hikyuu 2.5.1__py3-none-win_amd64.whl → 2.5.3__py3-none-win_amd64.whl

hikyuu/hub.py

@@ -11,6 +11,7 @@ from sqlalchemy.orm import sessionmaker, scoped_session, declarative_base
 from sqlalchemy import (create_engine, Sequence, Column, Integer, String, and_, UniqueConstraint)
 from hikyuu.util.singleton import SingletonType
 from hikyuu.util.check import checkif
+from hikyuu.util import hku_info
 import os
 import stat
 import errno
@@ -19,7 +20,9 @@ import shutil
 import pathlib
 import logging
 import importlib
-from configparser import ConfigParser
+import inspect
+import sqlalchemy
+from functools import lru_cache
 
 # 引入 git 前需设置环境变量，否则某些情况下会报错失败
 os.environ['GIT_PYTHON_REFRESH'] = 'quiet'
@@ -79,6 +82,10 @@ class PartModel(Base):
     version = Column(String)  # 版本
     doc = Column(String)  # 帮助说明
     module_name = Column(String)  # 实际策略导入模块名
+    label = Column(String)  # 标签
+    __table_args__ = (
+        UniqueConstraint('name', name='uq_part_model_name'),
+    )
 
     def __str__(self):
         return 'PartModel(id={}, hub_name={}, part={}, name={}, author={}, module_name={})'.format(
@@ -173,6 +180,25 @@ class HubManager(metaclass=SingletonType):
 
         # 创建仓库数据库
         engine = create_engine("sqlite:///{}/.hikyuu/hub.db".format(usr_dir))
+
+        inspector = sqlalchemy.inspect(engine)
+        if inspector.has_table(PartModel.__tablename__):
+            columns = inspector.get_columns(PartModel.__tablename__)
+            column_exists = any(column['name'] == 'label' for column in columns)
+            if not column_exists:
+                add_column_sql = sqlalchemy.text(
+                    f"ALTER TABLE {PartModel.__tablename__} ADD COLUMN label TEXT;")
+                with engine.connect() as connection:
+                    connection.execute(add_column_sql)
+
+            indexes = inspector.get_indexes(PartModel.__tablename__)
+            index_exists = any(index['name'] == "uq_part_model_name" for index in indexes)
+            if not index_exists:
+                create_index_sql = sqlalchemy.text(
+                    f"CREATE INDEX uq_part_model_name ON {PartModel.__tablename__} (name);")
+                with engine.connect() as connection:
+                    connection.execute(create_index_sql)
+
         Base.metadata.create_all(engine)
         self._scoped_Session = scoped_session(sessionmaker(autocommit=False, autoflush=False, bind=engine))
         self._session = None
@@ -365,8 +391,8 @@ class HubManager(metaclass=SingletonType):
                             except ModuleNotFoundError:
                                 self.logger.error('{} 缺失 part.py 文件, 位置："{}"！'.format(module_name, entry.path))
                                 continue
-                            except:
-                                self.logger.error('{} 无法导入该文件: {}'.format(module_name, entry.path))
+                            except Exception as e:
+                                self.logger.error('{} 无法导入该文件: {}! {}'.format(module_name, entry.path, str(e)))
                                 continue
 
                             module_vars = vars(part_module)
@@ -386,7 +412,8 @@ class HubManager(metaclass=SingletonType):
                                     module_name=module_name,
                                     author=part_module.author.strip() if 'author' in module_vars else 'None',
                                     version=part_module.version.strip() if 'version' in module_vars else 'None',
-                                    doc=part_module.part.__doc__.strip() if part_module.part.__doc__ else "None"
+                                    doc=part_module.part.__doc__.strip() if part_module.part.__doc__ else "None",
+                                    label=part_module.label.strip() if 'label' in module_vars else 'None',
                                 )
                                 self._session.add(part_model)
                             except Exception as e:
@@ -426,6 +453,30 @@ class HubManager(metaclass=SingletonType):
             pass
         return part
 
