hikyuu 2.2.4__py3-none-macosx_11_1_arm64.whl

hikyuu/include/hikyuu/Block.h

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+/*
+ * Block.h
+ *
+ *  Created on: 2015年2月8日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef BLOCK_H_
+#define BLOCK_H_
+
+#include "StockMapIterator.h"
+
+namespace hku {
+
+/**
+ * 板块类，可视为证券的容器
+ * @ingroup StockManage
+ */
+class HKU_API Block {
+public:
+    Block() noexcept;
+    Block(const string& category, const string& name) noexcept;
+    Block(const string& category, const string& name, const string& indexCode) noexcept;
+    Block(const Block&) noexcept;
+    Block(Block&&) noexcept;
+    Block& operator=(const Block&) noexcept;
+    Block& operator=(Block&&) noexcept;
+    virtual ~Block();
+
+    typedef StockMapIterator const_iterator;
+    const_iterator begin() const {
+        const_iterator iter;
+        if (m_data)
+            iter = StockMapIterator(m_data->m_stockDict.begin());
+        return iter;
+    }
+
+    const_iterator end() const {
+        const_iterator iter;
+        if (m_data)
+            iter = StockMapIterator(m_data->m_stockDict.end());
+        return iter;
+    }
+
+    bool operator==(const Block& blk) const {
+        return m_data == blk.m_data;
+    }
+
+    bool operator!=(const Block& blk) const {
+        return m_data != blk.m_data;
+    }
+
+    /** 获取板块类别 */
+    string category() const {
+        return m_data ? m_data->m_category : "";
+    }
+
+    /** 获取板块名称 */
+    string name() const {
+        return m_data ? m_data->m_name : "";
+    }
+
+    /** 设置板块类别 */
+    void category(const string& category) {
+        if (!m_data)
+            m_data = make_shared<Data>();
+        m_data->m_category = category;
+    }
+
+    /** 设置名称 */
+    void name(const string& name) {
+        if (!m_data)
+            m_data = make_shared<Data>();
+        m_data->m_name = name;
+    }
+
+    /** 是否包含指定的证券 */
+    bool have(const string& market_code) const;
+
+    /** 是否包含指定的证券 */
+    bool have(const Stock& stock) const;
+
+    /** 获取指定的证券 */
+    Stock get(const string& market_code) const;
+
+    /** 获取指定的证券 */
+    Stock operator[](const string& market_code) const {
+        return get(market_code);
+    }
+
+    /** 获取板块下所有证券 */
+    StockList getStockList(
+      std::function<bool(const Stock&)>&& filter = std::function<bool(const Stock&)>()) const;
+
+    /** 加入指定证券 */
+    bool add(const Stock& stock);
+
+    /** 加入指定证券 */
+    bool add(const string& market_code);
+
+    /**
+     * 加入指定的证券列表
+     * @param stocks 证券列表
+     * @return true 全部成功
+     * @return false 存在失败
+     */
+    bool add(const StockList& stocks);
+
+    /**
+     * 加入指定的证券列表
+     * @param market_codes 证券标识列表
+     * @return true 全部成功
+     * @return false 存在失败
+     */
+    bool add(const StringList& market_codes);
+
+    /** 移除指定证券 */
+    bool remove(const string& market_code);
+
+    /** 移除指定证券 */
+    bool remove(const Stock& stock);
+
+    /** 包含的证券数量 */
+    size_t size() const {
+        return m_data ? m_data->m_stockDict.size() : 0;
+    }
+
+    /** 是否为空 */
+    bool empty() const {
+        return size() ? false : true;
+    }
+
+    /** 清除包含的所有证券 */
+    void clear() {
