hikyuu 2.5.2__py3-none-win_amd64.whl → 2.5.5__py3-none-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- hikyuu/__init__.py +5 -1
- hikyuu/__init__.pyi +522 -511
- hikyuu/analysis/__init__.pyi +490 -485
- hikyuu/analysis/analysis.pyi +491 -486
- hikyuu/core.pyi +492 -487
- hikyuu/cpp/__init__.pyi +2 -2
- hikyuu/cpp/core310.pyd +0 -0
- hikyuu/cpp/core310.pyi +249 -26
- hikyuu/cpp/core311.pyd +0 -0
- hikyuu/cpp/core311.pyi +249 -26
- hikyuu/cpp/core312.pyd +0 -0
- hikyuu/cpp/core312.pyi +249 -26
- hikyuu/cpp/core313.pyd +0 -0
- hikyuu/cpp/core313.pyi +243 -26
- hikyuu/cpp/core38.pyd +0 -0
- hikyuu/cpp/core38.pyi +249 -26
- hikyuu/cpp/core39.pyd +0 -0
- hikyuu/cpp/core39.pyi +249 -26
- hikyuu/cpp/hikyuu.dll +0 -0
- hikyuu/cpp/hikyuu.lib +0 -0
- hikyuu/data/mysql_upgrade/0027.sql +6 -0
- hikyuu/data/pytdx_to_h5.py +7 -4
- hikyuu/data/pytdx_to_mysql.py +7 -4
- hikyuu/data/sqlite_upgrade/0027.sql +8 -0
- hikyuu/draw/drawplot/__init__.py +8 -1
- hikyuu/draw/drawplot/__init__.pyi +11 -7
- hikyuu/draw/drawplot/bokeh_draw.pyi +509 -500
- hikyuu/draw/drawplot/common.pyi +1 -1
- hikyuu/draw/drawplot/echarts_draw.pyi +511 -502
- hikyuu/draw/drawplot/matplotlib_draw.py +129 -8
- hikyuu/draw/drawplot/matplotlib_draw.pyi +571 -515
- hikyuu/draw/elder.pyi +11 -11
- hikyuu/draw/kaufman.pyi +18 -18
- hikyuu/draw/volume.pyi +10 -10
- hikyuu/extend.pyi +501 -495
- hikyuu/fetcher/stock/zh_block_em.py +18 -7
- hikyuu/hub.py +112 -6
- hikyuu/hub.pyi +39 -13
- hikyuu/include/hikyuu/DataType.h +1 -2
- hikyuu/include/hikyuu/StockManager.h +2 -1
- hikyuu/include/hikyuu/StrategyContext.h +12 -3
- hikyuu/include/hikyuu/indicator/Indicator.h +24 -0
- hikyuu/include/hikyuu/indicator/Indicator2InImp.h +1 -0
- hikyuu/include/hikyuu/indicator/build_in.h +2 -0
- hikyuu/include/hikyuu/indicator/crt/ATR.h +2 -13
- hikyuu/include/hikyuu/indicator/crt/BARSSINCE.h +14 -2
- hikyuu/include/hikyuu/indicator/crt/KALMAN.h +30 -0
- hikyuu/include/hikyuu/indicator/crt/TR.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IAtr.h +3 -1
- hikyuu/include/hikyuu/indicator/imp/IBarsSince.h +6 -0
- hikyuu/include/hikyuu/indicator/imp/IKalman.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/ITr.h +35 -0
- hikyuu/include/hikyuu/python/convert_any.h +299 -0
- hikyuu/include/hikyuu/trade_manage/PositionRecord.h +5 -4
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_MultiFactor.h +1 -1
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/MultiFactorAllocaterFunds.h +3 -0
- hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h +4 -1
- hikyuu/include/hikyuu/trade_sys/condition/imp/{SubCondition.h → logic/SubCondition.h} +1 -1
- hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h +20 -6
- hikyuu/include/hikyuu/trade_sys/environment/build_in.h +1 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/EV_Logic.h +35 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/AddEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/AndEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/DivEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/MultiEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/OrEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/SubEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h +0 -4
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Logic.h +68 -7
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/AndSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.h +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OperatorValueSignal.h +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OrSignal.h +19 -0
- hikyuu/include/hikyuu/utilities/datetime/Datetime.h +2 -1
- hikyuu/include/hikyuu/version.h +4 -4
- hikyuu/indicator/indicator.py +1 -0
- hikyuu/trade_manage/__init__.pyi +506 -499
- hikyuu/trade_manage/broker.pyi +3 -3
- hikyuu/trade_manage/broker_easytrader.pyi +1 -1
- hikyuu/trade_manage/trade.pyi +506 -499
- hikyuu/trade_sys/trade_sys.py +4 -3
- hikyuu/util/__init__.pyi +1 -1
- hikyuu/util/singleton.pyi +1 -1
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/METADATA +3 -2
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/RECORD +90 -73
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/top_level.txt +1 -0
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/LICENSE +0 -0
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/WHEEL +0 -0
