hikyuu 2.1.0__cp39-none-win_amd64.whl → 2.1.2__cp39-none-win_amd64.whl

hikyuu/include/hikyuu/utilities/thread/StealThreadPool.h

@@ -24,8 +24,8 @@
 #pragma GCC diagnostic ignored "-Wsign-compare"
 #endif
 
-#ifndef HKU_API
-#define HKU_API
+#ifndef HKU_UTILS_API
+#define HKU_UTILS_API
 #endif
 
 namespace hku {
@@ -39,7 +39,7 @@ namespace hku {
 #ifdef _MSC_VER
 class StealThreadPool {
 #else
-class HKU_API StealThreadPool {
+class HKU_UTILS_API StealThreadPool {
 #endif
 public:
     /**

hikyuu/include/hikyuu/utilities/thread/ThreadPool.h

@@ -25,8 +25,8 @@
 #pragma GCC diagnostic ignored "-Wsign-compare"
 #endif
 
-#ifndef HKU_API
-#define HKU_API
+#ifndef HKU_UTILS_API
+#define HKU_UTILS_API
 #endif
 
 namespace hku {
@@ -40,7 +40,7 @@ namespace hku {
 #ifdef _MSC_VER
 class ThreadPool {
 #else
-class HKU_API ThreadPool {
+class HKU_UTILS_API ThreadPool {
 #endif
 public:
     /**

hikyuu/include/hikyuu/version.h

@@ -12,13 +12,13 @@
 #define HKU_VERSION_H
 
 // clang-format off
-#define HKU_VERSION "2.1.0"
+#define HKU_VERSION "2.1.2"
 #define HKU_VERSION_MAJOR 2
 #define HKU_VERSION_MINOR 1
-#define HKU_VERSION_ALTER 0
-#define HKU_VERSION_BUILD 202406180029
+#define HKU_VERSION_ALTER 2
+#define HKU_VERSION_BUILD 202408260144
 #define HKU_VERSION_MODE "RELEASE"
-#define HKU_VERSION_GIT "2.1.0 release.df43f718 (RELEASE)"
+#define HKU_VERSION_GIT "2.1.2 release.619f2a88 (RELEASE)"
 // clang-format on
 
 #endif /* HKU_VERSION_H */

hikyuu/interactive.py

@@ -255,44 +255,6 @@ def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=Tru
 # ==============================================================================
 
 
-def UpdateOneRealtimeRecord_from_sina(tmpstr):
-    try:
-        if len(tmpstr) > 3 and tmpstr[:3] == 'var':
-            a = tmpstr.split(',')
-            if len(a) < 9:
-                return
-
-            open, close, high, low = float(a[1]), float(a[3]), float(a[4]), float(a[5])
-            transamount = float(a[9])
-            transcount = float(a[8])
-
-            try:
-                d = Datetime(a[-3])
-            except:
-                d = Datetime(a[-4])
-            temp = (open, high, low, close)
-            if 0 in temp:
-                return
-
-            stockstr = a[0].split('=')
-            stock = sm[stockstr[0][-8:]]
-
-            record = KRecord()
-            record.datetime = d
-            record.open = open
-            record.high = high
-            record.low = low
-            record.close = close
-            record.amount = transamount
-            record.volume = transcount / 100
-
-            stock.realtime_update(record)
-
-    except Exception as e:
-        print(tmpstr)
-        print(e)
-
-
 def UpdateOneRealtimeRecord_from_qq(tmpstr):
     try:
         if len(tmpstr) > 3 and tmpstr[:2] == 'v_':
@@ -328,20 +290,6 @@ def UpdateOneRealtimeRecord_from_qq(tmpstr):
         print(e)
 
