hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/hub.pyi

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+from __future__ import annotations
+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
+from sqlalchemy.orm.scoping import scoped_session
+from sqlalchemy.orm.session import sessionmaker
+from sqlalchemy.sql._elements_constructors import and_
+from sqlalchemy.sql.schema import Column
+from sqlalchemy.sql.schema import Sequence
+from sqlalchemy.sql.schema import UniqueConstraint
+from sqlalchemy.sql.sqltypes import Integer
+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', '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 0x12e5201a0; 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 12e5be670>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class HubManager:
+    """
+    策略库管理
+    """
+    _instance: typing.ClassVar[HubManager]  # value = <hikyuu.hub.HubManager object>
+    @staticmethod
+    def _get_module(*args, **kwargs):
+        ...
+    @staticmethod
+    def add_local_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def add_remote_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def build_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_current_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_hub_name_list(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_hub_path(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part_info(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part_module(*args, **kwargs):
+        ...
+    @staticmethod
+    def get_part_name_list(*args, **kwargs):
+        ...
+    @staticmethod
+    def import_part_to_db(*args, **kwargs):
+        ...
+    @staticmethod
+    def remove_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def search_part(*args, **kwargs):
+        ...
+    @staticmethod
+    def setup_hub(*args, **kwargs):
+        ...
+    @staticmethod
+    def update_hub(*args, **kwargs):
+        ...
+    def __init__(self):
+        ...
+    def download_remote_hub(self, local_dir, url, branch):
+        ...
+    def print_part_info(self, name):
+        ...
+class HubModel(sqlalchemy.orm.decl_api.Base):
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x12e5ba150; 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 12e5def80>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class HubNameRepeatError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class HubNotFoundError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class ModuleConflictError(Exception):
+    def __init__(self, hub_name, conflict_module, hub_path):
+        ...
+    def __str__(self):
+        ...
+class PartModel(sqlalchemy.orm.decl_api.Base):
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x12e5ba6f0; 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 12e5dfb10>
+    def __init__(self, **kwargs):
+        """
+        A simple constructor that allows initialization from kwargs.
+        
+            Sets attributes on the constructed instance using the names and
+            values in ``kwargs``.
+        
+            Only keys that are present as
+            attributes of the instance's class are allowed. These could be,
+            for example, any mapped columns or relationships.
+            
+        """
+    def __repr__(self):
+        ...
+    def __str__(self):
+        ...
+class PartNameError(Exception):
+    def __init__(self, name):
+        ...
+    def __str__(self):
+        ...
+class PartNotFoundError(Exception):
+    def __init__(self, name, cause):
+        ...
+    def __str__(self):
+        ...
+def add_local_hub(name, path):
+    """
+    增加本地数据仓库
+    
+        :param str name: 仓库名称
+        :param str path: 本地全路径
+        
+    """
+def add_remote_hub(name, url, branch = 'main'):
+    """
+    增加远程策略仓库
+    
+        :param str name: 本地仓库名称（自行起名）
+        :param str url: git 仓库地址
+        :param str branch: git 仓库分支
+        
+    """
+def build_hub(name, cmd = 'buildall'):
+    """
+    构建 cpp 部分 part
+    
+        :param str name: 仓库名称
+        :param str cmd: 同仓库下 python setup.py 后的命令参数，如: build -t ind -n cpp_example
+        
+    """
+def dbsession(func):
+    ...
+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__)
+        
+    """
+def get_hub_name_list():
+    """
+    返回仓库名称列表
+    """
+def get_hub_path(name):
+    """
+    获取仓库所在的本地路径
+    
+        :param str name: 仓库名
+        
+    """
+def get_part(name, *args, **kwargs):
+    """
+    获取指定策略部件
+    
+        :param str name: 策略部件名称
+        :param args: 其他部件相关参数
+        :param kwargs: 其他部件相关参数
+        
+    """
+def get_part_info(name):
+    """
+    获取策略部件信息
+    
+        :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):
+    """
+    获取部件名称列表
+        :param str hub: 仓库名
+        :param str part_type: 部件类型
+        
+    """
+def handle_remove_read_only(func, path, exc):
+    ...
+def print_part_info(name):
+    ...
+def remove_hub(name):
+    """
+    删除指定的仓库
+    
+        :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):
+    """
+    更新指定仓库
+    
+        :param str name: 仓库名称
+        
+    """
+help_part = print_part_info