+        if (m_data)
+            m_data->m_stockDict.clear();
+    }
+
+    /** 获取对应的指数，可能为空 Stock */
+    Stock getIndexStock() const {
+        return m_data ? m_data->m_indexStock : Stock();
+    }
+
+    /** 设置对应的指数 */
+    void setIndexStock(const Stock& stk);
+
+private:
+    struct HKU_API Data {
+        string m_category;
+        string m_name;
+        Stock m_indexStock;  // 对应指数，可能不存在
+        StockMapIterator::stock_map_t m_stockDict;
+    };
+    shared_ptr<Data> m_data;
+};
+
+/** @ingroup StockManage */
+typedef vector<Block> BlockList;
+
+HKU_API std::ostream& operator<<(std::ostream& os, const Block&);
+
+/**
+ * @brief 获取 StockManager 中的 Block
+ * @param category
+ * @param name
+ * @return HKU_API
+ */
+HKU_API Block getBlock(const string& category, const string& name);
+
+} /* namespace hku */
+
+#endif /* BLOCK_H_ */

hikyuu/include/hikyuu/DataType.h

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+/*
+ * DataType.h
+ *
+ * Created on: 2009-11-8
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DATATYPE_H_
+#define DATATYPE_H_
+
+#ifndef HKU_API
+#define HKU_API
+#endif
+
+#ifndef NOMINMAX
+#define NOMINMAX
+#endif
+
+#include "config.h"
+#include <boost/config.hpp>
+
+#include <stdio.h>
+#include <cstdint>
+#include <iostream>
+#include <list>
+#include <cmath>
+#include <memory>
+// #include <vector>
+#include <map>
+#include <unordered_map>
+#include <set>
+#include <unordered_set>
+
+#include "utilities/Log.h"
+#include "utilities/osdef.h"
+#include "utilities/cppdef.h"
+#include "utilities/datetime/Datetime.h"
+#include "utilities/Null.h"
+#include "utilities/arithmetic.h"
+#include "utilities/SpendTimer.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+#include <boost/serialization/nvp.hpp>
+#include <boost/serialization/split_free.hpp>
+#include <boost/serialization/shared_ptr.hpp>
+#include <boost/serialization/assume_abstract.hpp>
+#include <boost/serialization/base_object.hpp>
+#include <boost/serialization/string.hpp>
+#include <boost/serialization/vector.hpp>
+#include <boost/serialization/list.hpp>
+#include <boost/serialization/map.hpp>
+#include <boost/serialization/unordered_map.hpp>
+#include <boost/serialization/set.hpp>
+#include <boost/serialization/unordered_set.hpp>
+
+#if HKU_SUPPORT_XML_ARCHIVE
+#include <boost/archive/xml_oarchive.hpp>
+#include <boost/archive/xml_iarchive.hpp>
+#endif /* HKU_SUPPORT_XML_ARCHIVE */
+
+#if HKU_SUPPORT_TEXT_ARCHIVE
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#endif /* HKU_SUPPORT_TEXT_ARCHIVE */
+
+#if HKU_SUPPORT_BINARY_ARCHIVE
+#include <boost/archive/binary_oarchive.hpp>
+#include <boost/archive/binary_iarchive.hpp>
+#endif /* HKU_SUPPORT_BINARY_ARCHIVE */
+
+#include <boost/serialization/export.hpp>
+#endif /* HKU_SUPPORT_SERIALIZATION */
+
+#if defined(_MSC_VER)
+#pragma warning(disable : 4251)
+#pragma warning(disable : 4290)
+#pragma warning(disable : 4996)
+#endif
+
+namespace hku {
+
+/**
+ * @ingroup DataType
+ * @{
+ */
+
+// MSVC 的 __cpluscplus 之在 VS2017 之后才有正确的版本号，且只支持 C++17 及以上, 详见：
+// https://docs.microsoft.com/zh-cn/cpp/build/reference/zc-cplusplus?view=vs-2019
+#if defined(_MSC_VER) || __cplusplus < 201103L
+#if !defined(int64_t)
