hikyuu 2.2.4__py3-none-win_amd64.whl → 2.3.0__py3-none-win_amd64.whl

hikyuu/include/hikyuu/indicator_talib/ta_crt.h

@@ -0,0 +1,320 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-12-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/config.h"
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/indicator/crt/CVAL.h"
+
+#if HKU_ENABLE_TA_LIB
+
+#define TA_IN1_OUT_CRT(func)                        \
+    Indicator HKU_API func();                       \
+    inline Indicator func(const Indicator& ind) {   \
+        return func()(ind);                         \
+    }                                               \
+    inline Indicator func(Indicator::value_t val) { \
+        return func(CVAL(val));                     \
+    }
+
+#define TA_IN1_OUT_N_CRT(func, period)                                 \
+    Indicator HKU_API func(int n = period);                            \
+    Indicator HKU_API func(const IndParam& n);                         \
+    inline Indicator func(const Indicator& ind, int n = period) {      \
+        return func(n)(ind);                                           \
+    }                                                                  \
+    inline Indicator func(const Indicator& data, const IndParam& n) {  \
+        return func(n)(data);                                          \
+    }                                                                  \
+    inline Indicator func(const Indicator& data, const Indicator& n) { \
+        return func(IndParam(n))(data);                                \
+    }
+
+#define TA_IN2_OUT_CRT(func)                                              \
+    Indicator HKU_API func(const Indicator& ind1, const Indicator& ind2); \
+    Indicator HKU_API func();
+
+#define TA_IN2_OUT_N_CRT(func, period)                                                    \
+    Indicator HKU_API func(const Indicator& ind1, const Indicator& ind2, int n = period); \
+    Indicator HKU_API func(int n = period);
+
+#define TA_K_OUT_CRT(func)    \
+    Indicator HKU_API func(); \
+    Indicator HKU_API func(const KData& k);
+
+#define TA_K_OUT_N_CRT(func, period)        \
+    Indicator HKU_API func(int n = period); \
+    Indicator HKU_API func(const KData& k, int n = period);
+
+#define TA_K_OUT_P_D_CRT(func, param_val)         \
+    Indicator HKU_API func(double p = param_val); \
+    Indicator HKU_API func(const KData& k, double p = param_val);
