hikyuu 2.3.1__py3-none-macosx_11_1_arm64.whl

hikyuu/trade_sys/__init__.py

@@ -0,0 +1,27 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from .trade_sys import *

hikyuu/trade_sys/trade_sys.py

@@ -0,0 +1,251 @@
+# -*- coding: utf8 -*-
+
+from hikyuu.core import (
+    System, SystemPart, ConditionBase, EnvironmentBase, MoneyManagerBase,
+    ProfitGoalBase, SelectorBase, SignalBase, SlippageBase, StoplossBase, AllocateFundsBase,
+    MultiFactorBase
+)
+
+
+def part_iter(self):
+    for i in range(len(self)):
+        yield self[i]
+
+
+ConditionBase.__iter__ = part_iter
+
+
+def part_init(self, name='', params={}):
+    super(self.__class__, self).__init__(name)
+    self._name = name
+    self._params = params
+    for k, v in params.items():
+        self.set_param(k, v)
+
+
+def part_clone(self):
+    cloned = self.__class__.__new__(self.__class__)
+    self.__class__.__init__(cloned, self)
+    cloned.__dict__.update(self.__dict__)
+    return cloned
+
+
+# ------------------------------------------------------------------
+# System
+# ------------------------------------------------------------------
+System.Part = SystemPart
+System.ENVIRONMENT = System.Part.ENVIRONMENT
+System.CONDITION = System.Part.CONDITION
+System.SIGNAL = System.Part.SIGNAL
+System.STOPLOSS = System.Part.STOPLOSS
+System.TAKEPROFIT = System.Part.TAKEPROFIT
+System.MONEYMANAGER = System.Part.MONEYMANAGER
+System.PROFITGOAL = System.Part.PROFITGOAL
+System.SLIPPAGE = System.Part.SLIPPAGE
+System.INVALID = System.Part.INVALID
+
+
+# ------------------------------------------------------------------
+# condition
+# ------------------------------------------------------------------
+def crtCN(func, params={}, name='crtCN'):
+    """
+    快速创建系统有效条件
+
+    :param func: 系统有效条件函数
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义系统有效条件实例
+    """
+    meta_x = type(name, (ConditionBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = func
+    # 强制引入全局空间，避免 hub 使用是自定义继承丢失虚拟函数接口
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# environment
+# ------------------------------------------------------------------
+def crtEV(func, params={}, name='crtEV'):
+    """
+    快速创建市场环境判断策略
+
+    :param func: 市场环境判断策略函数
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义市场环境判断策略实例
+    """
+    meta_x = type(name, (EnvironmentBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = func
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# moneymanager
+# ------------------------------------------------------------------
+def crtMM(get_buy_num, get_sell_num, params={}, name='crtMM', buy_notify=None, sell_notify=None):
+    """
+    快速创建资金管理策略
+
+    :param get_buy_num: 买入数量接口
+    :param sell_buy_num: 卖出数量接口
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :param buy_notify: 接收买入交易记录通知
+    :param sell_notify: 接收卖出交易记录通知
+    :return: 自定义资金管理策略实例
+    """
+    meta_x = type(name, (MoneyManagerBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._get_buy_num = get_buy_num
+    meta_x._get_sell_num = get_sell_num
+    if buy_notify is not None:
+        meta_x._buy_notify = buy_notify
+    if sell_notify is not None:
+        meta_x._sell_notify = sell_notify
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# profitgoal
+# ------------------------------------------------------------------
+def crtPG(func, params={}, name='crtPG'):
+    """
+    快速创建盈利目标策略
+
+    :param func: 盈利目标策略函数
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 盈利目标策略实例
+    """
+    meta_x = type(name, (ProfitGoalBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = func
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# signal
+# ------------------------------------------------------------------
+def crtSG(func, params={}, name='crtSG'):
+    """
+    快速创建信号指示器
+
+    :param func: 信号策略函数
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义信号指示器实例
+    """
+    meta_x = type(name, (SignalBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = func
+    return meta_x(name, params)
+
+
+# ------------------------------------------------------------------
+# Selector
+# ------------------------------------------------------------------
+def crtSE(calculate, get_selected, is_match_af=None, params={}, name='crtSE'):
+    """
+    快速创建交易对象选择算法
+
+    :param calculate function: 计算函数
+    :param get_selected_on_close function: 收盘时刻选择算法
+    :param get_selected_on_open function: 开盘时刻选择算法
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义交易对象选择算法实例
+    """
+    meta_x = type(name, (SelectorBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = calculate
+    meta_x.get_selected = get_selected
+    meta_x.is_match_af = (lambda self, af: True) if is_match_af is None else is_match_af
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# allocatefunds
+# ------------------------------------------------------------------
+def crtAF(allocate_weight_func, params={}, name='crtAF'):
+    """
+    快速创建资产分配算法
+
+    :param allocate_weight_func: 资产分配算法
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义资产分配算法实例
+    """
+    meta_x = type(name, (AllocateFundsBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._allocate_weight = allocate_weight_func
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# multi_factor
+# ------------------------------------------------------------------
+def crtMF(calculate_func, params={}, name='crtMF'):
+    """
+    快速多因子合成算法
+
+    :param calculate_func: 合成算法
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 自定义多因子合成算法实例
+    """
+    meta_x = type(name, (MultiFactorBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = calculate_func
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# slippage
+# ------------------------------------------------------------------
+def crtSP(get_real_buy_price, get_real_sell_price, params={}, name='crtSP', calculate=None):
+    """
+    快速创建移滑价差算法
+
+    :param get_real_buy_price: 移滑价差算法接口计算实际买入价格
+    :param get_real_sell_price: 移滑价差算法接口计算实际买入价格
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :param calculate: 预处理函数
+    :return: 移滑价差算法实例
+    """
+    meta_x = type(name, (SlippageBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x.get_real_buy_price = get_real_buy_price
+    meta_x.get_real_sell_price = get_real_sell_price
+    if calculate is not None:
+        meta_x._calculate = calculate
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret
+
+
+# ------------------------------------------------------------------
+# stoploss
+# ------------------------------------------------------------------
+def crtST(func, params={}, name='crtST'):
+    """
+    快速创建止损/止盈策略
+
+    :param func: 止损/止盈策略函数
+    :param {} params: 参数字典
+    :param str name: 自定义名称
+    :return: 止损/止盈策略实例
+    """
+    meta_x = type(name, (StoplossBase, ), {'__init__': part_init, '_clone': part_clone})
+    meta_x._calculate = func
+    ret = meta_x(name, params)
+    globals().update(dict(_=ret))
+    return ret