+    @dbsession
+    def get_part_module(self, name):
+        """获取指定策略部件
+
+        :param str name: 策略部件名称
+        :param kwargs: 其他部件相关参数
+        """
+        name_parts = name.split('.')
+        checkif(
+            len(name_parts) < 2
+            or (name_parts[-2] not in ('af', 'cn', 'ev', 'mf', 'mm', 'pg', 'se', 'sg', 'sp', 'st', 'pf', 'sys', 'ind', 'other')),
+            name, PartNameError
+        )
+
+        # 未指定仓库名，则默认使用 'default' 仓库
+        part_name = 'default.{}'.format(name) if len(name_parts) == 2 else name
+        part_model = self._session.query(PartModel).filter_by(name=part_name).first()
+        checkif(part_model is None, part_name, PartNotFoundError, cause='仓库中不存在')
+        try:
+            part_module = importlib.import_module(part_model.module_name)
+        except ModuleNotFoundError:
+            raise PartNotFoundError(part_name, '请检查部件对应路径是否存在')
+        return part_module
+
     @dbsession
     def get_part_info(self, name):
         """获取策略部件信息
@@ -434,11 +485,25 @@ class HubManager(metaclass=SingletonType):
         """
         part_model = self._session.query(PartModel).filter_by(name=name).first()
         checkif(part_model is None, name, PartNotFoundError, cause='仓库中不存在')
+        try:
+            part_module = importlib.import_module(part_model.module_name)
+        except ModuleNotFoundError:
+            raise PartNotFoundError(name, '请检查部件对应路径是否存在')
+        signature = inspect.signature(part_module.part)
+        func_name = f'\npart("{name}",'
+        for param_name, param in signature.parameters.items():
+            if param.default is param.empty:
+                func_name += f"{param_name}, "
+            else:
+                default_value = param.default
+                func_name += f"{param_name}={default_value}, "
+        func_name += ")\n"
+        func_name += part_module.part.__doc__
         return {
             'name': name,
             'author': part_model.author,
             'version': part_model.version,
-            'doc': part_model.doc,
+            'doc': func_name  # part_module.part.__doc__,
         }
 
     def print_part_info(self, name):
@@ -450,10 +515,7 @@ class HubManager(metaclass=SingletonType):
         print('+---------+------------------------------------------------')
         print('| version | ', info['version'])
         print('+---------+------------------------------------------------')
-        # print('\n')
         print(info['doc'])
-        # print('\n')
-        # print('----------------------------------------------------------')
 
     @dbsession
     def get_hub_path(self, name):
@@ -500,6 +562,37 @@ class HubManager(metaclass=SingletonType):
         checkif(hub_model is None, local_base, HubNotFoundError)
         return hub_model.name
 
+    @dbsession
+    def search_part(self, name: str = None, hub: str = None, part_type: str = None, label=None):
+        """搜索部件
+        :param str name: 部件名称
+        :param str hub: 仓库名
+        :param str part_type: 部件类型
+        :param str label: 标签
+        :return: 部件名称列表
+        :rtype: list
+        """
+        parts = None
+        if name is not None:
+            parts = self._session.query(PartModel).filter(PartModel.name.like(f'%{name}%'))
+        if hub is not None:
+            if parts is None:
+                parts = self._session.query(PartModel).fileter(PartModel.hub_name.like(f'%{hub}%'))
+            else:
+                parts = parts.filter(PartModel.hub_name.like(f'%{hub}%'))
+        if part_type is not None:
+            if parts is None:
+                parts = self._session.query(PartModel).filter(PartModel.part.like(f'%{part_type}%'))
+            else:
+                parts = parts.filter(PartModel.part.like(f'%{part_type}%'))
+        if label is not None:
+            if parts is None:
+                parts = self._session.query(PartModel).filter(PartModel.label.like(f'%{label}%'))
+            else:
+                parts = parts.filter(PartModel.label.like(f'%{label}%'))
+        records = parts.all() if parts is not None else []
+        return [record.name for record in records]
+
 
 def add_remote_hub(name, url, branch='main'):
     """增加远程策略仓库
@@ -552,7 +645,29 @@ def get_part(name, *args, **kwargs):
     :param args: 其他部件相关参数
     :param kwargs: 其他部件相关参数
     """
-    return HubManager().get_part(name, *args, **kwargs)
+    @lru_cache
+    def _get_part(name, *args, **kwargs):
+        return HubManager().get_part(name, *args, **kwargs)
+
+    try:
+        return _get_part(name, *args, **kwargs)
+    except TypeError as e:
+        if "unhashable type" in str(e):
+            hku_info("{}! 该对象不可hash无法缓存, 可考虑优化", str(e))
+            return HubManager().get_part(name, *args, **kwargs)
+        else:
+            raise e
+
+
+def get_part_list(name_list):
+    """
+    获取指定策略部件列表
+
+    :param list name_list: 部件名称列表
+    :return: 部件列表
+    :rtype: list
+    """
+    return [get_part(name) for name in name_list]
 
 
 def get_hub_path(name):
@@ -575,6 +690,9 @@ def print_part_info(name):
     HubManager().print_part_info(name)
 
