hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/include/hikyuu/StockMapIterator.h

@@ -0,0 +1,72 @@
+/*
+ * StockMapIterator.h
+ *
+ *  Created on: 2015年2月8日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef STOCKMAPITERATOR_H_
+#define STOCKMAPITERATOR_H_
+
+#include <iterator>
+#include "Stock.h"
+
+namespace hku {
+
+class StockMapIterator {
+public:
+    typedef unordered_map<string, Stock> stock_map_t;
+    typedef Stock value_type;
+    typedef Stock* pointer;
+    typedef const Stock& reference;
+    typedef stock_map_t::const_iterator::difference_type difference_type;
+    typedef std::input_iterator_tag iterator_category;
+
+    StockMapIterator() {}
+
+    // cppcheck-suppress noExplicitConstructor
+    StockMapIterator(const stock_map_t::const_iterator& iter) : m_iter(iter) {}
+
+    StockMapIterator(const StockMapIterator& iter) : m_iter(iter.m_iter) {}
+
+    StockMapIterator& operator=(const StockMapIterator& iter) {
+        HKU_IF_RETURN(this == &iter, *this);
+        m_iter = iter.m_iter;
+        return *this;
+    }
+
+    StockMapIterator& operator++() {
+        ++m_iter;
+        return *this;
+    }
+
+    const StockMapIterator operator++(int) {
+        auto old_iter = m_iter;
+        ++m_iter;
+        return StockMapIterator(old_iter);
+    }
+
+    bool operator==(const StockMapIterator& iter) const {
+        return m_iter == iter.m_iter;
+    }
+
+    bool operator!=(const StockMapIterator& iter) const {
+        return m_iter != iter.m_iter;
+    }
+
+    const Stock& operator*() const {
+        return m_iter->second;
+    }
+
+    const Stock* const operator->() const {
+        return &(m_iter->second);
+    }
+
+private:
+    stock_map_t::const_iterator m_iter;
+};
+
+} /* namespace hku */
+
+#endif /* STOCKMAPITERATOR_H_ */

hikyuu/include/hikyuu/StockTypeInfo.h

@@ -0,0 +1,127 @@
+/*
+ * StockTypeInfo.h
+ *
+ *  Created on: 2011-12-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef STOCKTYPEINFO_H_
+#define STOCKTYPEINFO_H_
+
+#include "DataType.h"
+
+namespace hku {
+
+#define STOCKTYPE_BLOCK 0    /// 板块
+#define STOCKTYPE_A 1        /// A股
+#define STOCKTYPE_INDEX 2    /// 指数
+#define STOCKTYPE_B 3        /// B股
+#define STOCKTYPE_FUND 4     /// 基金
+#define STOCKTYPE_ETF 5      /// ETF
+#define STOCKTYPE_ND 6       /// 国债
+#define STOCKTYPE_BOND 7     /// 债券
+#define STOCKTYPE_GEM 8      /// 创业板
+#define STOCKTYPE_START 9    /// 科创板
+#define STOCKTYPE_CRYPTO 10  /// 数字货币
+#define STOCKTYPE_A_BJ 11    /// 北交所（北交所的最小交易单位不是100股）
+
+#define STOCKTYPE_TMP 999  /// 用于临时Stock
+
+/**
+ * 证券类型信息
+ * @ingroup StockManage
+ */
+class HKU_API StockTypeInfo {
+public:
+    /** 默认构造函数，返回Null<StockTypeInfo>() */
+    StockTypeInfo();
+    StockTypeInfo(uint32_t, const string&, price_t, price_t, int, double, double);
+
+    /** 获取证券类型 */
+    uint32_t type() const {
+        return m_type;
+    }
+
+    /** 获取证券类型描述信息 */
+    const string& description() const {
+        return m_description;
+    }
+
+    /** 获取最小跳动量 */
+    price_t tick() const {
+        return m_tick;
+    }
+
+    /** 每tick价格 */
+    price_t tickValue() const {
+        return m_tickValue;
+    }
+
+    /** 每单位价格 = tickValue / tick */
+    price_t unit() const {
+        return m_unit;
+    }
+
+    /** 获取价格精度 */
+    int precision() const {
+        return m_precision;
+    }
+
+    /** 获取每笔最小交易数量 */
+    double minTradeNumber() const {
+        return m_minTradeNumber;
+    }
+
+    /** 获取每笔最大交易数量 */
+    double maxTradeNumber() const {
+        return m_maxTradeNumber;
+    }
+
+    /** 仅用于python的__str__ */
+    string toString() const;
+
+private:
+    uint32_t m_type;          // 证券类型
+    string m_description;     // 描述信息
+    price_t m_tick;           // 最小跳动量
+    price_t m_tickValue;      // 每一个tick价格
+    price_t m_unit;           // 每最小变动量价格，即单位价格 = tickValue/tick
+    int m_precision;          // 价格精度
+    double m_minTradeNumber;  // 每笔最小交易量
+    double m_maxTradeNumber;  // 每笔最大交易量
+};
+
+/**
+ * 输出证券类型信息，如：StockTypeInfo(type, description, tick, precision,
+ * minTradeNumber, maxTradeNumber)
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream&, const StockTypeInfo&);
+
+///////////////////////////////////////////////////////////////////////////////
+//
+// 关系比较函数
+//
+///////////////////////////////////////////////////////////////////////////////
+bool operator==(const StockTypeInfo&, const StockTypeInfo&);
+bool operator!=(const StockTypeInfo&, const StockTypeInfo&);
+
+/** 相等比较 */
+inline bool operator==(const StockTypeInfo& m1, const StockTypeInfo& m2) {
+    return m1.type() == m2.type();
+}
+
+/** 不等比较 */
+inline bool operator!=(const StockTypeInfo& m1, const StockTypeInfo& m2) {
+    return m1.type() != m2.type();
+}
+
+}  // namespace hku
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::StockTypeInfo> : ostream_formatter {};
+#endif
+
+#endif /* STOCKTYPEINFO_H_ */

