hikyuu 2.3.1__py3-none-win_amd64.whl → 2.5.0__py3-none-win_amd64.whl

hikyuu/cpp/core312.pyi

@@ -1,7 +1,7 @@
 from __future__ import annotations
 import numpy
 import typing
-__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSSINCE', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DIRECT', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'KDATA_PART', 'KData', 'KDataDriver', 'KRecord', 'KRecordList', 'LAST', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCount', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NOT', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'Query', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_AllwaysBuy', 'SG_Band', 'SG_Bool', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Flex', 'SG_Single', 'SG_Single2', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_kdata', 'get_last_version', 'get_log_level', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'isinf', 'isnan', 'open_ostream_to_python', 'open_spend_time', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'start_spot_agent', 'stop_spot_agent', 'toPriceList']
+__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSSINCE', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DIRECT', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KDATA_PART', 'KData', 'KDataDriver', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NOT', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'Query', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_AllwaysBuy', 'SG_Band', 'SG_Bool', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Flex', 'SG_OneSide', 'SG_Single', 'SG_Single2', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_kdata', 'get_last_version', 'get_log_level', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'isinf', 'isnan', 'open_ostream_to_python', 'open_spend_time', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'start_spot_agent', 'stop_spot_agent', 'toPriceList']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -456,6 +456,18 @@ class ConditionBase:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    @staticmethod
+    def plot(cn, new = True, axes = None, kdata = None):
+        """
+        绘制系统有效条件
+        
+            :param ConditionBase cn: 系统有效条件
+            :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+            :param axes: 指定在那个轴对象中进行绘制
+            :param KData kdata: 指定的KData，如该值为None，则认为该系统有效条件已经
+                                指定了交易对象，否则，使用该参数作为交易对象
+            
+        """
     def __add__(self, arg0: ConditionBase) -> ConditionBase:
         ...
     def __and__(self, arg0: ConditionBase) -> ConditionBase:
@@ -1290,6 +1302,17 @@ class EnvironmentBase:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    @staticmethod
+    def plot(ev, ref_kdata, new = True, axes = None):
+        """
+        绘制市场有效判断
+        
+            :param EnvironmentBase cn: 系统有效条件
+            :param KData ref_kdata: 用于日期参考
+            :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+            :param axes: 指定在那个轴对象中进行绘制
+            
+        """
     def __getstate__(self) -> tuple:
         ...
     @typing.overload
@@ -1527,6 +1550,27 @@ class Indicator:
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
     @staticmethod
+    def bar(indicator, new = True, axes = None, kref = None, legend_on = False, text_on = False, text_color = 'k', label = None, width = 0.4, color = 'r', edgecolor = 'r', zero_on = False, *args, **kwargs):
+        """
+        绘制indicator柱状图
+        
+            :param Indicator indicator: Indicator实例
+            :param axes:       指定的坐标轴
+            :param new:        是否在新窗口中显示，只在没有指定axes时生效
+            :param kref:       参考的K线数据，以便绘制日期X坐标
+            :param legend_on:  是否打开图例
+            :param text_on:    是否在左上角显示指标名称及其参数
+            :param text_color: 指标名称解释文字的颜色，默认为黑色
+            :param str label:  label显示文字信息，text_on 及 legend_on 为 True 时生效
+            :param zero_on:    是否需要在y=0轴上绘制一条直线
+            :param width:      Bar的宽度
+            :param color:      Bar的颜色
+            :param edgecolor:  Bar边缘颜色
+            :param args:       pylab plot参数
+            :param kwargs:     pylab plot参数
+            
+        """
+    @staticmethod
     def exist_nan(*args, **kwargs) -> bool:
         """
         exist_nan(self, result_index)
@@ -1537,6 +1581,26 @@ class Indicator:
             :rtype: bool
         """
     @staticmethod
+    def plot(indicator, new = True, axes = None, kref = None, legend_on = False, text_on = False, text_color = 'k', zero_on = False, label = None, linestyle = '-', *args, **kwargs):
+        """
+        绘制indicator曲线
+        
+            :param Indicator indicator: indicator实例
+            :param axes:            指定的坐标轴
+            :param new:             是否在新窗口中显示，只在没有指定axes时生效
+            :param kref:            参考的K线数据，以便绘制日期X坐标
+            :param legend_on:       是否打开图例
+            :param text_on:         是否在左上角显示指标名称及其参数
+            :param text_color:      指标名称解释文字的颜色，默认为黑色
+            :param zero_on:         是否需要在y=0轴上绘制一条直线
+            :param str label:       label显示文字信息，text_on 及 legend_on 为 True 时生效
+            :param args:            pylab plot参数
+            :param kwargs:          pylab plot参数，如：marker（标记类型）、
+                                     markerfacecolor（标记颜色）、
+                                     markeredgecolor（标记的边缘颜色）
+            
+        """
+    @staticmethod
     def to_df(indicator):
         """
         转化为pandas.DataFrame
@@ -2018,6 +2082,43 @@ class KData:
             
