hikyuu 2.2.4__py3-none-macosx_11_1_arm64.whl

hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Bool.h

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+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-12-21
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 布尔信号指标系统有效条件
+ * @param ind bool类型的指标，指标中相应位置>0则代表系统有效，否则无效
+ * @return
+ */
+CNPtr HKU_API CN_Bool(const Indicator& ind);
+
+} /* namespace hku */

hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Logic.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-02-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 两个系统有效条件相与，等效于两者的交集
+ * @param cond1 系统有效条件1
+ * @param cond2 系统有效条件2
+ * @return AndCondition 实例指针
+ */
+HKU_API ConditionPtr operator&(const ConditionPtr& cond1, const ConditionPtr& cond2);
+
+/**
+ * 两个系统有效条件相或，等效于两者的并集
+ * @param cond1 系统有效条件1
+ * @param cond2 系统有效条件2
+ * @return OrCondition 实例指针
+ */
+HKU_API ConditionPtr operator|(const ConditionPtr& cond1, const ConditionPtr& cond2);
+
+HKU_API ConditionPtr operator+(const ConditionPtr& cond1, const ConditionPtr& cond2);
+HKU_API ConditionPtr operator-(const ConditionPtr& cond1, const ConditionPtr& cond2);
+HKU_API ConditionPtr operator*(const ConditionPtr& cond1, const ConditionPtr& cond2);
+HKU_API ConditionPtr operator/(const ConditionPtr& cond1, const ConditionPtr& cond2);
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Manual.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手工添加有效性的CN，用于测试或其他特殊用途
+ * @return CNPtr
+ */
+CNPtr HKU_API CN_Manual();
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/crt/CN_OPLine.h

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+/*
+ * CN_OPLine.h
+ *
+ *  Created on: 2016年5月10日
+ *      Author: Administrator
+ */
+
+#pragma once
+#ifndef TRADE_SYS_CONDITION_CRT_CN_OPLINE_H_
+#define TRADE_SYS_CONDITION_CRT_CN_OPLINE_H_
+
+#include "../../../indicator/Indicator.h"
+#include "../ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 固定使用股票最小交易量进行交易，计算权益曲线的op值，当权益曲线高于op时，系统有效，否则无效。
+ * @param op
+ * @return
+ */
+CNPtr HKU_API CN_OPLine(const Indicator& op);
+
+} /* namespace hku */
+
+#endif /* TRADE_SYS_CONDITION_CRT_CN_OPLINE_H_ */

hikyuu/include/hikyuu/trade_sys/condition/crt/__init__.py

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+

hikyuu/include/hikyuu/trade_sys/condition/imp/BoolCondition.h

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+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-12-21
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "../ConditionBase.h"
+
+namespace hku {
+
+class BoolCondition : public ConditionBase {
+public:
+    BoolCondition();
+    explicit BoolCondition(const Indicator&);
+    virtual ~BoolCondition();
+
+    virtual void _calculate() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    Indicator m_ind;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_ind);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/ManualCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+class ManualCondition : public ConditionBase {
+    CONDITION_IMP(ManualCondition)
+    CONDITION_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualCondition();
+    virtual ~ManualCondition() = default;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/OPLineCondition.h

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+/*
+ * OPCondition.h
+ *
+ *  Created on: 2016年5月9日
+ *      Author: Administrator
+ */
+
+#pragma once
+#ifndef TRADE_SYS_CONDITION_IMP_OPLINECONDITION_H_
+#define TRADE_SYS_CONDITION_IMP_OPLINECONDITION_H_
+
+#include "../ConditionBase.h"
+#include "../../../indicator/Indicator.h"
+
+namespace hku {
+
+class OPLineCondition : public ConditionBase {
+public:
+    OPLineCondition();
+    explicit OPLineCondition(const Indicator&);
+    virtual ~OPLineCondition();
+
+    virtual void _calculate() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    Indicator m_op;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_op);
+    }
+#endif
+};
+
+} /* namespace hku */
+
+#endif /* TRADE_SYS_CONDITION_IMP_OPLINECONDITION_H_ */

hikyuu/include/hikyuu/trade_sys/condition/imp/SubCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240223 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+class HKU_API SubCondition : public ConditionBase {
+public:
+    SubCondition();
+    SubCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~SubCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/__init__.py

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+

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/AddCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240223 added by fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+class HKU_API AddCondition : public ConditionBase {
+public:
+    AddCondition();
+    AddCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~AddCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/AndCondition.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-02-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+class HKU_API AndCondition : public ConditionBase {
+public:
+    AndCondition();
+    AndCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~AndCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/DivCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240223 added by fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+class HKU_API DivCondition : public ConditionBase {
+public:
+    DivCondition();
+    DivCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~DivCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/MultiCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240223 added by fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+class HKU_API MultiCondition : public ConditionBase {
+public:
+    MultiCondition();
+    MultiCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~MultiCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/OrCondition.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240223 added by fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/trade_sys/condition/ConditionBase.h"
+
+namespace hku {
+
+class HKU_API OrCondition : public ConditionBase {
+public:
+    OrCondition();
+    OrCondition(const ConditionPtr& cond1, const ConditionPtr& cond2);
+    virtual ~OrCondition();
+
+    virtual void _calculate() override;
+    virtual void _reset() override;
+    virtual ConditionPtr _clone() override;
+
+private:
+    ConditionPtr m_cond1;
+    ConditionPtr m_cond2;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(ConditionBase);
+        ar& BOOST_SERIALIZATION_NVP(m_cond1);
+        ar& BOOST_SERIALIZATION_NVP(m_cond2);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/trade_sys/condition/imp/logic/__init__.py

