hikyuu 2.1.5__cp312-none-win_amd64.whl → 2.2.0__cp312-none-win_amd64.whl

hikyuu/include/hikyuu/strategy/BrokerTradeManager.h

@@ -94,48 +94,48 @@ public:
      * @param stock 指定证券
      * @return true 是 | false 否
      */
-    virtual bool haveShort(const Stock& stock) const {
+    virtual bool haveShort(const Stock& stock) const override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
 
     /** 当前持有的证券种类数量 */
-    virtual size_t getStockNumber() const {
+    virtual size_t getStockNumber() const override {
         return m_position.size();
     }
 
     /** 当前空头持有的证券种类数量 */
-    virtual size_t getShortStockNumber() const {
+    virtual size_t getShortStockNumber() const override {
         HKU_WARN("The subclass does not implement this method");
         return 0;
     }
 
     /** 获取指定时刻的某证券持有数量 */
-    virtual double getHoldNumber(const Datetime& datetime, const Stock& stock) {
+    virtual double getHoldNumber(const Datetime& datetime, const Stock& stock) override {
         HKU_WARN("The subclass does not implement this method");
         return 0.0;
     }
 
     /** 获取指定时刻的空头某证券持有数量 */
-    virtual double getShortHoldNumber(const Datetime& datetime, const Stock& stock) {
+    virtual double getShortHoldNumber(const Datetime& datetime, const Stock& stock) override {
         HKU_WARN("The subclass does not implement this method");
         return 0.0;
     }
 
     /** 获取指定时刻已借入的股票数量 */
-    virtual double getDebtNumber(const Datetime& datetime, const Stock& stock) {
+    virtual double getDebtNumber(const Datetime& datetime, const Stock& stock) override {
         HKU_WARN("The subclass does not implement this method");
         return 0.0;
     }
 
     /** 获取指定时刻已借入的现金额 */
-    virtual price_t getDebtCash(const Datetime& datetime) {
+    virtual price_t getDebtCash(const Datetime& datetime) override {
         HKU_WARN("The subclass does not implement this method");
         return 0.0;
     }
 
     /** 获取全部交易记录 */
-    virtual TradeRecordList getTradeList() const {
+    virtual TradeRecordList getTradeList() const override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecordList();
     }
@@ -146,7 +146,8 @@ public:
      * @param end 结束日期
      * @return 交易记录列表
      */
-    virtual TradeRecordList getTradeList(const Datetime& start, const Datetime& end) const {
+    virtual TradeRecordList getTradeList(const Datetime& start,
+                                         const Datetime& end) const override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecordList();
     }
@@ -155,19 +156,19 @@ public:
     virtual PositionRecordList getPositionList() const override;
 
     /** 获取全部历史持仓记录，即已平仓记录 */
-    virtual PositionRecordList getHistoryPositionList() const {
+    virtual PositionRecordList getHistoryPositionList() const override {
         HKU_WARN("The subclass does not implement this method");
         return PositionRecordList();
     }
 
     /** 获取当前全部空头仓位记录 */
-    virtual PositionRecordList getShortPositionList() const {
+    virtual PositionRecordList getShortPositionList() const override {
         HKU_WARN("The subclass does not implement this method");
         return PositionRecordList();
     }
 
     /** 获取全部空头历史仓位记录 */
-    virtual PositionRecordList getShortHistoryPositionList() const {
+    virtual PositionRecordList getShortHistoryPositionList() const override {
         HKU_WARN("The subclass does not implement this method");
         return PositionRecordList();
     }
@@ -183,13 +184,13 @@ public:
      * 获取指定证券的空头持仓记录
      * @param stock 指定的证券
      */
-    virtual PositionRecord getShortPosition(const Stock& stock) const {
+    virtual PositionRecord getShortPosition(const Stock& stock) const override {
         HKU_WARN("The subclass does not implement this method");
         return PositionRecord();
     }
 