 
-def realtimePartUpdate_from_sina(queryStr):
-    result = urllib.request.urlopen(queryStr).read()
-    try:
-        result = result.decode('gbk')
-    except Exception as e:
-        print(result)
-        print(e)
-        return
-
-    result = result.split('\n')
-    for tmpstr in result:
-        UpdateOneRealtimeRecord_from_sina(tmpstr)
-
-
 def realtimePartUpdate_from_qq(queryStr):
     result = urllib.request.urlopen(queryStr).read()
     try:
@@ -356,14 +304,8 @@ def realtimePartUpdate_from_qq(queryStr):
         UpdateOneRealtimeRecord_from_qq(tmpstr)
 
 
-def realtime_update_from_sina_qq(source):
-    if source == 'sina':
-        hku_error("sina已不支持获取实时数据")
-        return
-        # queryStr = "http://hq.sinajs.cn/list="
-        # update_func = realtimePartUpdate_from_sina
-        # max_size = 140
-    elif source == 'qq':
+def realtime_update_from_website(source, stk_list=None):
+    if source == 'qq':
         queryStr = "http://qt.gtimg.cn/q="
         update_func = realtimePartUpdate_from_qq
         max_size = 60
@@ -374,7 +316,9 @@ def realtime_update_from_sina_qq(source):
     count = 0
     # urls = []
     tmpstr = queryStr
-    for stock in sm:
+    if stk_list is None:
+        stk_list = sm
+    for stock in stk_list:
         if stock.valid and stock.type in (
             constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF, constant.STOCKTYPE_GEM, constant.STOCKTYPE_A_BJ,
         ):
@@ -402,99 +346,60 @@ def realtime_update_from_sina_qq(source):
     # pool.join()
 
 
-def realtime_update_from_tushare():
-    import tushare as ts
-
-    # 更新股票行情
-    df = ts.get_today_all()
-    for i in range(len(df)):
-        if df.ix[i, 'open'] == 0:
-            continue  # 停牌
-
-        code = df.ix[i][0]
-        stock = get_stock('sh' + code)
-
-        if stock.isNull() == True or (stock.type != constant.STOCKTYPE_A and stock.type != constant.STOCKTYPE_A_BJ):
-            stock = get_stock('sz' + code)
-        if stock.isNull() == True:
-            continue
-
-        record = KRecord()
-        record.open = df.ix[i, 'open']
-        record.high = df.ix[i, 'high']
-        record.lowe = df.ix[i, 'low']
-        record.close = df.ix[i, 'trade']
-        record.amount = float(df.ix[i, 'amount'])
-        record.volume = float(df.ix[i, 'volume'])
-
-        from datetime import date
-        d = date.today()
-        record.datetime = Datetime(d)
-        stock.realtime_update(record)
-
-    # 更新指数行情
-    df = ts.get_index()
-    for i in range(len(df)):
-        code = df.ix[i][0]
-        stock = get_stock('sh' + code)
-        if stock.isNull() == True or stock.type != constant.STOCKTYPE_INDEX:
-            stock = get_stock('sz' + code)
-        if stock.isNull() == True:
-            continue
-
-        total = stock.getCount(Query.DAY)
-        if total == 0:
-            continue
-
-        last_record = stock.getKRecord(total - 1)
-
-        record = KRecord()
-        record.open = df.ix[i, 'open']
-        record.high = df.ix[i, 'high']
-        record.low = df.ix[i, 'low']
-        record.close = df.ix[i, 'close']
-        record.volume = float(df.ix[i, 'volume'])
-        record.amount = float(df.ix[i, 'amount'])
-
-        if (
-            last_record.close != record.close or last_record.high != record.high or last_record.low != record.low
-            or last_record.open != record.open
-        ):
-            from datetime import date
-            d = date.today()
-            record.datetime = Datetime(d)
+def realtime_update_from_qmt(stk_list=None):
+    from xtquant import xtdata
+    if stk_list is None:
+        stk_list = sm
+    code_list = [f'{s.code}.{s.market}' for s in stk_list if s.valid]
+    full_tick = xtdata.get_full_tick(code_list)
+    for qmt_code, data in full_tick.items():
+        try:
+            code, market = qmt_code.split(".")
+            stock = sm[f'{market}{code}']
+            record = KRecord()
+            record.datetime = Datetime(data['timetag'].split(' ')[0])
+            record.open = data['open']
+            record.high = data['high']
+            record.low = data['low']
+            record.close = data['lastPrice']
+            record.volume = data['volume'] * 0.1
+            record.amount = data['amount'] * 0.001
             stock.realtime_update(record)
+        except Exception as e:
+            hku_error(str(e))
+        except:
+            pass
 