+typedef long long int64_t;
+#endif
+
+#if !defined(uint64_t)
+typedef unsigned long long uint64_t;
+#endif
+
+#if !defined(int32_t)
+typedef int int32_t;
+#endif
+
+#if !defined(uint32_t)
+typedef unsigned uint32_t;
+#endif
+
+#if !defined(int8_t)
+typedef char int8_t;
+#endif
+
+#if !defined(uint8_t)
+typedef unsigned char uint8_t;
+#endif
+
+#else
+using std::int32_t;
+using std::int64_t;
+using std::int8_t;
+using std::uint32_t;
+using std::uint64_t;
+using std::uint8_t;
+
+#endif /* #if defined(_MSC_VER) || __cplusplus < 201103L */
+
+#ifndef MAX_DOUBLE
+#define MAX_DOUBLE std::numeric_limits<double>::max()
+#endif
+
+typedef double price_t;
+
+using std::string;
+
+using std::enable_shared_from_this;
+using std::make_shared;
+using std::make_unique;
+using std::shared_ptr;
+using std::unique_ptr;
+
+using std::list;
+using std::map;
+using std::unordered_map;
+using std::vector;
+
+typedef vector<price_t> PriceList;
+typedef vector<string> StringList;
+
+using std::isfinite;
+using std::isinf;
+using std::isnan;
+
+using fmt::format;
+
+inline std::ostream &operator<<(std::ostream &os, const PriceList &p) {
+    size_t len = p.size();
+    const size_t print = 3;
+    os << "[";
+    for (size_t i = 0; i < len; i++) {
+        if ((i < print) || (i >= len - print)) {
+            os << p[i];
+            if (i != len - 1)
+                os << ", ";
+        } else if (i == 3)
+            os << "..., ";
+    }
+    os << "]";
+    return os;
+}
+
+/** @} */
+
+}  // namespace hku
+
+#endif /* DATATYPE_H_ */

hikyuu/include/hikyuu/GlobalInitializer.h

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+/*
+ * GlobalInitializer.h
+ *
+ * Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-11-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef HKU_GLOBAL_INITIALIZER_H
+#define HKU_GLOBAL_INITIALIZER_H
+
+#ifndef HKU_API
+#define HKU_API
+#endif
+
+namespace hku {
+
+class HKU_API GlobalInitializer {
+public:
+    GlobalInitializer() {
+        if (m_count++ == 0) {
+            init();
+        }
+    }
+
+    ~GlobalInitializer() {
+        if (--m_count == 0) {
+            clean();
+        }
+    }
+
+private:
+    void init();
+    void clean();
+
+private:
+    static int m_count;
+};
+
+static GlobalInitializer s_global_initializer;
+
+} /* namespace hku */
+
+#endif /* HKU_GLOBAL_INITIALIZER_H */

hikyuu/include/hikyuu/HistoryFinanceInfo.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-13
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "DataType.h"
+
+namespace hku {
+
+/**
+ * 历史财务信息记录
+ * @ingroup StockManage
+ */
+struct HKU_API HistoryFinanceInfo {
+    Datetime fileDate;    ///< 用于区分一季报、半年报、三季报、年报
+    Datetime reportDate;  ///< 财务报告日期
+    vector<float>
+      values;  ///< 详细财务信息，字段索引可使用 StockManager.getHistoryFinanceAllFields 查询
+
+    HistoryFinanceInfo() = default;
+    HistoryFinanceInfo(const HistoryFinanceInfo&) = default;
+    HistoryFinanceInfo(HistoryFinanceInfo&& rv)
+    : fileDate(std::move(rv.fileDate)),
+      reportDate(std::move(rv.reportDate)),
+      values(std::move(rv.values)) {}
+
+    HistoryFinanceInfo& operator=(const HistoryFinanceInfo&);
+    HistoryFinanceInfo& operator=(HistoryFinanceInfo&&);