     /** 获取当前借入的股票列表 */
-    virtual BorrowRecordList getBorrowStockList() const {
+    virtual BorrowRecordList getBorrowStockList() const override {
         HKU_WARN("The subclass does not implement this method");
         return BorrowRecordList();
     }
@@ -222,7 +223,7 @@ public:
      * @return true | false
      */
     virtual bool checkinStock(const Datetime& datetime, const Stock& stock, price_t price,
-                              double number) {
+                              double number) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -237,7 +238,7 @@ public:
      * @note 应该不会被用到
      */
     virtual bool checkoutStock(const Datetime& datetime, const Stock& stock, price_t price,
-                               double number) {
+                               double number) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -289,7 +290,8 @@ public:
      */
     virtual TradeRecord sellShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
                                   double number, price_t stoploss = 0.0, price_t goalPrice = 0.0,
-                                  price_t planPrice = 0.0, SystemPart from = PART_INVALID) {
+                                  price_t planPrice = 0.0,
+                                  SystemPart from = PART_INVALID) override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecord();
     }
@@ -309,7 +311,7 @@ public:
     virtual TradeRecord buyShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
                                  double number = MAX_DOUBLE, price_t stoploss = 0.0,
                                  price_t goalPrice = 0.0, price_t planPrice = 0.0,
-                                 SystemPart from = PART_INVALID) {
+                                 SystemPart from = PART_INVALID) override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecord();
     }
@@ -320,7 +322,7 @@ public:
      * @param cash 借入的现金
      * @return true | false
      */
-    virtual bool borrowCash(const Datetime& datetime, price_t cash) {
+    virtual bool borrowCash(const Datetime& datetime, price_t cash) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -331,7 +333,7 @@ public:
      * @param cash 归还现金
      * @return true | false
      */
-    virtual bool returnCash(const Datetime& datetime, price_t cash) {
+    virtual bool returnCash(const Datetime& datetime, price_t cash) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -345,7 +347,7 @@ public:
      * @return true | false
      */
     virtual bool borrowStock(const Datetime& datetime, const Stock& stock, price_t price,
-                             double number) {
+                             double number) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -359,7 +361,7 @@ public:
      * @return true | false
      */
     virtual bool returnStock(const Datetime& datetime, const Stock& stock, price_t price,
-                             double number) {
+                             double number) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -387,7 +389,7 @@ public:
      * @param tr 待加入的交易记录
      * @return bool true 成功 | false 失败
      */
-    virtual bool addTradeRecord(const TradeRecord& tr) {
+    virtual bool addTradeRecord(const TradeRecord& tr) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -398,7 +400,7 @@ public:
      * @return true 成功
      * @return false 失败
      */
-    virtual bool addPosition(const PositionRecord& pr) {
+    virtual bool addPosition(const PositionRecord& pr) override {
         HKU_WARN("The subclass does not implement this method");
         return false;
     }
@@ -410,7 +412,7 @@ public:
      * 以csv格式输出交易记录、未平仓记录、已平仓记录、资产净值曲线
      * @param path 输出文件所在目录
      */
-    virtual void tocsv(const string& path) {
+    virtual void tocsv(const string& path) override {
         HKU_WARN("The subclass does not implement this method");
     }
 

hikyuu/include/hikyuu/strategy/Strategy.h

@@ -106,8 +106,7 @@ private:
     string m_run_daily_market;
     bool m_ignoreMarket{false};
 
-    std::function<void()> m_run_daily_at_func;
-    TimeDelta m_run_daily_at_delta;
+    std::map<TimeDelta, std::function<void()>> m_run_daily_at_funcs;
 
 private:
     void _initParam();

hikyuu/include/hikyuu/trade_manage/Performance.h

@@ -29,6 +29,9 @@ public:
     Performance& operator=(const Performance& other);
     Performance& operator=(Performance&& other);
 
+    /** 是否为合法的统计项 */
+    static bool exist(const string& key);
+
     /** 复位，清除已计算的结果 */
     void reset();
 

hikyuu/include/hikyuu/trade_manage/TradeManagerBase.h

@@ -168,6 +168,7 @@ public:
         p->m_name = m_name;
         p->m_broker_last_datetime = m_broker_last_datetime;
         p->m_costfunc = m_costfunc;
+        p->m_broker_list = m_broker_list;
         return p;
     }
 