 
+help_part = print_part_info
+
+
 def get_hub_name_list():
     """返回仓库名称列表"""
     return HubManager().get_hub_name_list()
@@ -588,6 +706,16 @@ def get_part_name_list(hub=None, part_type=None):
     return HubManager().get_part_name_list(hub, part_type)
 
 
+def get_part_module(part_name: str):
+    """获取部件模块
+    :param str part_name: 部件名称
+    :return: 部件模块
+    :rtype: module
+    """
+    return HubManager().get_part_module(part_name)
+
+
+@lru_cache
 def get_current_hub(filename):
     """用于在仓库part.py中获取当前所在的仓库名。
     示例： get_current_hub(__file__)
@@ -595,6 +723,19 @@ def get_current_hub(filename):
     return HubManager().get_current_hub(filename)
 
 
+def search_part(name: str = None, hub: str = None, part_type: str = None, label: str = None):
+    """搜索部件
+
+    :param str name: 部件名称
+    :param str hub: 仓库名
+    :param str part_type: 部件类型
+    :param str label: 标签
+    :return: 部件名称列表
+    :rtype: list
+    """
+    return HubManager().search_part(name, hub, part_type, label)
+
+
 # 初始化仓库
 try:
     HubManager().setup_hub()
@@ -607,13 +748,17 @@ __all__ = [
     'update_hub',
     'remove_hub',
     'build_hub',
+    'help_part',
     'get_part',
+    'get_part_list',
     'get_hub_path',
     'get_part_info',
+    'get_part_module',
     'print_part_info',
     'get_hub_name_list',
     'get_part_name_list',
     'get_current_hub',
+    'search_part',
 ]
 
 if __name__ == "__main__":

