hikyuu 2.3.0__py3-none-win_amd64.whl → 2.5.0__py3-none-win_amd64.whl

hikyuu/hub.pyi

@@ -0,0 +1,254 @@
+from __future__ import annotations
+from configparser import ConfigParser
+import errno as errno
+import git as git
+from hikyuu.util.check import checkif
+from hikyuu.util.singleton import SingletonType
+import importlib as importlib
+import logging as logging
+import os as os
+import pathlib as pathlib
+import shutil as shutil
+from sqlalchemy.engine.create import create_engine
+from sqlalchemy.orm.decl_api import Base
+from sqlalchemy.orm.decl_api import declarative_base
+import sqlalchemy.orm.instrumentation
+import sqlalchemy.orm.mapper
+from sqlalchemy.orm.scoping import scoped_session
+from sqlalchemy.orm.session import sessionmaker
+from sqlalchemy.sql._elements_constructors import and_
+import sqlalchemy.sql.schema
+from sqlalchemy.sql.schema import Column
+from sqlalchemy.sql.schema import Sequence
+from sqlalchemy.sql.schema import UniqueConstraint
+from sqlalchemy.sql.sqltypes import Integer
+from sqlalchemy.sql.sqltypes import String
+import stat as stat
+import sys as sys
+import typing
+__all__: list = ['add_remote_hub', 'add_local_hub', 'update_hub', 'remove_hub', 'build_hub', 'get_part', 'get_hub_path', 'get_part_info', 'print_part_info', 'get_hub_name_list', 'get_part_name_list', 'get_current_hub']
+class ConfigModel(sqlalchemy.orm.decl_api.Base):
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x247390a0f50; ConfigModel>
+    __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_config', MetaData(), Column('id', Integer(), table=<hub_config>, primary_key=True, nullable=False, default=Sequence('config_id_seq', metadata=MetaData())), Column('key', String(), table=<hub_config>), Column('value', String(), table=<hub_config>), schema=None)
+    __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('key', String(), table=<hub_config>)))
+    __tablename__: typing.ClassVar[str] = 'hub_config'
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.ConfigModel'> at 2473909a800>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class HubManager:
+    """
+    策略库管理
+    """
+    _instance: typing.ClassVar[HubManager]  # value = <hikyuu.hub.HubManager object>
+    @staticmethod
+    def add_local_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def add_remote_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def build_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_current_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_hub_name_list(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_hub_path(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part_info(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part_name_list(*args, **kwargs):
+        ...
+    @staticmethod
+    def import_part_to_db(*args, **kwargs):
+        ...
+    @staticmethod
+    def remove_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def setup_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def update_hub(*args, **kwargs):
+        ...
+    def __init__(self):
+        ...
+    def download_remote_hub(self, local_dir, url, branch):
+        ...
+    def print_part_info(self, name):
+        ...
+class HubModel(sqlalchemy.orm.decl_api.Base):
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x2473847b0e0; HubModel>
+    __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_repo', MetaData(), Column('id', Integer(), table=<hub_repo>, primary_key=True, nullable=False, default=Sequence('remote_id_seq', metadata=MetaData())), Column('name', String(), table=<hub_repo>), Column('hub_type', String(), table=<hub_repo>), Column('local_base', String(), table=<hub_repo>), Column('local', String(), table=<hub_repo>), Column('url', String(), table=<hub_repo>), Column('branch', String(), table=<hub_repo>), schema=None)
+    __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('name', String(), table=<hub_repo>)))
+    __tablename__: typing.ClassVar[str] = 'hub_repo'
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.HubModel'> at 247390bf110>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class HubNameRepeatError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class HubNotFoundError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class ModuleConflictError(Exception):
+    def __init__(self, hub_name, conflict_module, hub_path):
+        ...
+    def __str__(self):
+        ...
+class PartModel(sqlalchemy.orm.decl_api.Base):
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x247390a1ca0; PartModel>
+    __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_part', MetaData(), Column('id', Integer(), table=<hub_part>, primary_key=True, nullable=False, default=Sequence('part_id_seq', metadata=MetaData())), Column('hub_name', String(), table=<hub_part>), Column('part', String(), table=<hub_part>), Column('name', String(), table=<hub_part>), Column('author', String(), table=<hub_part>), Column('version', String(), table=<hub_part>), Column('doc', String(), table=<hub_part>), Column('module_name', String(), table=<hub_part>), schema=None)
+    __tablename__: typing.ClassVar[str] = 'hub_part'
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.PartModel'> at 247390bfbb0>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class PartNameError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class PartNotFoundError(Exception):
+    def __init__(self, name, cause):
+        ...
+    def __str__(self):
+        ...
+def add_local_hub(name, path):
+    """
+    增加本地数据仓库
+    
+        :param str name: 仓库名称
+        :param str path: 本地全路径
+        
+    """
+def add_remote_hub(name, url, branch = 'main'):
+    """
+    增加远程策略仓库
+    
+        :param str name: 本地仓库名称（自行起名）
+        :param str url: git 仓库地址
+        :param str branch: git 仓库分支
+        
+    """
+def build_hub(name, cmd = 'buildall'):
+    """
+    构建 cpp 部分 part
+    
+        :param str name: 仓库名称
+        :param str cmd: 同仓库下 python setup.py 后的命令参数，如: build -t ind -n cpp_example
+        
+    """
+def dbsession(func):
+    ...
+def get_current_hub(filename):
+    """
+    用于在仓库part.py中获取当前所在的仓库名。
+        示例： get_current_hub(__file__)
+        
+    """
+def get_hub_name_list():
+    """
+    返回仓库名称列表
+    """
+def get_hub_path(name):
+    """
+    获取仓库所在的本地路径
+    
+        :param str name: 仓库名
+        
+    """
+def get_part(name, *args, **kwargs):
+    """
+    获取指定策略部件
+    
+        :param str name: 策略部件名称
+        :param args: 其他部件相关参数
+        :param kwargs: 其他部件相关参数
+        
+    """
+def get_part_info(name):
+    """
+    获取策略部件信息
+    
+        :param str name: 部件名称
+        
+    """
+def get_part_name_list(hub = None, part_type = None):
+    """
+    获取部件名称列表
+        :param str hub: 仓库名
+        :param str part_type: 部件类型
+        
+    """
+def handle_remove_read_only(func, path, exc):
+    ...
+def print_part_info(name):
+    ...
+def remove_hub(name):
+    """
+    删除指定的仓库
+    
+        :param str name: 仓库名称
+        
+    """
+def update_hub(name):
+    """
+    更新指定仓库
+    
+        :param str name: 仓库名称
+        
+    """

