hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/include/hikyuu/data_driver/base_info/table/StockWeightTable.h

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+/*
+ * StockWeightTable.h
+ *
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2019-8-11
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef HIKYUU_DATA_DRIVER_BASE_INFO_TABLE_STOCKWEIGHTTABLE_H
+#define HIKYUU_DATA_DRIVER_BASE_INFO_TABLE_STOCKWEIGHTTABLE_H
+
+#include "../../../utilities/db_connect/TableMacro.h"
+
+namespace hku {
+
+class StockWeightTable {
+    TABLE_BIND10(StockWeightTable, stkweight, stockid, date, countAsGift, countForSell,
+                 priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu)
+
+public:
+    uint64_t stockid{0};
+    uint64_t date{0};
+    double countAsGift{0.};
+    double countForSell{0.};
+    double priceForSell{0.};
+    double bonus{0.};
+    double countOfIncreasement{0.};
+    double totalCount{0.};
+    double freeCount{0.};
+    double suogu{0.};
+};
+
+struct StockWeightTableView {
+    TABLE_BIND10(StockWeightTableView, stkweight, market_code, date, countAsGift, countForSell,
+                 priceForSell, bonus, countOfIncreasement, totalCount, freeCount, suogu)
+    string market_code;
+    uint64_t date{0};
+    double countAsGift{0.};
+    double countForSell{0.};
+    double priceForSell{0.};
+    double bonus{0.};
+    double countOfIncreasement{0.};
+    double totalCount{0.};
+    double freeCount{0.};
+    double suogu{0.0};
+};
+
+}  // namespace hku
+
+#endif /* HIKYUU_DATA_DRIVER_BASE_INFO_TABLE_STOCKWEIGHTTABLE_H */

hikyuu/include/hikyuu/data_driver/base_info/table/ZhBond10Table.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/db_connect/TableMacro.h"
+
+namespace hku {
+
+struct ZhBond10Table {
+    TABLE_BIND2(ZhBond10Table, zh_bond10, date, value)
+    int64_t date{0};
+    int64_t value{0};
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/data_driver/base_info/table/__init__.py

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+

hikyuu/include/hikyuu/data_driver/block_info/__init__.py

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+

hikyuu/include/hikyuu/data_driver/block_info/mysql/MySQLBlockInfoDriver.h

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+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240102 added by fasiondog
+ */
+
+#pragma once
+
+#include <mutex>
+#include "../../BlockInfoDriver.h"
+
+namespace hku {
+
+class MySQLBlockInfoDriver : public BlockInfoDriver {
+public:
+    MySQLBlockInfoDriver() : BlockInfoDriver("mysql") {};
+    virtual ~MySQLBlockInfoDriver();
+
+    virtual void load() override;
+    virtual bool _init() override;
+    virtual Block getBlock(const string&, const string&) override;
+    virtual BlockList getBlockList(const string& category) override;
+    virtual BlockList getBlockList() override;
+    virtual void save(const Block& block) override;
+    virtual void remove(const string& category, const string& name) override;
+
+private:
+    DBConnectPtr getConnect();
+
+private:
+    unordered_map<string, unordered_map<string, Block>> m_buffer;
+    std::shared_mutex m_buffer_mutex;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/data_driver/block_info/mysql/__init__.py

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+

hikyuu/include/hikyuu/data_driver/block_info/qianlong/QLBlockInfoDriver.h

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+/*
+ * QLBlockInfoDriver.h
+ *
+ *  Created on: 2015年2月10日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DATA_DRIVER_BLOCK_INFO_QIANLONG_QLBLOCKINFODRIVER_H_
+#define DATA_DRIVER_BLOCK_INFO_QIANLONG_QLBLOCKINFODRIVER_H_
+
+#include "../../BlockInfoDriver.h"
+
+namespace hku {
+
+class QLBlockInfoDriver : public BlockInfoDriver {
+public:
+    QLBlockInfoDriver() : BlockInfoDriver("qianlong") {};
+    virtual ~QLBlockInfoDriver();
+
+    virtual bool _init() override;
+    virtual Block getBlock(const string&, const string&) override;
+    virtual BlockList getBlockList(const string& category) override;
+    virtual BlockList getBlockList() override;
+    virtual void save(const Block& block) override;
+    virtual void remove(const string& category, const string& name) override;
+};
+
+} /* namespace hku */
+
+#endif /* DATA_DRIVER_BLOCK_INFO_QIANLONG_QLBLOCKINFODRIVER_H_ */

