self.spot)):
-                spotlist.append(self.spot[i].Pack(builder))
-            SpotListStartSpotVector(builder, len(self.spot))
-            for i in reversed(range(len(self.spot))):
-                builder.PrependUOffsetTRelative(spotlist[i])
-            spot = builder.EndVector()
-        SpotListStart(builder)
-        if self.spot is not None:
-            SpotListAddSpot(builder, spot)
-        spotList = SpotListEnd(builder)
-        return spotList

hikyuu/gui/HikyuuTDX.py

@@ -8,6 +8,10 @@ import datetime
 import multiprocessing
 from configparser import ConfigParser
 from logging.handlers import QueueListener
+
+# 优先加载，处理 VS 17.10 升级后依赖 dll 不兼容问题
+import hikyuu
+
 import PyQt5
 
 from PyQt5.QtWidgets import QApplication, QMainWindow, QFileDialog, QMessageBox
@@ -240,6 +244,13 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
         self.mp_log_q_lisener.start()
 
     def initUI(self):
+        # 读取配置文件放在 output 重定向之前，防止配置文件读取失败没有提示
+        # 读取保存的配置文件信息，如果不存在，则使用默认配置
+        this_dir = self.getUserConfigDir()
+        import_config = ConfigParser()
+        if os.path.exists(this_dir + '/importdata-gui.ini'):
+            import_config.read(this_dir + '/importdata-gui.ini', encoding='utf-8')
+
         self._is_sched_import_running = False
         self._is_collect_running = False
         self._stream = None
@@ -272,12 +283,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
         self.time_start_dateEdit.setMinimumDate(today - datetime.timedelta(300))
         self.collect_status_label.setText("已停止")
 
-        # 读取保存的配置文件信息，如果不存在，则使用默认配置
-        this_dir = self.getUserConfigDir()
-        import_config = ConfigParser()
-        if os.path.exists(this_dir + '/importdata-gui.ini'):
-            import_config.read(this_dir + '/importdata-gui.ini', encoding='utf-8')
-
         # 初始化导入行情数据类型配置
         self.import_stock_checkBox.setChecked(import_config.getboolean('quotation', 'stock', fallback=True))
         self.import_fund_checkBox.setChecked(import_config.getboolean('quotation', 'fund', fallback=True))
@@ -675,6 +680,12 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
 
     @pyqtSlot()
     def on_start_import_pushButton_clicked(self):
+        try:
+            self.saveConfig()
+        except Exception as e:
+            QMessageBox.about(self, "保存配置信息失败", str(e))
+            return
+
         config = self.getCurrentConfig()
         if config.getboolean('hdf5', 'enable') \
                 and (not os.path.lexists(config['hdf5']['dir']) or not os.path.isdir(config['hdf5']['dir'])):
@@ -686,11 +697,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
                  or not os.path.isdir(config['tdx']['dir'])):
             QMessageBox.about(self, "错误", "请确认通达信安装目录是否正确！")
             return
-        try:
-            self.saveConfig()
-        except Exception as e:
-            QMessageBox.about(self, "保存配置信息失败", str(e))
-            return
 
         self.import_running = True
         self.start_import_pushButton.setEnabled(False)

hikyuu/gui/data/UseTdxImportToH5Thread.py

@@ -152,7 +152,7 @@ class UseTdxImportToH5Thread(QThread):
                 hdf5_import_progress[market][ktype] = progress
                 current_progress = (hdf5_import_progress['SH'][ktype] + hdf5_import_progress['SZ'][ktype]) // 2
                 self.send_message(['IMPORT_KDATA', ktype, current_progress])
-            elif taskname == 'IMPORT_KDATA':
+            elif taskname == 'IMPORT_FINANCE':
                 self.send_message([taskname, progress])
             else:
                 self.logger.error("Unknow task: {}".format(taskname))

hikyuu/hub.py

@@ -496,7 +496,7 @@ class HubManager(metaclass=SingletonType):
         """
         abs_path = os.path.abspath(filename)  # 当前文件的绝对路径
         path_parts = pathlib.Path(abs_path).parts
-        local_base = path_parts[-4] if path_parts[-3] in ('pf', 'sys', 'ind', 'other') else path_parts[4]
+        local_base = path_parts[-4] if path_parts[-3] in ('pf', 'sys', 'ind', 'other') else path_parts[-5]
         hub_model = self._session.query(HubModel.name).filter_by(local_base=local_base).first()
         checkif(hub_model is None, local_base, HubNotFoundError)
         return hub_model.name

hikyuu/include/hikyuu/Block.h

@@ -64,14 +64,14 @@ public:
     /** 设置板块类别 */
     void category(const string& category) {
         if (!m_data)
-            m_data = shared_ptr<Data>(new Data);
+            m_data = make_shared<Data>();
         m_data->m_category = category;
     }
 
     /** 设置名称 */
     void name(const string& name) {
         if (!m_data)
-            m_data = shared_ptr<Data>(new Data);
+            m_data = make_shared<Data>();
         m_data->m_name = name;
     }
 

hikyuu/include/hikyuu/DataType.h

@@ -29,7 +29,8 @@
 #include <map>
 #include <unordered_map>
 
-#include "Log.h"
+#include "config.h"
+#include "utilities/Log.h"
 #include "utilities/osdef.h"
 #include "utilities/cppdef.h"
 #include "utilities/datetime/Datetime.h"

hikyuu/include/hikyuu/KRecord.h

@@ -23,7 +23,7 @@ public:
     price_t openPrice;    ///< 开盘价
     price_t highPrice;    ///< 最高价
     price_t lowPrice;     ///< 最低价
-    price_t closePrice;   ///< 最低价
+    price_t closePrice;   ///< 收盘价
     price_t transAmount;  ///< 成交金额（千元）
     price_t transCount;   ///< 成交量（手），日线以下为股数
 

hikyuu/include/hikyuu/StockManager.h

@@ -255,6 +255,9 @@ private:
     /** 加载历史财经字段索引 */
     void loadHistoryFinanceField();
 
+    /** 加载历史财务数据 */
+    void loadHistoryFinance();
+
 private:
     StockManager();
 

hikyuu/include/hikyuu/analysis/combinate.h

@@ -10,7 +10,7 @@
 #include "hikyuu/indicator/Indicator.h"
 #include "hikyuu/trade_sys/system/System.h"
 #include "hikyuu/trade_manage/Performance.h"
-#include "../Log.h"
+#include "hikyuu/utilities/Log.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/config.h

@@ -19,21 +19,12 @@
 // 检查下标越界
 #define CHECK_ACCESS_BOUND 1
 
-// 默认激活的日志级别
-#define LOG_ACTIVE_LEVEL 2
-
-// 是否使用 spdlog
-#define USE_SPDLOG_LOGGER 1
-
-// 使用异步 logger
-#define HKU_USE_SPDLOG_ASYNC_LOGGER 0
-
-// spdlog默认日志级别
-#define SPDLOG_ACTIVE_LEVEL 2
-
 // 启用MSVC内存泄漏检查
 #define ENABLE_MSVC_LEAK_DETECT 0
 
+// 启用内存泄漏检测，用于 linux 系统
+#define HKU_ENABLE_LEAK_DETECT 0
+
 // 启用发送用户使用信息
 #define HKU_ENABLE_SEND_FEEDBACK 1
 

hikyuu/include/hikyuu/global/agent/hikyuu/flat/__init__.py

@@ -0,0 +1 @@
+