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

hikyuu/include/hikyuu/indicator/crt/INDEX.h

@@ -0,0 +1,60 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+// 这里的大盘都指 sh000001
+
+/** 对应的大盘开盘价,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXO(bool fill_null = true);
+inline Indicator INDEXO(const KData& k, bool fill_null = true) {
+    return INDEXO(fill_null)(k);
+}
+
+/** 对应的大盘最高价,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXH(bool fill_null = true);
+inline Indicator INDEXH(const KData& k, bool fill_null = true) {
+    return INDEXH(fill_null)(k);
+}
+
+/** 对应的大盘最低价,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXL(bool fill_null = true);
+inline Indicator INDEXL(const KData& k, bool fill_null = true) {
+    return INDEXL(fill_null)(k);
+}
+
+/** 对应的大盘收盘价,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXC(bool fill_null = true);
+inline Indicator INDEXC(const KData& k, bool fill_null = true) {
+    return INDEXC(fill_null)(k);
+}
+
+/** 对应的大盘成交金额,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXA(bool fill_null = true);
+inline Indicator INDEXA(const KData& k, bool fill_null = true) {
+    return INDEXA(fill_null)(k);
+}
+
+/** 对应的大盘成交量,分别是上证指数,深证成指,科创50,创业板指 */
+Indicator HKU_API INDEXV(bool fill_null = true);
+inline Indicator INDEXV(const KData& k, bool fill_null = true) {
+    return INDEXV(fill_null)(k);
+}
+
+/** 大盘上涨家数, 使用通达信 SH880005，可能无法用于实盘 */
+Indicator HKU_API INDEXADV();
+Indicator HKU_API INDEXADV(const KQuery& query);
+
+/** 大盘下跌家数， 使用通达信 SH880005，可能无法用于实盘 */
+Indicator HKU_API INDEXDEC();
+Indicator HKU_API INDEXDEC(const KQuery& query);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/INSUM.h

@@ -17,17 +17,20 @@ namespace hku {
  * @param query 指定范围
  * @param ind 指定指标
  * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
+ * @param fill_null 日期对齐时缺失数据填充 nan 值。
  * @return Indicator
  */
-Indicator HKU_API INSUM(const Block& block, const KQuery& query, const Indicator& ind, int mode);
+Indicator HKU_API INSUM(const Block& block, const KQuery& query, const Indicator& ind, int mode,
+                        bool fill_null = true);
 
 /**
  * 返回板块各成分该指标相应输出按计算类型得到的计算值.计算类型:0-累加,1-平均数,2-最大值,3-最小值.
  * @param block 指定板块
  * @param ind 指定指标
  * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
+ * @param fill_null 日期对齐时缺失数据填充 nan 值。
  * @return Indicator
  */
-Indicator HKU_API INSUM(const Block& block, const Indicator& ind, int mode);
+Indicator HKU_API INSUM(const Block& block, const Indicator& ind, int mode, bool fill_null = true);
 
 }  // namespace hku

hikyuu/include/hikyuu/indicator/crt/ISINF.h

@@ -0,0 +1,28 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ISINF_H_
+#define INDICATOR_CRT_ISINF_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 是否为正无穷大 （负无穷大使用 ISINFA)
+ * @ingroup Indicator
+ */
+Indicator HKU_API ISINF();
+
+inline Indicator ISINF(const Indicator& ind) {
+    return ISINF()(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ISINF_H_ */

hikyuu/include/hikyuu/indicator/crt/ISINFA.h

@@ -0,0 +1,28 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ISINFA_H_
+#define INDICATOR_CRT_ISINFA_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 是否为负无穷大 （正无穷大使用 ISINF)
+ * @ingroup Indicator
+ */
+Indicator HKU_API ISINFA();
+
+inline Indicator ISINFA(const Indicator& ind) {
+    return ISINFA()(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ISINFA_H_ */

hikyuu/include/hikyuu/indicator/crt/ISNA.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ISNA_H_
+#define INDICATOR_CRT_ISNA_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 是否为 NaN 值
+ * @param ignore_discard 是否忽略discard值，默认为false
+ * @ingroup Indicator
+ */
+Indicator HKU_API ISNA(bool ignore_discard = false);
+
+inline Indicator ISNA(const Indicator& ind, bool ignore_discard = false) {
+    return ISNA(ignore_discard)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ISNA_H_ */

hikyuu/include/hikyuu/indicator/crt/JUMPDOWN.h

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 边缘跳变，从大于0.0，跳变到 <= 0.0
+ * @ingroup Indicator
+ */
+Indicator HKU_API JUMPDOWN();
+
+inline Indicator JUMPDOWN(const Indicator& ind) {
+    return JUMPDOWN()(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/JUMPUP.h

