hikyuu 2.1.4__cp38-none-win_amd64.whl → 2.2.0__cp38-none-win_amd64.whl

hikyuu/analysis/analysis.py

@@ -31,6 +31,11 @@ def combinate_ind_analysis(
     :param list keys: 输出 Performance 统计项
     :rtype: pd.DataFrame
     '''
+    if not keys:
+        for key in keys:
+            if not Performance.exist(key):
+                raise Exception(f'Invalid key: {key}')
+
     pers = inner_combinate_ind_analysis(stk, query, tm, sys, buy_inds, sell_inds, n)
 
     if not keys:
@@ -75,6 +80,11 @@ def combinate_ind_analysis_multi(
     :param int n: 买入信号组合时的周期
     :param list keys: 输出 Performance 统计项
     '''
+    if not keys:
+        for key in keys:
+            if not Performance.exist(key):
+                raise Exception(f'Invalid key: {key}')
+
     if isinstance(stks, Block):
         blks = stks
     else:
@@ -95,6 +105,11 @@ def combinate_ind_analysis_multi(
 
 
 def analysis_sys_list(stks, query, sys_proto, keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]):
+    if not keys:
+        for key in keys:
+            if not Performance.exist(key):
+                raise Exception(f'Invalid key: {key}')
+
     names = ["证券代码", "证券名称"]
     names.extend(keys)
     ret = {}
@@ -119,6 +134,11 @@ def analysis_sys_list(stks, query, sys_proto, keys=["累计投入本金", "当
 
 
 def analysis_sys_list_multi(stks, query, sys_proto, keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]):
+    if not keys:
+        for key in keys:
+            if not Performance.exist(key):
+                raise Exception(f'Invalid key: {key}')
+
     out = inner_analysis_sys_list(stks, query, sys_proto)
     if not keys:
         ret = out

hikyuu/data/common.py

@@ -91,7 +91,7 @@ def get_stktype_list(quotations=None):
 
 
 @hku_catch(ret=[], trace=True)
-@timeout(120)
+@timeout(30)
 def get_stk_code_name_list(market: str) -> list:
     """
     获取指定证券交易所股票代码与名称列表
@@ -128,7 +128,7 @@ def get_stk_code_name_list(market: str) -> list:
 
 
 @hku_catch(ret=[], trace=True)
-@timeout(120)
+@timeout(60)
 def get_index_code_name_list() -> list:
     """
     获取所有股票指数代码名称列表
@@ -191,7 +191,7 @@ def get_new_holidays():
 
 
 @hku_catch(ret=[], trace=True)
-@timeout(120)
+@timeout(60)
 def get_china_bond10_rate(start_date="19901219"):
     """获取中国国债收益率10年"""
     bond_zh_us_rate_df = ak.bond_zh_us_rate(start_date)

hikyuu/data/mysql_upgrade/0022.sql

@@ -0,0 +1,5 @@
+DELETE FROM `hku_base`.`stkweight`;
+UPDATE `hku_base`.`coderuletype` SET `codepre`=51 WHERE `codepre`=510 AND `marketid`=1;
+UPDATE `hku_base`.`coderuletype` SET `codepre`=50 WHERE `codepre`=500 AND `marketid`=1;
+UPDATE `hku_base`.`coderuletype` SET `codepre`=20 WHERE `codepre`=200 AND `marketid`=2;
+UPDATE `hku_base`.`version` set `version` = 22;

hikyuu/data/mysql_upgrade/0023.sql

@@ -0,0 +1,4 @@
+DELETE FROM `hku_base`.`stkweight`;
+alter table `hku_base`.`stkweight` add `suogu` DOUBLE not null default 0;
+ALTER TABLE `hku_base`.`stkweight` AUTO_INCREMENT = 1;
+UPDATE `hku_base`.`version` set `version` = 23;