         """
     @staticmethod
+    def kplot(kdata, new = True, axes = None, colorup = 'r', colordown = 'g'):
+        """
+        绘制K线图
+        
+            :param KData kdata: K线数据
+            :param bool new:    是否在新窗口中显示，只在没有指定axes时生效
+            :param axes:        指定的坐标轴
+            :param colorup:     the color of the rectangle where close >= open
+            :param colordown:   the color of the rectangle where close < open
+            
+        """
+    @staticmethod
+    def mkplot(kdata, new = True, axes = None, colorup = 'r', colordown = 'g', ticksize = 3):
+        """
+        绘制美式K线图
+        
+            :param KData kdata: K线数据
+            :param bool new:    是否在新窗口中显示，只在没有指定axes时生效
+            :param axes:        指定的坐标轴
+            :param colorup:     the color of the lines where close >= open
+            :param colordown:   the color of the lines where close < open
+            :param ticksize:    open/close tick marker in points
+            
+        """
+    @staticmethod
+    def plot(kdata, new = True, axes = None, colorup = 'r', colordown = 'g'):
+        """
+        绘制K线图
+        
+            :param KData kdata: K线数据
+            :param bool new:    是否在新窗口中显示，只在没有指定axes时生效
+            :param axes:        指定的坐标轴
+            :param colorup:     the color of the rectangle where close >= open
+            :param colordown:   the color of the rectangle where close < open
+            
+        """
+    @staticmethod
     def to_df(kdata):
         """
         转化为pandas的DataFrame
@@ -2581,8 +2682,8 @@ class MoneyManagerBase:
     
     自定义资金管理策略接口：
     
-        - buyNotify : 【可选】接收实际买入通知，预留用于多次增减仓处理
-        - sellNotify : 【可选】接收实际卖出通知，预留用于多次增减仓处理
+        - _buyNotify : 【可选】接收实际买入通知，预留用于多次增减仓处理
+        - _sellNotify : 【可选】接收实际卖出通知，预留用于多次增减仓处理
         - _getBuyNumber : 【必须】获取指定交易对象可买入的数量
         - _getSellNumber : 【可选】获取指定交易对象可卖出的数量，如未重载，默认为卖出全部已持仓数量
         - _reset : 【可选】重置私有属性
@@ -2612,6 +2713,14 @@ class MoneyManagerBase:
         ...
     def __str__(self) -> str:
         ...
+    def _buy_notify(self, arg0: TradeRecord) -> None:
+        """
+        _buy_notify(self, trade_record)
+        
+            【重载接口】交易系统发生实际买入操作时，通知交易变化情况，一般存在多次增减仓的情况才需要重载
+        
+            :param TradeRecord trade_record: 发生实际买入时的实际买入交易记录
+        """
     def _get_buy_num(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: SystemPart) -> float:
         """
         _get_buy_num(self, datetime, stock, price, risk, part_from)
@@ -2648,18 +2757,26 @@ class MoneyManagerBase:
         """
         【重载接口】子类复位接口，复位内部私有变量
         """
-    def buy_notify(self, arg0: TradeRecord) -> None:
+    def _sell_notify(self, arg0: TradeRecord) -> None:
         """
-        buy_notify(self, trade_record)
+        _sell_notify(self, trade_record)
         
-            【重载接口】交易系统发生实际买入操作时，通知交易变化情况，一般存在多次增减仓的情况才需要重载
+            【重载接口】交易系统发生实际卖出操作时，通知实际交易变化情况，一般存在多次增减仓的情况才需要重载
         