hikyuu/include/hikyuu/StockWeight.h

@@ -0,0 +1,148 @@
+/*
+ * StockWeight.h
+ *
+ *  Created on: 2011-12-9
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef STOCKWEIGHT_H_
+#define STOCKWEIGHT_H_
+
+#include "DataType.h"
+
+namespace hku {
+
+/**
+ * 权息数据结构
+ * @ingroup StockManage
+ */
+class HKU_API StockWeight {
+public:
+    /** 默认构造函数，返回Null<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 suogu);
+
+    /** 权息日期 */
+    Datetime datetime() const {
+        return m_datetime;
+    }
+
+    /** 每10股送X股 */
+    price_t countAsGift() const {
+        return m_countAsGift;
+    }
+
+    /** 每10股配X股 */
+    price_t countForSell() const {
+        return m_countForSell;
+    }
+
+    /** 配股价 */
+    price_t priceForSell() const {
+        return m_priceForSell;
+    }
+
+    /** 每10股红利 */
+    price_t bonus() const {
+        return m_bonus;
+    }
+
+    /** 每10股转增X股 */
+    price_t increasement() const {
+        return m_increasement;
+    }
+
+    /** 总股本（万股） */
+    price_t totalCount() const {
+        return m_totalCount;
+    }
+
+    /** 流通股（万股） */
+    price_t freeCount() const {
+        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{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 */
+typedef vector<StockWeight> StockWeightList;
+
+/**
+ * 输出权息信息，如：Weight(datetime, countAsGift, countForSell,
+ * priceForSell, bonus, increasement, totalCount, freeCount)
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream&, const StockWeight&);
+
+///////////////////////////////////////////////////////////////////////////////
+//
+// 关系比较函数
+//
+///////////////////////////////////////////////////////////////////////////////
+bool operator==(const StockWeight&, const StockWeight&);
+bool operator!=(const StockWeight&, const StockWeight&);
+bool operator>(const StockWeight&, const StockWeight&);
+bool operator<(const StockWeight&, const StockWeight&);
+bool operator>=(const StockWeight&, const StockWeight&);
+bool operator<=(const StockWeight&, const StockWeight&);
+
+/* 相等比较, 仅根据日期判断 */
+inline bool operator==(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() == m2.datetime();
+}
+
+/* 不等比较， 仅根据日期判断 */
+inline bool operator!=(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() != m2.datetime();
+}
+
+/* 大于比较, 仅根据日期判断 */
+inline bool operator>(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() > m2.datetime();
+}
+
+/* 小于比较， 仅根据日期判断 */
+inline bool operator<(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() < m2.datetime();
+}
+
+/* 大于等于比较, 仅根据日期判断 */
+inline bool operator>=(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() >= m2.datetime();
+}
+
+/* 小于等于比较， 仅根据日期判断 */
+inline bool operator<=(const StockWeight& m1, const StockWeight& m2) {
+    return m1.datetime() <= m2.datetime();
+}
+
+/** @} */
+}  // namespace hku
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::StockWeight> : ostream_formatter {};
+#endif
+
+#endif /* STOCKWEIGHT_H_ */