hikyuu/include/__init__.py

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+

hikyuu/include/hikyuu/Block.h

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+/*
+ * Block.h
+ *
+ *  Created on: 2015年2月8日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef BLOCK_H_
+#define BLOCK_H_
+
+#include "StockMapIterator.h"
+
+namespace hku {
+
+/**
+ * 板块类，可视为证券的容器
+ * @ingroup StockManage
+ */
+class HKU_API Block {
+public:
+    Block() noexcept;
+    Block(const string& category, const string& name) noexcept;
+    Block(const string& category, const string& name, const string& indexCode) noexcept;
+    Block(const Block&) noexcept;
+    Block(Block&&) noexcept;
+    Block& operator=(const Block&) noexcept;
+    Block& operator=(Block&&) noexcept;
+    virtual ~Block();
+
+    typedef StockMapIterator const_iterator;
+    const_iterator begin() const {
+        const_iterator iter;
+        if (m_data)
+            iter = StockMapIterator(m_data->m_stockDict.begin());
+        return iter;
+    }
+
+    const_iterator end() const {
+        const_iterator iter;
+        if (m_data)
+            iter = StockMapIterator(m_data->m_stockDict.end());
+        return iter;
+    }
+
+    bool operator==(const Block& blk) const {
+        return m_data == blk.m_data;
+    }
+
+    bool operator!=(const Block& blk) const {
+        return m_data != blk.m_data;
+    }
+
+    /** 获取板块类别 */
+    string category() const {
+        return m_data ? m_data->m_category : "";
+    }
+
+    /** 获取板块名称 */
+    string name() const {
+        return m_data ? m_data->m_name : "";
+    }
+
+    /** 设置板块类别 */
+    void category(const string& category) {
+        if (!m_data)
+            m_data = make_shared<Data>();
+        m_data->m_category = category;
+    }
+
+    /** 设置名称 */
+    void name(const string& name) {
+        if (!m_data)
+            m_data = make_shared<Data>();
+        m_data->m_name = name;
+    }
+
+    /** 是否包含指定的证券 */
+    bool have(const string& market_code) const;
+
+    /** 是否包含指定的证券 */
+    bool have(const Stock& stock) const;
+
+    /** 获取指定的证券 */
+    Stock get(const string& market_code) const;
+
+    /** 获取指定的证券 */
+    Stock operator[](const string& market_code) const {
+        return get(market_code);
+    }
+
+    /** 获取板块下所有证券 */
+    StockList getStockList(
+      std::function<bool(const Stock&)>&& filter = std::function<bool(const Stock&)>()) const;
+
+    /** 加入指定证券 */
+    bool add(const Stock& stock);
+
+    /** 加入指定证券 */
+    bool add(const string& market_code);
+
+    /**
+     * 加入指定的证券列表
+     * @param stocks 证券列表
+     * @return true 全部成功
+     * @return false 存在失败
+     */
+    bool add(const StockList& stocks);
+
+    /**
+     * 加入指定的证券列表
+     * @param market_codes 证券标识列表
+     * @return true 全部成功
+     * @return false 存在失败
+     */
+    bool add(const StringList& market_codes);
+
+    /** 移除指定证券 */
+    bool remove(const string& market_code);
+
+    /** 移除指定证券 */
+    bool remove(const Stock& stock);
+
+    /** 包含的证券数量 */
+    size_t size() const {
+        return m_data ? m_data->m_stockDict.size() : 0;
+    }
+
+    /** 是否为空 */
+    bool empty() const {
+        return size() ? false : true;
+    }
+
+    /** 清除包含的所有证券 */
+    void clear() {
+        if (m_data)
+            m_data->m_stockDict.clear();
+    }
+
+    /** 获取对应的指数，可能为空 Stock */
+    Stock getIndexStock() const {
+        return m_data ? m_data->m_indexStock : Stock();
+    }
+
+    /** 设置对应的指数 */
+    void setIndexStock(const Stock& stk);
+
+private:
+    struct HKU_API Data {
+        string m_category;
+        string m_name;
+        Stock m_indexStock;  // 对应指数，可能不存在
+        StockMapIterator::stock_map_t m_stockDict;
+    };
+    shared_ptr<Data> m_data;
+};
+
+/** @ingroup StockManage */
+typedef vector<Block> BlockList;
+
+HKU_API std::ostream& operator<<(std::ostream& os, const Block&);
+
+/**
+ * @brief 获取 StockManager 中的 Block
+ * @param category
+ * @param name
+ * @return HKU_API
+ */
+HKU_API Block getBlock(const string& category, const string& name);
+
+} /* namespace hku */
+
+#endif /* BLOCK_H_ */