-            :param TradeRecord trade_record: 发生实际买入时的实际买入交易记录
+            :param TradeRecord trade_record: 发生实际卖出时的实际卖出交易记录
         """
     def clone(self) -> MoneyManagerBase:
         """
         克隆操作
         """
+    def current_buy_count(self, arg0: Stock) -> int:
+        """
+        当前连续买入计数
+        """
+    def current_sell_count(self, arg0: Stock) -> int:
+        """
+        当前连续卖出计数
+        """
     def get_buy_num(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: SystemPart) -> float:
         """
         get_buy_num(self, datetime, stock, price, risk, part_from)
@@ -2710,14 +2827,6 @@ class MoneyManagerBase:
         """
         复位操作
         """
-    def sell_notify(self, arg0: TradeRecord) -> None:
-        """
-        sell_notify(self, trade_record)
-        
-            【重载接口】交易系统发生实际卖出操作时，通知实际交易变化情况，一般存在多次增减仓的情况才需要重载
-        
-            :param TradeRecord trade_record: 发生实际卖出时的实际卖出交易记录
-        """
     def set_param(self, arg0: str, arg1: any) -> None:
         """
         set_param(self, name, value)
@@ -3146,6 +3255,9 @@ class Portfolio:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    @staticmethod
+    def performance(sys, ref_stk = None):
+        ...
     def __getstate__(self) -> tuple:
         ...
     @typing.overload
@@ -3155,7 +3267,7 @@ class Portfolio:
     def __init__(self, arg0: str) -> None:
         ...
     @typing.overload
-    def __init__(self, arg0: TradeManager, arg1: SelectorBase, arg2: AllocateFundsBase) -> None:
+    def __init__(self, arg0: str, arg1: TradeManager, arg2: SelectorBase, arg3: AllocateFundsBase) -> None:
         ...
     def __repr__(self) -> str:
         ...
@@ -3185,9 +3297,9 @@ class Portfolio:
         """
         复位操作
         """
-    def run(self, query: Query, adjust_cycle: int = 1, force: bool = False, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> None:
+    def run(self, query: Query, force: bool = False) -> None:
         """
-        run(self, query[, adjust_cycle=1, force=false, adjust_mode="query", delay_to_trading_day=True])
+        run(self, query[, force=false])
             
             运行投资组合策略。在查询条件及各组件没有变化时，PF在第二次执行时，默认不会实际进行计算。
             但由于各个组件的参数可能改变，此种情况无法自动判断是否需要重计算，可以手工指定进行强制计算。
@@ -3203,10 +3315,7 @@ class Portfolio:
               的第一个交易日。
                 
             :param Query query: 查询条件
-            :param int adjust_cycle: 调仓周期
             :param bool force: 强制重新计算
-            :param str adjust_mode: 调仓模式，默认为"query"
-            :param bool delay_to_trading_day: 是否顺延至当前周期内第一个交易日进行调仓
         """
     def set_param(self, arg0: str, arg1: any) -> None:
         """
@@ -4115,6 +4224,28 @@ class SignalBase:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    @staticmethod
+    def plot(sg, new = True, axes = None, style = 1, kdata = None):
+        """
+        绘制买入/卖出信号
+        
+            :param SignalBase sg: 信号指示器
+            :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+            :param axes: 指定在那个轴对象中进行绘制
+            :param style: 1 | 2 信号箭头绘制样式
+            :param KData kdata: 指定的KData（即信号发生器的交易对象），
+                               如该值为None，则认为该信号发生器已经指定了交易对象，
+                               否则，使用该参数作为交易对象
+            
+        """
+    @typing.overload
+    def __add__(self, arg0: SignalBase) -> SignalBase:
+        ...
+    @typing.overload
+    def __add__(self, arg0: float) -> SignalBase:
+        ...
+    def __and__(self, arg0: SignalBase) -> SignalBase:
+        ...
     def __getstate__(self) -> tuple:
         ...
     @typing.overload
@@ -4126,13 +4257,41 @@ class SignalBase:
     @typing.overload
     def __init__(self, arg0: SignalBase) -> None:
         ...
+    @typing.overload
+    def __mul__(self, arg0: SignalBase) -> SignalBase:
+        ...
+    @typing.overload
+    def __mul__(self, arg0: float) -> SignalBase:
+        ...
+    def __or__(self, arg0: SignalBase) -> SignalBase:
+        ...
+    def __radd__(self, arg0: float) -> SignalBase:
+        ...
     def __repr__(self) -> str:
         ...
+    def __rmul__(self, arg0: float) -> SignalBase:
+        ...
+    def __rsub__(self, arg0: float) -> SignalBase:
+        ...
+    def __rtruediv__(self, arg0: float) -> SignalBase:
+        ...
     def __setstate__(self, arg0: tuple) -> None:
         ...
     def __str__(self) -> str:
         ...
-    def _add_buy_signal(self, arg0: Datetime) -> None:
+    @typing.overload
+    def __sub__(self, arg0: SignalBase) -> SignalBase:
+        ...
+    @typing.overload
+    def __sub__(self, arg0: float) -> SignalBase:
+        ...
+    @typing.overload
+    def __truediv__(self, arg0: SignalBase) -> SignalBase:
+        ...
+    @typing.overload
+    def __truediv__(self, arg0: float) -> SignalBase:
+        ...
+    def _add_buy_signal(self, datetime: Datetime, value: float = 1.0) -> None:
         """
         _add_buy_signal(self, datetime)
         