hikyuu/data/pytdx_weight_to_mysql.py

@@ -51,7 +51,7 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
         cur.execute(
             "select id, stockid, date, countAsGift, countForSell, priceForSell, \
                     bonus, countOfIncreasement, totalCount, \
-                    freeCount from `hku_base`.`stkweight` where stockid=%s \
+                    freeCount, suogu from `hku_base`.`stkweight` where stockid=%s \
                     order by date desc limit 1" % stockid
         )
         a = [x for x in cur.fetchall()]
@@ -79,10 +79,6 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
                     if xdxr['songzhuangu'] is not None:
                         new_last_db_weight[3] = 10000 * xdxr['songzhuangu']
                         update_last_db_weight = True
-                    if xdxr['suogu'] is not None:
-                        # etf 扩股
-                        new_last_db_weight[3] += 100000 * (xdxr['suogu']-1)
-                        update_last_db_weight = True
                     if xdxr['peigu'] is not None:
                         new_last_db_weight[4] = 10000 * xdxr['peigu']
                         update_last_db_weight = True
@@ -100,26 +96,27 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
                         new_last_db_weight[9] = xdxr['panhouliutong']
                         update_last_db_weight = True
                         last_free_count = new_last_db_weight[9]
+                    if xdxr['suogu'] is not None:
+                        # etf 扩缩股
+                        new_last_db_weight[10] = xdxr['suogu']
+                        update_last_db_weight = True
                     continue
                 if date not in records:
-                    songzhuangu = 10000 * xdxr['songzhuangu'] if xdxr['songzhuangu'] is not None else 0
-                    songzhuangu += 100000 * (xdxr['suogu']-1) if xdxr['suogu'] is not None else 0
                     records[date] = [
                         stockid,
                         date,
-                        songzhuangu,  # countAsGift
+                        10000 * xdxr['songzhuangu'] if xdxr['songzhuangu'] is not None else 0,  # countAsGift
                         10000 * xdxr['peigu'] if xdxr['peigu'] is not None else 0,  # countForSell
                         1000 * xdxr['peigujia'] if xdxr['peigujia'] is not None else 0,  # priceForSell
                         1000 * xdxr['fenhong'] if xdxr['fenhong'] is not None else 0,  # bonus
                         0,  # countOfIncreasement, pytdx 不区分送股和转增股，统一记在送股
                         xdxr['houzongguben'] if xdxr['houzongguben'] is not None else last_total_count,  # totalCount
-                        xdxr['panhouliutong'] if xdxr['panhouliutong'] is not None else last_free_count  # freeCount
+                        xdxr['panhouliutong'] if xdxr['panhouliutong'] is not None else last_free_count,  # freeCount
+                        xdxr["suogu"] if xdxr["suogu"] is not None else 0
                     ]
                 else:
                     if xdxr['songzhuangu'] is not None:
                         records[date][2] = 10000 * xdxr['songzhuangu']
-                    if xdxr['suogu'] is not None:
-                        records[date][2] += 100000 * (xdxr['suogu']-1)
                     if xdxr['peigu'] is not None:
                         records[date][3] = 10000 * xdxr['peigu']
                     if xdxr['peigujia'] is not None:
@@ -130,6 +127,8 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
                         records[date][7] = xdxr['houzongguben']
                     if xdxr['panhouliutong'] is not None:
                         records[date][8] = xdxr['panhouliutong']
+                    if xdxr['suogu'] is not None:
+                        records[date][9] = xdxr['suogu']
                 if xdxr['houzongguben'] is not None:
                     last_total_count = xdxr['houzongguben']
                 if xdxr['panhouliutong'] is not None:
@@ -144,8 +143,8 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
             x = new_last_db_weight
             cur.execute(
                 "UPDATE `hku_base`.`stkweight` SET countAsGift=%s, countForSell=%s, priceForSell=%s, \
-                    bonus=%s, totalCount=%s, freeCount=%s \
-                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[0])
+                    bonus=%s, totalCount=%s, freeCount=%s, suogu=%s \
+                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[10], x[0])
             )
             connect.commit()
             cur.close()
@@ -154,8 +153,8 @@ def pytdx_import_weight_to_mysql(pytdx_api, connect, market):
             cur = connect.cursor()
             cur.executemany(
                 "INSERT INTO `hku_base`.`stkweight` (stockid, date, countAsGift, \
-                             countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
-                             VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s)", [x for x in records.values()]
+                countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu) \
+                VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)", [x for x in records.values()]
             )
             connect.commit()
             cur.close()