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/KData.h

@@ -0,0 +1,271 @@
+/*
+ * KData.h
+ *
+ *  Created on: 2012-9-25
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef KDATA_H_
+#define KDATA_H_
+
+#include "KDataImp.h"
+
+namespace hku {
+
+class HKU_API Indicator;
+
+/**
+ * K线数据
+ * @ingroup StockManage
+ */
+class HKU_API KData {
+public:
+    KData();
+    KData(const KData&);
+    KData(const Stock& stock, const KQuery& query);
+    virtual ~KData() {}
+
+    KData& operator=(const KData&);
+
+    // 移动语义对 KData 没有实际用处，而且会导致 KData 可能存在空 imp 的情况
+    // 主要是 boost::any_cast 需要，予以保留，但使用时不要到 KData 执行 std::move
+    KData(KData&&);
+    KData& operator=(KData&&);
+
+    size_t size() const;
+    bool empty() const;
+
+    bool operator==(const KData&) const;
+    bool operator!=(const KData&) const;
+
+    DatetimeList getDatetimeList() const;
+
+    /** 获取指定位置的KRecord，未作越界检查 */
+    const KRecord& getKRecord(size_t pos) const;
+
+    /** 按日期查询KRecord */
+    const KRecord& getKRecord(Datetime datetime) const;
+
+    /** 同getKRecord @see getKRecord */
+    const KRecord& operator[](size_t pos) const {
+        return getKRecord(pos);
+    }
+
+    /** 同getKRecord @see getKRecord */
+    const KRecord& operator[](Datetime datetime) const {
+        return getKRecord(datetime);
+    }
+
+    /**
+     * 通过当前 KData 获取一个保持数据类型、复权类型不变的新的 KData
+     * @note 新的 KData 并不一定是原 KData 的子集
+     * @param start 起始日期
+     * @param end 结束日期
+     */
+    KData getKData(const Datetime& start, const Datetime& end) const;
+
+    /** 按日期查询对应的索引位置，注：是 KData 中的位置，不是在 Stock 中原始K记录的位置 */
+    size_t getPos(const Datetime& datetime) const;
+
+    /** 按日期获取在原始 K 线记录中的位置 */
+    size_t getPosInStock(Datetime datetime) const;
+
+    /** 获取关联的KQuery */
+    const KQuery& getQuery() const;
+
+    /** 获取关联的Stock，如果没有关联返回Null<Stock> */
+    const Stock& getStock() const;
+
+    /** 获取在原始K线记录中对应的起始位置，如果为空返回0 */
+    size_t startPos() const;
+
+    /** 获取在原始K线记录中对应的最后一条记录的位置，如果为空返回0,其他等于endPos - 1 */
+    size_t lastPos() const;
+
+    /** 获取在原始K线记录中对应范围的下一条记录的位置，如果为空返回0,其他等于lastPos + 1 */
+    size_t endPos() const;
+
+    /** 输出数据到指定的文件中 */
+    void tocsv(const string& filename);
+
+    string toString() const;
+
+    /** 开盘价 */
+    Indicator open() const;
+
+    /** 最高价 */
+    Indicator high() const;
+
+    /** 收盘价 */
+    Indicator close() const;
+
+    /** 最低价 */
+    Indicator low() const;
+
+    /** 成交量 */
+    Indicator vol() const;
+
+    /** 成交金额 */
+    Indicator amo() const;
+
+public:
+    typedef KRecordList::iterator iterator;
+    typedef KRecordList::const_iterator const_iterator;
+    iterator begin();
+    iterator end();
+    const_iterator cbegin() const;
+    const_iterator cend() const;
+    const KRecord* data() const;
+
+private:
+    static KRecord ms_null_krecord;
+
+private:
+    KDataImpPtr m_imp;
+};
+
+/**
+ * 输出KData信息
+ * @details
+ * <pre>
+ * KData{
+ *   size : 738501
+ *   stock: Stock(SH, 000001, 上证指数, 指数, 1, 1990-Dec-19 00:00:00, +infinity),
+ *   query: KQuery(0, 99999999999, INDEX, MIN, NO_RECOVER)
+ *  }
+ * </pre>
+ * @ingroup StockManage
+ */
+HKU_API std::ostream& operator<<(std::ostream& os, const KData& kdata);