@@ -4140,7 +4299,7 @@ class SignalBase:
         
             :param Datetime datetime: 指示买入的日期
         """
-    def _add_sell_signal(self, arg0: Datetime) -> None:
+    def _add_sell_signal(self, datetime: Datetime, value: float = -1.0) -> None:
         """
         _add_sell_signal(self, datetime)
         
@@ -4148,6 +4307,8 @@ class SignalBase:
         
             :param Datetime datetime: 指示卖出的日期
         """
+    def _add_signal(self, datetime: Datetime, value: float) -> None:
+        ...
     def _calculate(self, arg0: KData) -> None:
         """
         _calculate(self, kdata)
@@ -4542,6 +4703,16 @@ class Stock:
                 :param Query query: 查询条件（查询条件中的K线类型、复权类型参数此时无用）
                 :rtype: TimeLineList
         """
+    def get_trading_calendar(self, query: Query) -> DatetimeList:
+        """
+        get_trading_calendar(self, query)
+        
+                获取自身市场的交易日日历（（不是本身的交易日期）
+        
+                :param KQuery query: Query查询条件
+                :return: 日期列表
+                :rtype: DatetimeList
+        """
     def get_trans_list(self, arg0: Query) -> TransList:
         """
         get_trans_list(self, query)
@@ -5489,6 +5660,22 @@ class System:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    @staticmethod
+    def performance(sys, ref_stk = None):
+        ...
+    @staticmethod
+    def plot(sys, new = True, axes = None, style = 1, only_draw_close = False):
+        """
+        绘制系统实际买入/卖出信号
+        
+            :param SystemBase sys: 系统实例
+            :param new:   仅在未指定axes的情况下生效，当为True时，
+                           创建新的窗口对象并在其中进行绘制
+            :param axes:  指定在那个轴对象中进行绘制
+            :param style: 1 | 2 信号箭头绘制样式
+            :param bool only_draw_close: 不绘制K线，仅绘制 close
+            
+        """
     def __getstate__(self) -> tuple:
         ...
     @typing.overload
@@ -7338,6 +7525,14 @@ def AF_FixedWeight(weight: float = 0.1) -> AllocateFundsBase:
     
         :param float weight:  指定的资产比例 [0, 1]
     """
+def AF_FixedWeightList(weights: list[float]) -> AllocateFundsBase:
+    """
+    AF_FixedWeightList(weights)
+        
+        固定比例资产分配列表
+    
+        :param float weights:  指定的资产比例列表
+    """
 def AF_MultiFactor() -> AllocateFundsBase:
     """
     AF_MultiFactor()
@@ -7718,11 +7913,9 @@ def COST(k: KData, x: float = 10.0) -> Indicator:
     """
     COST(k[, x=10.0])
     
-        成本分布
-    
+        成本分布。该函数仅对日线分析周期有效，对不能存在流通盘权息数据的指数、ETF等无效。
         用法：COST(k, X) 表示X%获利盘的价格是多少
-    
-        例如：COST(k, 10),表示10%获利盘的价格是多少，即有10%的持仓量在该价格以下，其余90%在该价格以上，为套牢盘 该函数仅对日线分析周期有效
+        例如：COST(k, 10),表示10%获利盘的价格是多少，即有10%的持仓量在该价格以下，其余90%在该价格以上，为套牢盘
     