hikyuu/data/pytdx_weight_to_sqlite.py

@@ -48,7 +48,7 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
         a = cur.execute(
             "select id, stockid, date, countAsGift, countForSell, priceForSell, \
                     bonus, countOfIncreasement, totalCount, \
-                    freeCount from stkweight where stockid=%s \
+                    freeCount, suogu from stkweight where stockid=%s \
                     order by date desc limit 1" % stockid
         )
         a = [x for x in a]
@@ -76,10 +76,6 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
                     if xdxr['songzhuangu'] is not None:
                         new_last_db_weight[3] = int(10000 * xdxr['songzhuangu'])
                         update_last_db_weight = True
-                    if xdxr['suogu'] is not None:
-                        # etf 扩股
-                        new_last_db_weight[3] += int(100000 * (xdxr['suogu']-1))
-                        update_last_db_weight = True
                     if xdxr['peigu'] is not None:
                         new_last_db_weight[4] = int(10000 * xdxr['peigu'])
                         update_last_db_weight = True
@@ -97,14 +93,16 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
                         new_last_db_weight[9] = round(xdxr['panhouliutong'])
                         update_last_db_weight = True
                         last_free_count = new_last_db_weight[9]
+                    if xdxr['suogu'] is not None:
+                        # etf 扩股
+                        new_last_db_weight[10] = xdxr['suogu']
+                        update_last_db_weight = True
                     continue
                 if date not in records:
-                    songzhuangu = int(10000 * xdxr['songzhuangu']) if xdxr['songzhuangu'] is not None else 0
-                    songzhuangu += int(100000 * (xdxr['suogu']-1)) if xdxr['suogu'] is not None else 0
                     records[date] = [
                         stockid,
                         date,
-                        songzhuangu,  # countForGift
+                        int(10000 * xdxr['songzhuangu']) if xdxr['songzhuangu'] is not None else 0,  # countForGift
                         int(10000 * xdxr['peigu']) if xdxr['peigu'] is not None else 0,  # countForSell
                         int(1000 * xdxr['peigujia']) if xdxr['peigujia'] is not None else 0,  # priceForSell
                         int(1000 * xdxr['fenhong']) if xdxr['fenhong'] is not None else 0,  # bonus
@@ -112,13 +110,12 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
                         round(xdxr['houzongguben'])
                         if xdxr['houzongguben'] is not None else last_total_count,  # totalCount
                         round(xdxr['panhouliutong'])
-                        if xdxr['panhouliutong'] is not None else last_free_count  # freeCount
+                        if xdxr['panhouliutong'] is not None else last_free_count,  # freeCount
+                        xdxr["suogu"] if xdxr["suogu"] is not None else 0
                     ]
                 else:
                     if xdxr['songzhuangu'] is not None:
                         records[date][2] = int(10000 * xdxr['songzhuangu'])
-                    if xdxr['suogu'] is not None:
-                        records[date][2] += int(100000 * (xdxr['suogu']-1))
                     if xdxr['peigu'] is not None:
                         records[date][3] = int(10000 * xdxr['peigu'])
                     if xdxr['peigujia'] is not None:
@@ -129,6 +126,8 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
                         records[date][7] = round(xdxr['houzongguben'])
                     if xdxr['panhouliutong'] is not None:
                         records[date][8] = round(xdxr['panhouliutong'])
+                    if xdxr['suogu'] is not None:
+                        records[date][9] = xdxr['suogu']
                 if xdxr['houzongguben'] is not None:
                     last_total_count = round(xdxr['houzongguben'])
                 if xdxr['panhouliutong'] is not None:
@@ -143,8 +142,8 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
             x = new_last_db_weight
             cur.execute(
                 "UPDATE StkWeight SET countAsGift=%s, countForSell=%s, priceForSell=%s, \
-                    bonus=%s, totalCount=%s, freeCount=%s \
-                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[0])
+                    bonus=%s, totalCount=%s, freeCount=%s, suogu=%s \
+                    where id=%s" % (x[3], x[4], x[5], x[6], x[8], x[9], x[10], x[0])
             )
             connect.commit()
             cur.close()
@@ -153,8 +152,8 @@ def pytdx_import_weight_to_sqlite(pytdx_api, connect, market):
             cur = connect.cursor()
             cur.executemany(
                 "INSERT INTO StkWeight(stockid, date, countAsGift, \
-                             countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount) \
-                             VALUES (?,?,?,?,?,?,?,?,?)", [x for x in records.values()]
+                             countForSell, priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu) \
+                             VALUES (?,?,?,?,?,?,?,?,?,?)", [x for x in records.values()]
             )
             connect.commit()
             cur.close()