- {hikyuu-2.5.2.dist-info → hikyuu-2.5.5.dist-info}/entry_points.txt +0 -0
hikyuu/cpp/core313.pyi
CHANGED
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from __future__ import annotations
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import numpy
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import typing
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__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_Add', 'SG_AllwaysBuy', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', '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', 'batch_calculate_inds', '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']
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__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSSINCE', 'BARSSINCEN', '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', 'KALMAN', '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_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', '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', 'TR', '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', 'batch_calculate_inds', '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']
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class AllocateFundsBase:
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"""
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资产分配算法基类, 子类接口:
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公共参数:
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注意: 无论是否调整已持仓策略,权重比例都是相对于总资产,不是针对剩余现金余额
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仅针对剩余现金比例调整没有意义,即使分配由于交易成本原因可能也无法完成实际交易
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adjust_running_sys: True - 主动根据资产分配对已持仓策略进行增减仓
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adjust_running_sys: False - 不会根据当前分配权重对已持仓策略进行强制加减仓
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- auto_adjust_weight (bool|True): 自动调整权重,此时认为传入的权重为各证券的相互比例(详见ignore_zero_weight说明)。否则,以传入的权重为指定权重不做调整(此时传入的各个权重需要小于1)。
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- ignore_zero_weight (bool|False): 该参数在 auto_adjust_weight 时生效。是否过滤子类返回的比例权重列表中的 0 值(包含小于0)和 nan 值。
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如:子类返回权重比例列表 [6, 2, 0, 0, 0], 则
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- 过滤 0 值,则实际调整后的权重为 Xi / sum(Xi):[6/8, 2/8]
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- 不过滤,m 设为非零元素个数,n为总元素个数,(Xi / Sum(Xi)) * (m / n):
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[(6/8)*(2/5), (2/8)*(2/5), 0, 0, 0]
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即,保留分为5份后,仅在2份中保持相对比例
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- ignore_se_score_is_null (bool|False): 忽略选中系统列表中的系统得分为 null 的系统. 注意:某些SE(如SE_MultiFactor)本身可能也存在类似控制
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- ignore_se_score_lt_zero (bool|False): 忽略选中系统列表中的系统得分小于等于 0 的系统
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- reserve_percent (float|0.0): 保留不参与重分配的资产比例
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- trace (bool|False): 打印跟踪信息
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子类接口:
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- _allocateWeight : 【必须】子类资产分配调整实现
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- _clone : 【必须】克隆接口
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def _pybind11_conduit_v1_(*args, **kwargs):
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...
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@staticmethod
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def plot(cn, new = True, axes = None, kdata = None):
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def plot(cn, new = True, axes = None, kdata = None, upcolor = 'red', downcolor = 'blue', alpha = 0.2):
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"""
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:param axes: 指定在那个轴对象中进行绘制
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:param KData kdata: 指定的KData,如该值为None,则认为该系统有效条件已经
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指定了交易对象,否则,使用该参数作为交易对象
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:param upcolor: 有效数时的颜色
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:param downcolor: 无效时的颜色
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:param alpha: 透明度
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...
