hikyuu 2.2.3__py3-none-win_amd64.whl → 2.3.0__py3-none-win_amd64.whl

hikyuu/test/Datetime.py

@@ -2,10 +2,10 @@
 # -*- coding: utf8 -*-
 # cp936
 
-#===============================================================================
+# ===============================================================================
 # 作者：fasiondog
 # 历史：1）20120927, Added by fasiondog
-#===============================================================================
+# ===============================================================================
 
 import unittest
 
@@ -24,16 +24,16 @@ class DatetimeTest(unittest.TestCase):
         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))
+        self.assertEqual(d, Datetime(201209272301))
+        self.assertNotEqual(d, Datetime(200101010000))
+        self.assertGreaterEqual(d, Datetime(201209272301))
+        self.assertTrue(d >= Datetime(201209272259))
+        self.assertTrue(d <= Datetime(201209272301))
+        self.assertTrue(d <= Datetime(201209272302))
+        self.assertTrue(not (d > Datetime(201209272301)))
+        self.assertTrue(d > Datetime(201209272259))
+        self.assertTrue(not (d < Datetime(201209272301)))
+        self.assertTrue(d < Datetime(201209272302))
 
         d = Datetime(200101010159)
         self.assertEqual(str(d), "2001-01-01 01:59:00")

hikyuu/test/Indicator.py

@@ -48,10 +48,10 @@ class IndicatorTest(unittest.TestCase):
         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)
+        self.assertTrue(abs(m[0] - 1) < 0.0001)
+        self.assertTrue(abs(m[1] - 2) < 0.0001)
+        self.assertTrue(abs(m[2] - 3) < 0.0001)
+        self.assertTrue(abs(m[3] - 4) < 0.0001)
 
         b = toPriceList([1, 2, 3, 4])
         x = PRICELIST(b)
@@ -59,10 +59,10 @@ class IndicatorTest(unittest.TestCase):
         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)
+        self.assertTrue(abs(m[0] - 2) < 0.0001)
+        self.assertTrue(abs(m[1] - 3) < 0.0001)
+        self.assertTrue(abs(m[2] - 4) < 0.0001)
+        self.assertTrue(abs(m[3] - 5) < 0.0001)
 
     def test_operator(self):
         a = toPriceList([0, 1, 2, 3, 5])
@@ -76,16 +76,16 @@ class IndicatorTest(unittest.TestCase):
         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)
+        self.assertTrue(abs(a[0] - 1.1) < 0.0001)
+        self.assertTrue(abs(a[1] - 2.1) < 0.0001)
+        self.assertTrue(abs(a[2] - 3.1) < 0.0001)
+        self.assertTrue(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)
+        self.assertTrue(abs(a[0] - 2.1) < 0.0001)
+        self.assertTrue(abs(a[1] - 3.1) < 0.0001)
+        self.assertTrue(abs(a[2] - 4.1) < 0.0001)
+        self.assertTrue(abs(a[3] - 5.1) < 0.0001)
 
         a = x2 - x1
         self.assertEqual(a[0], 1)
@@ -124,10 +124,10 @@ class IndicatorTest(unittest.TestCase):
         self.assertEqual(a[3], 6)
 
         a = x2 / x1
-        self.assert_(isinf(a[0]))
+        self.assertTrue(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)
+        self.assertTrue(abs(a[3] - 4.0 / 3.0) < 0.0001)
 
         a = x1 / 0.5
         self.assertEqual(a[0], 0)
@@ -136,10 +136,10 @@ class IndicatorTest(unittest.TestCase):
         self.assertEqual(a[3], 6)
 
         a = 2. / x1
-        self.assert_(isinf(a[0]))
+        self.assertTrue(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)
+        self.assertTrue(abs(a[3] - 2.0/3.0) < 0.0001)
 
         a = x1 > x2
         self.assertEqual(a[0], 0 > 1)
@@ -180,19 +180,19 @@ class IndicatorTest(unittest.TestCase):
         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.assertTrue(abs(o[0] - 96.05) < 0.0001)
+        self.assertTrue(abs(h[0] - 99.98) < 0.0001)
+        self.assertTrue(abs(l[0] - 95.79) < 0.0001)
+        self.assertTrue(abs(c[0] - 99.98) < 0.0001)
+        self.assertTrue(abs(a[0] - 49.4) < 0.0001)
+        self.assertTrue(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)
+        self.assertTrue(abs(o[1] - 104.3) < 0.0001)
+        self.assertTrue(abs(h[1] - 104.39) < 0.0001)
+        self.assertTrue(abs(l[1] - 99.98) < 0.0001)
+        self.assertTrue(abs(c[1] - 104.39) < 0.0001)
+        self.assertTrue(abs(a[1] - 8.4) < 0.0001)
+        self.assertTrue(abs(v[1] - 197) < 0.0001)
 
     def test_MA(self):
         a = toPriceList([0, 1, 2, 3])
@@ -200,10 +200,10 @@ class IndicatorTest(unittest.TestCase):
         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)
+        self.assertTrue(abs(m[0] - 0.0) < 0.0001)
+        self.assertTrue(abs(m[1] - 0.5) < 0.0001)
+        self.assertTrue(abs(m[2] - 1.5) < 0.0001)
+        self.assertTrue(abs(m[3] - 2.5) < 0.0001)
 