hikyuu/data/sqlite_upgrade/0023.sql

@@ -0,0 +1,7 @@
+BEGIN TRANSACTION;
+DELETE FROM `stkWeight`;
+UPDATE `coderuletype` SET `codepre`=51 WHERE `codepre`=510 AND `marketid`=1;
+UPDATE `coderuletype` SET `codepre`=50 WHERE `codepre`=500 AND `marketid`=1;
+UPDATE `coderuletype` SET `codepre`=20 WHERE `codepre`=200 AND `marketid`=2;
+UPDATE `version` set `version` = 23;
+COMMIT;

hikyuu/data/sqlite_upgrade/0024.sql

@@ -0,0 +1,22 @@
+BEGIN TRANSACTION;
+DROP TABLE `stkWeight`;
+CREATE TABLE "stkWeight" (
+	id INTEGER NOT NULL, 
+	stockid INTEGER, 
+	date INTEGER, 
+	"countAsGift" INTEGER, 
+	"countForSell" INTEGER, 
+	"priceForSell" INTEGER, 
+	bonus INTEGER, 
+	"countOfIncreasement" INTEGER, 
+	"totalCount" INTEGER, 
+	"freeCount" INTEGER, 
+    "suogu" NUMBER,
+	PRIMARY KEY (id AUTOINCREMENT),
+	 FOREIGN KEY(stockid) REFERENCES "Stock" (stockid)
+);
+CREATE INDEX "ix_stkWeight_stockid" ON "stkWeight" (stockid);
+CREATE INDEX "ix_stkWeight_date" ON "stkWeight" (date);
+CREATE INDEX "ix_stkWeight" ON "stkWeight" (stockid, date);
+UPDATE `version` set `version` = 24;
+COMMIT;

hikyuu/fetcher/stock/zh_stock_a_pytdx.py

@@ -73,7 +73,7 @@ def request_data(api, stklist, parse_one_result):
 
 
 @hku_catch(ret=([], []))
-def get_spot(stocklist, ip, port, batch_func=None):
+def inner_get_spot(stocklist, ip, port, batch_func=None):
     api = TdxHq_API()
     hku_check(api.connect(ip, port), 'Failed connect tdx ({}:{})!'.format(ip, port))
 
@@ -107,7 +107,7 @@ def get_spot(stocklist, ip, port, batch_func=None):
 
 
 @spend_time
-def get_spot2(stocklist, ip, port, batch_func=None):
+def get_spot(stocklist, ip, port, batch_func=None):
     hosts = search_best_tdx()
     hosts_cnt = len(hosts)
     num = len(stocklist) // hosts_cnt
@@ -123,7 +123,7 @@ def get_spot2(stocklist, ip, port, batch_func=None):
                 break
 
     def do_inner(param):
-        ret = get_spot(param[0], param[1], param[2], param[3])
+        ret = inner_get_spot(param[0], param[1], param[2], param[3])
         return ret
 
     with futures.ThreadPoolExecutor() as executor:

hikyuu/gui/HikyuuTDX.py

@@ -267,8 +267,6 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
 
         current_dir = os.path.dirname(__file__)
         self.setWindowIcon(QIcon("{}/hikyuu.ico".format(current_dir)))
-        # self.setFixedSize(self.width(), self.height())
-        self.import_status_label.setText('')
         self.import_detail_textEdit.clear()
         self.reset_progress_bar()
         self.day_start_dateEdit.setMinimumDate(datetime.date(1990, 12, 19))
@@ -703,6 +701,9 @@ class MyMainWindow(QMainWindow, Ui_MainWindow):
         self.start_import_pushButton.setEnabled(False)
         self.reset_progress_bar()
 