hikyuu/util/__init__.py

@@ -0,0 +1,49 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+# ===============================================================================
+# 作者：fasiondog
+# 历史：1）20090527, Added by fasiondog
+# ===============================================================================
+
+# from singleton import Singleton
+
+from .mylog import *
+from .check import *
+from .timeout import *
+from .notebook import *
+
+__all__ = [
+    'spend_time',
+    'timeout',
+    'hku_logger',
+    'class_logger',
+    'add_class_logger_handler',
+    'HKUCheckError',
+    'hku_check',
+    'hku_check_throw',
+    'hku_check_ignore',
+    'hku_catch',
+    'hku_to_async',
+    'hku_trace',
+    'hku_debug',
+    'hku_info',
+    'hku_warn',
+    'hku_error',
+    'hku_fatal',
+    'hku_trace_if',
+    'hku_debug_if',
+    'hku_info_if',
+    'hku_warn_if',
+    'hku_info_if',
+    'hku_warn_if',
+    'hku_error_if',
+    'hku_fatal_if',
+    'with_trace',
+    'set_my_logger_file',
+    'capture_multiprocess_all_logger',
+    'LoggingContext',
+    'in_interactive_session',
+    'in_ipython_frontend',
+]

hikyuu/util/__init__.pyi

@@ -0,0 +1,55 @@
+from __future__ import annotations
+import asyncio as asyncio
+import ctypes as ctypes
+import functools as functools
+from hikyuu.util.check import HKUCheckError
+from hikyuu.util.check import HKUIngoreError
+from hikyuu.util.check import checkif
+from hikyuu.util.check import get_exception_info
+from hikyuu.util.check import hku_catch
+from hikyuu.util.check import hku_check
+from hikyuu.util.check import hku_check_ignore
+from hikyuu.util.check import hku_check_throw
+from hikyuu.util.check import hku_to_async
+from hikyuu.util.mylog import LoggingContext
+from hikyuu.util.mylog import add_class_logger_handler
+from hikyuu.util.mylog import capture_multiprocess_all_logger
+from hikyuu.util.mylog import class_logger
+from hikyuu.util.mylog import get_default_logger
+from hikyuu.util.mylog import hku_debug as hku_trace
+from hikyuu.util.mylog import hku_debug
+from hikyuu.util.mylog import hku_debug_if as hku_trace_if
+from hikyuu.util.mylog import hku_debug_if
+from hikyuu.util.mylog import hku_error
+from hikyuu.util.mylog import hku_error_if
+from hikyuu.util.mylog import hku_fatal
+from hikyuu.util.mylog import hku_fatal_if
+from hikyuu.util.mylog import hku_info
+from hikyuu.util.mylog import hku_info_if
+from hikyuu.util.mylog import hku_warn
+from hikyuu.util.mylog import hku_warn_if
+from hikyuu.util.mylog import set_my_logger_file
+from hikyuu.util.mylog import spend_time
+from hikyuu.util.mylog import with_trace
+from hikyuu.util.notebook import in_interactive_session
+from hikyuu.util.notebook import in_ipython_frontend
+from hikyuu.util.timeout import TerminableThread
+from hikyuu.util.timeout import ThreadKiller
+from hikyuu.util.timeout import timeout
+import logging as logging
+import multiprocessing as multiprocessing
+import os as os
+import sys as sys
+import threading as threading
+import time as time
+import traceback as traceback
+from . import check
+from . import mylog
+from . import notebook
+from . import singleton
+from . import slice
+__all__: list = ['spend_time', 'timeout', 'hku_logger', 'class_logger', 'add_class_logger_handler', 'HKUCheckError', 'hku_check', 'hku_check_throw', 'hku_check_ignore', 'hku_catch', 'hku_to_async', 'hku_trace', 'hku_debug', 'hku_info', 'hku_warn', 'hku_error', 'hku_fatal', 'hku_trace_if', 'hku_debug_if', 'hku_info_if', 'hku_warn_if', 'hku_info_if', 'hku_warn_if', 'hku_error_if', 'hku_fatal_if', 'with_trace', 'set_my_logger_file', 'capture_multiprocess_all_logger', 'LoggingContext', 'in_interactive_session', 'in_ipython_frontend']
+FORMAT: str = '%(asctime)-15s [%(levelname)s] %(message)s [%(name)s::%(funcName)s]'
+g_hku_logger_lock: multiprocessing.synchronize.Lock  # value = <Lock(owner=unknown)>
+hku_logger: logging.Logger  # value = <Logger hikyuu (INFO)>
+hku_logger_name: str = 'hikyuu'