@@ -197,7 +198,7 @@ public:
      * @param ktype K线类型，必须与日期列表匹配，默认KQuery::DAY
      * @return 日资产记录列表
      */
-    FundsList getFundsList(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY) {
+    FundsList getFundsList(const DatetimeList& dates, const KQuery::KType& ktype = KQuery::DAY) {
         size_t total = dates.size();
         FundsList result(total);
         HKU_IF_RETURN(total == 0, result);
@@ -213,7 +214,7 @@ public:
      * @param ktype K线类型，必须与日期列表匹配，默认KQuery::DAY
      * @return 资产净值列表
      */
-    PriceList getFundsCurve(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY) {
+    PriceList getFundsCurve(const DatetimeList& dates, const KQuery::KType& ktype = KQuery::DAY) {
         FundsList funds_list = getFundsList(dates, ktype);
         PriceList ret(funds_list.size());
         int precision = getParam<int>("precision");
@@ -229,7 +230,7 @@ public:
      * @param ktype K线类型，必须与日期列表匹配，默认为KQuery::DAY
      * @return 收益曲线
      */
-    PriceList getProfitCurve(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY) {
+    PriceList getProfitCurve(const DatetimeList& dates, const KQuery::KType& ktype = KQuery::DAY) {
         FundsList funds_list = getFundsList(dates, ktype);
         PriceList ret(funds_list.size());
         int precision = getParam<int>("precision");
@@ -246,7 +247,7 @@ public:
      * @return 收益率曲线
      */
     PriceList getProfitCumChangeCurve(const DatetimeList& dates,
-                                      KQuery::KType ktype = KQuery::DAY) {
+                                      const KQuery::KType& ktype = KQuery::DAY) {
         FundsList funds_list = getFundsList(dates, ktype);
         PriceList ret(funds_list.size());
         for (size_t i = 0, total = funds_list.size(); i < total; i++) {
@@ -261,7 +262,8 @@ public:
      * @param ktype K线类型，必须与日期列表匹配，默认为KQuery::DAY
      * @return 价格曲线
      */
-    PriceList getBaseAssetsCurve(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY) {
+    PriceList getBaseAssetsCurve(const DatetimeList& dates,
+                                 const KQuery::KType& ktype = KQuery::DAY) {
         FundsList funds_list = getFundsList(dates, ktype);
         PriceList ret(funds_list.size());
         for (size_t i = 0, total = funds_list.size(); i < total; i++) {
@@ -769,4 +771,12 @@ inline std::ostream& operator<<(std::ostream& os, const TradeManagerPtr& ptm) {
     return os;
 }
 
-}  // namespace hku
+}  // namespace hku
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::TradeManagerBase> : ostream_formatter {};
+
+template <>
+struct fmt::formatter<hku::TradeManagerPtr> : ostream_formatter {};
+#endif

hikyuu/include/hikyuu/trade_manage/TradeRecord.h

@@ -73,7 +73,7 @@ public:
     BUSINESS business;  ///< 业务类型
     price_t planPrice;  ///< 计划交易价格
     price_t realPrice;  ///< 实际交易价格
-    price_t goalPrice;  ///< 目标价位，如果为0表示未限定目标
+    price_t goalPrice;  ///< 目标价位，如果为0或Null表示未限定目标
     double number;      ///< 成交数量
     CostRecord cost;    ///< 交易成本
     price_t stoploss;   ///< 止损价

hikyuu/include/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h

@@ -112,9 +112,6 @@ private:
     void _adjust_without_running(const Datetime& date, const SystemWeightList& se_list,
                                  const std::unordered_set<SYSPtr>& running_list);
 
-    /* 检查分配的权重是否在 0 和 1 之间，如果存在错误，抛出异常，仅在 trace 时生效*/
-    void _check_weight(const SystemWeightList&);
-
 private:
     string m_name;    // 组件名称
     KQuery m_query;   // 查询条件

hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h

@@ -180,10 +180,10 @@ typedef shared_ptr<ConditionBase> CNPtr;
 
 #define CONDITION_IMP(classname)              \
 public:                                       \
-    virtual ConditionPtr _clone() {           \
+    virtual ConditionPtr _clone() override {  \
         return std::make_shared<classname>(); \
     }                                         \
-    virtual void _calculate();
+    virtual void _calculate() override;
 
 HKU_API std::ostream& operator<<(std::ostream&, const ConditionPtr&);
 HKU_API std::ostream& operator<<(std::ostream&, const ConditionBase&);

hikyuu/include/hikyuu/trade_sys/condition/build_in.h

@@ -12,5 +12,6 @@
 #include "crt/CN_Bool.h"
 #include "crt/CN_OPLine.h"
 #include "crt/CN_Logic.h"
+#include "crt/CN_Manual.h"
 