+
+namespace hku {
+
+TA_K_OUT_N_CRT(TA_ACCBANDS, 20)
+TA_IN1_OUT_CRT(TA_ACOS)
+TA_K_OUT_CRT(TA_AD)
+TA_IN2_OUT_CRT(TA_ADD)
+
+Indicator HKU_API TA_ADOSC(int fast_n = 3, int slow_n = 10);
+Indicator HKU_API TA_ADOSC(const KData& k, int fast_n = 3, int slow_n = 10);
+
+TA_K_OUT_N_CRT(TA_ADX, 14)
+TA_K_OUT_N_CRT(TA_ADXR, 14)
+
+Indicator HKU_API TA_APO(int fast_n = 12, int slow_n = 26, int matype = 0);
+inline Indicator TA_APO(const Indicator& ind, int fast_n = 12, int slow_n = 26, int matype = 0) {
+    return TA_APO(fast_n, slow_n, matype)(ind);
+}
+
+TA_K_OUT_N_CRT(TA_AROON, 14)
+TA_K_OUT_N_CRT(TA_AROONOSC, 14)
+
+TA_IN1_OUT_CRT(TA_ASIN)
+TA_IN1_OUT_CRT(TA_ATAN)
+TA_K_OUT_N_CRT(TA_ATR, 14)
+
+TA_IN1_OUT_N_CRT(TA_AVGDEV, 14)
+TA_K_OUT_CRT(TA_AVGPRICE)
+
+Indicator HKU_API TA_AVGPRICE();
+Indicator HKU_API TA_AVGPRICE(const KData& k);
+
+Indicator HKU_API TA_BBANDS(int n = 5, double nbdevup = 2., double nbdevdn = 2., int matype = 0);
+inline Indicator TA_BBANDS(const Indicator& ind, int n = 5, double nbdevup = 2.,
+                           double nbdevdn = 2., int matype = 0) {
+    return TA_BBANDS(n, nbdevup, nbdevdn, matype)(ind);
+}
+
+TA_IN2_OUT_N_CRT(TA_BETA, 5)
+TA_K_OUT_CRT(TA_BOP)
+TA_K_OUT_N_CRT(TA_CCI, 14)
+TA_K_OUT_CRT(TA_CDL2CROWS)
+TA_K_OUT_CRT(TA_CDL3BLACKCROWS)
+TA_K_OUT_CRT(TA_CDL3INSIDE)
+TA_K_OUT_CRT(TA_CDL3LINESTRIKE)
+TA_K_OUT_CRT(TA_CDL3OUTSIDE)
+TA_K_OUT_CRT(TA_CDL3STARSINSOUTH)
+TA_K_OUT_CRT(TA_CDL3WHITESOLDIERS)
+TA_K_OUT_P_D_CRT(TA_CDLABANDONEDBABY, 3.000000e-1)
+TA_K_OUT_CRT(TA_CDLADVANCEBLOCK)
+TA_K_OUT_CRT(TA_CDLBELTHOLD)
+TA_K_OUT_CRT(TA_CDLBREAKAWAY)
+TA_K_OUT_CRT(TA_CDLCLOSINGMARUBOZU)
+TA_K_OUT_CRT(TA_CDLCONCEALBABYSWALL)
+TA_K_OUT_CRT(TA_CDLCOUNTERATTACK)
+TA_K_OUT_P_D_CRT(TA_CDLDARKCLOUDCOVER, 5.000000e-1)
+TA_K_OUT_CRT(TA_CDLDOJI)
+TA_K_OUT_CRT(TA_CDLDOJISTAR)
+TA_K_OUT_CRT(TA_CDLDRAGONFLYDOJI)
+TA_K_OUT_CRT(TA_CDLENGULFING)
+TA_K_OUT_P_D_CRT(TA_CDLEVENINGDOJISTAR, 3.000000e-1)
+TA_K_OUT_P_D_CRT(TA_CDLEVENINGSTAR, 3.000000e-1)
+TA_K_OUT_CRT(TA_CDLGAPSIDESIDEWHITE)
+TA_K_OUT_CRT(TA_CDLGRAVESTONEDOJI)
+TA_K_OUT_CRT(TA_CDLHAMMER)
+TA_K_OUT_CRT(TA_CDLHANGINGMAN)
+TA_K_OUT_CRT(TA_CDLHARAMI)
+TA_K_OUT_CRT(TA_CDLHARAMICROSS)
+TA_K_OUT_CRT(TA_CDLHIGHWAVE)
+TA_K_OUT_CRT(TA_CDLHIKKAKE)
+TA_K_OUT_CRT(TA_CDLHIKKAKEMOD)
+TA_K_OUT_CRT(TA_CDLHOMINGPIGEON)
+TA_K_OUT_CRT(TA_CDLIDENTICAL3CROWS)
+TA_K_OUT_CRT(TA_CDLINNECK)
+TA_K_OUT_CRT(TA_CDLINVERTEDHAMMER)
