hikyuu 2.3.1__py3-none-manylinux1_x86_64.whl

hikyuu/interactive.py

@@ -0,0 +1,385 @@
+#!/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.
+
+import pandas as pd
+from hikyuu.data.hku_config_template import generate_default_config
+from .draw import *
+
+
+__copyright__ = """
+MIT License
+
+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.
+"""
+
+import os
+import configparser
+
+from hikyuu.data.hku_config_template import generate_default_config
+from hikyuu import *
+
+
+# ==============================================================================
+#
+# 读取配置信息，并初始化
+#
+# ==============================================================================
+config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
+if not os.path.exists(config_file):
+    # 创建默认配置
+    hku_info("创建默认配置文件")
+    generate_default_config()
+
+ini = configparser.ConfigParser()
+ini.read(config_file, encoding='utf-8')
+hku_param = Parameter()
+hku_param["tmpdir"] = ini.get('hikyuu', 'tmpdir')
+hku_param["datadir"] = ini.get('hikyuu', 'datadir')
+if ini.has_option('hikyuu', 'quotation_server'):
+    hku_param["quotation_server"] = ini['hikyuu']['quotation_server']
+
+base_param = Parameter()
+base_info_config = ini.options('baseinfo')
+for p in base_info_config:
+    base_param[p] = ini.get('baseinfo', p)
+
+block_param = Parameter()
+block_config = ini.options('block')
+for p in block_config:
+    block_param[p] = ini.get('block', p)
+
+preload_param = Parameter()
+preload_config = ini.options('preload')
+for p in preload_config:
+    if p in ('day', 'week', 'month', 'quarter', 'halfyear', 'year', 'min', 'min5', 'min15', 'min30', 'min60', 'hour2'):
+        preload_param[p] = ini.getboolean('preload', p)
+    else:
+        preload_param[p] = ini.getint('preload', p)
+
+kdata_param = Parameter()
+kdata_config = ini.options('kdata')
+for p in kdata_config:
+    if p == "convert":
+        kdata_param[p] = ini.getboolean('kdata', p)
+        continue
+    kdata_param[p] = ini.get('kdata', p)
+
+context = StrategyContext(["all"])
+if 'HKU_STOCK_LIST' in os.environ:
+    context.stock_list = os.environ['HKU_STOCK_LIST'].split(";")
+if 'HKU_KTYPE_LIST' in os.environ:
+    context.ktype_list = os.environ['HKU_KTYPE_LIST'].split(";")
+if 'HKU_LOAD_HISTORY_FINANCE' in os.environ:
+    load_str = os.environ['HKU_LOAD_HISTORY_FINANCE'].upper()
+    load_finance = load_str in ("1", "TRUE")
+    hku_param.set("load_history_finance", load_finance)
+if 'HKU_LOAD_STOCK_WEIGHT' in os.environ:
+    load_str = os.environ['HKU_LOAD_STOCK_WEIGHT'].upper()
+    load_stk_weight = load_str in ("1", "TRUE")
+    hku_param.set("load_stock_weight", load_stk_weight)
+
+sm.init(base_param, block_param, kdata_param, preload_param, hku_param, context)
+# set_log_level(LOG_LEVEL.INFO)
+
+start_spot = False
+if 'HKU_START_SPOT' in os.environ:
+    spot_str = os.environ['HKU_START_SPOT'].upper()
+    start_spot = spot_str in ('1', 'TRUE')
+spot_worker_num = 1
+if 'HKU_SPOT_WORKER_NUM' in os.environ:
+    spot_worker_num = int(os.environ['HKU_SPOT_WORKER_NUM'])
+
+# 启动行情接收代理
+start_spot_agent(False, spot_worker_num)
+
+# ==============================================================================
+#
+# 引入blocka、blocksh、blocksz、blockg全局变量，便于交互式环境下使用
+#
+# ==============================================================================
+blocka = Block("A", "ALL")
+for s in sm:
+    if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ):
+        blocka.add(s)
+zsbk_a = blocka
+
+blocksh = Block("A", "SH")
+for s in blocka:
+    if s.market == "SH":
+        blocksh.add(s)
+zsbk_sh = blocksh
+
+blocksz = Block("A", "SZ")
+for s in blocka:
+    if s.market == "SZ":
+        blocksz.add(s)
+zsbk_sz = blocksz
+
+blockbj = Block("A", "BJ")
+for s in blocka:
+    if s.market == "BJ":
+        blockbj.add(s)
+zsbk_bj = blockbj
+
+blockg = Block("G", "创业板")
+for s in sm:
+    if s.type == constant.STOCKTYPE_GEM:
+        blockg.add(s)
+zsbk_cyb = blockg
+
+blockstart = Block("START", "科创板")
+for s in sm:
+    if s.type == constant.STOCKTYPE_START:
+        blockstart.add(s)
+
+blockzxb = Block("A", "中小板")
+for s in blocksz:
+    if s.code[:3] == "002":
+        blockzxb.add(s)
+zsbk_zxb = blockzxb
+
+zsbk_sh50 = sm.get_block("指数板块", "上证50")
+zsbk_sh180 = sm.get_block("指数板块", "上证180")