         :param KData k: 关联的K线数据
         :param float x: x%获利价格, 0~100
@@ -7791,6 +7984,22 @@ def CVAL(data: Indicator, value: float = 0.0, discard: int = 0) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
+def CYCLE(adjust_cycle: int = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Indicator:
+    ...
+@typing.overload
+def CYCLE(kdata: KData, adjust_cycle: int = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Indicator:
+    """
+    CYCLE(kdata, [adjust_cycle=1], [adjust_mode='query'], [delay_to_trading_day=True])
+              
+        PF调仓周期指标，主要用于PF调仓日验证，及作为SG
+    
+        :param KData kdata: K线数据
+        :param int adjust_cycle: 调整周期
+        :param string adjust_mode: 调整方式
+        :param bool delay_to_trading_day: 调整周期是否延至交易日
+        :rtype: Indicator
+    """
+@typing.overload
 def C_AMO(arg0: KData) -> Indicator:
     ...
 @typing.overload
@@ -7956,7 +8165,21 @@ def DIFF(arg0: Indicator) -> Indicator:
         :param Indicator data: 输入数据
         :rtype: Indicator
     """
-def DMA(arg0: Indicator, arg1: Indicator, arg2: bool) -> Indicator:
+@typing.overload
+def DISCARD(discard: int) -> Indicator:
+    ...
+@typing.overload
+def DISCARD(ind: Indicator, discard: int) -> Indicator:
+    """
+    DISCARD(data, discard)
+        
+        以指标公式的方式设置指标结果的丢弃数据量。
+    
+        :param Indicator data: 指标
+        :param int discard: 丢弃数据量
+        :rtype: Indicator
+    """
+def DMA(x: Indicator, a: Indicator, fill_null: bool = True) -> Indicator:
     """
     DMA(ind, a[, fill_null=True])
     
@@ -8260,7 +8483,7 @@ def HSL(arg0: KData) -> Indicator:
     """
     HSL(kdata)
     
-        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 KData kdata: k线数据
         :rtype: Indicator
@@ -8327,14 +8550,29 @@ def IF(arg0: Indicator, arg1: float, arg2: float) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
-def INDEXA() -> Indicator:
+def INBLOCK(category: str, name: str) -> Indicator:
     ...
 @typing.overload
-def INDEXA(arg0: Query) -> Indicator:
+def INBLOCK(data: KData, category: str, name: str) -> Indicator:
     """
-    INDEXA([query])
+    INBLOCK(data, category, name)        
+    
+        当前上下文证券是否在指定的板块中。
+    
+        :param KData data: 指定的K线数据(上下文)
+        :param string category: 板块类别
+        :param string name: 板块名称
+        :rtype: Indicator
+    """
+@typing.overload
+def INDEXA(fill_null: bool = True) -> Indicator:
+    ...
+@typing.overload
+def INDEXA(kdata: KData, fill_null: bool = True) -> Indicator:
+    """
+    INDEXA([kdata])
         
-        大盘成交额
+        返回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
     """
 @typing.overload
 def INDEXADV() -> Indicator:
@@ -8347,14 +8585,14 @@ def INDEXADV(arg0: Query) -> Indicator:
         通达信 880005 大盘上涨家数, 可能无法盘中更新!
     """
 @typing.overload
-def INDEXC() -> Indicator:
+def INDEXC(fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
-def INDEXC(arg0: Query) -> Indicator:
+def INDEXC(kdata: KData, fill_null: bool = True) -> Indicator:
     """
-    INDEXC([query])
+    INDEXC([kdata])
         
-        大盘收盘价
+        返回对应的大盘收盘价,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
 def INDEXDEC() -> Indicator:
@@ -8367,44 +8605,44 @@ def INDEXDEC(arg0: Query) -> Indicator:
         通达信 880005 大盘下跌家数, 可能无法盘中更新!
     """
 @typing.overload
-def INDEXH() -> Indicator:
+def INDEXH(fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
-def INDEXH(arg0: Query) -> Indicator:
+def INDEXH(kdata: KData, fill_null: bool = True) -> Indicator:
     """
-    INDEXH([query])
+    INDEXH([kdata])
         
-        大盘最高价
+        返回对应的大盘最高价,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
-def INDEXL() -> Indicator:
+def INDEXL(fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
-def INDEXL(arg0: Query) -> Indicator:
+def INDEXL(kdata: KData, fill_null: bool = True) -> Indicator:
     """
-    INDEXL([query])
+    INDEXL([kdata])
         
-        大盘最低价
+        返回对应的大盘最低价,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
-def INDEXO() -> Indicator:
+def INDEXO(fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
-def INDEXO(arg0: Query) -> Indicator:
+def INDEXO(kdata: KData, fill_null: bool = True) -> Indicator:
     """
-    INDEXO([query])
+    INDEXO([kdata])
         
-        大盘开盘价
+        返回对应的大盘开盘价,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
-def INDEXV() -> Indicator:
+def INDEXV(fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
-def INDEXV(arg0: Query) -> Indicator:
+def INDEXV(kdata: KData, fill_null: bool = True) -> Indicator:
     """
-    INDEXV([query])
+    INDEXV([kdata])
         
