hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/strategy/strategy_demo1.py

@@ -0,0 +1,54 @@
+#!/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])
+
+    # 当前自动延迟10秒/20秒后执行，忽略节假日限制
+    s.run_daily_at(my_func1, Datetime.now() - Datetime.today() + Seconds(10), False)
+    s.run_daily_at(my_func1, Datetime.now() - Datetime.today() + Seconds(20), 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/test/AllocateFunds.py

@@ -0,0 +1,25 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2022-02-20
+#    Author: fasiondog
+
+import unittest
+from test_init import *
+
+
+class SystemWeightTest(unittest.TestCase):
+    def test_weight(self):
+        x = SystemWeight()
+        self.assertEqual(x.weight, 1.0)
+
+        try:
+            x.weight = 1.2
+        except:
+            self.assertEqual(x.weight, 1.0)
+
+        #print(x)
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(SystemWeightTest)

hikyuu/test/Condition.py

@@ -0,0 +1,95 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# gb18030
+
+# ===============================================================================
+# 作者：fasiondog
+# 历史：1）20130311, Added by fasiondog
+# ===============================================================================
+
+import unittest
+
+from test_init import *
+from hikyuu import *
+
+
+class ConditionPython(ConditionBase):
+    def __init__(self):
+        super(ConditionPython, self).__init__("ConditionPython")
+        self.set_param("n", 10)
+        self._m_flag = False
+
+    def is_valid(self, datetime):
+        return self._m_flag
+
+    def _reset(self):
+        if self._m_flag:
+            self._m_flag = False
+        else:
+            self._m_flag = True
+
+    def _clone(self):
+        p = ConditionPython()
+        p._m_flag = self._m_flag
+        return p
+
+
+class ConditionTest(unittest.TestCase):
+    def test_ConditionBase(self):
+        p = ConditionPython()
+        self.assertEqual(p.name, "ConditionPython")
+        self.assertEqual(p.get_param("n"), 10)
+        p.set_param("n", 20)
+        self.assertEqual(p.get_param("n"), 20)
+        self.assertEqual(p.is_valid(Datetime(200101010000)), False)
+        p.reset()
+        self.assertEqual(p.is_valid(Datetime(200101010000)), True)
+
+        p_clone = p.clone()
+        self.assertEqual(p_clone.name, "ConditionPython")
+        self.assertEqual(p_clone.get_param("n"), 20)
+        self.assertEqual(p_clone.is_valid(Datetime(200101010000)), True)
+
+        p.set_param("n", 1)
+        p_clone.set_param("n", 3)
+        self.assertEqual(p.get_param("n"), 1)
+        self.assertEqual(p_clone.get_param("n"), 3)
+
+
+def testCondition(self):
+    self._add_valid(Datetime(201108120000))
+    self._add_valid(Datetime(201108250000))
+
+
+class TestCrtCN(unittest.TestCase):
+    def test_crtCN(self):
+        p = crtCN(testCondition, params={'n': 10}, name='ConditionPython')
+        self.assertEqual(p.get_param("n"), 10)
+        p.set_param("n", 20)
+        self.assertEqual(p.get_param("n"), 20)
+
+        k = sm['sh000001'].get_kdata(Query(-100))
+        self.assertEqual(k.empty(), False)
+        p.sg = SignalBase()  # cn设置交易对象时，必须已经指定了信号指示器
+        p.to = k  # cn在设置交易对象时才会调用_caculate函数
+        self.assertEqual(p.is_valid(Datetime(201108120000)), True)
+        self.assertEqual(p.is_valid(Datetime(201108250000)), True)
+        self.assertEqual(p.is_valid(Datetime(200101030000)), False)
+
+        p_clone = p.clone()
+        self.assertEqual(p_clone.name, "ConditionPython")
+        self.assertEqual(p_clone.get_param("n"), 20)
+        self.assertEqual(p_clone.is_valid(Datetime(201108120000)), True)
+
+        p.set_param("n", 1)
+        p_clone.set_param("n", 3)
+        self.assertEqual(p.get_param("n"), 1)
+        self.assertEqual(p_clone.get_param("n"), 3)
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(ConditionTest)
+
+
+def suiteTestCrtCN():
+    return unittest.TestLoader().loadTestsFromTestCase(TestCrtCN)