+TA_K_OUT_CRT(TA_CDLKICKING)
+TA_K_OUT_CRT(TA_CDLKICKINGBYLENGTH)
+TA_K_OUT_CRT(TA_CDLLADDERBOTTOM)
+TA_K_OUT_CRT(TA_CDLLONGLEGGEDDOJI)
+TA_K_OUT_CRT(TA_CDLLONGLINE)
+TA_K_OUT_CRT(TA_CDLMARUBOZU)
+TA_K_OUT_CRT(TA_CDLMATCHINGLOW)
+TA_K_OUT_P_D_CRT(TA_CDLMATHOLD, 5.000000e-1)
+TA_K_OUT_P_D_CRT(TA_CDLMORNINGDOJISTAR, 3.000000e-1)
+TA_K_OUT_P_D_CRT(TA_CDLMORNINGSTAR, 3.000000e-1)
+TA_K_OUT_CRT(TA_CDLONNECK)
+TA_K_OUT_CRT(TA_CDLPIERCING)
+TA_K_OUT_CRT(TA_CDLRICKSHAWMAN)
+TA_K_OUT_CRT(TA_CDLRISEFALL3METHODS)
+TA_K_OUT_CRT(TA_CDLSEPARATINGLINES)
+TA_K_OUT_CRT(TA_CDLSHOOTINGSTAR)
+TA_K_OUT_CRT(TA_CDLSHORTLINE)
+TA_K_OUT_CRT(TA_CDLSPINNINGTOP)
+TA_K_OUT_CRT(TA_CDLSTALLEDPATTERN)
+TA_K_OUT_CRT(TA_CDLSTICKSANDWICH)
+TA_K_OUT_CRT(TA_CDLTAKURI)
+TA_K_OUT_CRT(TA_CDLTASUKIGAP)
+TA_K_OUT_CRT(TA_CDLTHRUSTING)
+TA_K_OUT_CRT(TA_CDLTRISTAR)
+TA_K_OUT_CRT(TA_CDLUNIQUE3RIVER)
+TA_K_OUT_CRT(TA_CDLUPSIDEGAP2CROWS)
+TA_K_OUT_CRT(TA_CDLXSIDEGAP3METHODS)
+
+TA_IN1_OUT_CRT(TA_CEIL)
+TA_IN1_OUT_N_CRT(TA_CMO, 14)
+TA_IN2_OUT_N_CRT(TA_CORREL, 30)
+TA_IN1_OUT_CRT(TA_COS)
+TA_IN1_OUT_CRT(TA_COSH)
+TA_IN1_OUT_N_CRT(TA_DEMA, 30)
+TA_IN2_OUT_CRT(TA_DIV)
+TA_K_OUT_N_CRT(TA_DX, 14)
+TA_IN1_OUT_N_CRT(TA_EMA, 30)
+TA_IN1_OUT_CRT(TA_EXP)
+TA_IN1_OUT_CRT(TA_FLOOR)
+TA_IN1_OUT_CRT(TA_HT_DCPERIOD)
+TA_IN1_OUT_CRT(TA_HT_DCPHASE)
+TA_IN1_OUT_CRT(TA_HT_PHASOR)
+TA_IN1_OUT_CRT(TA_HT_SINE)
+TA_IN1_OUT_CRT(TA_HT_TRENDLINE)
+TA_IN1_OUT_CRT(TA_HT_TRENDMODE)
+TA_K_OUT_N_CRT(TA_IMI, 14)
+TA_IN1_OUT_N_CRT(TA_KAMA, 30)
+TA_IN1_OUT_N_CRT(TA_LINEARREG_ANGLE, 14)
+TA_IN1_OUT_N_CRT(TA_LINEARREG_INTERCEPT, 14)
+TA_IN1_OUT_N_CRT(TA_LINEARREG_SLOPE, 14)
+TA_IN1_OUT_N_CRT(TA_LINEARREG, 14)
+TA_IN1_OUT_CRT(TA_LN)
+TA_IN1_OUT_CRT(TA_LOG10)
+
+Indicator HKU_API TA_MA(int n = 30, int matype = 0);
+inline Indicator TA_MA(const Indicator& ind, int n = 30, int matype = 0) {
+    return TA_MA(n, matype)(ind);
+}
+
+Indicator HKU_API TA_MACD(int fast_n = 12, int slow_n = 26, int signal_n = 9);
+inline Indicator TA_MACD(const Indicator& ind, int fast_n = 12, int slow_n = 26, int signal_n = 9) {
+    return TA_MACD(fast_n, slow_n, signal_n)(ind);
+}
+
+Indicator HKU_API TA_MACDEXT(int fast_n = 12, int slow_n = 26, int signal_n = 9,
+                             int fast_matype = 0, int slow_matype = 0, int signal_matype = 0);
+inline Indicator TA_MACDEXT(const Indicator& ind, int fast_n = 12, int slow_n = 26,
+                            int signal_n = 9, int fast_matype = 0, int slow_matype = 0,