 
-def realtime_update_inner(source='sina'):
-    if source == 'sina' or source == 'qq':
-        realtime_update_from_sina_qq(source)
-    elif source == 'tushare':
-        realtime_update_from_tushare()
+def realtime_update_inner(source='qq', stk_list=None):
+    if source == 'qq':
+        realtime_update_from_website(source, stk_list)
+    elif source == 'qmt':
+        realtime_update_from_qmt(stk_list)
     else:
-        print(source, ' not support!')
+        hku_error(f'Not support website source: {source}!')
 
 
 def realtime_update_wrap():
     pre_update_time = None
 
-    def realtime_update_closure(source='qq', delta=60):
+    def realtime_update_closure(source='qq', delta=60, stk_list=None):
         """
         更新实时日线数据
-        参数：
-            source: 数据源（'sina' | 'qq' | 'tushare'）
-            delta: 更新间隔时间
+        :param str source: 数据源 ('qq' | 'qmt')
+        :param int delta: 最小更新间隔时间, 防止更新过于频繁
+        :param sequence stk_list: 待更新的stock列表, 如为 None 则更新全部
         """
         from datetime import timedelta, datetime
         nonlocal pre_update_time
         now_update_time = datetime.now()
-        if (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
-            realtime_update_inner(source)
+        if (source == 'qmt') or (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
+            realtime_update_inner(source, stk_list)
             pre_update_time = datetime.now()
-            print("更新完毕！", pre_update_time)
+            print(f"更新完毕！更新时间: {pre_update_time}")
         else:
-            print("更新间隔小于" + str(delta) + "秒，未更新")
-            print("上次更新时间: ", pre_update_time)
+            print(f"更新间隔小于 {str(delta)} 秒，未更新")
+            print(f"上次更新时间: {pre_update_time}")
 
     return realtime_update_closure
 

hikyuu/strategy/__init__.py

@@ -1,3 +1,2 @@
 #!/usr/bin/python
 # -*- coding: utf8 -*-
-# cp936

hikyuu/strategy/strategy_demo1.py

@@ -0,0 +1,53 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+#
+# 警告：Hikyuu 为量化研究工具，本身不包含程序化交易接口。此部分仅为策略调度运行时示例，
+#      供自行实现程序化交易时参考，请自行负责程序化交易可能造成的损失。
+#
+
+from hikyuu import Strategy, Query, Datetime, Seconds, Minutes
+from hikyuu import sm
+
+
+def on_change(stk, spot):
+    print("[on_change]:", stk.market_code, stk.name, spot.close, spot.bid1, spot.ask1)
+
+
+def on_spot(rev_time):
+    print("[on_received_spot] rev_time:", rev_time)
+
+
+def my_func1():
+    print("[my_func1]", str(Datetime.now()))
+
+
+def my_func2():
+    print("[my_func2] calculate:", Datetime.now())
+    for s in sm:
+        print(s)
+
+
+# 注意：
+#   1.每一个Strategy 只能作为独立进程执行，即 python xxx.py 的方式执行！
+#   2.请开启 HikyuuTdx 行情采集，否则接收不到数据
+# Strategy 方式运行示例
+if __name__ == '__main__':
+    # 创建策略运行时，必须指定 stock 和 ktype 列表
+    # strategy 只会加载指定的 stock, ktype 的数据，行情接收也只会更新这些数据
+    # 如需使用交易日历，请记得同时指定 sh000001
+    s = Strategy(['sh600000', 'sz000001'],  [Query.MIN, Query.DAY])
+
+    # 当前自动10秒后执行，忽略节假日限制
+    s.run_daily_at(my_func1, Datetime.now() - Datetime.today() + Seconds(10), False)
+
+    # 收到指定 stock 的行情更新
+    s.on_change(on_change)
+
+    # 收到行情更新
+    s.on_received_spot(on_spot)
+
+    # 每隔 1 分钟循环一次 (ignore_market 忽略开闭市时间限制, 否则仅在开盘期间执行)
+    s.run_daily(my_func2, Minutes(1))  # , ignore_market=True)
+    s.start()