hikyuu/include/hikyuu/DataType.h

@@ -148,6 +148,11 @@ using std::isfinite;
 using std::isinf;
 using std::isnan;
 
+inline bool iszero(price_t num) {
+    const price_t epsilon = std::numeric_limits<price_t>::epsilon();
+    return std::abs(num) < epsilon;
+}
+
 using fmt::format;
 
 inline std::ostream &operator<<(std::ostream &os, const PriceList &p) {

hikyuu/include/hikyuu/Stock.h

@@ -204,6 +204,13 @@ public:
      */
     const vector<HistoryFinanceInfo>& getHistoryFinance() const;
 
+    /**
+     * 获取自身市场的交易日日历（不是本身的交易日期）
+     * @param query
+     * @return DatetimeList
+     */
+    DatetimeList getTradingCalendar(const KQuery& query) const;
+
     /** 设置权息信息, 仅供初始化时调用 */
     void setWeightList(const StockWeightList&);
 

hikyuu/include/hikyuu/indicator/Indicator.h

@@ -44,7 +44,7 @@ public:
     typedef IndicatorImp::value_t value_t;
 
 public:
-    Indicator() {}
+    Indicator() : m_imp(make_shared<IndicatorImp>()) {}
     Indicator(const IndicatorImpPtr& imp);
     Indicator(const Indicator& ind);
     Indicator(Indicator&& ind) noexcept;
@@ -138,6 +138,9 @@ public:
      */
     PriceList getResultAsPriceList(size_t num) const;
 