     def test_pickle(self):
         if not constant.pickle_support:

hikyuu/test/KData.py

@@ -2,10 +2,10 @@
 # -*- coding: utf8 -*-
 # gb18030
 
-#===============================================================================
+# ===============================================================================
 # 作者：fasiondog
 # 历史：1）20130220, Added by fasiondog
-#===============================================================================
+# ===============================================================================
 
 import unittest
 
@@ -33,14 +33,14 @@ class KDataTest(unittest.TestCase):
         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)
+        self.assertTrue(abs(k[0].open - 96.05) < 0.0001)
+        self.assertTrue(abs(k[0].high - 99.980) < 0.0001)
+        self.assertTrue(abs(k[0].low - 95.79) < 0.0001)
+        self.assertTrue(abs(k[0].close - 99.98) < 0.0001)
+        self.assertTrue(abs(k[0].amount - 49.4) < 0.0001)
+        self.assertTrue(abs(k[0].volume - 1260) < 0.0001)
+        self.assertTrue(abs(k[1].open - 104.3) < 0.0001)
+        self.assertTrue(abs(k[9].open - 127.61) < 0.0001)
 
     def test_pickle(self):
         if not constant.pickle_support:
@@ -61,4 +61,4 @@ class KDataTest(unittest.TestCase):
 
 
 def suite():
-    return unittest.TestLoader().loadTestsFromTestCase(KDataTest)
+    return unittest.TestLoader().loadTestsFromTestCase(KDataTest)

hikyuu/test/Stock.py

@@ -36,12 +36,12 @@ class StockTest(unittest.TestCase):
 
         s1 = sm['sh000001']
         s2 = sm['sh000001']
-        self.assert_(s1 == s2)
-        self.assert_(not (s1 != s2))
+        self.assertTrue(s1 == s2)
+        self.assertTrue(not (s1 != s2))
 
         s2 = sm['sz000001']
-        self.assert_(not (s1 == s2))
-        self.assert_(s1 != s2)
+        self.assertTrue(not (s1 == s2))
+        self.assertTrue(s1 != s2)
 
     def test_pickle(self):
         if not constant.pickle_support:
@@ -79,7 +79,7 @@ class StockTest(unittest.TestCase):
 
         self.assertEqual(stk.valid, False)
         stk.valid = True
-        self.assert_(stk.valid)
+        self.assertTrue(stk.valid)
 
         self.assertNotEqual(stk.type, constant.STOCKTYPE_A)
         stk.type = constant.STOCKTYPE_A
@@ -113,14 +113,14 @@ class StockTest(unittest.TestCase):
         self.assertEqual(len(k), 1)
         self.assertEqual(k[0], KRecord(Datetime(20010101), 5.0, 9.0, 4.0, 6.5, 1000.0, 100000.0))
 
-        self.assert_(stk not in sm)
+        self.assertTrue(stk not in sm)
         sm.add_stock(stk)
-        self.assert_(stk in sm)
+        self.assertTrue(stk in sm)
         stk2 = sm['ab000001']
-        self.assert_(not stk2.is_null())
-        self.assert_(stk2, stk)
+        self.assertTrue(not stk2.is_null())
+        self.assertTrue(stk2, stk)
         sm.remove_stock("ab000001")
-        self.assert_(stk not in sm)
+        self.assertTrue(stk not in sm)
 
 
 def suite():

{hikyuu-2.2.3.dist-info → hikyuu-2.3.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: hikyuu
-Version: 2.2.3
+Version: 2.3.0
 Summary: Hikyuu Quant Framework for System Trading Analysis and backtester
 Home-page: http://hikyuu.org/
 Author: fasiondog
@@ -16,6 +16,8 @@ Classifier: Topic :: Office/Business :: Financial :: Investment
 Classifier: Topic :: Scientific/Engineering :: Mathematics
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Operating System :: MacOS :: MacOS X
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
@@ -53,7 +55,7 @@ Requires-Dist: tdqm
 
 ![img](https://static.pepy.tech/badge/hikyuu) ![img](https://static.pepy.tech/badge/hikyuu/month) ![img](https://static.pepy.tech/badge/hikyuu/week) ![img](https://github.com/fasiondog/hikyuu/workflows/win-build/badge.svg) ![img](https://github.com/fasiondog/hikyuu/workflows/ubuntu-build/badge.svg) ![img](https://img.shields.io/github/license/mashape/apistatus.svg)
 
-Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架，用于策略分析及回测（目前主要用于国内A股市场）。其核心思想基于当前成熟的系统化交易方法，将整个系统化交易抽象为由市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法七大组件，你可以分别构建这些组件的策略资产库，在实际研究中对它们自由组合来观察系统的有效性、稳定性以及单一种类策略的效果。
+Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架，用于策略分析及回测（目前主要用于国内A股市场）。其核心思想基于当前成熟的系统化交易方法，将整个系统化交易抽象为由市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法等组件，你可以分别构建这些组件的策略资产库，在实际研究中对它们自由组合来观察系统的有效性、稳定性以及单一种类策略的效果。
 