hikyuu/strategy/strategy_demo2.py

@@ -0,0 +1,47 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+
+import easytrader
+from hikyuu import *
+
+#
+# 警告：Hikyuu 为量化研究工具，本身不包含程序化交易接口。此部分仅为策略调度运行时示例，
+#      供自行实现程序化交易时参考，请自行负责程序化交易可能造成的损失。
+#
+
+# 创建 easytrade 订单代理（示例仅支持华泰）可自行参照 EasyTraderOrderBroker 修改
+# buy|sell 中已屏蔽实际通过easytrade下单，防止调试误操作
+user = easytrader.use('ht_client')
+user.connect(r'D:\htwt\xiadan.exe')
+easy_ob = EasyTraderOrderBroker(user)
+broker = crtOB(easy_ob)
+
+# 获取交易系统策略
+# 目前 run_in_strategy 只支持非延迟交易，即收盘时立刻买入/卖出
+sys = get_part("default.sys.趋势双均线")
+sys.set_param("buy_delay", False)
+sys.set_param("sell_delay", False)
+
+
+# 执行策略主体
+def my_func():
+    # 这里示例使用的是 TC_Zero() 零成本算法，但实际建议使用接近实际的成本算法
+    # 因为 sys 不依赖于成交单中的实际成本，而是使用成本算法预算需要买入的数量
+    run_in_strategy(sys, sm['sz000001'], Query(Datetime(20240101)), broker, TC_Zero())
+
+
+# 注意：
+#   1.每一个Strategy 只能作为独立进程执行，即 python xxx.py 的方式执行！
+#   2.请开启 HikyuuTdx 行情采集，否则接收不到数据
+# Strategy 方式运行示例
+if __name__ == '__main__':
+    # 创建策略运行时，必须指定 stock 和 ktype 列表
+    # strategy 只会加载指定的 stock, ktype 的数据，行情接收也只会更新这些数据
+    # 如需使用交易日历，请记得同时指定 sh000001
+    s = Strategy(['sh000001', 'sz000001'],  [Query.DAY])
+
+    # 每交易日 14点55分 执行
+    s.run_daily_at(my_func, TimeDelta(0, 14, 55))
+    s.start()
+
+    # 上述，也可以参见 strategy_demo3.py 中使用 crt_sys_strategy 快捷创建 strategy

hikyuu/strategy/strategy_demo3.py

@@ -0,0 +1,24 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+
+#
+# 警告：Hikyuu 为量化研究工具，本身不包含程序化交易接口。此部分仅为策略调度运行时示例，
+#      供自行实现程序化交易时参考，请自行负责程序化交易可能造成的损失。
+#
+
+if __name__ == '__main__':
+    import easytrader
+    from hikyuu import *
+
+    # 创建 easytrade 订单代理（示例仅支持华泰）可自行参照 EasyTraderOrderBroker 修改
+    user = easytrader.use('ht_client')
+    user.connect(r'D:\htwt\xiadan.exe')
+    easy_ob = EasyTraderOrderBroker(user)
+    broker = crtOB(easy_ob)
+
+    sys = get_part("default.sys.趋势双均线")
+
+    # 直接使用 sys 创建 strategy 示例，如果为日线，则自动每日 14点55分 执行
+    # 如果 query 为日线以下（分钟线、5分钟线）则自动按对应间隔（分钟、5分钟）循环执行
+    stg = crt_sys_strategy(sys, "sz000001", Query(Datetime(20240101), ktype=Query.DAY), broker, TC_Zero(), "demo3")
+    stg.start()

hikyuu/trade_manage/broker.py

@@ -29,7 +29,9 @@
 # 1. 20170704, Added by fasiondog
 # ===============================================================================
 