+                            int signal_matype = 0) {
+    return TA_MACDEXT(fast_n, slow_n, signal_n, fast_matype, slow_matype, signal_matype)(ind);
+}
+
+TA_IN1_OUT_N_CRT(TA_MACDFIX, 9)
+
+Indicator HKU_API TA_MAMA(double fast_limit = 5.000000e-1, double slow_limit = 5.000000e-2);
+inline Indicator TA_MAMA(const Indicator& ind, double fast_limit = 5.000000e-1,
+                         double slow_limit = 5.000000e-2) {
+    return TA_MAMA(fast_limit, slow_limit)(ind);
+}
+
+Indicator HKU_API TA_MAVP(const Indicator& ref_ind, int min_n = 2, int max_n = 30, int matype = 0);
+inline Indicator TA_MAVP(const Indicator& ind1, const Indicator& ind2, int min_n = 2,
+                         int max_n = 30, int matype = 0) {
+    return TA_MAVP(ind2, min_n, max_n, matype)(ind1);
+}
+
+TA_IN1_OUT_N_CRT(TA_MAX, 30)
+TA_IN1_OUT_N_CRT(TA_MAXINDEX, 30)
+
+TA_K_OUT_CRT(TA_MEDPRICE)
+TA_K_OUT_N_CRT(TA_MFI, 14)
+TA_IN1_OUT_N_CRT(TA_MIDPOINT, 14)
+
+Indicator HKU_API TA_MIDPRICE(int n = 14);
+Indicator HKU_API TA_MIDPRICE(const KData& k, int n = 14);
+
+TA_IN1_OUT_N_CRT(TA_MIN, 30)
+TA_IN1_OUT_N_CRT(TA_MININDEX, 30)
+TA_IN1_OUT_N_CRT(TA_MINMAX, 30)
+TA_IN1_OUT_N_CRT(TA_MINMAXINDEX, 30)
+
+TA_K_OUT_N_CRT(TA_MINUS_DI, 14)
+TA_K_OUT_N_CRT(TA_MINUS_DM, 14)
+TA_IN1_OUT_N_CRT(TA_MOM, 10)
+TA_IN2_OUT_CRT(TA_MULT)
+TA_K_OUT_N_CRT(TA_NATR, 14)
+TA_K_OUT_CRT(TA_OBV)
+TA_K_OUT_N_CRT(TA_PLUS_DI, 14)
+TA_K_OUT_N_CRT(TA_PLUS_DM, 14)
+
+Indicator HKU_API TA_PPO(int fast_n = 12, int slow_n = 26, int matype = 0);
+inline Indicator TA_PPO(const Indicator& ind, int fast_n = 12, int slow_n = 26, int matype = 0) {
+    return TA_PPO(fast_n, slow_n, matype)(ind);
+}
+
+TA_IN1_OUT_N_CRT(TA_ROC, 10)
+TA_IN1_OUT_N_CRT(TA_ROCP, 10)
+TA_IN1_OUT_N_CRT(TA_ROCR, 10)
+TA_IN1_OUT_N_CRT(TA_ROCR100, 10)
+TA_IN1_OUT_N_CRT(TA_RSI, 14)
+
+Indicator HKU_API TA_SAR(double acceleration = 0.02, double maximum = 0.2);
+Indicator HKU_API TA_SAR(const KData& k, double acceleration = 0.02, double maximum = 0.2);
+
+Indicator HKU_API TA_SAREXT(double startvalue = 0.0, double offsetonreverse = 0.0,
+                            double accelerationinitlong = 0.02, double accelerationlong = 0.02,
+                            double accelerationmaxlong = 0.2, double accelerationinitshort = 0.02,
+                            double accelerationshort = 0.02, double accelerationmaxshort = 0.2);