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def plot(ev, ref_kdata, new = True, axes = None):
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绘制市场有效判断
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:param KData ref_kdata: 用于日期参考
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:param upcolor: 有效时的颜色
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:param downcolor: 无效时的颜色
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:param alpha: 透明度
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def
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def _add_valid(self, arg0: Datetime, arg1: float) -> None:
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"""
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_add_valid(self, datetime)
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"""
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技术指标
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__hash__: typing.ClassVar[None] = None
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@staticmethod
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"""
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def heatmap(ind, axes = None):
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"""
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绘制指标收益年-月收益热力图
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+
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指标收益率 = (当前月末值 - 上月末值) / 上月末值 * 100
|
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+
|
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指标应已计算(即有值),且为时间序列
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:param axes: 绘制的轴对象,默认为None,表示创建新的轴对象
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:return: None
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"""
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@staticmethod
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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):
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"""
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绘制indicator曲线
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@@ -1647,6 +1703,8 @@ class Indicator:
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@typing.overload
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def __gt__(self, arg0: float) -> Indicator:
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...
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def __hash__(self) -> int:
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...
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def __init__(self) -> None:
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@@ -3238,8 +3296,21 @@ class Portfolio:
|
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def _pybind11_conduit_v1_(*args, **kwargs):
|
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...
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@staticmethod
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def heatmap(sys, axes = None):
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"""
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绘制系统收益年-月收益热力图
|
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|
+
"""
|
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+
@staticmethod
|
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def performance(sys, ref_stk = None):
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-
|
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3306
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+
"""
|
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+
|
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绘制系统绩效,即账户累积收益率曲线
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+
|
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:param SystemBase | PortfolioBase sys: SYS或PF实例
|
|
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|
+
:param Stock ref_stk: 参考股票, 默认为沪深300: sh000300, 绘制参考标的的收益曲线
|
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:return: None
|
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+
"""
|
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|
def __getstate__(self) -> tuple:
|
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|
...
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@typing.overload
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|
@@ -3458,7 +3529,10 @@ class PositionRecord:
|
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@property
|
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3459
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|
def total_profit(self) -> float:
|
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|
"""
|
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-
|
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+
total_profit(self):
|
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+
|
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3534
|
+
累计盈利 = 累计卖出资金 - 累计买入资金 - 累计交易成本
|
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3535
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+
注意: 只对已清仓的记录有效, 未清仓的记录返回0
|
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"""
|
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@property
|
|
3464
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def total_risk(self) -> float:
|
|
@@ -5603,6 +5677,14 @@ class StrategyContext:
|
|
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5603
5677
|
def ktype_list(self, arg1: list[str]) -> None:
|
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|
...
|
|
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|
@property
|
|
5680
|
+
def preload_num(self) -> dict[str, int]:
|
|
5681
|
+
"""
|
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5682
|
+
预加载数量
|
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5683
|
+
"""
|
|
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|
+
@preload_num.setter
|
|
5685
|
+
def preload_num(self, arg1: dict[str, int]) -> None:
|
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|
+
...
|
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+
@property
|
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def start_datetime(self) -> Datetime:
|
|
5607
5689
|
"""
|
|
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|
起始日期
|
|
@@ -5646,8 +5728,21 @@ class System:
|
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def _pybind11_conduit_v1_(*args, **kwargs):
|
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5729
|
...
|
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|
@staticmethod
|
|
5731
|
+
def heatmap(sys, axes = None):
|
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+
"""
|
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|
+
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|
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|
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绘制系统收益年-月收益热力图
|
|
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|
+
"""
|
|
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|
+
@staticmethod
|
|
5649
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|
def performance(sys, ref_stk = None):
|
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|
-
|
|
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|
+
"""
|
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+
|
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|
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绘制系统绩效,即账户累积收益率曲线
|
|
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|
+
|
|
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|
+
:param SystemBase | PortfolioBase sys: SYS或PF实例
|
|
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|
+
:param Stock ref_stk: 参考股票, 默认为沪深300: sh000300, 绘制参考标的的收益曲线
|
|
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|
+
:return: None
|
|
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|
+
"""
|
|
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|
@staticmethod
|
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5747
|
def plot(sys, new = True, axes = None, style = 1, only_draw_close = False):
|
|
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5748
|
"""
|
|
@@ -6577,6 +6672,18 @@ class TradeManager:
|
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@staticmethod
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|
def _pybind11_conduit_v1_(*args, **kwargs):
|
|
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|
...