hikyuu/hub.pyi

@@ -1,23 +1,23 @@
 from __future__ import annotations
-from configparser import ConfigParser
 import errno as errno
+from functools import lru_cache
 import git as git
 from hikyuu.util.check import checkif
+from hikyuu.util.mylog import hku_info
 from hikyuu.util.singleton import SingletonType
 import importlib as importlib
+import inspect as inspect
 import logging as logging
 import os as os
 import pathlib as pathlib
 import shutil as shutil
+import sqlalchemy as sqlalchemy
 from sqlalchemy.engine.create import create_engine
 from sqlalchemy.orm.decl_api import Base
 from sqlalchemy.orm.decl_api import declarative_base
-import sqlalchemy.orm.instrumentation
-import sqlalchemy.orm.mapper
 from sqlalchemy.orm.scoping import scoped_session
 from sqlalchemy.orm.session import sessionmaker
 from sqlalchemy.sql._elements_constructors import and_
-import sqlalchemy.sql.schema
 from sqlalchemy.sql.schema import Column
 from sqlalchemy.sql.schema import Sequence
 from sqlalchemy.sql.schema import UniqueConstraint
@@ -26,13 +26,13 @@ from sqlalchemy.sql.sqltypes import String
 import stat as stat
 import sys as sys
 import typing
-__all__: list = ['add_remote_hub', 'add_local_hub', 'update_hub', 'remove_hub', 'build_hub', 'get_part', 'get_hub_path', 'get_part_info', 'print_part_info', 'get_hub_name_list', 'get_part_name_list', 'get_current_hub']
+__all__: list = ['add_remote_hub', 'add_local_hub', 'update_hub', 'remove_hub', 'build_hub', 'help_part', 'get_part', 'get_part_list', 'get_hub_path', 'get_part_info', 'get_part_module', 'print_part_info', 'get_hub_name_list', 'get_part_name_list', 'get_current_hub', 'search_part']
 class ConfigModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x247390a0f50; ConfigModel>
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x26f9bde2d90; ConfigModel>
     __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_config', MetaData(), Column('id', Integer(), table=<hub_config>, primary_key=True, nullable=False, default=Sequence('config_id_seq', metadata=MetaData())), Column('key', String(), table=<hub_config>), Column('value', String(), table=<hub_config>), schema=None)
     __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('key', String(), table=<hub_config>)))
     __tablename__: typing.ClassVar[str] = 'hub_config'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.ConfigModel'> at 2473909a800>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.ConfigModel'> at 26f9bdf0950>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.
@@ -79,6 +79,9 @@ class HubManager:
     def get_part_info(*args, **kwargs):
         ...
     @staticmethod
+    def get_part_module(*args, **kwargs):
+        ...
+    @staticmethod
     def get_part_name_list(*args, **kwargs):
         ...
     @staticmethod
@@ -88,6 +91,9 @@ class HubManager:
     def remove_hub(*args, **kwargs):
         ...
     @staticmethod
+    def search_part(*args, **kwargs):
+        ...
+    @staticmethod
     def setup_hub(*args, **kwargs):
         ...
     @staticmethod
@@ -100,11 +106,11 @@ class HubManager:
     def print_part_info(self, name):
         ...
 class HubModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x2473847b0e0; HubModel>
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x26f9be26430; HubModel>
     __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_repo', MetaData(), Column('id', Integer(), table=<hub_repo>, primary_key=True, nullable=False, default=Sequence('remote_id_seq', metadata=MetaData())), Column('name', String(), table=<hub_repo>), Column('hub_type', String(), table=<hub_repo>), Column('local_base', String(), table=<hub_repo>), Column('local', String(), table=<hub_repo>), Column('url', String(), table=<hub_repo>), Column('branch', String(), table=<hub_repo>), schema=None)
     __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('name', String(), table=<hub_repo>)))
     __tablename__: typing.ClassVar[str] = 'hub_repo'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.HubModel'> at 247390bf110>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.HubModel'> at 26f9be1e720>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.
@@ -137,10 +143,11 @@ class ModuleConflictError(Exception):
     def __str__(self):
         ...
 class PartModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x247390a1ca0; PartModel>
-    __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_part', MetaData(), Column('id', Integer(), table=<hub_part>, primary_key=True, nullable=False, default=Sequence('part_id_seq', metadata=MetaData())), Column('hub_name', String(), table=<hub_part>), Column('part', String(), table=<hub_part>), Column('name', String(), table=<hub_part>), Column('author', String(), table=<hub_part>), Column('version', String(), table=<hub_part>), Column('doc', String(), table=<hub_part>), Column('module_name', String(), table=<hub_part>), schema=None)
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x26f9be26dc0; PartModel>
+    __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_part', MetaData(), Column('id', Integer(), table=<hub_part>, primary_key=True, nullable=False, default=Sequence('part_id_seq', metadata=MetaData())), Column('hub_name', String(), table=<hub_part>), Column('part', String(), table=<hub_part>), Column('name', String(), table=<hub_part>), Column('author', String(), table=<hub_part>), Column('version', String(), table=<hub_part>), Column('doc', String(), table=<hub_part>), Column('module_name', String(), table=<hub_part>), Column('label', String(), table=<hub_part>), schema=None)
+    __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('name', String(), table=<hub_part>)))
     __tablename__: typing.ClassVar[str] = 'hub_part'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.PartModel'> at 247390bfbb0>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.PartModel'> at 26f9be2c220>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.
@@ -194,7 +201,7 @@ def build_hub(name, cmd = 'buildall'):
     """
 def dbsession(func):
     ...
-def get_current_hub(filename):
+def get_current_hub(*args, **kwargs):
     """
     用于在仓库part.py中获取当前所在的仓库名。
         示例： get_current_hub(__file__)
@@ -226,6 +233,24 @@ def get_part_info(name):
     
         :param str name: 部件名称
         
+    """
+def get_part_list(name_list):
+    """
+    
+        获取指定策略部件列表
+    
+        :param list name_list: 部件名称列表
+        :return: 部件列表
+        :rtype: list
+        
+    """
+def get_part_module(part_name: str):
+    """
+    获取部件模块
+        :param str part_name: 部件名称
+        :return: 部件模块
+        :rtype: module
+        
     """
 def get_part_name_list(hub = None, part_type = None):
     """
@@ -244,6 +269,18 @@ def remove_hub(name):
     
         :param str name: 仓库名称
         
+    """
+def search_part(name: str = None, hub: str = None, part_type: str = None, label: str = None):
+    """
+    搜索部件
+    
+        :param str name: 部件名称
+        :param str hub: 仓库名
+        :param str part_type: 部件类型
+        :param str label: 标签
+        :return: 部件名称列表
+        :rtype: list
+        
     """
 def update_hub(name):
     """
@@ -252,3 +289,4 @@ def update_hub(name):
         :param str name: 仓库名称
         
