hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/LICENSE.txt

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+MIT License
+
+Copyright (c) 2017 fasiondog
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

hikyuu/__init__.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+__copyright__ = """
+MIT License
+
+Copyright (c) 2010-2017 fasiondog
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
+"""
+
+import traceback
+import sys
+import pickle
+
+from .util import *
+
+try:
+    from .extend import *
+    # from .deprecated import *  # pybind getattr 会被递归，无法使用
+    from .indicator import *
+    from .trade_manage import *
+    from .trade_sys import *
+    from .analysis import *
+    from .hub import *
+except Exception as e:
+    info = sys.exc_info()
+    hku_fatal("{}: {}".format(info[0].__name__, info[1]))
+    hku_fatal(traceback.format_exc())
+    print("""请使用 pipdeptree -p hikyuu 检查是否存在缺失的依赖包。
+如果没有问题可以在 https://gitee.com/fasiondog/hikyuu 或 https://github.com/fasiondog/hikyuu 
+上提交 issue，同时附上 "用户目录/.hikyuu" 下的 hikyuu_py.log 和 hikyuu.log 日志文件 """)
+    raise e
+
+__version__ = get_version()
+
+sm = StockManager.instance()
+
+
+class iodog:
+    # Only for compatibility with old code
+    @staticmethod
+    def open():
+        open_ostream_to_python()
+
+    @staticmethod
+    def close():
+        close_ostream_to_python()
+
+
+if in_interactive_session():
+    set_python_in_interactive(True)
+
+
+# 如果是在 jupyter 环境中运行，重定向C++ stdout/stderr输出至python
+if in_ipython_frontend():
+    set_python_in_jupyter(True)
+    hku_info("hikyuu version: {}", get_version_with_build())
+    iodog.open()
+
+
+def hku_save(var, filename):
+    """
+    序列化，将hikyuu内建类型的变量（如Stock、TradeManager等）保存在指定的文件中，格式为XML。
+
+    :param var: hikyuu内建类型的变量
+    :param str filename: 指定的文件名
+    """
+    with open(filename, 'wb') as f:
+        pickle.dump(var, f)
+
+
+def hku_load(filename):
+    """
+    将通过 hku_save 保存的变量，读取到var中。
+
+    :param str filename: 待载入的序列化文件。
+    :return: 之前被序列化保存的文件    
+    """
+    with open(filename, 'rb') as f:
+        out = pickle.load(f)
+    return out
+
+
+# ==============================================================================
+#
+# 设置关键类型简称
+#
+# ==============================================================================
+O = OPEN()
+C = CLOSE()
+H = HIGH()
+L = LOW()
+A = AMO()
+V = VOL()
+D = Datetime
+K = None
+Q = Query

hikyuu/analysis/__init__.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2023-10-20
+#    Author: fasiondog
+
+from .analysis import *
+
+__all__ = [
+    'combinate_ind_analysis',
+    'combinate_ind_analysis_multi',
+    'analysis_sys_list',
+    'analysis_sys_list_multi',
+]

hikyuu/analysis/analysis.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2023-10-20
+#    Author: fasiondog
+
+import pandas as pd
+from hikyuu.core import *
+
+
+def combinate_ind_analysis(
+    stk,
+    query,
+    tm,
+    sys,
+    buy_inds,
+    sell_inds,
+    n=7,
+    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"]
+):
+    '''
+    对单只股票进行指标组合测试
+
+    :param Stock stk: 指定股票
+    :param Query query: 指定的查询条件
+    :param TradeManager tm: 交易管理实例
+    :param System sys: 系统交易策略实例
+    :param list buy_inds: 买入信号指标列表
+    :param list sell_ins: 卖出信号指标列表
+    :param int n: 买入信号组合时同时存在的周期范围
+    :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:
+        per = Performance()
+        stat_names = per.names()
+    else:
+        stat_names = keys
+
+    stat_dict = {"证券代码": [], "证券名称": []}
+    for name in stat_names:
+        stat_dict[name] = []
+    index_name = []
+    for key in pers:
+        index_name.append(key)
+        stat_dict["证券代码"].append(stk.code)
+        stat_dict["证券名称"].append(stk.name)
+        per = pers[key]
+        for name in stat_names:
+            stat_dict[name].append(per[name])
+    return pd.DataFrame(stat_dict, index=index_name)
+
+
+def combinate_ind_analysis_multi(
+    stks,
+    query,
+    tm,
+    sys,
+    buy_inds,
+    sell_inds,
+    n=7,
+    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"]
+):
+    '''
+    对指定的股票集进行指标组合测试
+
+    :param list|Block|sm stks: 指定的股票集
+    :param Query q: 查询条件
+    :param TradeManager tm: 交易管理实例
+    :param System sys: 系统实例
+    :param list buy_inds: 买入信号指标列表
+    :param list sell_inds: 卖出信号指标列表
+    :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:
+        blks = Block()
+        for stk in stks:
+            blks.add(stk)
+
+    out = inner_combinate_ind_analysis_with_block(blks, query, tm, sys, buy_inds, sell_inds, n)
+    if not keys:
+        ret = out
+    else:
+        ret = {}
+        names = ["组合名称", "证券代码", "证券名称"]
+        names.extend(keys)
+        for name in names:
+            ret[name] = out[name]
+    return pd.DataFrame(ret)
+
+
+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 = {}
+    for name in names:
+        ret[name] = []
+
+    per = Performance()
+    sys_proto.force_reset_all()
+    sys_proto.set_param("shared_ev", False)
+    for stk in stks:
+        # print(stk)
+        k = stk.get_kdata(query)
+        my_sys = sys_proto.clone()
+        my_sys.run(k, reset_all=True)
+        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)
+
+
+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
+    else:
+        ret = {}
+        names = ["证券代码", "证券名称"]
+        names.extend(keys)
+        for name in names:
+            ret[name] = out[name]
+    return pd.DataFrame(ret)

hikyuu/config/__init__.py

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+__version__ = "0.0.1"