+zsbk_hs300 = sm.get_block("指数板块", "沪深300")
+zsbk_zz100 = sm.get_block("指数板块", "中证100")
+
+
+def set_global_context(stk, query):
+    """设置全局的 context
+
+        :param Stock stk: 指定的全局Stock
+        :param Query query: 指定的查询条件
+    """
+    global K, O, C, H, L, A, V
+    K = stk.get_kdata(query)
+    O.set_context(K)
+    C.set_context(K)
+    H.set_context(K)
+    L.set_context(K)
+    A.set_context(K)
+    V.set_context(K)
+
+
+def get_global_context():
+    """获取当前的全局上下文
+
+        :rtype: KData
+    """
+    return C.getContext()
+
+
+set_global_context(sm['sh000001'], Query(-150))
+
+# ==============================================================================
+#
+# 设置默认绘图引擎
+#
+# ==============================================================================
+
+use_draw_engine('matplotlib')
+
+# ==============================================================================
+#
+# 粗略的选股函数
+#
+# ==============================================================================
+
+
+def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=True):
+    """
+    示例：
+    #选出涨停股
+    C = CLOSE()
+    x = select(C / REF(C, 1) - 1 >= 0.0995)
+
+    :param Indicator cond: 条件指标
+    :param Datetime start: 起始日期
+    :param Datetime end: 结束日期
+    :param bool print_out: 打印选中的股票
+    :rtype: 选中的股票列表
+    """
+    q = Query(start, end)
+    d = sm.get_trading_calendar(q, 'SH')
+    if len(d) == 0:
+        return
+
+    result = []
+    for s in blocka:
+        if not s.valid:
+            continue
+
+        k = s.get_kdata(q)
+        if len(k) == 0 or k[-1].datetime != d[-1]:
+            continue
+
+        cond.set_context(k)
+        if len(cond) > 0 and not isnan(cond[-1]) and cond[-1] > 0:
+            result.append(s)
+            if print_out:
+                print(d[-1], s)
+
+    return result
+
+
+def select2(inds, start=Datetime(201801010000), end=Datetime.now(), stks=None):
+    """导出最后时刻指定证券的所有指定指标值
+
+    如：
+        select2([CLOSE(), VOLUME()], stks=blocka)
+
+    返回一个DataFrame, 列名是指标名称, 行是证券代码和证券名称:
+
+        证券代码  证券名称  CLOSE  VOLUME
+        SH600000 浦发银行  14.09   1000
+        SH600001 中国平安  13.09   2000
+        SZ000001 平安银行  13.09   3000
+        ...
+
+    :param Indicator inds: 指标列表
+    :param Datetime start: 起始日期
+    :param Datetime end: 结束日期（不包括该日期）
+    :param list stks: 指定的证券列表
+    :rtype: pandas.DataFrame
+    """
+    q = Query(start, end)
+    d = sm.get_trading_calendar(q, 'SH')
+    if len(d) == 0:
+        return
+
+    if stks is None:
+        stks = sm
+
+    ind_cols = {'证券代码': [], '证券名称': []}
+    for ind in inds:
+        ind_cols[ind.name] = []
+
+    for s in stks:
+        if not s.valid:
+            continue
+
+        k = s.get_kdata(q)
+        if len(k) == 0 or k[-1].datetime != d[-1]:
+            continue
+
+        ind_cols['证券代码'].append(s.market_code)
+        ind_cols['证券名称'].append(s.name)
+        for ind in inds:
+            x = ind(k)
+            ind_cols[ind.name].append(x[-1])
+
+    df = pd.DataFrame(ind_cols)
+    return df
+
+
+# ==============================================================================
+#
+# 增加临时的实时数据更新函数 realtime_update
+#
+# ==============================================================================
+
+
+def realtime_update_inner(source='qq', stk_list=None):
+    if stk_list is None:
+        if source == 'qmt':
+            stk_list = [s for s in sm if s.valid and s.type in (
+                constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
+                constant.STOCKTYPE_GEM, constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)]
+        else:
+            stk_list = [
+                stk.market_code.lower() for stk in sm if stk.valid and stk.type in
+                (constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_GEM,
+                 constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)
+            ]
+
+    if source == 'qq':
+        from hikyuu.fetcher.stock.zh_stock_a_sina_qq import get_spot
+        stk_list = [s.market_code.lower() for s in stk_list]
+        records = get_spot(stk_list, 'qq')
+    elif source == 'qmt':
+        from hikyuu.fetcher.stock.zh_stock_a_qmt import get_spot
+        records = get_spot(stk_list)
+    else:
+        hku_error(f'Not support website source: {source}!')