     """
+help_part = print_part_info

hikyuu/include/hikyuu/DataType.h

@@ -149,8 +149,7 @@ using std::isinf;
 using std::isnan;
 
 inline bool iszero(price_t num) {
-    const price_t epsilon = std::numeric_limits<price_t>::epsilon();
-    return std::abs(num) < epsilon;
+    return std::abs(num) < std::numeric_limits<price_t>::epsilon();
 }
 
 using fmt::format;

hikyuu/include/hikyuu/StockManager.h

@@ -5,6 +5,7 @@
  *      Author: fasiondog
  */
 
+#pragma once
 #ifndef STOCKMANAGER_H_
 #define STOCKMANAGER_H_
 
@@ -278,7 +279,7 @@ private:
     static StockManager* m_sm;
     std::atomic_bool m_initializing;
     std::atomic_bool m_data_ready;  // 用于指示是否所有数据准备完毕
-    std::thread::id m_thread_id;  // 记录线程id，用于判断Stratege是以独立进程方式还是线程方式运行
+    std::thread::id m_thread_id;    // 记录线程id，用于判断Stratege是以独立进程方式还是线程方式运行
     string m_tmpdir;
     string m_datadir;
     BaseInfoDriverPtr m_baseInfoDriver;

hikyuu/include/hikyuu/StrategyContext.h

@@ -24,7 +24,6 @@ public:
 
     /**
      * 构造函数
-     * @note 未指定 ktypelist 时，默认按预加载参数加载全部
      * @param stockCodeList 指定的证券代码列表，如：如：{"sz000001", "sz000002"}
      */
     explicit StrategyContext(const vector<string>& stockCodeList);
@@ -32,11 +31,14 @@ public:
     /**
      * 构造函数
      * @note 证券列表中如果包含 ("ALL") 则表示全部证券;
-     * 指定K线类型列表同时影响着K线数据的优先加载顺序，靠前的将优先加载。同时受系统配置中预加载参数影响！
+     *       1. 指定K线类型列表同时影响着K线数据的优先加载顺序，靠前的将优先加载。
+     *       2. 未指定 ktypelist 或 preloadNum 时，将使用全局配置文件参数
      * @param stockCodeList 指定的证券代码列表，如：{"sh000001", "sz000001"}
      * @param ktypeList 指定的 K线数据列表，如：{"day", "min"}
+     * @param preloadNum 指定的预加载数量，如：{{"min_max", 100}, {"day_max", 200}}
      */
-    StrategyContext(const vector<string>& stockCodeList, const vector<KQuery::KType>& ktypeList);
+    StrategyContext(const vector<string>& stockCodeList, const vector<KQuery::KType>& ktypeList,
+                    const unordered_map<string, int>& preloadNum = {});
 
     // 自定义移动构造与赋值会引起 python 中无法正常退出
     // StrategyContext(const StrategyContext&) = default;
@@ -75,6 +77,12 @@ public:
         return m_ktypeList;
     }
 
+    void setPreloadNum(const unordered_map<string, int>& preloadNum);
+
+    const unordered_map<string, int>& getPreloadNum() const noexcept {
+        return m_preloadNum;
+    }
+
     /**
      * 隐含的默认必须被加载的证券列表
      * @note 影响交易日历判断、和某些常被作为默认比较基准的证券，通常被作为某些函数的默认值
@@ -100,6 +108,7 @@ private:
     vector<string> m_mustLoad{"sh000001", "sh000300"};  // 默认必须加载的 stock
     vector<string> m_stockCodeList;
     vector<KQuery::KType> m_ktypeList;
+    unordered_map<string, int> m_preloadNum;
 };
 
 HKU_API std::ostream& operator<<(std::ostream& os, const StrategyContext& context);

hikyuu/include/hikyuu/indicator/Indicator.h

@@ -198,6 +198,8 @@ public:
         return !m_imp && m_imp == other.m_imp;
     }
 
+    string str() const;
+
 protected:
     IndicatorImpPtr m_imp;
 
@@ -383,6 +385,13 @@ HKU_API Indicator operator|(Indicator::value_t, const Indicator&);
  */
 Indicator HKU_API WEAVE(const Indicator& ind1, const Indicator& ind2);
 