|
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|
+
@staticmethod
|
|
6676
|
+
def heatmap(tm, start_date, end_date = None, axes = None):
|
|
6677
|
+
"""
|
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|
+
|
|
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|
+
绘制账户收益年-月收益热力图
|
|
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|
+
|
|
6681
|
+
:param tm: 交易账户
|
|
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|
+
:param start_date: 开始日期
|
|
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|
+
:param end_date: 结束日期,默认为今天
|
|
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|
+
:param axes: 绘制的轴对象,默认为None,表示创建新的轴对象
|
|
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|
+
:return: None
|
|
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|
+
"""
|
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|
def __getstate__(self) -> tuple:
|
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|
...
|
|
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|
@typing.overload
|
|
@@ -7512,7 +7619,7 @@ def AF_FixedWeightList(weights: list[float]) -> AllocateFundsBase:
|
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|
7512
7619
|
"""
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|
AF_FixedWeightList(weights)
|
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|
|
|
7515
|
-
|
|
7622
|
+
固定比例资产分配列表.
|
|
7516
7623
|
|
|
7517
7624
|
:param float weights: 指定的资产比例列表
|
|
7518
7625
|
"""
|
|
@@ -7520,7 +7627,7 @@ def AF_MultiFactor() -> AllocateFundsBase:
|
|
|
7520
7627
|
"""
|
|
7521
7628
|
AF_MultiFactor()
|
|
7522
7629
|
|
|
7523
|
-
创建 MultiFactor
|
|
7630
|
+
创建 MultiFactor 评分权重的资产分配算法实例, 即直接以SE返回的评分作为权重。
|
|
7524
7631
|
"""
|
|
7525
7632
|
@typing.overload
|
|
7526
7633
|
def ALIGN(ref: DatetimeList, fill_null: bool = True) -> Indicator:
|
|
@@ -7607,23 +7714,14 @@ def ATAN(arg0: float) -> Indicator:
|
|
|
7607
7714
|
def ATR(n: int = 14) -> Indicator:
|
|
7608
7715
|
...
|
|
7609
7716
|
@typing.overload
|
|
7610
|
-
def ATR(n:
|
|
7611
|
-
...
|
|
7612
|
-
@typing.overload
|
|
7613
|
-
def ATR(data: Indicator, n: IndParam) -> Indicator:
|
|
7614
|
-
...
|
|
7615
|
-
@typing.overload
|
|
7616
|
-
def ATR(data: Indicator, n: Indicator) -> Indicator:
|
|
7617
|
-
...
|
|
7618
|
-
@typing.overload
|
|
7619
|
-
def ATR(data: Indicator, n: int = 14) -> Indicator:
|
|
7717
|
+
def ATR(kdata: KData, n: int = 14) -> Indicator:
|
|
7620
7718
|
"""
|
|
7621
|
-
ATR([
|
|
7719
|
+
ATR([kdata, n=14])
|
|
7622
7720
|
|
|
7623
|
-
平均真实波幅(Average True Range)
|
|
7721
|
+
平均真实波幅(Average True Range), 真实波动幅度 TR 的简单移动均值
|
|
7624
7722
|
|
|
7625
|
-
:param
|
|
7626
|
-
:param int
|
|
7723
|
+
:param KData kdata 待计算的源数据
|
|
7724
|
+
:param int n: 计算均值的周期窗口,必须为大于1的整数
|
|
7627
7725
|
:rtype: Indicator
|
|
7628
7726
|
"""
|
|
7629
7727
|
@typing.overload
|
|
@@ -7728,6 +7826,23 @@ def BARSSINCE(arg0: float) -> Indicator:
|
|
|
7728
7826
|
:rtype: Indicator
|
|
7729
7827
|
"""
|
|
7730
7828
|
@typing.overload
|
|
7829
|
+
def BARSSINCEN(n: int) -> Indicator:
|
|
7830
|
+
...