+import json
 from hikyuu import OrderBrokerBase
+from hikyuu.util import hku_error
 
 
 class OrderBrokerWrap(OrderBrokerBase):
@@ -44,15 +46,29 @@ class OrderBrokerWrap(OrderBrokerBase):
         super(OrderBrokerWrap, self).__init__(name)
         self._broker = broker
 
-    def _buy(self, datetime, market, code, price, num):
-        """实现 OrderBrokerBase 的 _buy 接口"""
-        self._broker.buy('{}{}'.format(market, code), price, num)
-        return datetime
+    def _buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from):
+        """
+        实现 OrderBrokerBase 的 _buy 接口
+        :param str market: 证券市场    
+        :param str code: 证券代码
+        :param float price: 买入价格
+        :param int num: 买入数量        
+        """
+        self._broker.buy(market, code, price, num, stoploss, goal_price, part_from)
 
-    def _sell(self, datetime, market, code, price, num):
+    def _sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from):
         """实现 OrderBrokerBase 的 _sell 接口"""
-        self._broker.sell('{}{}'.format(market, code), price, num)
-        return datetime
+        self._broker.sell(market, code, price, num, stoploss, goal_price, part_from)
+
+    def _get_asset_info(self):
+        try:
+            if hasattr(self._broker, "get_asset_info"):
+                ret = self._broker.get_asset_info()
+                return json.dumps(ret) if type(ret) == dict else str(ret)
+            return str()
+        except Exception as e:
+            hku_error(e)
+            return str()
 
 
 class TestOrderBroker:
@@ -61,11 +77,11 @@ class TestOrderBroker:
     def __init__(self):
         pass
 
-    def buy(self, code, price, num):
-        print("买入：%s  %.3f  %i" % (code, price, num))
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
+        print(f"买入：{market}{code}, 价格: {price}, 数量: {num} 预期止损价: {stoploss}, 预期目标价: {goal_price}, 信号来源: {part_from}")
 
-    def sell(self, code, price, num):
-        print("卖出：%s  %.3f  %i" % (code, price, num))
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
+        print(f"卖出：{market}{code}, 价格: {price}, 数量: {num}, 信号来源: {part_from}")
 
 
 def crtOB(broker, name="NO_NAME"):

hikyuu/trade_manage/broker_easytrader.py

@@ -4,14 +4,60 @@
 # Create on: 2024-01-30
 #    Author: fasiondog
 
+from hikyuu import Datetime, hku_info
+
+
 class EasyTraderOrderBroker:
+    '''
+    使用华泰客户端实例
+    注意：buy|sell 中已屏蔽实际通过easytrade下单，防止调试误操作，请自行根据需要打开
+    '''
+
     def __init__(self, user):
         self.user = user
+        self.buffer = {}
+
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
+        # self.user.buy(code, price=price, amount=num)
+        market_code = f"{market}{code}"
+        print(f"计划买入：{market_code}  {price}  {num}")
+        self.buffer[market_code] = (num, stoploss, goal_price)
+
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
+        # self.user.sell(code, price=price, amount=num)
+        market_code = f"{market}{code}"
+        print(f"计划卖出：{market_code}  {price}  {num}")
+        if market_code in self.buffer:
+            old_num = self.buffer[market_code][0]
+            if old_num == num:
+                self.buffer.pop(market_code)
+            else:
+                self.buffer[market_code] = (old_num - num, stoploss, goal_price)
+
+    def get_asset_info(self):
+        '''以下只适用于华泰'''
+        balance = self.user.balance
+        cash = balance['可用金额']
+
+        positions = []
+        for v in self.user.position:
+            if v["市场类别"] == "上海Ａ":
+                market = "SH"
+            elif v["市场类别"] == "深圳Ａ":
+                market = "SZ"
+            else:
+                hku_info(f"Ignored not supported market: {v['市场类别']}")
+                continue
 