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 边缘跳变，从小于等于0.0，跳变到 > 0.0
+ * @ingroup Indicator
+ */
+Indicator HKU_API JUMPUP();
+
+inline Indicator JUMPUP(const Indicator& ind) {
+    return JUMPUP()(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/LASTVALUE.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-04
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LASTVALUE_H_
+#define INDICATOR_CRT_LASTVALUE_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 取输入指标最后值为常数，即结果中所有值均为输入指标的最后值，谨慎使用
+ * @note 等同于通达信 CONST 指标, 由于 Windows 下 CONST 命名冲突，取名 LASTVALUE
+ * @ingroup Indicator
+ */
+Indicator HKU_API LASTVALUE(bool ignore_discard = false);
+
+inline Indicator LASTVALUE(const Indicator& ind, bool ignore_discard = false) {
+    return LASTVALUE(ignore_discard)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LASTVALUE_H_ */

hikyuu/include/hikyuu/indicator/crt/LIUTONGPAN.h

@@ -15,6 +15,7 @@
 
 namespace hku {
 
+/** 流通盘，单位万股 */
 Indicator HKU_API LIUTONGPAN();
 Indicator HKU_API LIUTONGPAN(const KData&);
 

hikyuu/include/hikyuu/indicator/crt/REPLACE.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 替换指定数值，通常用于替换 Nan 值
+ * @param old_val 要替换的数值
+ * @param new_val 替换后的数值
+ * @param ignore_discard 忽略 discard，如果替换 nan 值，新discard将被设置为 0
+ * @ingroup Indicator
+ */
+Indicator HKU_API REPLACE(double old_val = Null<double>(), double new_val = 0.0,
+                          bool ignore_discard = false);
+
+inline Indicator REPLACE(const Indicator& ind, double old_val = Null<double>(),
+                         double new_val = 0.0, bool ignore_discard = false) {
+    return REPLACE(old_val, new_val, ignore_discard)(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/SPEARMAN.h

@@ -17,7 +17,8 @@ namespace hku {
  * @param n 滚动窗口(大于2 或 等于0)，等于0时，代表 n 实际使用 ind 的长度
  * @ingroup Indicator
  */
-Indicator HKU_API SPEARMAN(const Indicator& ind, const Indicator& ref_ind, int n = 0);
-Indicator HKU_API SPEARMAN(const Indicator& ref_ind, int n = 0);
+Indicator HKU_API SPEARMAN(const Indicator& ind, const Indicator& ref_ind, int n = 0,
+                           bool fill_null = true);
+Indicator HKU_API SPEARMAN(const Indicator& ref_ind, int n = 0, bool fill_null = true);
 
 }  // namespace hku

hikyuu/include/hikyuu/indicator/crt/WINNER.h

@@ -0,0 +1,38 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-25
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_WINNER_H_
+#define INDICATOR_CRT_WINNER_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 获利盘比例
+ * @details
+ * <pre>
+ * 用法: WINNER(CLOSE)　表示以当前收市价卖出的获利盘比例。
+ * 例如: 返回0.1表示10%获利盘;WINNER(10.5)表示10.5元价格的获利盘比例
+ * 该函数仅对日线分析周期有效。
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API WINNER();
+
+inline Indicator WINNER(const Indicator& ind) {
+    return WINNER()(ind);
+}
+
+inline Indicator WINNER(Indicator::value_t val) {
+    return WINNER(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_WINNER_H_ */

hikyuu/include/hikyuu/indicator/imp/IContext.h

@@ -14,7 +14,7 @@ namespace hku {
 class IContext : public IndicatorImp {
 public:
     IContext();
-    IContext(const Indicator& ref_ind);
+    explicit IContext(const Indicator& ref_ind);
     virtual ~IContext();
 
     virtual string str() const override;

hikyuu/include/hikyuu/indicator/imp/ICorr.h

@@ -7,35 +7,20 @@
 
 #pragma once
 
-#include "../Indicator.h"
+#include "../Indicator2InImp.h"
 
 namespace hku {
 
-class ICorr : public IndicatorImp {
+class ICorr : public Indicator2InImp {
+    INDICATOR2IN_IMP(ICorr)
+    INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
 public:
     ICorr();
-    ICorr(const Indicator& ref_ind, int n);
+    ICorr(const Indicator& ref_ind, int n, bool fill_null);
     virtual ~ICorr();
 
     virtual void _checkParam(const string& name) const override;
-    virtual void _calculate(const Indicator& data) override;
-    virtual IndicatorImpPtr _clone() override;
-
-private:
-    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
 };
 