 #endif /* CONDITION_BUILD_IN_H */

hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Manual.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手工添加有效性的CN，用于测试或其他特殊用途
+ * @return CNPtr
+ */
+CNPtr HKU_API CN_Manual();
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/ManualCondition.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+class ManualCondition : public ConditionBase {
+    CONDITION_IMP(ManualCondition)
+    CONDITION_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualCondition();
+    virtual ~ManualCondition() = default;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/{AddCondition.h → logic/AddCondition.h}

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../ConditionBase.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/trade_sys/condition/imp/{AndCondition.h → logic/AndCondition.h}

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../ConditionBase.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/trade_sys/condition/imp/{DivCondition.h → logic/DivCondition.h}

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../ConditionBase.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/trade_sys/condition/imp/{MultiCondition.h → logic/MultiCondition.h}

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../ConditionBase.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/trade_sys/condition/imp/{OrCondition.h → logic/OrCondition.h}

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../ConditionBase.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h

@@ -151,12 +151,12 @@ private:                                                          \
 typedef shared_ptr<EnvironmentBase> EnvironmentPtr;
 typedef shared_ptr<EnvironmentBase> EVPtr;
 
-#define ENVIRONMENT_IMP(classname)            \
-public:                                       \
-    virtual EnvironmentPtr _clone() {         \
-        return std::make_shared<classname>(); \
-    }                                         \
-    virtual void _calculate();
+#define ENVIRONMENT_IMP(classname)             \
+public:                                        \
+    virtual EnvironmentPtr _clone() override { \
+        return std::make_shared<classname>();  \
+    }                                          \
+    virtual void _calculate() override;
 
 /**
  * 输出Environment信息，如：Environment(name, params[...])

hikyuu/include/hikyuu/trade_sys/environment/build_in.h

@@ -11,5 +11,6 @@
 
 #include "crt/EV_TwoLine.h"
 #include "crt/EV_Bool.h"
+#include "crt/EV_Manual.h"
 
 #endif /* ENVIRONMENT_BUILD_IN_H */

hikyuu/include/hikyuu/trade_sys/environment/crt/EV_Manual.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../EnvironmentBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手工添加系统环境有效性的EV，用于测试或其他用途
+ * @return EVPtr
+ */
+EVPtr HKU_API EV_Manual();
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/environment/imp/ManualEnvironment.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../EnvironmentBase.h"
+
+namespace hku {
+
+class ManualEnvironment : public EnvironmentBase {
+    ENVIRONMENT_IMP(ManualEnvironment)
+    ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualEnvironment();
+    virtual ~ManualEnvironment() = default;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h

@@ -29,7 +29,7 @@ public:
     MultiFactorBase();
     explicit MultiFactorBase(const string& name);
     MultiFactorBase(const IndicatorList& inds, const StockList& stks, const KQuery& query,
-                    const Stock& ref_stk, const string& name, int ic_n);
+                    const Stock& ref_stk, const string& name, int ic_n, bool spearman);
     MultiFactorBase(const MultiFactorBase&);
     virtual ~MultiFactorBase() = default;
 

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_EqualWeight.h

@@ -17,10 +17,12 @@ namespace hku {
  * @param query 日期范围
  * @param ref_stk 参考证券
  * @param ic_n 默认 IC 对应的 N 日收益率
+ * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_EqualWeight(const IndicatorList& inds, const StockList& stks,
-                                      const KQuery& query, const Stock& ref_stk, int ic_n = 5);
+                                      const KQuery& query, const Stock& ref_stk, int ic_n = 5,
+                                      bool spearman = true);
 
 MultiFactorPtr HKU_API MF_EqualWeight();
 

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICIRWeight.h

@@ -19,11 +19,12 @@ namespace hku {
  * @param ref_stk 参考证券
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
+ * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICIRWeight(const IndicatorList& inds, const StockList& stks,
                                      const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                     int ic_rolling_n = 120);
+                                     int ic_rolling_n = 120, bool spearman = true);
 
 MultiFactorPtr HKU_API MF_ICIRWeight();
-}
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICWeight.h

@@ -19,10 +19,12 @@ namespace hku {
  * @param ref_stk 参考证券
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
+ * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICWeight(const IndicatorList& inds, const StockList& stks,
                                    const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                   int ic_rolling_n = 120);
+                                   int ic_rolling_n = 120, bool spearman = true);
 MultiFactorPtr HKU_API MF_ICWeight();
-}
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/imp/EqualWeightMultiFactor.h