|
|
7831
|
+
@typing.overload
|
|
7832
|
+
def BARSSINCEN(cond: Indicator, n: int) -> Indicator:
|
|
7833
|
+
"""
|
|
7834
|
+
BARSSINCEN(cond, n)
|
|
7835
|
+
|
|
7836
|
+
N周期内第一个条件成立到当前的周期数
|
|
7837
|
+
|
|
7838
|
+
用法:BARSSINCEN(X,N):N周期内第一次X不为0到现在的周期数,N为常量BARSSINCEN(X,N)
|
|
7839
|
+
例如:BARSSINCEN(HIGH>10,10)表示10个周期内股价超过10元时到当前的周期数
|
|
7840
|
+
|
|
7841
|
+
:param Indicator cond: 条件
|
|
7842
|
+
:param int|Indicator n: 时间窗口
|
|
7843
|
+
:rtype: Indicator
|
|
7844
|
+
"""
|
|
7845
|
+
@typing.overload
|
|
7731
7846
|
def BETWEEN(arg0: Indicator, arg1: Indicator, arg2: Indicator) -> Indicator:
|
|
7732
7847
|
...
|
|
7733
7848
|
@typing.overload
|
|
@@ -8778,6 +8893,21 @@ def JUMPUP(arg0: Indicator) -> Indicator:
|
|
|
8778
8893
|
:rtype: Indicator
|
|
8779
8894
|
"""
|
|
8780
8895
|
@typing.overload
|
|
8896
|
+
def KALMAN(q: float = 0.01, r: float = 0.1) -> Indicator:
|
|
8897
|
+
...
|
|
8898
|
+
@typing.overload
|
|
8899
|
+
def KALMAN(ind: Indicator, q: float = 0.01, r: float = 0.1) -> Indicator:
|
|
8900
|
+
"""
|
|
8901
|
+
KALMAN(ind, [q=0.01], [r=0.1])
|
|
8902
|
+
|
|
8903
|
+
Kalman滤波器, 用于平滑指标, 可设置平滑系数q和r, 默认q=0.01, r=0.1
|
|
8904
|
+
|
|
8905
|
+
:param Indicator ind: 指标
|
|
8906
|
+
:param float q: 平滑系数
|
|
8907
|
+
:param float r: 噪声系数
|
|
8908
|
+
:rtype: Indicator
|
|
8909
|
+
"""
|
|
8910
|
+
@typing.overload
|
|
8781
8911
|
def KDATA_PART(data: KData, kpart: str) -> Indicator:
|
|
8782
8912
|
...
|
|
8783
8913
|
@typing.overload
|
|
@@ -9868,6 +9998,10 @@ def SGN(arg0: Indicator) -> Indicator:
|
|
|
9868
9998
|
:param Indicator data: 输入数据
|
|
9869
9999
|
:rtype: Indicator
|
|
9870
10000
|
"""
|
|
10001
|
+
@typing.overload
|
|
10002
|
+
def SG_Add(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10003
|
+
...
|
|
10004
|
+
@typing.overload
|
|
9871
10005
|
def SG_Add(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
9872
10006
|
"""
|
|
9873
10007
|
SG_Add(sg1, sg2, alternate)
|
|
@@ -9889,6 +10023,23 @@ def SG_AllwaysBuy() -> SignalBase:
|
|
|
9889
10023
|
一个特殊的SG,持续每天发出买入信号,通常配合 PF 使用
|
|
9890
10024
|
"""
|
|
9891
10025
|
@typing.overload
|
|
10026
|
+
def SG_And(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10027
|
+
...
|
|
10028
|
+
@typing.overload
|
|
10029
|
+
def SG_And(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
10030
|
+
"""
|
|
10031
|
+
SG_And(sg1, sg2, alternate)
|
|
10032
|
+
|
|
10033
|
+
生成两个指标与的信号
|
|
10034
|
+
|
|
10035
|
+
由于 SG 的 alternate 默认为 True, 在使用如 "sg1 + sg2 + sg3" 的形式时,容易忽略 sg1 + sg2 的 alternate 属性
|
|
10036
|
+
建议使用: SG_Add(sg1, sg2, False) + sg3 来避免 alternate 的问题
|
|
10037
|
+
|
|
10038
|
+
:param SignalBase sg1: 输入信号1
|
|
10039
|
+
:param SignalBase sg2: 输入信号2
|
|
10040
|
+
:param bool alternate: 是否交替买入卖出,默认为True
|
|
10041
|
+
"""
|
|
10042
|
+
@typing.overload
|
|
9892
10043
|
def SG_Band(ind: Indicator, lower: Indicator, upper: Indicator) -> SignalBase:
|
|
9893
10044
|
...