-}
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/ICost.h

@@ -0,0 +1,31 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-22
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_ICOST_H_
+#define INDICATOR_IMP_ICOST_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/* COST(k, X) 表示X%获利盘的价格是多少 */
+class ICost : public IndicatorImp {
+    INDICATOR_IMP(ICost)
+    INDICATOR_NEED_CONTEXT
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ICost();
+    ICost(const KData&, double percent);
+    virtual ~ICost();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+
+#endif /* INDICATOR_IMP_ICOST_H_ */

hikyuu/include/hikyuu/indicator/imp/ICycle.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/* 获取换手率，等于 VOL(k) / CAPITAL(k) */
+class ICycle : public IndicatorImp {
+    INDICATOR_IMP(ICycle)
+    INDICATOR_NEED_CONTEXT
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ICycle();
+    explicit ICycle(const KData&);
+    virtual ~ICycle();
+    virtual void _checkParam(const string& name) const override;
+
+private:
+    void _initParams();
+};
+
+} /* namespace hku */

hikyuu/include/hikyuu/indicator/imp/IDiscard.h

@@ -0,0 +1,28 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-31
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IDISCARD_H_
+#define INDICATOR_IMP_IDISCARD_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/* 以指标公式的方式设置抛弃值 */
+class IDiscard : public IndicatorImp {
+    INDICATOR_IMP(IDiscard)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IDiscard();
+    virtual ~IDiscard();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IDISCARD_H_ */

hikyuu/include/hikyuu/indicator/imp/IDma.h

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../Indicator.h"
+#include "../Indicator2InImp.h"
 
 namespace hku {
 
@@ -17,31 +17,14 @@ namespace hku {
  * 算法：若Y=DMA(X,A) 则 Y=A*X+(1-A)*Y',其中Y'表示上一周期Y值。
  * 例如：DMA(CLOSE,VOL/CAPITAL)表示求以换手率作平滑因子的平均价
  */
-class IDma : public IndicatorImp {
+class IDma : public Indicator2InImp {
+    INDICATOR2IN_IMP(IDma)
+    INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
 public:
     IDma();
-    explicit IDma(const Indicator& ref_a);
+    explicit IDma(const Indicator& ref_a, bool fill_null);
     virtual ~IDma();
-
-    virtual void _checkParam(const string& name) const override;
-    virtual void _calculate(const Indicator& data) override;
-    virtual IndicatorImpPtr _clone() override;
-
-private:
-    Indicator m_ref_a;
-
-//============================================
-// 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_a);
-    }
-#endif
 };
 
-}
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/IHsl.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-22
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IHSL_H_
+#define INDICATOR_IMP_IHSL_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/* 获取换手率，等于 VOL(k) / CAPITAL(k) */
+class IHsl : public IndicatorImp {
+    INDICATOR_IMP(IHsl)
+    INDICATOR_NEED_CONTEXT
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IHsl();
+    explicit IHsl(const KData&);
+    virtual ~IHsl();
+};
+
+} /* namespace hku */
+
+#endif /* INDICATOR_IMP_IHSL_H_ */

hikyuu/include/hikyuu/indicator/imp/IInBlock.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-26
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IINBLOCK_H_
+#define INDICATOR_IMP_IINBLOCK_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/* 已指标形式返回是否在指定板块中 */
+class IInBlock : public IndicatorImp {
+    INDICATOR_IMP(IInBlock)
+    INDICATOR_NEED_CONTEXT
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IInBlock();
+    explicit IInBlock(const KData& kdata, const string& category, const string& name);
+    virtual ~IInBlock();
+};
+
+} /* namespace hku */
+
+#endif /* INDICATOR_IMP_IINBLOCK_H_ */

hikyuu/include/hikyuu/indicator/imp/IIndex.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-09-09
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IIndex : public IndicatorImp {
+    INDICATOR_IMP(IIndex)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IIndex();
+    IIndex(const string& kpart, bool fill_null);
+    virtual ~IIndex();
+
+    virtual void _checkParam(const string& name) const override;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/IIsInf.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IISINF_H_
+#define INDICATOR_IMP_IISINF_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IIsInf : public IndicatorImp {
+    INDICATOR_IMP(IIsInf)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IIsInf();
+    virtual ~IIsInf();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IISINF_H_ */

hikyuu/include/hikyuu/indicator/imp/IIsInfa.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IISINFA_H_
+#define INDICATOR_IMP_IISINFA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IIsInfa : public IndicatorImp {
+    INDICATOR_IMP(IIsInfa)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IIsInfa();
+    virtual ~IIsInfa();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IISINFA_H_ */