+        if config.getboolean('weight', 'enable', fallback=False):
+            self.hdf5_weight_label.setText("正在导入")
+
         self.import_status_label.setText("正在启动任务....")
         QApplication.processEvents()
 

hikyuu/gui/data/ImportHistoryFinanceTask.py

@@ -115,6 +115,13 @@ class ImportHistoryFinanceTask:
                         old_md5 = hashlib.md5(f.read()).hexdigest()
                     if old_md5 != item['hash']:
                         self.download_file(item)
+                    else:
+                        # 不管是否有变化，都导入一次，以便切换引擎时可以导入
+                        shutil.unpack_archive(dest_file, extract_dir=self.dest_dir)
+                        filename = item['filename']
+                        filename = f'{self.dest_dir}/{filename[0:-4]}.dat'
+                        self.import_to_db(filename)
+                        hku_info(f"Import finance file: {filename}")
                 count += 1
                 self.queue.put([self.task_name, None, None, int(100 * count / self.total_count), self.total_count])
             except Exception as e:

hikyuu/gui/data/ImportWeightToSqliteTask.py

@@ -91,8 +91,8 @@ class ImportWeightToSqliteTask:
             hku_check(api.connect(self.host, self.port), "failed connect pytdx {}:{}!", self.host, self.port)
 
             if self.cmd == 'weight':
-                count = pytdx_import_weight(api, connect, self.market)
-                self.logger.info("导入 {} 权息记录数: {}".format(self.market, count))
+                total_count = pytdx_import_weight(api, connect, self.market)
+                self.logger.info("导入 {} 权息记录数: {}".format(self.market, total_count))
                 self.queue.put([self.msg_name, '导入权息数据完毕!', 0, 0, f'{self.market} {total_count}'])
             elif self.cmd == 'finance':
                 self.queue.put([self.msg_name, f'下载通达信当前财务信息({self.market})...', 0, 0, 0])

hikyuu/gui/data/MainWindow.py

@@ -653,7 +653,7 @@ class Ui_MainWindow(object):
 "<p style=\" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px;\">导入深证分时数据：</p>\n"
 "<p style=\" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px;\">导入权息数据数：</p>\n"
 "<p style=\" margin-top:0px; margin-bottom:0px; margin-left:0px; margin-right:0px; -qt-block-indent:0; text-indent:0px;\">导入完毕！</p></body></html>"))
-        self.import_status_label.setText(_translate("MainWindow", "import_status_label"))
+        self.import_status_label.setText(_translate("MainWindow", "请勿盘中导入！"))
         self.sched_import_pushButton.setText(_translate("MainWindow", "启动定时导入"))
         self.label_40.setText(_translate("MainWindow", "导入执行时间："))
         self.tabWidget.setTabText(self.tabWidget.indexOf(self.tab_2), _translate("MainWindow", "执行导入"))

hikyuu/gui/start_qmt.py

@@ -2,15 +2,15 @@
 # -*- coding: utf-8 -*-
 
 
-from hikyuu.fetcher.stock.zh_stock_a_qmt import parse_one_result_qmt
+from hikyuu.fetcher.stock.zh_stock_a_qmt import parse_one_result_qmt, get_spot
 from hikyuu.gui.spot_server import release_nng_senders, start_send_spot, end_send_spot, send_spot
 
 
 def callback(datas):
     records = []
     for stock_code, data in datas.items():
-        # print(stock_code, data)
         records.append(parse_one_result_qmt(stock_code, data))
+    # print(len(records))
 
     if records:
         start_send_spot()
@@ -19,18 +19,104 @@ def callback(datas):
 
 
 if __name__ == "__main__":
-    from hikyuu.interactive import *
-    from xtquant import xtdata
+    import os
+    import configparser
+
+    from hikyuu.data.hku_config_template import generate_default_config
+    from hikyuu import *
+
+    config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
+    if not os.path.exists(config_file):
+        # 创建默认配置
+        hku_info("创建默认配置文件")
+        generate_default_config()
+
+    ini = configparser.ConfigParser()
+    ini.read(config_file, encoding='utf-8')
+    hku_param = Parameter()
+    hku_param["tmpdir"] = ini.get('hikyuu', 'tmpdir')
+    hku_param["datadir"] = ini.get('hikyuu', 'datadir')
+    if ini.has_option('hikyuu', 'quotation_server'):
+        hku_param["quotation_server"] = ini['hikyuu']['quotation_server']
+
+    # 不加载历史财务信息及权息数据
+    hku_param["load_history_finance"] = False
+    hku_param["load_stock_weight"] = False
+
+    base_param = Parameter()
+    base_info_config = ini.options('baseinfo')
+    for p in base_info_config:
+        base_param[p] = ini.get('baseinfo', p)
+
+    block_param = Parameter()
+    block_config = ini.options('block')
+    for p in block_config:
+        block_param[p] = ini.get('block', p)
+
+    # 不使用配置文件中的预加载参数
+    preload_param = Parameter()
+    if p in Query.get_all_ktype():
+        preload_param[p] = False
 