|
|
9894
10045
|
@typing.overload
|
|
@@ -9953,6 +10104,10 @@ def SG_Cycle() -> SignalBase:
|
|
|
9953
10104
|
|
|
9954
10105
|
一个特殊的SG,配合PF使用,以 PF 调仓周期为买入信号
|
|
9955
10106
|
"""
|
|
10107
|
+
@typing.overload
|
|
10108
|
+
def SG_Div(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10109
|
+
...
|
|
10110
|
+
@typing.overload
|
|
9956
10111
|
def SG_Div(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
9957
10112
|
"""
|
|
9958
10113
|
SG_Div(sg1, sg2, alternate)
|
|
@@ -9976,6 +10131,10 @@ def SG_Flex(op: Indicator, slow_n: int) -> SignalBase:
|
|
|
9976
10131
|
:param int slow_n: 慢线EMA周期
|
|
9977
10132
|
:return: 信号指示器
|
|
9978
10133
|
"""
|
|
10134
|
+
@typing.overload
|
|
10135
|
+
def SG_Mul(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10136
|
+
...
|
|
10137
|
+
@typing.overload
|
|
9979
10138
|
def SG_Mul(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
9980
10139
|
"""
|
|
9981
10140
|
SG_Mul(sg1, sg2, alternate)
|
|
@@ -9999,6 +10158,23 @@ def SG_OneSide(ind: Indicator, is_buy: bool) -> SignalBase:
|
|
|
9999
10158
|
:param bool is_buy: 构建的是买入信号,否则为卖出信号
|
|
10000
10159
|
:return: 信号指示器
|
|
10001
10160
|
"""
|
|
10161
|
+
@typing.overload
|
|
10162
|
+
def SG_Or(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10163
|
+
...
|
|
10164
|
+
@typing.overload
|
|
10165
|
+
def SG_Or(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
10166
|
+
"""
|
|
10167
|
+
SG_Or(sg1, sg2, alternate)
|
|
10168
|
+
|
|
10169
|
+
生成两个指标与的信号
|
|
10170
|
+
|
|
10171
|
+
由于 SG 的 alternate 默认为 True, 在使用如 "sg1 + sg2 + sg3" 的形式时,容易忽略 sg1 + sg2 的 alternate 属性
|
|
10172
|
+
建议使用: SG_Add(sg1, sg2, False) + sg3 来避免 alternate 的问题
|
|
10173
|
+
|
|
10174
|
+
:param SignalBase sg1: 输入信号1
|
|
10175
|
+
:param SignalBase sg2: 输入信号2
|
|
10176
|
+
:param bool alternate: 是否交替买入卖出,默认为True
|
|
10177
|
+
"""
|
|
10002
10178
|
def SG_Sell(ind: Indicator) -> SignalBase:
|
|
10003
10179
|
"""
|
|
10004
10180
|
SG_Sell(ind)
|
|
@@ -10041,6 +10217,10 @@ def SG_Single2(ind: Indicator, filter_n: int = 10, filter_p: float = 0.1) -> Sig
|
|
|
10041
10217
|
:param float filter_p: 过滤器百分比
|
|
10042
10218
|
:return: 信号指示器
|
|
10043
10219
|
"""
|
|
10220
|
+
@typing.overload
|
|
10221
|
+
def SG_Sub(sg_list: typing.Sequence, alternate: bool) -> SignalBase:
|
|
10222
|
+
...
|
|
10223
|
+
@typing.overload
|
|
10044
10224
|
def SG_Sub(sg1: SignalBase, sg2: SignalBase, alternate: bool) -> SignalBase:
|
|
10045
10225
|
"""
|
|
10046
10226
|
SG_Sub(sg1, sg2, alternate)
|
|
@@ -12419,6 +12599,22 @@ def TIMELINEVOL(arg0: KData) -> Indicator:
|
|
|
12419
12599
|
:rtype: Indicator
|
|
12420
12600
|
"""
|
|
12421
12601
|
@typing.overload
|
|
12602
|
+
def TR() -> Indicator:
|
|
12603
|
+
...