+Indicator HKU_API TA_SAREXT(const KData& k, double startvalue = 0.0, double offsetonreverse = 0.0,
+                            double accelerationinitlong = 0.02, double accelerationlong = 0.02,
+                            double accelerationmaxlong = 0.2, double accelerationinitshort = 0.02,
+                            double accelerationshort = 0.02, double accelerationmaxshort = 0.2);
+
+TA_IN1_OUT_CRT(TA_SIN)
+TA_IN1_OUT_CRT(TA_SINH)
+TA_IN1_OUT_N_CRT(TA_SMA, 30)
+TA_IN1_OUT_CRT(TA_SQRT)
+
+Indicator HKU_API TA_STDDEV(int n = 5, double nbdev = 1.0);
+inline Indicator TA_STDDEV(const Indicator& ind, int n = 5, double nbdev = 1.0) {
+    return TA_STDDEV(n, nbdev)(ind);
+}
+
+Indicator HKU_API TA_STOCH(int fastk_n = 5, int slowk_n = 3, int slowk_matype = 0, int slowd_n = 3,
+                           int slowd_matype = 0);
+Indicator HKU_API TA_STOCH(const KData& k, int fastk_n = 5, int slowk_n = 3, int slowk_matype = 0,
+                           int slowd_n = 3, int slowd_matype = 0);
+
+Indicator HKU_API TA_STOCHF(int fastk_n = 5, int fastd_n = 3, int fastd_matype = 0);
+Indicator HKU_API TA_STOCHF(const KData& k, int fastk_n = 5, int fastd_n = 3, int fastd_matype = 0);
+
+Indicator HKU_API TA_STOCHRSI(int n = 14, int fastk_n = 5, int fastd_n = 3, int matype = 0);
+inline Indicator TA_STOCHRSI(const Indicator& ind, int n = 14, int fastk_n = 5, int fastd_n = 3,
+                             int matype = 0) {
+    return TA_STOCHRSI(n, fastk_n, fastd_n, matype)(ind);
+}
+
+TA_IN2_OUT_CRT(TA_SUB)
+TA_IN1_OUT_N_CRT(TA_SUM, 30)
+
+Indicator HKU_API TA_T3(int n = 5, double vfactor = 7.000000e-1);
+inline Indicator TA_T3(const Indicator& ind, int n = 5, double vfactor = 7.000000e-1) {
+    return TA_T3(n, vfactor)(ind);
+}
+
+TA_IN1_OUT_CRT(TA_TAN)
+TA_IN1_OUT_CRT(TA_TANH)
+TA_IN1_OUT_N_CRT(TA_TEMA, 30)
+TA_K_OUT_CRT(TA_TRANGE)
+TA_IN1_OUT_N_CRT(TA_TRIMA, 30)
+TA_IN1_OUT_N_CRT(TA_TRIX, 30)
+TA_IN1_OUT_N_CRT(TA_TSF, 14)
+TA_K_OUT_CRT(TA_TYPPRICE)
+
+Indicator HKU_API TA_ULTOSC(int n1 = 7, int n2 = 14, int n3 = 28);
+Indicator HKU_API TA_ULTOSC(const KData& k, int n1 = 7, int n2 = 14, int n3 = 28);
+
+Indicator HKU_API TA_VAR(int n = 5, double nbdev = 1.0);
+inline Indicator TA_VAR(const Indicator& ind, int n = 5, double nbdev = 1.0) {
+    return TA_VAR(n, nbdev)(ind);
+}
+
+TA_K_OUT_CRT(TA_WCLPRICE)
+TA_K_OUT_N_CRT(TA_WILLR, 14)
+TA_IN1_OUT_N_CRT(TA_WMA, 30)
+
+}  // namespace hku
+
+#endif