+
+/**
+ * 根据股票标识按指定的查询条件查询的 K 线数据
+ * @param market_code 股票标识
+ * @param query 查询条件
+ * @ingroup StockManage
+ */
+KData HKU_API getKData(const string& market_code, const KQuery& query);
+
+/**
+ * 根据股票标识直接按日期查询获取相应的 K 线数据
+ * @param market_code 股票标识
+ * @param start 起始日期
+ * @param end 结束日期
+ * @param ktype K线类型
+ * @param recoverType 复权类型
+ * @ingroup StockManage
+ */
+KData HKU_API getKData(const string& market_code, const Datetime& start = Datetime::min(),
+                       const Datetime& end = Null<Datetime>(),
+                       const KQuery::KType& ktype = KQuery::DAY,
+                       KQuery::RecoverType recoverType = KQuery::NO_RECOVER);
+
+/**
+ * 根据股票标识直接按索引位置查询获取相应的 K 线数据
+ * @param market_code 股票标识
+ * @param start 起始索引
+ * @param end 结束索引
+ * @param ktype K线类型
+ * @param recoverType 复权类型
+ * @ingroup StockManage
+ */
+KData HKU_API getKData(const string& market_code, int64_t start = 0, int64_t end = Null<int64_t>(),
+                       const KQuery::KType& ktype = KQuery::DAY,
+                       KQuery::RecoverType recoverType = KQuery::NO_RECOVER);
+
+inline KData::KData(const KData& x) : m_imp(x.m_imp) {}
+
+inline KData::KData(KData&& x) : m_imp(std::move(x.m_imp)) {}
+
+inline KData& KData::operator=(const KData& x) {
+    if (this == &x)
+        return *this;
+    m_imp = x.m_imp;
+    return *this;
+}
+
+inline KData& KData::operator=(KData&& x) {
+    if (this == &x)
+        return *this;
+    m_imp = std::move(x.m_imp);
+    return *this;
+}
+
+inline DatetimeList KData::getDatetimeList() const {
+    return m_imp->getDatetimeList();
+}
+
+inline const KRecord& KData::getKRecord(size_t pos) const {
+    return m_imp->getKRecord(pos);  // 不会抛出异常
+}
+
+inline const KRecord& KData::getKRecord(Datetime datetime) const {
+    size_t pos = getPos(datetime);
+    return pos != Null<size_t>() ? getKRecord(pos) : ms_null_krecord;
+}
+
+inline size_t KData::getPos(const Datetime& datetime) const {
+    return m_imp->getPos(datetime);
+}
+
+inline size_t KData::size() const {
+    return m_imp->size();
+}
+
+inline bool KData::empty() const {
+    return m_imp->empty();
+}
+
+inline const KQuery& KData::getQuery() const {
+    return m_imp->getQuery();
+}
+
+inline const Stock& KData::getStock() const {
+    return m_imp->getStock();
+}
+
+inline size_t KData::startPos() const {
+    return m_imp->startPos();
+}
+
+inline size_t KData::endPos() const {
+    return m_imp->endPos();
+}
+
+inline size_t KData::lastPos() const {
+    return m_imp->lastPos();
+}
+
+inline bool KData::operator!=(const KData& other) const {
+    return !(*this == other);
+}
+
+inline KData::iterator KData::begin() {
+    return m_imp->begin();
+}
+
+inline KData::iterator KData::end() {
+    return m_imp->end();
+}
+
+inline KData::const_iterator KData::cbegin() const {
+    return m_imp->cbegin();
+}
+
+inline KData::const_iterator KData::cend() const {
+    return m_imp->cend();
+}
+
+inline const KRecord* KData::data() const {
+    return m_imp->data();
+}
+
+} /* namespace hku */
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::KData> : ostream_formatter {};
+#endif
+
+#endif /* KDATA_H_ */