 👉 **项目地址：**
 
@@ -94,7 +96,7 @@ Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架
 
 # 为什么选择 Hikyuu？
 
-* **组合灵活，分类构建策略资产库** Hikyuu对系统化交易方法进行了良好的抽象，包含了九大策略组件：市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法、交易对象选择策略、资金分配策略。可以在此基础上构建自己的策略库，并进行灵活的组合和测试。在进行策略探索时，可以更加专注于某一方面的策略性能与影响。其主要功能模块如下：![img](docs/source/_static/10002-function-arc.png)
+* **组合灵活，分类构建策略资产库** Hikyuu对系统化交易方法进行了良好的抽象：市场环境判断策略、系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法、交易对象选择策略、资金分配策略。可以在此基础上构建自己的策略库，并进行灵活的组合和测试。在进行策略探索时，可以更加专注于某一方面的策略性能与影响。其主要功能模块如下：![img](docs/source/_static/10002-function-arc.png)
 * **性能保障，打造自己的专属应用** 目前项目包含了3个主要组成部分：基于C++的核心库、对C++进行包装的Python库(hikyuu)、基于Python的交互式工具。
   * AMD 7950x 实测：A股全市场（1913万日K线）仅加载全部日线计算 20日 MA 并求最后 MA 累积和，首次执行含数据加载 耗时 6秒，数据加载完毕后计算耗时 166 毫秒，详见: [性能实测](https://mp.weixin.qq.com/s?__biz=MzkwMzY1NzYxMA==&mid=2247483768&idx=1&sn=33e40aa9633857fa7b4c7ded51c95ae7&chksm=c093a09df7e4298b3f543121ba01334c0f8bf76e75c643afd6fc53aea1792ebb92de9a32c2be&mpshare=1&scene=23&srcid=05297ByHT6DEv6XAmyje1oOr&sharer_shareinfo=b38f5f91b4efd8fb60303a4ef4774748&sharer_shareinfo_first=b38f5f91b4efd8fb60303a4ef4774748#rd)
   * C++核心库，提供了整体的策略框架，在保证性能的同时，已经考虑了对多线程和多核处理的支持，在未来追求更高运算速度提供便利。C++核心库，可以单独剥离使用，自行构建自己的客户端工具。
@@ -125,3 +127,24 @@ Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架
 ## QQ交流群：114910869, 或扫码加入
 
 ![img](docs/source/_static/10003-qq.png)
+
+## 项目依赖说明
+
+Hikyuu直接依赖以下开源项目（由以下项目间接依赖的项目未列出），感谢所有开源作者的贡献：
+
+| 名称          | 项目地址                                                                    | License                                                                               |
+| ------------- | --------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- |
+| xmake         | [https://github.com/xmake-io/xmake](https://github.com/xmake-io/xmake)         | Apache 2.0                                                                            |
+| hdf5          | [https://github.com/HDFGroup/hdf5](https://github.com/HDFGroup/hdf5)           | [hdf5 license](https://github.com/HDFGroup/hdf5?tab=License-1-ov-file#License-1-ov-file) |
+| mysql(client) | [https://github.com/mysql/mysql-server]()                                      | [mysql license](https://github.com/mysql/mysql-server?tab=License-1-ov-file#readme)      |
+| fmt           | [https://github.com/fmtlib/fmt](https://github.com/fmtlib/fmt)                 | [fmt license](https://github.com/fmtlib/fmt?tab=License-1-ov-file#readme)                |
+| spdlog        | [https://github.com/gabime/spdlog](https://github.com/gabime/spdlog)           | MIT                                                                                   |
+| sqlite        | [https://www.sqlite.org/](https://www.sqlite.org/)                             | [sqlite license](https://www.sqlite.org/copyright.html)                                  |
+| flatbuffers   | [https://github.com/google/flatbuffers](https://github.com/google/flatbuffers) | Apache 2.0                                                                            |
+| nng           | [https://github.com/nanomsg/nng](https://github.com/nanomsg/nng)               | MIT                                                                                   |
+| nlohmann_json | [https://github.com/nlohmann/json](https://github.com/nlohmann/json)           | MIT                                                                                   |
+| boost         | [https://www.boost.org/](https://www.boost.org/)                               | [Boost Software License](https://www.boost.org/users/license.html)                       |
+| python        | [https://www.python.org/](https://www.python.org/)                             | [Python license](https://docs.python.org/3/license.html)                                 |
+| pybind11      | [https://github.com/pybind/pybind11](https://github.com/pybind/pybind11)       | [pybind11 license](https://github.com/pybind/pybind11?tab=License-1-ov-file#readme)      |
+| gzip-hpp      | [https://github.com/mapbox/gzip-hpp](https://github.com/mapbox/gzip-hpp)       | BSD-2-Clause license                                                                  |
+| doctest       | [https://github.com/doctest/doctest](https://github.com/doctest/doctest)       | MIT                                                                                   |