hikyuu/util/check.py

@@ -0,0 +1,153 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+# ==========================================================
+# History
+# 1. 20200821, Added by fasiondog
+# ==========================================================
+
+import sys
+import traceback
+import functools
+import asyncio
+from .mylog import hku_logger, g_hku_logger_lock
+
+
+class HKUCheckError(Exception):
+    def __init__(self, expression, message):
+        self.expression = expression
+        self.message = message
+
+    def __str__(self):
+        return str(self.message)
+
+
+class HKUIngoreError(Exception):
+    def __init__(self, expression, message=None):
+        self.expression = expression
+        self.message = message if message is not None else 'ignore'
+
+    def __str__(self):
+        return str(self.message)
+
+
+def checkif(expression, message, excepion=None, **kwargs):
+    """如果 expression 为 True，则抛出异常。注意：该函数的判定和 assert 是相反的。
+
+    :param boolean expression: 判断条件
+    :param str message: 异常注解信息
+    :param Exception exception: 指定的异常类，为None时，为默认 HKUCheckError 异常
+    """
+    if expression:
+        if excepion is None:
+            raise HKUCheckError(expression, message)
+        else:
+            raise excepion(message, **kwargs)
+
+
+def hku_check(exp, msg, *args, **kwargs):
+    if not exp:
+        st = traceback.extract_stack()[-2]
+        check_exp = st._line.split(',')[0]
+        errmsg = "{}) {} [{}] [{}:{}]".format(check_exp, msg.format(*args, **kwargs), st.name, st.filename, st.lineno)
+        raise HKUCheckError(exp, errmsg)
+
+
+def hku_check_throw(expression, message, excepion=None, **kwargs):
+    """如果 expression 为 False，则抛出异常。
+
+    :param boolean expression: 判断条件
+    :param str message: 异常注解信息
+    :param Exception exception: 指定的异常类，为None时，为默认 HKUCheckError 异常
+    """
+    if not expression:
+        st = traceback.extract_stack()[-2]
+        check_exp = st._line.split(',')[0]
+        errmsg = "{}) {} [{}] [{}:{}]".format(check_exp, message, st.name, st.filename, st.lineno)
+        if excepion is None:
+            raise HKUCheckError(expression, errmsg)
+        else:
+            raise excepion(errmsg, **kwargs)
+
+
+def hku_check_ignore(exp, *args, **kwargs):
+    """可忽略的检查"""
+    if not exp:
+        st = traceback.extract_stack()[-2]
+        check_exp = st._line.split(',')[0]
+        msg = kwargs.pop("msg") if "msg" in kwargs else ''
+        if msg:
+            errmsg = "{}) {} [{}] [{}:{}]".format(
+                check_exp, msg.format(*args, **kwargs), st.name, st.filename, st.lineno
+            )
+        elif args:
+            msg = args[0]
+            errmsg = "{}) {} [{}] [{}:{}]".format(
+                check_exp, msg.format(*args[1:], **kwargs), st.name, st.filename, st.lineno
+            )
+        raise HKUIngoreError(exp, errmsg)
+
+
+def get_exception_info():
+    info = sys.exc_info()
+    return "{}: {}".format(info[0].__name__, info[1])
+
+
+def hku_catch(ret=None, trace=False, callback=None, retry=1, with_msg=False, re_raise=False):
+    """捕获发生的异常, 包装方式: @hku_catch()
+    :param ret: 异常发生时返回值, with_msg为True时, 返回为 (ret, errmsg)
+    :param boolean trace: 打印异常堆栈信息
+    :param func callback: 发生异常后的回调函数, 入参同func
+    :param int retry: 尝试执行的次数
+    :param boolean with_msg: 是否返回异常错误信息, 为True时, 函数返回为 (ret, errmsg)
+    :param boolean re_raise: 是否将错误信息以异常的方式重新抛出
+    """
+    def hku_catch_wrap(func):
+        @functools.wraps(func)
+        def wrappedFunc(*args, **kargs):
+            for i in range(retry):
+                errmsg = ""
+                try:
+                    val = func(*args, **kargs)
+                    return (val, errmsg) if with_msg else val
+                except HKUIngoreError:
+                    errmsg = "{} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
+                    hku_logger.debug(errmsg)
+                except Exception:
+                    errmsg = "{} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
+                    with g_hku_logger_lock:
+                        hku_logger.error(errmsg)
+                        if trace:
+                            hku_logger.error(traceback.format_exc())
+                    if i == (retry - 1):
+                        if callback is not None:
+                            callback(*args, **kargs)
+                        if re_raise:
+                            raise Exception(errmsg)
+                except KeyboardInterrupt:
+                    raise KeyboardInterrupt()
+                except:
+                    errmsg = "Unknown error! {} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
+                    with g_hku_logger_lock:
+                        hku_logger.error(errmsg)
+                        if trace:
+                            hku_logger.error(traceback.format_exc())
+                    if i == (retry - 1):
+                        if callback is not None:
+                            callback(*args, **kargs)
+                        if re_raise:
+                            raise Exception(errmsg)
+                return (ret, errmsg) if with_msg else ret
+
+        return wrappedFunc
+
+    return hku_catch_wrap
+
+
+def hku_to_async(func):
+    @functools.wraps(func)
+    async def async_func(*args, **kwargs):
+        loop = asyncio.get_event_loop()
+        return await loop.run_in_executor(None, func, *args, **kwargs)
+    return async_func