hikyuu/include/hikyuu/StrategyContext.h

@@ -0,0 +1,107 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-02-10
+ *     Author: fasiondog
+ */
+
+#pragma once
+
+#include "DataType.h"
+#include "KQuery.h"
+
+namespace hku {
+
+/**
+ * 策略上下文，定义策略执行时包含的证券/K线级别信息
+ * @ingroup Strategy
+ *
+ */
+class HKU_API StrategyContext {
+public:
+    StrategyContext() = default;
+    virtual ~StrategyContext() = default;
+
+    /**
+     * 构造函数
+     * @note 未指定 ktypelist 时，默认按预加载参数加载全部
+     * @param stockCodeList 指定的证券代码列表，如：如：{"sz000001", "sz000002"}
+     */
+    explicit StrategyContext(const vector<string>& stockCodeList);
+
+    /**
+     * 构造函数
+     * @note 证券列表中如果包含 ("ALL") 则表示全部证券;
+     * 指定K线类型列表同时影响着K线数据的优先加载顺序，靠前的将优先加载。同时受系统配置中预加载参数影响！
+     * @param stockCodeList 指定的证券代码列表，如：{"sh000001", "sz000001"}
+     * @param ktypeList 指定的 K线数据列表，如：{"day", "min"}
+     */
+    StrategyContext(const vector<string>& stockCodeList, const vector<KQuery::KType>& ktypeList);
+
+    // 自定义移动构造与赋值会引起 python 中无法正常退出
+    // StrategyContext(const StrategyContext&) = default;
+    // StrategyContext(StrategyContext&& rv) = delete;
+    // StrategyContext& operator=(const StrategyContext&) = default;
+    // StrategyContext& operator=(StrategyContext&&) = delete;
+
+    /**
+     * 是否为加载全部证券，只要 stockCodeList 包含 "ALL"(不区分大小写) ，即认为加载全部
+     * @return true
+     * @return false
+     */
+    bool isAll() const noexcept;
+
+    bool empty() const noexcept {
+        return m_stockCodeList.empty();
+    }
+
+    Datetime startDatetime() const noexcept {
+        return m_startDatetime;
+    }
+
+    void setStockCodeList(const vector<string>& stockList) {
+        _removeDuplicateCode(stockList);
+    }
+
+    const vector<string>& getStockCodeList() const noexcept {
+        return m_stockCodeList;
+    }
+
+    void setKTypeList(const vector<KQuery::KType>& ktypeList) {
+        _checkAndRemoveDuplicateKType(ktypeList);
+    }
+
+    const vector<KQuery::KType>& getKTypeList() const noexcept {
+        return m_ktypeList;
+    }
+
+    /**
+     * 隐含的默认必须被加载的证券列表
+     * @note 影响交易日历判断、和某些常被作为默认比较基准的证券，通常被作为某些函数的默认值
+     */
+    const vector<string>& getMustLoadStockCodeList() const noexcept {
+        return m_mustLoad;
+    }
+
+    /**
+     * 返回所有需要加载的证券列表（含指定的证券列表和默认包含必须加载的证券列表）
+     * @return vector<string>
+     */
+    vector<string> getAllNeedLoadStockCodeList() const noexcept;
+
+    string str() const;
+
+private:
+    void _removeDuplicateCode(const vector<string>& stockCodeList);
+    void _checkAndRemoveDuplicateKType(const vector<KQuery::KType>& ktypeList);
+
+private:
+    Datetime m_startDatetime{19901219};
+    vector<string> m_mustLoad{"sh000001", "sh000300"};  // 默认必须加载的 stock
+    vector<string> m_stockCodeList;
+    vector<KQuery::KType> m_ktypeList;
+};
+
+HKU_API std::ostream& operator<<(std::ostream& os, const StrategyContext& context);
+
+}  // namespace hku