hikyuu/test/Datetime.py

@@ -0,0 +1,61 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+#===============================================================================
+# 作者：fasiondog
+# 历史：1）20120927, Added by fasiondog
+#===============================================================================
+
+import unittest
+
+from test_init import *
+
+
+class DatetimeTest(unittest.TestCase):
+    def test_Datetime(self):
+        d = Datetime(201209272301)
+        self.assertEqual(d.year, 2012)
+        self.assertEqual(d.month, 9)
+        self.assertEqual(d.day, 27)
+        self.assertEqual(d.hour, 23)
+        self.assertEqual(d.minute, 1)
+        self.assertEqual(d.number, 201209272301)
+        self.assertEqual(Datetime(140001010000), Datetime.min())
+        self.assertEqual(Datetime(999912310000), Datetime.max())
+
+        self.assert_(d == Datetime(201209272301))
+        self.assert_(d != Datetime(200101010000))
+        self.assert_(d >= Datetime(201209272301))
+        self.assert_(d >= Datetime(201209272259))
+        self.assert_(d <= Datetime(201209272301))
+        self.assert_(d <= Datetime(201209272302))
+        self.assert_(not (d > Datetime(201209272301)))
+        self.assert_(d > Datetime(201209272259))
+        self.assert_(not (d < Datetime(201209272301)))
+        self.assert_(d < Datetime(201209272302))
+
+        d = Datetime(200101010159)
+        self.assertEqual(str(d), "2001-01-01 01:59:00")
+        self.assertEqual(d, Datetime("2001-Jan-01 01:59:00"))
+
+        self.assertEqual(Datetime(), constant.null_datetime)
+
+    def test_pickle(self):
+        if not constant.pickle_support:
+            return
+
+        import pickle as pl
+        a = Datetime(201001010000)
+        filename = sm.tmpdir() + "/Datetime.plk"
+        fh = open(filename, 'wb')
+        pl.dump(a, fh)
+        fh.close()
+        fh = open(filename, 'rb')
+        b = pl.load(fh)
+        fh.close()
+        self.assertEqual(a, b)
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(DatetimeTest)

hikyuu/test/Environment.py

@@ -0,0 +1,88 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# gb18030
+
+#===============================================================================
+# 作者：fasiondog
+# 历史：1）20130311, Added by fasiondog
+#===============================================================================
+
+import unittest
+
+from test_init import *
+
+
+class EnvironmentPython(EnvironmentBase):
+    def __init__(self):
+        super(EnvironmentPython, self).__init__("EnvironmentPython")
+        self.set_param("n", 10)
+        self._m_flag = False
+
+    def is_valid(self, market, datetime):
+        return self._m_flag
+
+    def _reset(self):
+        if self._m_flag:
+            self._m_flag = False
+        else:
+            self._m_flag = True
+
+    def _clone(self):
+        p = EnvironmentPython()
+        p._m_flag = self._m_flag
+        return p
+
+
+class EnvironmentTest(unittest.TestCase):
+    def test_EnvironmentBase(self):
+        p = EnvironmentPython()
+        self.assertEqual(p.name, "EnvironmentPython")
+        self.assertEqual(p.get_param("n"), 10)
+        p.set_param("n", 20)
+        self.assertEqual(p.get_param("n"), 20)
+        self.assertEqual(p.is_valid("SH", Datetime(200101010000)), False)
+        p.reset()
+        self.assertEqual(p.is_valid("SH", Datetime(200101010000)), True)
+
+        p_clone = p.clone()
+        self.assertEqual(p_clone.name, "EnvironmentPython")
+        self.assertEqual(p_clone.get_param("n"), 20)
+        self.assertEqual(p_clone.is_valid("SH", Datetime(200101010000)), True)
+
+        p.set_param("n", 1)
+        p_clone.set_param("n", 3)
+        self.assertEqual(p.get_param("n"), 1)
+        self.assertEqual(p_clone.get_param("n"), 3)
+
+
+def test_crtEV_func(self):
+    self._add_valid(Datetime(200101010000))
+
+
+class TestCrtEV(unittest.TestCase):
+    def test_crtEV(self):
+        p = crtEV(test_crtEV_func, params={'n': 10}, name='EnvironmentPython')
+        self.assertEqual(p.name, "EnvironmentPython")
+        self.assertEqual(p.get_param("n"), 10)
+        p.set_param("n", 20)
+        self.assertEqual(p.get_param("n"), 20)
+        p.query = Query(-100)  #ev在设置查询对象时才会调用_caculate函数
+        self.assertEqual(p.is_valid(Datetime(200101010000)), True)
+
+        p_clone = p.clone()
+        self.assertEqual(p_clone.name, "EnvironmentPython")
+        self.assertEqual(p_clone.get_param("n"), 20)
+        self.assertEqual(p_clone.is_valid(Datetime(200101010000)), True)
+
+        p.set_param("n", 1)
+        p_clone.set_param("n", 3)
+        self.assertEqual(p.get_param("n"), 1)
+        self.assertEqual(p_clone.get_param("n"), 3)
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(EnvironmentTest)
+
+
+def suiteTestCrtEV():
+    return unittest.TestLoader().loadTestsFromTestCase(TestCrtEV)