hikyuu/util/check.pyi

@@ -0,0 +1,59 @@
+from __future__ import annotations
+import asyncio as asyncio
+import functools as functools
+import logging
+import multiprocessing.synchronize
+import sys as sys
+import traceback as traceback
+__all__ = ['HKUCheckError', 'HKUIngoreError', 'asyncio', 'checkif', 'functools', 'g_hku_logger_lock', 'get_exception_info', 'hku_catch', 'hku_check', 'hku_check_ignore', 'hku_check_throw', 'hku_logger', 'hku_to_async', 'sys', 'traceback']
+class HKUCheckError(Exception):
+    def __init__(self, expression, message):
+        ...
+    def __str__(self):
+        ...
+class HKUIngoreError(Exception):
+    def __init__(self, expression, message = None):
+        ...
+    def __str__(self):
+        ...
+def checkif(expression, message, excepion = None, **kwargs):
+    """
+    如果 expression 为 True，则抛出异常。注意：该函数的判定和 assert 是相反的。
+    
+        :param boolean expression: 判断条件
+        :param str message: 异常注解信息
+        :param Exception exception: 指定的异常类，为None时，为默认 HKUCheckError 异常
+        
+    """
+def get_exception_info():
+    ...
+def hku_catch(ret = None, trace = False, callback = None, retry = 1, with_msg = False, re_raise = False):
+    """
+    捕获发生的异常, 包装方式: @hku_catch()
+        :param ret: 异常发生时返回值, with_msg为True时, 返回为 (ret, errmsg)
+        :param boolean trace: 打印异常堆栈信息
+        :param func callback: 发生异常后的回调函数, 入参同func
+        :param int retry: 尝试执行的次数
+        :param boolean with_msg: 是否返回异常错误信息, 为True时, 函数返回为 (ret, errmsg)
+        :param boolean re_raise: 是否将错误信息以异常的方式重新抛出
+        
+    """
+def hku_check(exp, msg, *args, **kwargs):
+    ...
+def hku_check_ignore(exp, *args, **kwargs):
+    """
+    可忽略的检查
+    """
+def hku_check_throw(expression, message, excepion = None, **kwargs):
+    """
+    如果 expression 为 False，则抛出异常。
+    
+        :param boolean expression: 判断条件
+        :param str message: 异常注解信息
+        :param Exception exception: 指定的异常类，为None时，为默认 HKUCheckError 异常
+        
+    """
+def hku_to_async(func):
+    ...
+g_hku_logger_lock: multiprocessing.synchronize.Lock  # value = <Lock(owner=unknown)>
+hku_logger: logging.Logger  # value = <Logger hikyuu (INFO)>