+template <typename... Args>
+inline Indicator WEAVE(const Indicator& ind1, const Indicator& ind2, const Args&... others) {
+    HKU_CHECK(sizeof...(others) <= 4, "WEAVE() only support 6 Indicator!");
+    Indicator tmp = WEAVE(ind1, ind2);
+    return WEAVE(std::move(tmp), others...);
+}
+
 /**
  * 条件函数, 根据条件求不同的值。
  * @details
@@ -402,6 +411,21 @@ Indicator HKU_API IF(const Indicator& x, Indicator::value_t a, Indicator::value_
 
 } /* namespace hku */
 
+namespace std {
+template <>
+class hash<hku::Indicator> {
+public:
+    size_t operator()(hku::Indicator const& ind) const noexcept {
+        auto imp = ind.getImp();
+        return imp.get() ? std::hash<hku::IndicatorImpPtr>()(imp) : 0;
+    }
+};
+
+inline string to_string(const hku::Indicator& ind) {
+    return ind.str();
+}
+}  // namespace std
+
 #if FMT_VERSION >= 90000
 template <>
 struct fmt::formatter<hku::Indicator> : ostream_formatter {};

hikyuu/include/hikyuu/indicator/Indicator2InImp.h

@@ -47,6 +47,7 @@ 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_BASE_OBJECT_NVP(Indicator2InImp); \
     }
 #else

hikyuu/include/hikyuu/indicator/build_in.h

@@ -66,6 +66,7 @@
 #include "crt/ISNA.h"
 #include "crt/JUMPUP.h"
 #include "crt/JUMPDOWN.h"
+#include "crt/KALMAN.h"
 #include "crt/LAST.h"
 #include "crt/LASTVALUE.h"
 #include "crt/LIUTONGPAN.h"
@@ -115,6 +116,7 @@
 #include "crt/TIME.h"
 #include "crt/TIMELINE.h"
 #include "crt/TIMELINEVOL.h"
+#include "crt/TR.h"
 #include "crt/TURNOVER.h"
 #include "crt/UPNDAY.h"
 #include "crt/VAR.h"

hikyuu/include/hikyuu/indicator/crt/ATR.h

@@ -14,12 +14,11 @@
 namespace hku {
 
 /**
- * 平均真实波幅(Average True Range)
+ * 平均真实波幅(Average True Range), TR 的简单平均值
  * @param n 计算均值的周期窗口，必须为大于1的整数
  * @ingroup Indicator
  */
 Indicator HKU_API ATR(int n = 14);
-Indicator HKU_API ATR(const IndParam& n);
 
 /**
  * 平均真实波幅(Average True Range)
@@ -27,17 +26,7 @@ Indicator HKU_API ATR(const IndParam& n);
  * @param n 计算均值的周期窗口，必须为大于1的整数
  * @ingroup Indicator
  */
-inline Indicator HKU_API ATR(const Indicator& data, int n = 14) {
-    return ATR(n)(data);
-}
-
-inline Indicator HKU_API ATR(const Indicator& data, const IndParam& n) {
-    return ATR(n)(data);
-}
-
-inline Indicator HKU_API ATR(const Indicator& data, const Indicator& n) {
-    return ATR(IndParam(n))(data);
-}
+Indicator HKU_API ATR(const KData& kdata, int n = 14);
 
 }  // namespace hku
 

hikyuu/include/hikyuu/indicator/crt/KALMAN.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-03-02
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_KALMAN_H_
+#define INDICATOR_CRT_KALMAN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 卡尔曼滤波
+ * @param q 噪声方差
+ * @param r 测量噪声方差
+ * @ingroup Indicator
+ */
+Indicator HKU_API KALMAN(double q = 0.01, double r = 0.1);
+
+inline Indicator KALMAN(const Indicator& ind, double q = 0.01, double r = 0.1) {
+    return KALMAN(q, r)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_KALMAN_H_ */

hikyuu/include/hikyuu/indicator/crt/TR.h

@@ -0,0 +1,32 @@
+/*
+ * TRG.h
+ *
+ *  Created on: 2019年3月6日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_TR_H_
+#define INDICATOR_CRT_TR_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 真实波动幅度（TR）
+ * @details
+ * <pre>
+ * 真实波动幅度（TR）是以下三个值中的最大值：
+ *  1. 当前周期最高价（H）与最低价（L）之差
+ *  2. 当前周期最高价与前一周期收盘价（PC）之差的绝对值
+ *  3. 当前周期最低价与前一周期收盘价之差的绝对值
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API TR();
+Indicator HKU_API TR(const KData&);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_TR_H_ */