hikyuu/include/hikyuu/data_driver/block_info/qianlong/__init__.py

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+

hikyuu/include/hikyuu/data_driver/block_info/sqlite/SQLiteBlockInfoDriver.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-01-03
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <mutex>
+#include "../../BlockInfoDriver.h"
+
+namespace hku {
+
+class SQLiteBlockInfoDriver : public BlockInfoDriver {
+public:
+    SQLiteBlockInfoDriver() : BlockInfoDriver("sqlite3") {};
+    virtual ~SQLiteBlockInfoDriver();
+
+    virtual void load() override;
+    virtual bool _init() override;
+    virtual Block getBlock(const string&, const string&) override;
+    virtual BlockList getBlockList(const string& category) override;
+    virtual BlockList getBlockList() override;
+    virtual void save(const Block& block) override;
+    virtual void remove(const string& category, const string& name) override;
+
+private:
+    DBConnectPtr getConnect();
+
+private:
+    unordered_map<string, unordered_map<string, Block>> m_buffer;
+    std::shared_mutex m_buffer_mutex;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/data_driver/block_info/sqlite/__init__.py

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+

hikyuu/include/hikyuu/data_driver/kdata/DoNothingKDataDriver.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-16
+ *      Author: fasiondog
+ */
+
+#include "../KDataDriver.h"
+
+namespace hku {
+
+/**
+ * 一个特殊的 KDatadriver，不实际读取数据，用于增加外部临时Stock时使用
+ */
+class DoNothingKDataDriver : public KDataDriver {
+public:
+    DoNothingKDataDriver() : KDataDriver("DoNothing") {}
+    virtual ~DoNothingKDataDriver() = default;
+
+    virtual KDataDriverPtr _clone() override {
+        return std::make_shared<DoNothingKDataDriver>();
+    }
+
+    virtual bool isIndexFirst() override {
+        return true;
+    }
+
+    virtual bool canParallelLoad() override {
+        return true;
+    }
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/data_driver/kdata/__init__.py

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+

hikyuu/include/hikyuu/data_driver/kdata/cvs/KDataTempCsvDriver.h

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+/*
+ * KDataTempCsvDriver.h
+ *
+ *  Created on: 2017年7月30日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DATA_DRIVER_KDATATEMPCSVDRIVER_H_
+#define DATA_DRIVER_KDATATEMPCSVDRIVER_H_
+
+#include "../../KDataDriver.h"
+
+namespace hku {
+
+/**
+ * 获取临时载入的CSV文件
+ * @ingroup DataDriver
+ */
+class KDataTempCsvDriver : public KDataDriver {
+public:
+    KDataTempCsvDriver();
+    KDataTempCsvDriver(const string& day_filename, const string& min_filename);
+    virtual ~KDataTempCsvDriver();
+
+    void setDayFileName(const string& day_filename) {
+        m_day_filename = day_filename;
+    }
+
+    void setMinFileName(const string& min_filename) {
+        m_min_filename = min_filename;
+    }
+
+    virtual KDataDriverPtr _clone() override {
+        return std::make_shared<KDataTempCsvDriver>(m_day_filename, m_min_filename);
+    }
+
+    virtual bool isIndexFirst() override {
+        return false;
+    }
+
+    virtual bool canParallelLoad() override {
+        return false;
+    }
+
+    /**
+     * 获取指定类型的K线数据量
+     * @param market 市场简称
+     * @param code   证券代码
+     * @param kType  K线类型
+     * @return
+     */
+    virtual size_t getCount(const string& market, const string& code,
+                            const KQuery::KType& kType) override;
+
+    /**
+     * 获取指定日期范围对应的K线记录索引
+     * @param market 市场简称
+     * @param code   证券代码
+     * @param query  查询条件
+     * @param out_start [out] 对应K线记录位置
+     * @param out_end [out] 对应的K线记录位置
+     * @return
+     */
+    virtual bool getIndexRangeByDate(const string& market, const string& code, const KQuery& query,
+                                     size_t& out_start, size_t& out_end) override;
+
+    /**
+     * 获取 K 线数据
+     * @param market 市场简称
+     * @param code   证券代码
+     * @param query  查询条件
+     */
+    virtual KRecordList getKRecordList(const string& market, const string& code,
+                                       const KQuery& query) override;
+
+private:
+    void _get_title_column(const string&);
+    void _get_token(const string&);
+    string _get_filename();
+
+    KRecordList _getKRecordListByIndex(const string& market, const string& code, int64_t start_ix,
+                                       int64_t end_ix, const KQuery::KType& kType);
+
+private:
+    string m_day_filename;
+    string m_min_filename;
+
+    enum COLUMN {
+        DATE = 0,
+        OPEN = 1,
+        HIGH = 2,
+        LOW = 3,
+        CLOSE = 4,
+        VOLUME = 5,
+        AMOUNT = 6,
+        LAST = 7
+    };
+
+    size_t m_column[LAST];
+    vector<string> m_token_buf;
+};
+
+} /* namespace hku */
+
+#endif /* DATA_DRIVER_KDATATEMPCSVDRIVER_H_ */