-        大盘成交量
+        返回对应的大盘成交量,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
 def INSUM(block: Block, ind: Indicator, mode: int, fill_null: bool = True) -> Indicator:
@@ -8531,6 +8769,32 @@ def ISNA(ind: Indicator, ignore_discard: bool = False) -> Indicator:
         :param bool ignore_discard: 忽略指标丢弃数据
     """
 @typing.overload
+def JUMPDOWN() -> Indicator:
+    ...
+@typing.overload
+def JUMPDOWN(arg0: Indicator) -> Indicator:
+    """
+    JUMPDOWN([ind])
+        
+        边缘跳变，从大于0.0，跳变到 <= 0.0
+    
+        :param Indicator ind: 指标
+        :rtype: Indicator
+    """
+@typing.overload
+def JUMPUP() -> Indicator:
+    ...
+@typing.overload
+def JUMPUP(arg0: Indicator) -> Indicator:
+    """
+    JUMPUP([ind])
+        
+        边缘跳变，从小于等于0.0，跳变到 > 0.0
+        
+        :param Indicator ind: 指标
+        :rtype: Indicator
+    """
+@typing.overload
 def KDATA_PART(data: KData, kpart: str) -> Indicator:
     ...
 @typing.overload
@@ -8591,6 +8855,20 @@ def LAST(data: Indicator, m: Indicator, n: Indicator) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
+def LASTVALUE(ignore_discard: bool = False) -> Indicator:
+    ...
+@typing.overload
+def LASTVALUE(ind: Indicator, ignore_discard: bool = False) -> Indicator:
+    """
+    LASTVALUE(ind, [ignore_discard=False])
+    
+        等同于通达信CONST指标。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。含未来函数, 谨慎使用。
+    
+        :param Indicator ind: 指标
+        :param bool ignore_discard: 忽略指标丢弃数据
+        :rtype: Indicator
+    """
+@typing.overload
 def LIUTONGPAN() -> Indicator:
     ...
 @typing.overload
@@ -8910,8 +9188,17 @@ def MM_FixedCapital(capital: float = 10000.0) -> MoneyManagerBase:
     """
     MM_FixedCapital([capital = 10000.0])
     
-        固定资本资金管理策略
+        固定资金管理策略。买入数量 = 当前现金 / capital
+    
+        :param float capital: 固定资本单位
+        :return: 资金管理策略实例
+    """
+def MM_FixedCapitalFunds(capital: float = 10000.0) -> MoneyManagerBase:
+    """
+    MM_FixedCapitalFunds([capital = 10000.0]) 
     
+        固定资本管理策略。买入数量 = 当前总资产 / capital
+      
         :param float capital: 固定资本单位
         :return: 资金管理策略实例
     """
@@ -8924,6 +9211,16 @@ def MM_FixedCount(n: float = 100) -> MoneyManagerBase:
         :param float n: 每次买入的数量（应该是交易对象最小交易数量的整数，此处程序没有此进行判断）
         :return: 资金管理策略实例
     """
+def MM_FixedCountTps(buy_counts: list[float], sell_counts: list[float]) -> MoneyManagerBase:
+    """
+    MM_FixedCountTps([buy_counts, sell_counts])
+              
+        连续买入/卖出固定数量资金管理策略。
+        
+        :param list buy_counts: 买入数量列表
+        :param list sell_counts: 卖出数量列表
+        :return: 资金管理策略实例
+    """
 def MM_FixedPercent(p: float = 0.03) -> MoneyManagerBase:
     """
     MM_FixedPercent([p = 0.03])
@@ -8946,7 +9243,7 @@ def MM_FixedUnits(n: int = 33) -> MoneyManagerBase:
     """
     MM_FixedUnits([n = 33])
     
-        固定单位资金管理策略
+        固定单位资金管理策略。公式: 买入数量 = 当前现金 / n / 当前风险risk
     
         :param int n: n个资金单位
         :return: 资金管理策略实例
@@ -8961,7 +9258,11 @@ def MM_WilliamsFixedRisk(p: float = 0.1, max_loss: float = 1000.0) -> MoneyManag
     """
      MM_WilliamsFixedRisk([p=0.1, max_loss=1000.0])
     
-        威廉斯固定风险资金管理策略
+        威廉斯固定风险资金管理策略。买入数量 =（账户余额 × 风险百分比p）÷ 最大损失(max_loss)
+    
+        :param float p: 风险百分比
+        :param float max_loss: 最大损失
+        :return: 资金管理策略实例
     """
 @typing.overload
 def MOD(arg0: Indicator, arg1: Indicator) -> Indicator:
@@ -9068,15 +9369,53 @@ def NOT(arg0: Indicator) -> Indicator:
         :param Indicator data: 输入数据
         :rtype: Indicator
     """
-def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFundsBase = ...) -> Portfolio:
+def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFundsBase = ..., adjust_cycle: int = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Portfolio:
     """
-    PF_Simple([tm, se, af])
+    PF_Simple([tm, se, af, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True])
     