@@ -18,7 +18,7 @@ class EqualWeightMultiFactor : public MultiFactorBase {
 public:
     EqualWeightMultiFactor();
     EqualWeightMultiFactor(const vector<Indicator>& inds, const StockList& stks,
-                           const KQuery& query, const Stock& ref_stk, int ic_n);
+                           const KQuery& query, const Stock& ref_stk, int ic_n, bool spearman);
     virtual ~EqualWeightMultiFactor() = default;
 };
 

hikyuu/include/hikyuu/trade_sys/multifactor/imp/ICIRMultiFactor.h

@@ -18,7 +18,7 @@ class ICIRMultiFactor : public MultiFactorBase {
 public:
     ICIRMultiFactor();
     ICIRMultiFactor(const IndicatorList& inds, const StockList& stks, const KQuery& query,
-                    const Stock& ref_stk, int ic_n, int ic_rolling_n);
+                    const Stock& ref_stk, int ic_n, int ic_rolling_n, bool spearman);
     virtual ~ICIRMultiFactor() = default;
 
     virtual void _checkParam(const string& name) const override;

hikyuu/include/hikyuu/trade_sys/multifactor/imp/ICMultiFactor.h

@@ -18,7 +18,7 @@ class ICMultiFactor : public MultiFactorBase {
 public:
     ICMultiFactor();
     ICMultiFactor(const IndicatorList& inds, const StockList& stks, const KQuery& query,
-                  const Stock& ref_stk, int ic_n, int ic_rolling_n);
+                  const Stock& ref_stk, int ic_n, int ic_rolling_n, bool spearman);
     virtual ~ICMultiFactor() = default;
 
     virtual void _checkParam(const string& name) const override;

hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -34,10 +34,10 @@ public:
     /**
      * @brief 构造函数
      * @param tm 账户
-     * @param st 选择器
+     * @param se 选择器
      * @param af 资产分配算法
      */
-    Portfolio(const TradeManagerPtr& tm, const SelectorPtr& st, const AFPtr& af);
+    Portfolio(const TradeManagerPtr& tm, const SelectorPtr& se, const AFPtr& af);
 
     /** 析构函数 */
     virtual ~Portfolio();

hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h

@@ -122,13 +122,15 @@ public:
     virtual void _removeAll() {}
 
     /* 仅供PF调用，由PF通知其实际运行的系统列表，并启动计算 */
-    void calculate(const SystemList& pf_realSysList, const KQuery& query);
+    virtual void calculate(const SystemList& pf_realSysList, const KQuery& query);
 
     /* 仅供PF调用，建立实际系统到原型系统映射 */
     virtual void bindRealToProto(const SYSPtr& real, const SYSPtr& proto) {}
 
     void calculate_proto(const KQuery& query);
 
+    virtual string str() const;
+
 private:
     void initParam();
 

hikyuu/include/hikyuu/trade_sys/selector/build_in.h

@@ -11,7 +11,8 @@
 
 #include "crt/SE_Fixed.h"
 #include "crt/SE_MultiFactor.h"
-#include "crt/SE_Operator.h"
+#include "crt/SE_Logic.h"
+#include "crt/SE_Optimal.h"
 #include "crt/SE_Signal.h"
 
 #endif /* TRADE_SYS_SELECTOR_BUILD_IN_H_ */

hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor.h

@@ -28,12 +28,13 @@ SelectorPtr HKU_API SE_MultiFactor(const MFPtr& mf, int topn = 10);
  * @param ic_n ic 对应的 ic_n 日收益率
  * @param ic_rolling_n 计算滚动 IC （即 IC 的 n 日移动平均）周期
  * @param ref_stk 参照对比证券，未指定时，默认使用 sh000300 沪深300指数
+ * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
  * @return SelectorPtr
  * @ingroup Selector
  */
 SelectorPtr HKU_API SE_MultiFactor(const IndicatorList& src_inds, int topn = 10, int ic_n = 5,
                                    int ic_rolling_n = 120, const Stock& ref_stk = Stock(),
-                                   const string& mode = "MF_ICIRWeight");
+                                   bool spearman = true, const string& mode = "MF_ICIRWeight");
 
 }  // namespace hku