hikyuu/test/Indicator.py

@@ -0,0 +1,233 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# gb18030
+
+# ===============================================================================
+# 作者：fasiondog
+# 历史：1）20130220, Added by fasiondog
+# ===============================================================================
+
+import unittest
+
+from test_init import *
+
+
+class AddIndicator(IndicatorImp):
+    def __init__(self, indicator):
+        super(AddIndicator, self).__init__("AddIndicator")
+        self._ready_buffer(len(indicator), 1)
+        self.set_discard(0)
+        for i in range(len(indicator)):
+            self._set(indicator[i] + 1, i)
+
+    def _clone(self):
+        return AddIndicator(Indicator())
+
+    def _calculate(self, ind):
+        self.set_discard(0)
+        for i in range(len(ind)):
+            self._set(ind[i] + 1, i)
+
+
+class IndicatorTest(unittest.TestCase):
+    def test_PRICELIST(self):
+        a = toPriceList([0, 1, 2, 3])
+        x = PRICELIST(a)
+        self.assertEqual(len(x), 4)
+        self.assertEqual(x.empty(), False)
+        self.assertEqual(x.discard, 0)
+        self.assertEqual(x[0], 0)
+        self.assertEqual(x[1], 1)
+        self.assertEqual(x[2], 2)
+        self.assertEqual(x[3], 3)
+
+    def test_PythonIndicator(self):
+        a = toPriceList([0, 1, 2, 3])
+        x = PRICELIST(a)
+        m = Indicator(AddIndicator(x))
+        self.assertEqual(m.name, "AddIndicator")
+        self.assertEqual(len(m), 4)
+        self.assertEqual(m.empty(), False)
+        self.assert_(abs(m[0] - 1) < 0.0001)
+        self.assert_(abs(m[1] - 2) < 0.0001)
+        self.assert_(abs(m[2] - 3) < 0.0001)
+        self.assert_(abs(m[3] - 4) < 0.0001)
+
+        b = toPriceList([1, 2, 3, 4])
+        x = PRICELIST(b)
+        m.get_imp()._calculate(m)
+        m = m(x)
+        self.assertEqual(len(m), 4)
+        self.assertEqual(m.empty(), False)
+        self.assert_(abs(m[0] - 2) < 0.0001)
+        self.assert_(abs(m[1] - 3) < 0.0001)
+        self.assert_(abs(m[2] - 4) < 0.0001)
+        self.assert_(abs(m[3] - 5) < 0.0001)
+
+    def test_operator(self):
+        a = toPriceList([0, 1, 2, 3, 5])
+        x1 = PRICELIST(a)
+        a = toPriceList([1, 2, 3, 4, 5])
+        x2 = PRICELIST(a)
+        a = x1 + x2
+        self.assertEqual(a[0], 1)
+        self.assertEqual(a[1], 3)
+        self.assertEqual(a[2], 5)
+        self.assertEqual(a[3], 7)
+
+        a = x1 + 1.1
+        self.assert_(abs(a[0] - 1.1) < 0.0001)
+        self.assert_(abs(a[1] - 2.1) < 0.0001)
+        self.assert_(abs(a[2] - 3.1) < 0.0001)
+        self.assert_(abs(a[3] - 4.1) < 0.0001)
+
+        a = 2.1 + x1
+        self.assert_(abs(a[0] - 2.1) < 0.0001)
+        self.assert_(abs(a[1] - 3.1) < 0.0001)
+        self.assert_(abs(a[2] - 4.1) < 0.0001)
+        self.assert_(abs(a[3] - 5.1) < 0.0001)
+
+        a = x2 - x1
+        self.assertEqual(a[0], 1)
+        self.assertEqual(a[1], 1)
+        self.assertEqual(a[2], 1)
+        self.assertEqual(a[3], 1)
+
+        a = x1 - 1.5
+        self.assertEqual(a[0], -1.5)
+        self.assertEqual(a[1], -0.5)
+        self.assertEqual(a[2], 0.5)
+        self.assertEqual(a[3], 1.5)
+
+        a = 1.5 - x1
+        self.assertEqual(a[0], 1.5)
+        self.assertEqual(a[1], 0.5)
+        self.assertEqual(a[2], -0.5)
+        self.assertEqual(a[3], -1.5)
+
+        a = x1 * x2
+        self.assertEqual(a[0], 0)
+        self.assertEqual(a[1], 2)
+        self.assertEqual(a[2], 6)
+        self.assertEqual(a[3], 12)
+
+        a = x1 * 2.0
+        self.assertEqual(a[0], 0)
+        self.assertEqual(a[1], 2)