         创建一个多标的、单系统策略的投资组合
     
+        调仓模式 adjust_mode 说明：
+        - "query" 模式，跟随输入参数 query 中的 ktype，此时 adjust_cycle 为以 query 中的 ktype
+          决定周期间隔；
+        - "day" 模式，adjust_cycle 为调仓间隔天数
+        - "week" | "month" | "quarter" | "year" 模式时，adjust_cycle
+          为对应的每周第N日、每月第n日、每季度第n日、每年第n日，在 delay_to_trading_day 为 false 时
+          如果当日不是交易日将会被跳过调仓；当 delay_to_trading_day 为 true时，如果当日不是交易日
+          将会顺延至当前周期内的第一个交易日，如指定每月第1日调仓，但当月1日不是交易日，则将顺延至当月
+          的第一个交易日。    
+    
         :param TradeManager tm: 交易管理
         :param SelectorBase se: 交易对象选择算法
         :param AllocateFundsBase af: 资金分配算法
+        :param int adjust_cycle: 调仓周期
+        :param str adjust_mode: 调仓模式
+        :param bool delay_to_trading_day: 如果当日不是交易日将会被顺延至当前周期内的第一个交易日
+    """
+def PF_WithoutAF(tm: TradeManager = None, se: SelectorBase = ..., adjust_cycle: int = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True, trade_on_close: bool = True, sys_use_self_tm: bool = False, sell_at_not_selected: bool = False) -> Portfolio:
+    """
+    PF_WithoutAF([tm, se, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True, trade_on_close=True, sys_use_self_tm=False,sell_at_not_selected=False])
+        
+        创建无资金分配算法的投资组合，所有单系统策略使用共同的 tm 管理账户
+    
+        调仓模式 adjust_mode 说明：
+        - "query" 模式，跟随输入参数 query 中的 ktype，此时 adjust_cycle 为以 query 中的 ktype
+          决定周期间隔；
+        - "day" 模式，adjust_cycle 为调仓间隔天数
+        - "week" | "month" | "quarter" | "year" 模式时，adjust_cycle
+          为对应的每周第N日、每月第n日、每季度第n日、每年第n日，在 delay_to_trading_day 为 false 时
+          如果当日不是交易日将会被跳过调仓；当 delay_to_trading_day 为 true时，如果当日不是交易日
+          将会顺延至当前周期内的第一个交易日，如指定每月第1日调仓，但当月1日不是交易日，则将顺延至当月
+          的第一个交易日。    
+    
+        :param TradeManager tm: 交易管理
+        :param SelectorBase se: 交易对象选择算法
+        :param int adjust_cycle: 调仓周期
+        :param str adjust_mode: 调仓模式
+        :param bool delay_to_trading_day: 如果当日不是交易日将会被顺延至当前周期内的第一个交易日
+        :param bool trade_on_close: 交易是否在收盘时进行
+        :param bool sys_use_self_tm: 原型系统使用自身附带的tm进行计算
+        :param bool sell_at_not_selected: 调仓日未选中的股票是否强制卖出
     """
 def PG_FixedHoldDays(days: int = 5) -> ProfitGoalBase:
     """
@@ -9566,7 +9905,7 @@ def SG_Band(ind: Indicator, lower: float, upper: float) -> SignalBase:
             SG_Band(MA(C, n=10), 100, 200)
             SG_Band(CLOSE, MA(LOW), MA(HIGH))
     """
-def SG_Bool(buy: Indicator, sell: Indicator) -> SignalBase:
+def SG_Bool(buy: Indicator, sell: Indicator, alternate: bool = True) -> SignalBase:
     """
     SG_Bool(buy, sell)
     
@@ -9574,6 +9913,7 @@ def SG_Bool(buy: Indicator, sell: Indicator) -> SignalBase:
     