+        return
+
+    for r in records:
+        stk = sm[f'{r["market"]}{r["code"]}']
+        if stk.is_null():
+            continue
+        k = KRecord()
+        k.datetime = Datetime(r['datetime']).start_of_day()
+        k.open = r['open']
+        k.high = r['high']
+        k.low = r['low']
+        k.close = r['close']
+        k.volume = r['volume']
+        k.amount = r['amount']
+        stk.realtime_update(k)
+
+
+def realtime_update_wrap():
+    pre_update_time = None
+
+    def realtime_update_closure(source='qq', delta=60, stk_list=None):
+        """
+        更新实时日线数据
+        :param str source: 数据源 ('qq' | 'qmt')
+        :param int delta: 最小更新间隔时间, 防止更新过于频繁
+        :param sequence stk_list: 待更新的stock列表, 如为 None 则更新全部
+        """
+        from datetime import timedelta, datetime
+        nonlocal pre_update_time
+        now_update_time = datetime.now()
+        if (source == 'qmt') or (pre_update_time is None) or (now_update_time - pre_update_time) > timedelta(0, delta, 0):
+            realtime_update_inner(source, stk_list)
+            pre_update_time = datetime.now()
+            print(f"更新完毕！更新时间: {pre_update_time}")
+        else:
+            print(f"更新间隔小于 {str(delta)} 秒，未更新")
+            print(f"上次更新时间: {pre_update_time}")
+
+    return realtime_update_closure
+
+
+realtime_update = realtime_update_wrap()

hikyuu/setup.py

@@ -0,0 +1,104 @@
+#!/usr/bin/env python
+#-*- coding:utf-8 -*-
+
+from setuptools import setup, find_packages
+import sys
+import os
+
+if sys.argv[-1] == 'publish':
+    os.system("python setup.py bdist_wheel --python-tag cp35 -p win-amd64")
+    #python setup.py bdist_wheel --python-tag cp35 -p linux_x86_64
+    os.system("twine upload dist/*")
+    sys.exit()
+
+hku_name = "Hikyuu"
+hku_version = "1.0.9"
+hku_author = "fasiondog"
+hku_author_email = "fasiondog@sina.com"
+
+hku_license = "MIT"
+hku_keywords = ("quant", "trade", "System Trading", "backtester", "量化", "程序化交易", "量化交易", "系统交易")
+hku_platforms = "Independant"
+hku_url = "http://hikyuu.org/"
+
+hku_description = "Hikyuu Quant Framework for System Trading Analysis and backtester"
+with open("README.rst", encoding='utf-8') as f:
+    hku_long_description = f.read()
+
+if sys.platform == 'win32':
+    hku_data_files = [('Lib/site-packages/hikyuu', ['hikyuu/hikyuu.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/hikyuu_utils.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/sqlite3.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/importdata.exe']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/boost_date_time-vc141-mt-x64-1_68.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/boost_filesystem-vc141-mt-x64-1_68.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/boost_python35-vc141-mt-x64-1_68.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/boost_serialization-vc141-mt-x64-1_68.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/boost_system-vc141-mt-x64-1_68.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/libmysql.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/hdf5.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/hdf5_hl.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/hdf5_cpp.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/hdf5_hl_cpp.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/szip.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/zlib.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/concrt140.dll']),
+                      ('Lib/site-packages/hikyuu', ['hikyuu/vcruntime140.dll'])]
+else:
+    hku_data_files = []
+
+setup(
+        name = hku_name,
+        version = hku_version,
+        description = hku_description,
+        long_description = hku_long_description,
+        author = hku_author,
+        author_email = hku_author_email,
+
+        license = hku_license,
+        keywords = hku_keywords,
+        platforms = hku_platforms,
+        url = hku_url,
+
+        packages = find_packages(),
+        zip_safe = False,
+        include_package_data=True,
+        package_data = {
+            '': ['*.rst', '*.pyd', '*.ini', '*.sql', '*.properties', '*.xml', 'LICENSE.txt', 'lib*.so.*'],
+        },
+        
+        data_files = hku_data_files,
+        
+        classifiers=[
+            # How mature is this project? Common values are
+            #   3 - Alpha
+            #   4 - Beta
+            #   5 - Production/Stable
+            'Development Status :: 3 - Alpha',
+
+            # Indicate who your project is intended for
+            'Intended Audience :: Developers',
+            'Topic :: Software Development :: Libraries :: Python Modules',
+            'Topic :: Office/Business :: Financial',
+            'Topic :: Office/Business :: Financial :: Investment',
+            'Topic :: Scientific/Engineering :: Mathematics',
+
+            # Pick your license as you wish (should match "license" above)
+             'License :: OSI Approved :: MIT License',
+
+            'Operating System :: Microsoft :: Windows',
+             
+            # Specify the Python versions you support here. In particular, ensure
+            # that you indicate whether you support Python 2, Python 3 or both.