+        self.assertEqual(a[2], 4)
+        self.assertEqual(a[3], 6)
+
+        a = 2.0 * x1
+        self.assertEqual(a[0], 0)
+        self.assertEqual(a[1], 2)
+        self.assertEqual(a[2], 4)
+        self.assertEqual(a[3], 6)
+
+        a = x2 / x1
+        self.assert_(isinf(a[0]))
+        self.assertEqual(a[1], 2)
+        self.assertEqual(a[2], 1.5)
+        self.assert_(abs(a[3] - 4.0 / 3.0) < 0.0001)
+
+        a = x1 / 0.5
+        self.assertEqual(a[0], 0)
+        self.assertEqual(a[1], 2)
+        self.assertEqual(a[2], 4)
+        self.assertEqual(a[3], 6)
+
+        a = 2. / x1
+        self.assert_(isinf(a[0]))
+        self.assertEqual(a[1], 2.0)
+        self.assertEqual(a[2], 1.)
+        self.assert_(abs(a[3] - 2.0/3.0) < 0.0001)
+
+        a = x1 > x2
+        self.assertEqual(a[0], 0 > 1)
+        self.assertEqual(a[1], 1 > 2)
+        self.assertEqual(a[2], 2 > 3)
+        self.assertEqual(a[3], 3 > 4)
+        self.assertEqual(a[4], 5 > 5)
+
+        a = x2 > x1
+        self.assertEqual(a[0], 0 < 1)
+        self.assertEqual(a[1], 1 < 2)
+        self.assertEqual(a[2], 2 < 3)
+        self.assertEqual(a[3], 3 < 4)
+        self.assertEqual(a[4], 5 < 5)
+
+    def test_IKDATA(self):
+        s = sm['sh000001']
+        q = Query(0, 10)
+        k = s.get_kdata(q)
+        o = OPEN(k)
+        h = HIGH(k)
+        l = LOW(k)
+        c = CLOSE(k)
+        a = AMO(k)
+        v = VOL(k)
+
+        self.assertEqual(len(o), 10)
+        self.assertEqual(len(h), 10)
+        self.assertEqual(len(l), 10)
+        self.assertEqual(len(c), 10)
+        self.assertEqual(len(a), 10)
+        self.assertEqual(len(v), 10)
+
+        self.assertEqual(o.empty(), False)
+        self.assertEqual(h.empty(), False)
+        self.assertEqual(l.empty(), False)
+        self.assertEqual(c.empty(), False)
+        self.assertEqual(a.empty(), False)
+        self.assertEqual(v.empty(), False)
+
+        self.assert_(abs(o[0] - 96.05) < 0.0001)
+        self.assert_(abs(h[0] - 99.98) < 0.0001)
+        self.assert_(abs(l[0] - 95.79) < 0.0001)
+        self.assert_(abs(c[0] - 99.98) < 0.0001)
+        self.assert_(abs(a[0] - 49.4) < 0.0001)
+        self.assert_(abs(v[0] - 1260) < 0.0001)
+
+        self.assert_(abs(o[1] - 104.3) < 0.0001)
+        self.assert_(abs(h[1] - 104.39) < 0.0001)
+        self.assert_(abs(l[1] - 99.98) < 0.0001)
+        self.assert_(abs(c[1] - 104.39) < 0.0001)
+        self.assert_(abs(a[1] - 8.4) < 0.0001)
+        self.assert_(abs(v[1] - 197) < 0.0001)
+
+    def test_MA(self):
+        a = toPriceList([0, 1, 2, 3])
+        x = PRICELIST(a)
+        m = MA(x, 2)
+        self.assertEqual(len(m), 4)
+        self.assertEqual(m.discard, 0)
+        self.assert_(abs(m[0] - 0.0) < 0.0001)
+        self.assert_(abs(m[1] - 0.5) < 0.0001)
+        self.assert_(abs(m[2] - 1.5) < 0.0001)
+        self.assert_(abs(m[3] - 2.5) < 0.0001)
+
+    def test_pickle(self):
+        if not constant.pickle_support:
+            return
+
+        # TODO Python3出错，暂未解决
+        """
+        import pickle as pl
+        filename = sm.tmpdir() + '/Indicator.plk'
+        stock = sm['sh000001']
+        kdata = stock.getKData(Query(0,10))
+        a = CLOSE(kdata)
+        fh = open(filename, 'wb')
+        pl.dump(a, fh)
+        fh.close()
+        fh = open(filename, 'rb')
+        b = pl.load(fh)
+        fh.close()
+        self.assertEqual(a.size(), b.size())
+        self.assertNotEqual(a.size(), 0)
+        for i in range(len(a)):
+            self.assertEqual(a[i], b[i])
+        """
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(IndicatorTest)