         :param Indicator buy: 买入指示（结果Indicator中相应位置>0则代表买入）
         :param Indicator sell: 卖出指示（结果Indicator中相应位置>0则代表卖出）
+        :param bool alternate: 是否交替买入卖出，默认为True
         :return: 信号指示器
     """
 def SG_Cross(fast: Indicator, slow: Indicator) -> SignalBase:
@@ -9617,6 +9957,16 @@ def SG_Flex(op: Indicator, slow_n: int) -> SignalBase:
         :param int slow_n: 慢线EMA周期
         :return: 信号指示器
     """
+def SG_OneSide(ind: Indicator, is_buy: bool) -> SignalBase:
+    """
+    SG_OneSide(ind, is_buy)
+              
+        根据输入指标构建单边信号（单纯的只包含买入或卖出信号），如果指标值大于0，则加入信号
+        
+        :param Indicator ind: 输入指标
+        :param bool is_buy: 构建的是买入信号，否则为卖出信号
+        :return: 信号指示器
+    """
 def SG_Single(ind: Indicator, filter_n: int = 10, filter_p: float = 0.1) -> SignalBase:
     """
     SG_Single(ind[, filter_n = 10, filter_p = 0.1])
@@ -9859,16 +10209,15 @@ def ST_FixedPercent(p: float = 0.03) -> StoplossBase:
         :param float p: 百分比(0,1]
         :return: 止损/止赢策略实例
     """
-def ST_Indicator(op: Indicator, kpart: str = 'CLOSE') -> StoplossBase:
+def ST_Indicator(ind: Indicator) -> StoplossBase:
     """
-    ST_Indicator(op[, kpart="CLOSE"])
+    ST_Indicator(ind)
     
         使用技术指标作为止损价。如使用10日EMA作为止损：::
     
-            ST_Indicator(OP(EMA(n=10)))
+            ST_Indicator(EMA(CLOSE(), n=10))
     
-        :param Indicator op:
-        :param string kpart: KDATA|OPEN|HIGH|LOW|CLOSE|AMO|VOL
+        :param Indicator ind:
         :return: 止损/止赢策略实例
     """
 def ST_Saftyloss(n1: int = 10, n2: int = 3, p: float = 2.0) -> StoplossBase:
@@ -12128,6 +12477,22 @@ def WEEK(arg0: KData) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
+def WINNER() -> Indicator:
+    ...
+@typing.overload
+def WINNER(arg0: Indicator) -> Indicator:
+    ...
+@typing.overload
+def WINNER(arg0: float) -> Indicator:
+    """
+    WINNER([ind])
+        
+        获利盘比例
+        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，且仅对存在流通盘权息数据的证券有效，对指数、基金等无效。
+    """
+@typing.overload
 def WMA(n: int = 22) -> Indicator:
     ...
 @typing.overload
@@ -12265,7 +12630,7 @@ def crtTM(date: Datetime = ..., init_cash: float = 100000, cost_func: TradeCostB
         :param string name:        账户名称
         :rtype: TradeManager
     """
-def crt_pf_strategy(pf: Portfolio, query: Query, adjust_cycle: int, broker: OrderBrokerBase, cost_func: TradeCostBase, name: str = 'PFStrategy', other_brokers: list[OrderBrokerBase] = [], config: str = '') -> Strategy:
+def crt_pf_strategy(pf: Portfolio, query: Query, broker: OrderBrokerBase, cost_func: TradeCostBase, name: str = 'PFStrategy', other_brokers: list[OrderBrokerBase] = [], config: str = '') -> Strategy:
     ...
 def crt_sys_strategy(sys: System, stk_market_code: str, query: Query, broker: OrderBrokerBase, cost_func: TradeCostBase, other_brokers: str = [], name: list[OrderBrokerBase] = 'SYSStrategy', config: str = '') -> Strategy:
     ...
@@ -12463,7 +12828,7 @@ def run_in_strategy(sys: System, stock: Stock, query: Query, broker: OrderBroker
         :param other_brokers: 其他的订单代理
     """
 @typing.overload
-def run_in_strategy(pf: Portfolio, query: Query, adjust_cycle: int, broker: OrderBrokerBase, cost_func: TradeCostBase, other_brokers: list[OrderBrokerBase] = []) -> None:
+def run_in_strategy(pf: Portfolio, query: Query, broker: OrderBrokerBase, cost_func: TradeCostBase, other_brokers: list[OrderBrokerBase] = []) -> None:
     """
     run_in_strategy(pf, query, adjust_cycle, broker, costfunc, [other_brokers=[]])
               
@@ -12472,7 +12837,6 @@ def run_in_strategy(pf: Portfolio, query: Query, adjust_cycle: int, broker: Orde
     
         :param Portfolio pf: 资产组合
         :param Query query: 查询条件
-        :param int adjust_cycle: 调仓周期
         :param broker: 订单代理（专用与和账户资产同步的订单代理）
         :param costfunc: 成本函数
         :param other_brokers: 其他的订单代理