hikyuu/include/hikyuu/utilities/Null.h

@@ -11,6 +11,7 @@
 
 #include <cstddef>
 #include <cstdint>
+#include <cmath>
 #include <limits>
 #include <type_traits>
 #include "osdef.h"
@@ -123,8 +124,24 @@ public:
         return (std::numeric_limits<double>::quiet_NaN)();
         // return (std::numeric_limits<double>::max)();
     }
+
+    bool operator==(double val) const {
+        return std::isnan(val);
+    }
+
+    bool operator==(float val) const {
+        return std::isnan(val);
+    }
 };
 
+inline bool operator==(double val, const Null<double>&) {
+    return std::isnan(val);
+}
+
+inline bool operator==(float val, const Null<double>&) {
+    return std::isnan(val);
+}
+
 /**
  * 提供double的Null值
  */
@@ -135,8 +152,24 @@ public:
     operator float() const {
         return (std::numeric_limits<float>::quiet_NaN)();
     }
+
+    bool operator==(float val) const {
+        return std::isnan(val);
+    }
+
+    bool operator==(double val) const {
+        return std::isnan(val);
+    }
 };
 
+inline bool operator==(float val, const Null<float>&) {
+    return std::isnan(val);
+}
+
+inline bool operator==(double val, const Null<float>&) {
+    return std::isnan(val);
+}
+
 /** @} */
 }  // namespace hku
 

hikyuu/include/hikyuu/utilities/Parameter.h

@@ -208,30 +208,30 @@ private:
                 type = "double";
                 double x = boost::any_cast<double>(arg);
                 value = boost::lexical_cast<string>(x);
-            } else if (arg.type() == typeid(string)) {
+            } else if (strcmp(arg.type().name(), typeid(string).name()) == 0) {
                 type = "string";
                 value = boost::any_cast<string>(arg);
-            } else if (arg.type() == typeid(Stock)) {
+            } else if (strcmp(arg.type().name(), typeid(Stock).name()) == 0) {
                 type = "stock";
                 value = "stock";
                 stock = boost::any_cast<Stock>(arg);
-            } else if (arg.type() == typeid(Block)) {
+            } else if (strcmp(arg.type().name(), typeid(Block).name()) == 0) {
                 type = "block";
                 value = "block";
                 block = boost::any_cast<Block>(arg);
-            } else if (arg.type() == typeid(KQuery)) {
+            } else if (strcmp(arg.type().name(), typeid(KQuery).name()) == 0) {
                 type = "query";
                 value = "query";
                 query = boost::any_cast<KQuery>(arg);
-            } else if (arg.type() == typeid(KData)) {
+            } else if (strcmp(arg.type().name(), typeid(KData).name()) == 0) {
                 type = "kdata";
                 value = "kdata";
                 kdata = boost::any_cast<KData>(arg);
-            } else if (arg.type() == typeid(PriceList)) {
+            } else if (strcmp(arg.type().name(), typeid(PriceList).name()) == 0) {
                 type = "PriceList";
                 value = "price_list";
                 price_list = boost::any_cast<PriceList>(arg);
-            } else if (arg.type() == typeid(DatetimeList)) {
+            } else if (strcmp(arg.type().name(), typeid(DatetimeList).name()) == 0) {
                 type = "DatetimeList";
                 value = "date_list";
                 date_list = boost::any_cast<DatetimeList>(arg);

hikyuu/include/hikyuu/version.h

@@ -12,13 +12,13 @@
 #define HKU_VERSION_H
 
 // clang-format off
-#define HKU_VERSION "2.2.4"
+#define HKU_VERSION "2.3.0"
 #define HKU_VERSION_MAJOR 2
-#define HKU_VERSION_MINOR 2
-#define HKU_VERSION_ALTER 4
-#define HKU_VERSION_BUILD 202412082122
+#define HKU_VERSION_MINOR 3
+#define HKU_VERSION_ALTER 0
+#define HKU_VERSION_BUILD 202501010140
 #define HKU_VERSION_MODE "RELEASE"
-#define HKU_VERSION_GIT "2.2.4 master.2fafc6fb (RELEASE)"
+#define HKU_VERSION_GIT "2.3.0 master.48495654 (RELEASE)"
 // clang-format on
 
 #endif /* HKU_VERSION_H */