-    code_list = [f'{s.code}.{s.market}' for s in sm if s.valid]
-    # code_list = ['000001.SZ']
+    kdata_param = Parameter()
+    kdata_config = ini.options('kdata')
+    for p in kdata_config:
+        if p == "convert":
+            kdata_param[p] = ini.getboolean('kdata', p)
+            continue
+        kdata_param[p] = ini.get('kdata', p)
 
+    context = StrategyContext(["all"])
+    context.ktype_list = ["day"]
+
+    sm.init(base_param, block_param, kdata_param, preload_param, hku_param, context)
+
+    # 后续希望每次先主动获取一次全部的tick, 这里需要等待所有数据加载完毕，以便保证全部证券收到第一次tick通知
+    hku_info("waiting all data loaded ...")
+    while not sm.data_ready:
+        import time
+        time.sleep(100)
+
+    stk_list = [s for s in sm if s.valid and s.type in (
+        constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
+        constant.STOCKTYPE_GEM, constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)]
+
+    hku_info("start xtquant")
+    code_list = [f'{s.code}.{s.market}' for s in stk_list]
+    from xtquant import xtdata
     xtdata.subscribe_whole_quote(code_list, callback)
 
-    try:
-        xtdata.run()
-    except Exception as e:
-        hku_error(e)
-    finally:
-        # 退出释放资源
-        release_nng_senders()
+    # 每日 9:30 时，主动读取行情一次，以便 hikyuu 生成当日首个分钟线
+    while True:
+        try:
+            today = Datetime.today()
+            if today.day_of_week() not in (0, 6) and not sm.is_holiday(today):
+                hku_info("get full tick ...")
+                start_send_spot()
+                records = get_spot(stk_list, None, None, send_spot)
+                end_send_spot()
+            now = Datetime.now()
+            today_open = today + TimeDelta(0, 9, 30)
+            if now < today_open:
+                delta = today_open - Datetime.now()
+            else:
+                delta = today_open + Days(1) - Datetime.now()
+            hku_info(f"start timer: {delta}s")
+            time.sleep(delta.total_seconds())
+        except KeyboardInterrupt:
+            print("Ctrl-C 终止")
+            break
+        except Exception as e:
+            hku_error(e)
+            time.sleep(10)
+
+    release_nng_senders()
+
+    # try:
+    #     xtdata.run()
+    # except Exception as e:
+    #     hku_error(e)
+    # finally:
+    #     # 退出释放资源
+    #     release_nng_senders()
+    #     exit(0)

hikyuu/include/hikyuu/StockWeight.h

@@ -20,13 +20,13 @@ namespace hku {
 class HKU_API StockWeight {
 public:
     /** 默认构造函数，返回Null<StockWeight>() */
-    StockWeight();
+    StockWeight() = default;
 
     explicit StockWeight(const Datetime& datetime);
 
     StockWeight(const Datetime& datetime, price_t countAsGift, price_t countForSell,
                 price_t priceForSell, price_t bonus, price_t increasement, price_t totalCount,
-                price_t freeCount);
+                price_t freeCount, price_t suogu);
 
     /** 权息日期 */
     Datetime datetime() const {
@@ -68,15 +68,21 @@ public:
         return m_freeCount;
     }
 
+    /** 扩缩股比例 */
+    price_t suogu() const {
+        return m_suogu;
+    }
+
 private:
-    Datetime m_datetime;     // 权息日期
-    price_t m_countAsGift;   // 每10股送X股
-    price_t m_countForSell;  // 每10股配X股
-    price_t m_priceForSell;  // 配股价
-    price_t m_bonus;         // 每10股红利
-    price_t m_increasement;  // 每10股转增X股
-    price_t m_totalCount;    // 总股本（万股）
-    price_t m_freeCount;     // 流通股（万股）
+    Datetime m_datetime;         // 权息日期
+    price_t m_countAsGift{0.};   // 每10股送X股
+    price_t m_countForSell{0.};  // 每10股配X股
+    price_t m_priceForSell{0.};  // 配股价
+    price_t m_bonus{0.};         // 每10股红利
+    price_t m_increasement{0.};  // 每10股转增X股
+    price_t m_totalCount{0.};    // 总股本（万股）
+    price_t m_freeCount{0.};     // 流通股（万股）
+    price_t m_suogu{0.};         // 扩缩股比例
 };
 