+            'Programming Language :: Python :: 3',
+            'Programming Language :: Python :: 3.5',
+        ],
+
+        install_requires=[
+            'matplotlib>=1.5.0',
+            #'pandas>=0.17.1',
+            #'tushare>=0.8.2',
+            #'pyperclip>=1.5.27',
+            'pyecharts>=0.2.7',
+        ],        
+        )

hikyuu/shell/cmdserver.py

@@ -0,0 +1,126 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2021 hikyuu.org
+#
+# Create on: 2021-03-23
+#    Author: fasiondog
+
+import os, sys, subprocess
+import requests, json
+from hkucmd import HKUShell
+from hikyuu.util.check import hku_catch
+
+g_server_url = "http://127.0.0.1:520/hku"
+g_api_version = "v1"
+g_token = None
+
+
+def get_url(service, api):
+    return "{}/{}/{}/{}".format(g_server_url, service, g_api_version, api)
+
+
+def login():
+    data = json.dumps({'user': 'hku'})
+    url = get_url('login', 'login')
+    r = requests.post(url, data)
+    global g_token
+    g_token = r.json()['hku_token']
+
+
+def logout():
+    url = get_url('login', 'logout')
+    r = requests.post(url, data)
+
+
+def get_token():
+    global g_token
+    if g_token is None:
+        login()
+    return g_token
+
+
+def get_headers():
+    headers = {"hku_token": get_token(), "User-Agent": "Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/51.0.2704.103 Safari/537.36"}
+    return headers
+
+
+@hku_catch()
+def start_server():
+    if HKUShell.server is not None:
+        server_status()
+        return
+    target = 'hkuserver.exe' if sys.platform == 'win32' else 'hkuserver'
+    if os.path.exists(target):
+        HKUShell.server = subprocess.Popen([target])
+        return
+
+    platform = 'windows'
+    if sys.platform == 'linux':
+        platform = 'linux'
+    elif sys.platform == 'darwin':
+        platform = 'macosx'
+    target = "./build/release/{}/x64/lib/{}".format(platform, target)
+    if os.path.exists(target):
+        HKUShell.server = subprocess.Popen([target])
+        return
+
+    try:
+        import hikyuu as hku
+        target = "{}/cpp/{}".format(hku.__path__[0], target)
+        if os.path.exists(target):
+            HKUShell.server = subprocess.Popen([target])
+    except:
+        print("Can't found {}".format(target))
+
+
+def stop_server():
+    if HKUShell.server:
+        HKUShell.server.terminate()
+        HKUShell.server.wait()
+        HKUShell.server = None
+        print("server stopped.")
+
+
+def server_status():
+    if HKUShell.server is None:
+        print("server stopped.")
+        return
+    url = get_url('assist', 'status')
+    headers = get_headers()
+    r = requests.get(url, headers=headers)
+    print(r.json())
+
+
+def set_server_logger_level(logger, level):
+    url = get_url('assist', 'log_level')
+    headers = get_headers()
+    data = {'logger': logger, 'level': int(level)} if logger is not None else {'level': int(level)}
+    r = requests.post(url, data, headers=headers)
+    print(r.json())
+
+
+def server(self, args):
+    """
+    start: 启动服务，无参数时，默认为start
+    stop: 停止服务
+    status: 查看当前服务器运行状态
+    set_logger_level: 设置 logger 级别 
+        logger(str): （可选）logger 名称
+        level(int): 打印级别
+    """
+    if args == "":
+        start_server()
+    x = args.split()
+    if not x or x[0] == 'status':
+        server_status()
+    elif x[0] == 'stop':
+        stop_server()
+    elif x[0] == 'set_logger_level':
+        if len(x) == 2:
+            set_server_logger_level(None, x[1])
+        else:
+            set_server_logger_level(x[1], x[2])