+    /** 指定结果集中是否包含 nan 值 */
+    bool existNan(size_t result_idx) const;
+
     /**
      * 获取 DatetimeList
      */
@@ -259,6 +262,10 @@ inline DatetimeList Indicator::getDatetimeList() const {
     return m_imp ? m_imp->getDatetimeList() : DatetimeList();
 }
 
+inline bool Indicator::existNan(size_t result_idx) const {
+    return m_imp ? m_imp->existNan(result_idx) : false;
+}
+
 inline Indicator::value_t Indicator::getByDate(Datetime date, size_t num) const {
     return m_imp ? m_imp->getByDate(date, num) : Null<Indicator::value_t>();
 }

hikyuu/include/hikyuu/indicator/Indicator2InImp.h

@@ -0,0 +1,65 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-03
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "Indicator.h"
+
+namespace hku {
+
+class Indicator2InImp : public IndicatorImp {
+public:
+    Indicator2InImp();
+    explicit Indicator2InImp(const string& name, size_t result_num = 1);
+    Indicator2InImp(const string& name, const Indicator& ref_a, bool fill_null = false,
+                    size_t result_num = 1);
+    virtual ~Indicator2InImp();
+
+    virtual IndicatorImpPtr _clone() override;
+
+protected:
+    Indicator prepare(const Indicator& ind);
+
+protected:
+    Indicator m_ref_ind;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+private:
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(IndicatorImp);
+        ar& BOOST_SERIALIZATION_NVP(m_ref_ind);
+    }
+#endif
+};
+
+#if HKU_SUPPORT_SERIALIZATION
+#define INDICATOR2IN_IMP_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(Indicator2InImp); \
+    }
+#else
+#define INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+#endif
+
+#define INDICATOR2IN_IMP(classname)                          \
+public:                                                      \
+    virtual void _calculate(const Indicator& data) override; \
+    virtual IndicatorImpPtr _clone() override {              \
+        auto p = make_shared<classname>();                   \
+        p->m_ref_ind = m_ref_ind.clone();                    \
+        return p;                                            \
+    }
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/IndicatorImp.h

@@ -109,6 +109,9 @@ public:
      */
     void _readyBuffer(size_t len, size_t result_num);
 
+    /** 数据中是否包含 nan 值 */
+    bool existNan(size_t result_idx = 0) const;
+
     const string& name() const;
     void name(const string& name);
 
@@ -149,9 +152,7 @@ public:
     // ===================
     //  子类接口
     // ===================
-    virtual void _calculate(const Indicator&) {
-        HKU_WARN("{} will be empty always!", m_name);
-    }
+    virtual void _calculate(const Indicator&);
 
     virtual void _dyn_run_one_step(const Indicator& ind, size_t curPos, size_t step) {}
 