 /** @ingroup StockManage */

hikyuu/include/hikyuu/analysis/analysis_sys.h

@@ -13,20 +13,20 @@
 
 namespace hku {
 
-struct HKU_API AnalysisSystemWithBlockOut {
+struct HKU_API AnalysisSystemOutput {
     string market_code;  ///< 证券代码
     string name;         ///< 证券名称
     PriceList values;    ///< 统计各项指标值
 
-    AnalysisSystemWithBlockOut() = default;
-    AnalysisSystemWithBlockOut(const AnalysisSystemWithBlockOut& other) = default;
-    AnalysisSystemWithBlockOut(AnalysisSystemWithBlockOut&& rv)
+    AnalysisSystemOutput() = default;
+    AnalysisSystemOutput(const AnalysisSystemOutput& other) = default;
+    AnalysisSystemOutput(AnalysisSystemOutput&& rv)
     : market_code(std::move(rv.market_code)),
       name(std::move(rv.name)),
       values(std::move(rv.values)) {}
 
-    AnalysisSystemWithBlockOut& operator=(const AnalysisSystemWithBlockOut&) = default;
-    AnalysisSystemWithBlockOut& operator=(AnalysisSystemWithBlockOut&& rv) {
+    AnalysisSystemOutput& operator=(const AnalysisSystemOutput&) = default;
+    AnalysisSystemOutput& operator=(AnalysisSystemOutput&& rv) {
         HKU_IF_RETURN(this == &rv, *this);
         market_code = std::move(rv.market_code);
         name = std::move(rv.name);
@@ -35,12 +35,42 @@ struct HKU_API AnalysisSystemWithBlockOut {
     }
 };
 
-vector<AnalysisSystemWithBlockOut> HKU_API analysisSystemList(const SystemList& sys_list,
-                                                              const StockList& stk_list,
-                                                              const KQuery& query);
+/**
+ * 统计所有指定系统策略, 系统列表中的每一个系统都应该是独立的系统实例
+ * @note 系统实例列表和证券列表是一一对应，不是两两组合
+ * @param sys_list 系统策略实例列表
+ * @param stk_list 证券列表，须与系统策略列表一一对应
+ * @param query 查询条件
+ * @return vector<AnalysisSystemOutput>
+ */
+vector<AnalysisSystemOutput> HKU_API analysisSystemList(const SystemList& sys_list,
+                                                        const StockList& stk_list,
+                                                        const KQuery& query);
+
+/**
+ * 以指定的 stock 统计执行所有的系统策略
+ * @param sys_list 系统策略思路列表，每一个都应是单独的实例
+ * @param stk 指定证券
+ * @param query 查询条件
+ * @return vector<AnalysisSystemOutput>
+ */
+vector<AnalysisSystemOutput> HKU_API analysisSystemList(const SystemList& sys_list,
+                                                        const Stock& stk, const KQuery& query);
 
-vector<AnalysisSystemWithBlockOut> HKU_API analysisSystemList(const StockList& stk_list,
-                                                              const KQuery& query,
-                                                              const SystemPtr& pro_sys);
+/**
+ * 以指定的 stock 统计执行所有的系统策略，并按指定的统计项返回统计项最高或最低的系统实例及其统计值
+ * @param sys_list 系统策略思路列表，每一个都应是单独的实例
+ * @param stk 指定证券
+ * @param query 查询条件
+ * @param sort_key Performance 中的统计项名称，按该统计项返回
+ * @param sort_mode 0 为取统计最高值的系统，其他值为取统计最低值的系统
+ * @return std::pair<double, SYSPtr>
+ */
+std::pair<double, SYSPtr> HKU_API findOptimalSystem(const SystemList& sys_list, const Stock& stk,
+                                                    const KQuery& query, const string& sort_key,
+                                                    int sort_mode = 0);
 
+std::pair<double, SYSPtr> HKU_API findOptimalSystemMulti(const SystemList& sys_list,
+                                                         const Stock& stk, const KQuery& query,
+                                                         const string& sort_key, int sort_mode = 0);
 }  // namespace hku