-    def buy(self, code, price, num):
-        self.user.buy(code[2:], price=price, amount=num)
-        print("买入：%s  %.3f  %i" % (code, price, num))
+            code = v["证券代码"]
+            market_code = f"{market}{code}"
+            if market_code in self.buffer:
+                stoploss, goal_price = self.buffer[market_code]
+            else:
+                stoploss, goal_price = 0.0, 0.0
+            positions.append(dict(market=market, code=code,
+                             number=v['可用余额'], stoploss=stoploss, goal_price=goal_price, cost_price=v['成本价']))
 
-    def sell(self, code, price, num):
-        self.user.sell(code[2:], price=price, amount=num)
-        print("卖出：%s  %.3f  %i" % (code, price, num))
+        ret = dict(datetime=str(Datetime.now()), cash=cash, positions=positions)
+        print(ret)
+        return ret

hikyuu/trade_manage/broker_mail.py

@@ -24,24 +24,25 @@
 # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 # SOFTWARE.
 
-#===============================================================================
+# ===============================================================================
 # History
 # 1. 20170704, Added by fasiondog
-#===============================================================================
+# ===============================================================================
 
 import smtplib
 from email.mime.text import MIMEText
 from email.header import Header
-    
+
+
 class MailOrderBroker:
     """
     邮件订单代理
     """
-    
+
     def __init__(self, host, sender, pwd, receivers):
         """
         邮件订单代理，执行买入/卖出操作时发送 Email
-        
+
         :param str host: smtp服务器地址
         :param int port: smtp服务器端口
         :param str sender: 发件邮箱（既用户名）
@@ -52,10 +53,10 @@ class MailOrderBroker:
         self._pwd = pwd
         self._sender = sender
         self._receivers = receivers
-        
+
     def _sendmail(self, title, msg):
         """发送邮件
-        
+
         :param str title: 邮件标题
         :param str msg: 邮件内容
         """
@@ -70,35 +71,31 @@ class MailOrderBroker:
         smtpObj.connect(self._host, 25)
         smtpObj.login(self._sender, self._pwd)
         smtpObj.sendmail(self._sender, self._receivers, message.as_string())
-        
-    
-    def buy(self, code, price, num):
+
+    def buy(self, market, code, price, num, stoploss, goal_price, part_from):
         """执行买入操作，向指定的邮箱发送邮件，格式如下::
-        
+
             邮件标题：【Hkyuu提醒】买入 证券代码
             邮件内容：买入：证券代码，价格：买入的价格，数量：买入数量
-        
+
         :param str code: 证券代码
         :param float price: 买入价格
         :param int num: 买入数量
         """
-        action = "买入：{}，价格：{}，数量：{} ".format(code, price, num)
+        action = "买入：{}{}，价格：{}，数量：{} ".format(market, code, price, num)
         title = "【Hkyuu提醒】买入 {}".format(code)
         self._sendmail(title, action)
-    
 
-    def sell(self, code, price, num):
+    def sell(self, market, code, price, num, stoploss, goal_price, part_from):
         """执行卖出操作，向指定的邮箱发送邮件，格式如下::
-        
+
             邮件标题：【Hkyuu提醒】卖出 证券代码
             邮件内容：卖出：证券代码，价格：卖出的价格，数量：卖出数量
-    
+
         :param str code: 证券代码
         :param float price: 卖出价格
         :param int num: 卖出数量
         """
-        title = "【Hkyuu提醒】卖出 {}".format(code)
+        title = "【Hkyuu提醒】卖出 {}{}".format(market, code)
         action = "卖出：{}，价格：{}，数量：{} ".format(code, price, num)
         self._sendmail(title, action)
-        
-