hikyuu/test/KData.py

@@ -0,0 +1,64 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# gb18030
+
+#===============================================================================
+# 作者：fasiondog
+# 历史：1）20130220, Added by fasiondog
+#===============================================================================
+
+import unittest
+
+from test_init import *
+
+
+class KDataTest(unittest.TestCase):
+    def test_null_kdata(self):
+        k = KData()
+        self.assertEqual(len(k), 0)
+        self.assertEqual(k.empty(), True)
+        self.assertEqual(k.start_pos, 0)
+        self.assertEqual(k.end_pos, 0)
+        self.assertEqual(k.last_pos, 0)
+        stock = k.get_stock()
+        self.assertEqual(stock.is_null(), True)
+
+    def test_kdata(self):
+        stock = sm["Sh000001"]
+        q = Query(0, 10)
+        k = stock.get_kdata(q)
+        self.assertEqual(len(k), 10)
+        self.assertEqual(k.empty(), False)
+        self.assertEqual(k.start_pos, 0)
+        self.assertEqual(k.end_pos, 10)
+        self.assertEqual(k.last_pos, 9)
+        self.assertEqual(k[0].datetime, Datetime(199012190000))
+        self.assert_(abs(k[0].open - 96.05) < 0.0001)
+        self.assert_(abs(k[0].high - 99.980) < 0.0001)
+        self.assert_(abs(k[0].low - 95.79) < 0.0001)
+        self.assert_(abs(k[0].close - 99.98) < 0.0001)
+        self.assert_(abs(k[0].amount - 49.4) < 0.0001)
+        self.assert_(abs(k[0].volume - 1260) < 0.0001)
+        self.assert_(abs(k[1].open - 104.3) < 0.0001)
+        self.assert_(abs(k[9].open - 127.61) < 0.0001)
+
+    def test_pickle(self):
+        if not constant.pickle_support:
+            return
+
+        import pickle as pl
+        filename = sm.tmpdir() + "/KData.plk"
+        fh = open(filename, 'wb')
+        kdata = sm['sh000001'].get_kdata(Query(10, 20))
+        pl.dump(kdata, fh)
+        fh.close()
+        fh = open(filename, 'rb')
+        b = pl.load(fh)
+        fh.close()
+        self.assertEqual(len(kdata), len(b))
+        for i in range(len(kdata)):
+            self.assertEqual(kdata[i], b[i])
+
+
+def suite():
+    return unittest.TestLoader().loadTestsFromTestCase(KDataTest)