hikyuu/include/hikyuu/indicator/build_in.h

@@ -28,6 +28,7 @@
 #include "crt/BETWEEN.h"
 #include "crt/BLOCKSETNUM.h"
 #include "crt/CEILING.h"
+#include "crt/CYCLE.h"
 #include "crt/CONTEXT.h"
 #include "crt/CORR.h"
 #include "crt/COS.h"
@@ -38,6 +39,7 @@
 #include "crt/DECLINE.h"
 #include "crt/DEVSQ.h"
 #include "crt/DIFF.h"
+#include "crt/DISCARD.h"
 #include "crt/DMA.h"
 #include "crt/DOWNNDAY.h"
 #include "crt/DROPNA.h"
@@ -53,11 +55,19 @@
 #include "crt/HSL.h"
 #include "crt/IC.h"
 #include "crt/ICIR.h"
+#include "crt/INBLOCK.h"
+#include "crt/INDEX.h"
 #include "crt/INSUM.h"
 #include "crt/IR.h"
 #include "crt/INTPART.h"
+#include "crt/ISINF.h"
+#include "crt/ISINFA.h"
 #include "crt/ISLASTBAR.h"
+#include "crt/ISNA.h"
+#include "crt/JUMPUP.h"
+#include "crt/JUMPDOWN.h"
 #include "crt/LAST.h"
+#include "crt/LASTVALUE.h"
 #include "crt/LIUTONGPAN.h"
 #include "crt/LLV.h"
 #include "crt/LLVBARS.h"
@@ -78,6 +88,7 @@
 #include "crt/PRICELIST.h"
 #include "crt/RECOVER.h"
 #include "crt/REF.h"
+#include "crt/REPLACE.h"
 #include "crt/RESULT.h"
 #include "crt/REVERSE.h"
 #include "crt/ROC.h"
@@ -109,6 +120,7 @@
 #include "crt/VAR.h"
 #include "crt/VARP.h"
 #include "crt/VIGOR.h"
+#include "crt/WINNER.h"
 #include "crt/WMA.h"
 #include "crt/ZHBOND10.h"
 #include "crt/ZONGGUBEN.h"

hikyuu/include/hikyuu/indicator/crt/ADVANCE.h

@@ -22,10 +22,12 @@ namespace hku {
  * @param market 所属市场，等于 "" 时，获取所有市场
  * @param stk_type 证券类型, 大于 constant.STOCKTYPE_TMP 时，获取所有类型证券
  * @param ignore_context 是否忽略上下文。忽略时，强制使用 query, market, stk_type 参数。
+ * @param fill_null 数据对齐时，缺失日期数据填充 nan 值。
  * @ingroup Indicator
  */
 Indicator HKU_API ADVANCE(const KQuery& query = KQueryByIndex(-100), const string& market = "SH",
-                          int stk_type = STOCKTYPE_A, bool ignore_context = false);
+                          int stk_type = STOCKTYPE_A, bool ignore_context = false,
+                          bool fill_null = true);
 
 }  // namespace hku
 

hikyuu/include/hikyuu/indicator/crt/CONTEXT.h

@@ -15,8 +15,8 @@ namespace hku {
  * 独立上下文指标
  * @ingroup Indicator
  */
-Indicator HKU_API CONTEXT(const Indicator& ind);
-Indicator HKU_API CONTEXT();
+Indicator HKU_API CONTEXT(const Indicator& ind, bool fill_null = true);
+Indicator HKU_API CONTEXT(bool fill_null = true);
 
 /**
  * 获取指标上下文

hikyuu/include/hikyuu/indicator/crt/CORR.h

@@ -16,9 +16,11 @@ namespace hku {
  * @param ind1 指标1
  * @param ind2 指标2
  * @param n 滚动窗口 （大于2或等于0），等于0时使用输入的ind实际长度。
+ * @param fill_null 日期对齐时，缺失日期填充 nan 值
  * @ingroup Indicator
  */
-Indicator HKU_API CORR(const Indicator& ind1, const Indicator& ind2, int n = 10);
-Indicator HKU_API CORR(const Indicator& ref_ind, int n = 10);
+Indicator HKU_API CORR(const Indicator& ind1, const Indicator& ind2, int n = 10,
+                       bool fill_null = true);
+Indicator HKU_API CORR(const Indicator& ref_ind, int n = 10, bool fill_null = true);
 
 }  // namespace hku

hikyuu/include/hikyuu/indicator/crt/COST.h

@@ -30,5 +30,8 @@ namespace hku {
 Indicator HKU_API COST(const KData& k, double x = 10.0);
 Indicator HKU_API COST(double x = 10.0);
 