|
|
12604
|
+
@typing.overload
|
|
12605
|
+
def TR(kdata: KData) -> Indicator:
|
|
12606
|
+
"""
|
|
12607
|
+
TR([kdata])
|
|
12608
|
+
|
|
12609
|
+
真实波动幅度(TR)是以下三个值中的最大值:
|
|
12610
|
+
1. 当前周期最高价与最低价之差
|
|
12611
|
+
2. 当前周期最高价与前一周期收盘价之差的绝对值
|
|
12612
|
+
3. 当前周期最低价与前一周期收盘价之差的绝对值
|
|
12613
|
+
|
|
12614
|
+
:param KData kdata: K线数据
|
|
12615
|
+
:rtype: Indicator
|
|
12616
|
+
"""
|
|
12617
|
+
@typing.overload
|
|
12422
12618
|
def TURNOVER(n: int = 1) -> Indicator:
|
|
12423
12619
|
...
|
|
12424
12620
|
@typing.overload
|
|
@@ -12508,14 +12704,34 @@ def VIGOR(n: int = 2) -> Indicator:
|
|
|
12508
12704
|
:param int n: EMA平滑窗口
|
|
12509
12705
|
:rtype: Indicator
|
|
12510
12706
|
"""
|
|
12707
|
+
@typing.overload
|
|
12708
|
+
def WEAVE(arg0: typing.Sequence) -> Indicator:
|
|
12709
|
+
...
|
|
12710
|
+
@typing.overload
|
|
12511
12711
|
def WEAVE(arg0: Indicator, arg1: Indicator) -> Indicator:
|
|
12712
|
+
...
|
|
12713
|
+
@typing.overload
|
|
12714
|
+
def WEAVE(arg0: Indicator, arg1: Indicator, arg2: Indicator) -> Indicator:
|
|
12715
|
+
...
|
|
12716
|
+
@typing.overload
|
|
12717
|
+
def WEAVE(arg0: Indicator, arg1: Indicator, arg2: Indicator, arg3: Indicator) -> Indicator:
|
|
12718
|
+
...
|
|
12719
|
+
@typing.overload
|
|
12720
|
+
def WEAVE(arg0: Indicator, arg1: Indicator, arg2: Indicator, arg3: Indicator, arg4: Indicator) -> Indicator:
|
|
12721
|
+
...
|
|
12722
|
+
@typing.overload
|
|
12723
|
+
def WEAVE(arg0: Indicator, arg1: Indicator, arg2: Indicator, arg3: Indicator, arg4: Indicator, arg5: Indicator) -> Indicator:
|
|
12512
12724
|
"""
|
|
12513
|
-
WEAVE(ind1, ind2)
|
|
12725
|
+
WEAVE(ind1, ind2[, ind3, ind4, ind5, ind6])
|
|
12514
12726
|
|
|
12515
|
-
|
|
12727
|
+
将最多6个Indicator的结果组合在一起放在一个Indicator中。如ind = WEAVE(ind1, ind2), 则此时ind包含多个结果,按ind1、ind2的顺序存放。
|
|
12516
12728
|
|
|
12517
12729
|
:param Indicator ind1: 指标1
|
|
12518
12730
|
:param Indicator ind2: 指标2
|
|
12731
|
+
:param Indicator ind3: 指标3, 可省略
|
|
12732
|
+
:param Indicator ind4: 指标4, 可省略
|
|
12733
|
+
:param Indicator ind5: 指标5, 可省略
|
|
12734
|
+
:param Indicator ind6: 指标6, 可省略
|
|
12519
12735
|
:rtype: Indicator
|
|
12520
12736
|
"""
|
|
12521
12737
|
@typing.overload
|
|
@@ -12729,6 +12945,7 @@ def get_date_range(start: Datetime, end: Datetime) -> DatetimeList:
|
|
|
12729
12945
|
get_date_range(start, end)
|
|
12730
12946
|
|
|
12731
12947
|
获取指定 [start, end) 日期时间范围的自然日日历日期列表,仅支持到日
|
|
12948
|
+
为防止内存占用过大,end如果超出系统明日日期,则强制为系统明日日期。
|
|
12732
12949
|
|
|
12733
12950
|
:param Datetime start: 起始日期
|
|
12734
12951
|
:param Datetime end: 结束日期
|
hikyuu/cpp/core38.pyd
CHANGED
|
Binary file
|