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+

hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h

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+/*
+ * Environment.h
+ *
+ *  Created on: 2013-2-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef ENVIRONMENT_H_
+#define ENVIRONMENT_H_
+
+#include <set>
+#include <shared_mutex>
+#include "../../KQuery.h"
+#include "../../utilities/Parameter.h"
+
+namespace hku {
+
+/**
+ * 环境判定策略基类
+ * @note 外部环境应该和具体的交易对象没有关系
+ * @ingroup Environment
+ */
+class HKU_API EnvironmentBase : public enable_shared_from_this<EnvironmentBase> {
+    PARAMETER_SUPPORT_WITH_CHECK
+
+public:
+    EnvironmentBase();
+    explicit EnvironmentBase(const string& name);
+    virtual ~EnvironmentBase();
+
+    // 用于 python clone, 但由于 mutex, 是非线程安全的
+    EnvironmentBase(const EnvironmentBase&);
+
+    /** 获取名称 */
+    const string& name() const {
+        return m_name;
+    }
+
+    /** 设置名称 */
+    void name(const string& name) {
+        m_name = name;
+    }
+
+    /** 复位 */
+    void reset();
+
+    /** 设置查询条件 */
+    void setQuery(const KQuery& query);
+
+    /** 获取查询条件 */
+    const KQuery& getQuery() const {
+        return m_query;
+    }
+
+    typedef shared_ptr<EnvironmentBase> EnvironmentPtr;
+    /**
+     * 克隆操作
+     * @note Environment不同于其他的系统策略组件，它是不和特定的交易对象绑定的，可以共享，本质是
+     *       上是不需要clone操作的，这里仅仅是为了整齐以及可能存在的特殊场景使用。
+     */
+    EnvironmentPtr clone();
+
+    /**
+     * 加入有效时间，在_calculate中调用
+     * @param datetime 系统有效日期
+     */
+    void _addValid(const Datetime& datetime);
+
+    /**
+     * 判断指定日期的外部环境是否有效
+     * @param datetime 指定日期
+     * @return true 有效 | false 无效
+     */
+    bool isValid(const Datetime& datetime);
+
+    /** 子类计算接口 */
+    virtual void _calculate() = 0;
+
+    /** 子类复位接口 */
+    virtual void _reset() {}
+
+    /** 子类克隆接口 */
+    virtual EnvironmentPtr _clone() = 0;
+
+protected:
+    string m_name;
+    KQuery m_query;
+    std::set<Datetime> m_valid;
+    std::shared_mutex m_mutex;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+private:
+    friend class boost::serialization::access;
+    template <class Archive>
+    void save(Archive& ar, const unsigned int version) const {
+        ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_params);
+        // ev可能多个系统共享，保留m_query可能用于查错
+        ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_valid);
+    }
+
+    template <class Archive>
+    void load(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_valid);
+    }
+
+    BOOST_SERIALIZATION_SPLIT_MEMBER()
+#endif /* HKU_SUPPORT_SERIALIZATION */
+};
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_SERIALIZATION_ASSUME_ABSTRACT(EnvironmentBase)
+#endif
+
+#if HKU_SUPPORT_SERIALIZATION
+/**
+ * 对于没有私有变量的继承子类，可直接使用该宏定义序列化
+ * @code
+ * class Drived: public EnvironmentBase {
+ *     ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION
+ *
+ * public:
+ *     Drived();
+ *     ...
+ * };
+ * @endcode
+ * @ingroup Environment
+ */
+#define ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION               \
+private:                                                          \
+    friend class boost::serialization::access;                    \
+    template <class Archive>                                      \
+    void serialize(Archive& ar, const unsigned int version) {     \
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(EnvironmentBase); \
+    }
+#else
+#define ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION
+#endif
+
+/**
+ * 客户程序都应使用该指针类型
+ * @ingroup Environment
+ */
+typedef shared_ptr<EnvironmentBase> EnvironmentPtr;
+typedef shared_ptr<EnvironmentBase> EVPtr;
+
+#define ENVIRONMENT_IMP(classname)             \
+public:                                        \
+    virtual EnvironmentPtr _clone() override { \
+        return std::make_shared<classname>();  \
+    }                                          \
+    virtual void _calculate() override;
+
+/**
+ * 输出Environment信息，如：Environment(name, params[...])
+ * @ingroup Environment
+ */
+HKU_API std::ostream& operator<<(std::ostream& os, const EnvironmentPtr&);
+HKU_API std::ostream& operator<<(std::ostream& os, const EnvironmentBase&);
+
+} /* namespace hku */
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::EnvironmentBase> : ostream_formatter {};
+
+template <>
+struct fmt::formatter<hku::EnvironmentPtr> : ostream_formatter {};
+#endif
+
+#endif /* ENVIRONMENT_H_ */

hikyuu/include/hikyuu/trade_sys/environment/__init__.py

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+

hikyuu/include/hikyuu/trade_sys/environment/build_in.h

@@ -0,0 +1,16 @@
+/*
+ * build_in.h
+ *
+ *  Created on: 2013-5-5
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef ENVIRONMENT_BUILD_IN_H_
+#define ENVIRONMENT_BUILD_IN_H_
+
+#include "crt/EV_TwoLine.h"
+#include "crt/EV_Bool.h"
+#include "crt/EV_Manual.h"
+
+#endif /* ENVIRONMENT_BUILD_IN_H */