+Indicator HKU_API COST2(const KData& k, double x = 10.0);
+Indicator HKU_API COST2(double x = 10.0);
+
 }  // namespace hku
 #endif /* INDICATOR_CRT_COST_H_ */

hikyuu/include/hikyuu/indicator/crt/CYCLE.h

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+
+namespace hku {
+
+/**
+ * PF调仓周期指标，主要用于PF调仓日验证，及作为SG
+ * @param k 关联的K线数据
+ * @ingroup Indicator
+ */
+Indicator CYCLE(const KData& k, int adjust_cycle = 1, const string& adjust_mode = "query",
+                bool delay_to_trading_day = true);
+Indicator CYCLE(int adjust_cycle = 1, const string& adjust_mode = "query",
+                bool delay_to_trading_day = true);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/DECLINE.h

@@ -22,10 +22,12 @@ namespace hku {
  * @param market 所属市场，等于 "" 时，获取所有市场
  * @param stk_type 证券类型, 大于 constant.STOCKTYPE_TMP 时，获取所有类型证券
  * @param ignore_context 是否忽略上下文。忽略时，强制使用 query, market, stk_type 参数。
+ * @param fill_null 日期对齐时，缺失数据填充 nan 值
  * @ingroup Indicator
  */
 Indicator HKU_API DECLINE(const KQuery& query = KQueryByIndex(-100), const string& market = "SH",
-                          int stk_type = STOCKTYPE_A, bool ignore_context = false);
+                          int stk_type = STOCKTYPE_A, bool ignore_context = false,
+                          bool fill_null = true);
 
 }  // namespace hku
 

hikyuu/include/hikyuu/indicator/crt/DISCARD.h

@@ -0,0 +1,27 @@
+/*
+ * COS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DISCARD_H_
+#define INDICATOR_CRT_DISCARD_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/** 以指标公式的方式设置抛弃值 */
+Indicator HKU_API DISCARD(int discard);
+
+inline Indicator DISCARD(const Indicator& ind, int discard) {
+    return DISCARD(discard)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DISCARD_H_ */

hikyuu/include/hikyuu/indicator/crt/DMA.h

@@ -25,9 +25,10 @@ namespace hku {
  * </pre>
  * @param ind1 待计算的数据
  * @param a 动态系数
+ * @param fill_null 日期对齐时缺失数据填充nan值
  * @ingroup Indicator
  */
-Indicator HKU_API DMA(const Indicator& x, const Indicator& a);
+Indicator HKU_API DMA(const Indicator& x, const Indicator& a, bool fill_null = true);
 
 }  // namespace hku
 

hikyuu/include/hikyuu/indicator/crt/HSL.h

@@ -16,24 +16,12 @@
 namespace hku {
 
 /**
- * 获取换手率，等于 VOL(k) / CAPITAL(k)
+ * 获取换手率, 乘以 100 才是百分比，等于 VOL(k) / CAPITAL(k) * 0.01
  * @param k 关联的K线数据
  * @ingroup Indicator
  */
 Indicator HSL(const KData& k);
 Indicator HSL();
 
-inline Indicator HSL() {
-    Indicator hsl = VOL() / LIUTONGPAN();
-    hsl.name("HSL");
-    return hsl;
-}
-
-inline Indicator HSL(const KData& k) {
-    Indicator hsl = HSL();
-    hsl.setContext(k);
-    return hsl;
-}
-
 }  // namespace hku
 #endif /* INDICATOR_CRT_HSL_H_ */

hikyuu/include/hikyuu/indicator/crt/INBLOCK.h

@@ -0,0 +1,31 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-26
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 返回品种是否属于某板块
+ * @param category 指定板块分类
+ * @param name 板块名称
+ * @return Indicator
+ */
+Indicator HKU_API INBLOCK(const string& category, const string& name);
+
+/**
+ * @brief 返回品种是否属于某板块
+ * @param kdata K线数据
+ * @param category 指定板块分类
+ * @param name 板块名称
+ * @return Indicator
+ */
+Indicator HKU_API INBLOCK(const KData& kdata, const string& category, const string& name);
+
+}  // namespace hku