hikyuu/include/hikyuu/DataType.h

@@ -0,0 +1,177 @@
+/*
+ * DataType.h
+ *
+ * Created on: 2009-11-8
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DATATYPE_H_
+#define DATATYPE_H_
+
+#ifndef HKU_API
+#define HKU_API
+#endif
+
+#ifndef NOMINMAX
+#define NOMINMAX
+#endif
+
+#include "config.h"
+#include <boost/config.hpp>
+
+#include <stdio.h>
+#include <cstdint>
+#include <iostream>
+#include <list>
+#include <cmath>
+#include <memory>
+// #include <vector>
+#include <map>
+#include <unordered_map>
+#include <set>
+#include <unordered_set>
+
+#include "utilities/Log.h"
+#include "utilities/osdef.h"
+#include "utilities/cppdef.h"
+#include "utilities/datetime/Datetime.h"
+#include "utilities/Null.h"
+#include "utilities/arithmetic.h"
+#include "utilities/SpendTimer.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+#include <boost/serialization/nvp.hpp>
+#include <boost/serialization/split_free.hpp>
+#include <boost/serialization/shared_ptr.hpp>
+#include <boost/serialization/assume_abstract.hpp>
+#include <boost/serialization/base_object.hpp>
+#include <boost/serialization/string.hpp>
+#include <boost/serialization/vector.hpp>
+#include <boost/serialization/list.hpp>
+#include <boost/serialization/map.hpp>
+#include <boost/serialization/unordered_map.hpp>
+#include <boost/serialization/set.hpp>
+#include <boost/serialization/unordered_set.hpp>
+
+#if HKU_SUPPORT_XML_ARCHIVE
+#include <boost/archive/xml_oarchive.hpp>
+#include <boost/archive/xml_iarchive.hpp>
+#endif /* HKU_SUPPORT_XML_ARCHIVE */
+
+#if HKU_SUPPORT_TEXT_ARCHIVE
+#include <boost/archive/text_oarchive.hpp>
+#include <boost/archive/text_iarchive.hpp>
+#endif /* HKU_SUPPORT_TEXT_ARCHIVE */
+
+#if HKU_SUPPORT_BINARY_ARCHIVE
+#include <boost/archive/binary_oarchive.hpp>
+#include <boost/archive/binary_iarchive.hpp>
+#endif /* HKU_SUPPORT_BINARY_ARCHIVE */
+
+#include <boost/serialization/export.hpp>
+#endif /* HKU_SUPPORT_SERIALIZATION */
+
+#if defined(_MSC_VER)
+#pragma warning(disable : 4251)
+#pragma warning(disable : 4290)
+#pragma warning(disable : 4996)
+#endif
+
+namespace hku {
+
+/**
+ * @ingroup DataType
+ * @{
+ */
+
+// MSVC 的 __cpluscplus 之在 VS2017 之后才有正确的版本号，且只支持 C++17 及以上, 详见：
+// https://docs.microsoft.com/zh-cn/cpp/build/reference/zc-cplusplus?view=vs-2019
+#if defined(_MSC_VER) || __cplusplus < 201103L
+#if !defined(int64_t)
+typedef long long int64_t;
+#endif
+
+#if !defined(uint64_t)
+typedef unsigned long long uint64_t;
+#endif
+
+#if !defined(int32_t)
+typedef int int32_t;
+#endif
+
+#if !defined(uint32_t)
+typedef unsigned uint32_t;
+#endif
+
+#if !defined(int8_t)
+typedef char int8_t;
+#endif
+
+#if !defined(uint8_t)
+typedef unsigned char uint8_t;
+#endif
+
+#else
+using std::int32_t;
+using std::int64_t;
+using std::int8_t;
+using std::uint32_t;
+using std::uint64_t;
+using std::uint8_t;
+
+#endif /* #if defined(_MSC_VER) || __cplusplus < 201103L */
+
+#ifndef MAX_DOUBLE
+#define MAX_DOUBLE std::numeric_limits<double>::max()
+#endif
+
+typedef double price_t;
+
+using std::string;
+
+using std::enable_shared_from_this;
+using std::make_shared;
+using std::make_unique;
+using std::shared_ptr;
+using std::unique_ptr;
+
+using std::list;
+using std::map;
+using std::unordered_map;
+using std::vector;
+
+typedef vector<price_t> PriceList;
+typedef vector<string> StringList;
+
+using std::isfinite;
+using std::isinf;
+using std::isnan;
+
+inline bool iszero(price_t num) {
+    return std::abs(num) < std::numeric_limits<price_t>::epsilon();
+}
+
+using fmt::format;
+
+inline std::ostream &operator<<(std::ostream &os, const PriceList &p) {
+    size_t len = p.size();
+    const size_t print = 3;
+    os << "[";
+    for (size_t i = 0; i < len; i++) {
+        if ((i < print) || (i >= len - print)) {
+            os << p[i];
+            if (i != len - 1)
+                os << ", ";
+        } else if (i == 3)
+            os << "..., ";
+    }
+    os << "]";
+    return os;
+}
+
+/** @} */
+
+}  // namespace hku
+
+#endif /* DATATYPE_H_ */

hikyuu/include/hikyuu/GlobalInitializer.h

@@ -0,0 +1,46 @@
+/*
+ * GlobalInitializer.h
+ *
+ * Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-11-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef HKU_GLOBAL_INITIALIZER_H
+#define HKU_GLOBAL_INITIALIZER_H
+
+#ifndef HKU_API
+#define HKU_API
+#endif
+
+namespace hku {
+
+class HKU_API GlobalInitializer {
+public:
+    GlobalInitializer() {
+        if (m_count++ == 0) {
+            init();
+        }
+    }
+
+    ~GlobalInitializer() {
+        if (--m_count == 0) {
+            clean();
+        }
+    }
+
+private:
+    void init();
+    void clean();
+
+private:
+    static int m_count;
+};
+
+static GlobalInitializer s_global_initializer;
+
+} /* namespace hku */
+
+#endif /* HKU_GLOBAL_INITIALIZER_H */