hikyuu/include/hikyuu/TimeLineRecord.h

@@ -0,0 +1,71 @@
+/*
+ * TimeLineRecord.h
+ *
+ *  Created on: 2019-1-27
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef TIMELINERECORD_H_
+#define TIMELINERECORD_H_
+
+#include "DataType.h"
+
+namespace hku {
+
+/**
+ * 分时线记录
+ * @ingroup StockManage
+ */
+class HKU_API TimeLineRecord {
+public:
+    Datetime datetime;
+    price_t price;
+    price_t vol;
+
+    TimeLineRecord();
+    TimeLineRecord(const Datetime& datetime, price_t price, price_t vol);
+
+    bool isValid() const;
+};
+
+/**
+ * 分时线
+ * @ingroup StockManage
+ */
+typedef vector<TimeLineRecord> TimeLineList;
+
+/**
+ * 输出TimeLineRecord信息，如：TimeSharingRecord(datetime, price, vol)
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream&, const TimeLineRecord&);
+
+/**
+ * 输出TimeLine信息
+ * @details
+ * <pre>
+ * TimeLine{
+ *   size : 738501
+ *   start: YYYY-MM-DD hh:mm:ss
+ *   last : YYYY-MM-DD hh:mm:ss
+ *  }
+ * </pre>
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream& os, const TimeLineList&);
+
+/**
+ * 比较两个TimeLineRecord是否相等，一般仅测试时使用
+ * @ingroup StockManage
+ */
+bool HKU_API operator==(const TimeLineRecord& d1, const TimeLineRecord& d2);
+
+} /* namespace hku */
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::TimeLineRecord> : ostream_formatter {};
+#endif
+
+#endif /* TIMELINERECORD_H_ */

hikyuu/include/hikyuu/TransRecord.h

@@ -0,0 +1,79 @@
+/*
+ * TransRecord.h
+ *
+ *  Created on: 2019年2月10日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef TRANSRECORD_H_
+#define TRANSRECORD_H_
+
+#include "DataType.h"
+
+namespace hku {
+
+/**
+ * 分笔成交记录
+ * @ingroup StockManage
+ */
+class HKU_API TransRecord {
+public:
+    enum DIRECT {
+        BUY = 0,    /**< 买盘 */
+        SELL = 1,   /**< 卖盘 */
+        AUCTION = 2 /**< 集合竞价 */
+    };
+
+    Datetime datetime;  // 时间
+    price_t price;      // 成交均价
+    price_t vol;        // 成交量
+    DIRECT direct;      // 买卖盘性质：1--sell 0--buy 2--集合竞价
+
+    TransRecord();
+    TransRecord(const Datetime& datetime, price_t price, price_t vol, DIRECT);
+
+    bool isValid() const;
+};
+
+/**
+ * 分时线
+ * @ingroup StockManage
+ */
+typedef vector<TransRecord> TransList;
+typedef vector<TransRecord> TransRecordList;
+
+/**
+ * 输出 TransRecord 信息，如：TimeSharingRecord(datetime, price, vol)
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream&, const TransRecord&);
+
+/**
+ * 输出 TransList 信息
+ * @details
+ * <pre>
+ * TimeLine{
+ *   size : 738501
+ *   start: YYYY-MM-DD hh:mm:ss
+ *   last : YYYY-MM-DD hh:mm:ss
+ *  }
+ * </pre>
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream& os, const TransList&);
+
+/**
+ * 比较两个 TransRecord 是否相等，一般仅测试时使用
+ * @ingroup StockManage
+ */
+bool HKU_API operator==(const TransRecord& d1, const TransRecord& d2);
+
+} /* namespace hku */
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::TransRecord> : ostream_formatter {};
+#endif
+
+#endif /* TRANSRECORD_H_ */

hikyuu/include/hikyuu/ZhBond10.h

@@ -0,0 +1,36 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "DataType.h"
+
+namespace hku {
+
+/**
+ * 10年期中国国债数据结构
+ * @ingroup StockManage
+ */
+struct HKU_API ZhBond10 {
+    Datetime date;  ///< 日期
+    price_t value;  ///< 收益率
+};
+
+typedef vector<ZhBond10> ZhBond10List;
+
+/**
+ * 输出 ZhBond10 ZhBond10(date, value)
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream&, const ZhBond10&);
+
+}  // namespace hku
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::ZhBond10> : ostream_formatter {};
+#endif

hikyuu/include/hikyuu/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/analysis/__init__.py

@@ -0,0 +1 @@
+