hikyuu/include/hikyuu/data_driver/kdata/cvs/__init__.py

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+

hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5KDataDriver.h

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+/*
+ * H5KDataDriver.h
+ *
+ *  Created on: 2017年10月11日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DATA_DRIVER_KDATA_HDF5_H5KDATADRIVER_H_
+#define DATA_DRIVER_KDATA_HDF5_H5KDATADRIVER_H_
+
+#include "../../KDataDriver.h"
+#include "H5Record.h"
+
+namespace hku {
+
+class HKU_API H5KDataDriver : public KDataDriver {
+public:
+    H5KDataDriver();
+    virtual ~H5KDataDriver();
+
+    virtual KDataDriverPtr _clone() override {
+        return std::make_shared<H5KDataDriver>();
+    }
+
+    virtual bool _init() override;
+
+    virtual bool isIndexFirst() override {
+        return true;
+    }
+
+    virtual bool canParallelLoad() override {
+#if defined(H5_HAVE_THREADSAFE)
+        return true;
+#else
+        HKU_WARN("Current hdf5 library is not thread-safe!");
+        return false;
+#endif
+    }
+
+    virtual size_t getCount(const string& market, const string& code,
+                            const KQuery::KType& kType) override;
+    virtual bool getIndexRangeByDate(const string& market, const string& code, const KQuery& query,
+                                     size_t& out_start, size_t& out_end) override;
+    virtual KRecordList getKRecordList(const string& market, const string& code,
+                                       const KQuery& query) override;
+    virtual TimeLineList getTimeLineList(const string& market, const string& code,
+                                         const KQuery& query) override;
+    virtual TransList getTransList(const string& market, const string& code,
+                                   const KQuery& query) override;
+
+private:
+    void H5ReadRecords(H5::DataSet&, hsize_t, hsize_t, void*);
+    void H5ReadIndexRecords(H5::DataSet&, hsize_t, hsize_t, void*);
+    void H5ReadTimeLineRecords(H5::DataSet&, hsize_t, hsize_t, void*);
+    void H5ReadTransRecords(H5::DataSet&, hsize_t, hsize_t, void*);
+
+    bool _getH5FileAndGroup(const string& market, const string& code, KQuery::KType kType,
+                            H5FilePtr& out_file, H5::Group& out_group);
+
+    bool _getBaseIndexRangeByDate(const string&, const string&, const KQuery&, size_t& out_start,
+                                  size_t& out_end);
+    bool _getOtherIndexRangeByDate(const string&, const string&, const KQuery&, size_t& out_start,
+                                   size_t& out_end);
+
+    KRecordList _getBaseKRecordList(const string& market, const string& code,
+                                    const KQuery::KType& kType, size_t start_ix, size_t end_ix);
+    KRecordList _getIndexKRecordList(const string& market, const string& code,
+                                     const KQuery::KType& kType, size_t start_ix, size_t end_ix);
+
+    TimeLineList _getTimeLine(const string& market, const string& code, int64_t start, int64_t end);
+    TimeLineList _getTimeLine(const string& market, const string& code, const Datetime& start,
+                              const Datetime& end);
+
+    TransList _getTransList(const string& market, const string& code, int64_t start, int64_t end);
+    TransList _getTransList(const string& market, const string& code, const Datetime& start,
+                            const Datetime& end);
+
+private:
+    H5::CompType m_h5DataType;
+    H5::CompType m_h5IndexType;
+    H5::CompType m_h5TimeLineType;
+    H5::CompType m_h5TransType;
+    unordered_map<string, H5FilePtr> m_h5file_map;  // key: market+code
+};
+
+} /* namespace hku */
+
+#endif /* DATA_DRIVER_KDATA_HDF5_H5KDATADRIVER_H_ */

hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5Record.h

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+/*
+ * H5Record.h
+ *
+ *  Created on: 2012-9-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef H5RECORD_H_
+#define H5RECORD_H_
+
+#include <H5Cpp.h>
+
+#include "../../../DataType.h"
+
+namespace hku {
+
+typedef shared_ptr<H5::H5File> H5FilePtr;
+
+struct H5Record {
+    uint64_t datetime;
+    uint32_t openPrice;
+    uint32_t highPrice;
+    uint32_t lowPrice;
+    uint32_t closePrice;
+    uint64_t transAmount;
+    uint64_t transCount;
+};
+
+struct H5IndexRecord {
+    uint64_t datetime;
+    uint64_t start;
+};
+
+struct H5TimeLineRecord {
+    uint64_t datetime;
+    uint64_t price;
+    uint64_t vol;
+};
+
+struct H5TransRecord {
+    uint64_t datetime;
+    uint64_t price;
+    uint64_t vol;
+    uint8_t buyorsell;
+};
+
+}  // namespace hku
+
+#endif /* H5RECORD_H_ */

hikyuu/include/hikyuu/data_driver/kdata/hdf5/__init__.py

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+

hikyuu/include/hikyuu/data_driver/kdata/mysql/KRecordTable.h

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+/*
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2020-9-27
+ *      Author: fasiondog
+ */
+#pragma once
+#ifndef HIKYUU_DATA_DRIVER_KDATA_MYSQL_KRECORDTABLE_H
+#define HIKYUU_DATA_DRIVER_KDATA_MYSQL_KRECORDTABLE_H
+
+#include "../../../KQuery.h"
+#include "../../../utilities/db_connect/SQLStatementBase.h"
+
+namespace hku {
+
+class KRecordTable {
+public:
+    KRecordTable()
+    : m_date(0), m_open(0.0), m_high(0.0), m_low(0.0), m_close(0.0), m_amount(0.0), m_count(0.0) {}
+
+    KRecordTable(const string& market, const string& code, const KQuery::KType& ktype)
+    : m_db_name(fmt::format("{}_{}", market, KQuery::getKTypeName(ktype))),
+      m_code(code),
+      m_date(0),
+      m_open(0.0),
+      m_high(0.0),
+      m_low(0.0),
+      m_close(0.0),
+      m_amount(0.0),
+      m_count(0.0) {
+        // m_db_name = fmt::format("{}_{}", market, KQuery::getKTypeName(ktype));
+        to_lower(m_db_name);
+    };
+
+    Datetime date() const {
+        return m_date == 0 ? Null<Datetime>() : Datetime((uint64_t)m_date);
+    }
+
+    price_t open() const {
+        return m_open;
+    }
+
+    price_t high() const {
+        return m_high;
+    }
+
+    price_t low() const {
+        return m_low;
+    }
+
+    price_t close() const {
+        return m_close;
+    }
+
+    price_t amount() const {
+        return m_amount;
+    }
+
+    price_t count() const {
+        return m_count;
+    }
+
+    string str() const {
+        return fmt::format(
+          "KRecordTable({}(date), {}(open), {}(high), {}(low), {}(close), {}(amount), {}(count))",
+          m_date, m_open, m_high, m_low, m_close, m_amount, m_count);
+    }
+
+public:
+    string getInsertSQL() {
+        return fmt::format(
+          "insert into `{}`.`{}` "
+          "(`date`, `open`, `high`, `low`, `close`, `amount`, `count`) "
+          "values (?,?,?,?,?,?,?)",
+          m_db_name, m_code);
+    }
+
+    string getUpdateSQL() {
+        return fmt::format(
+          "update `{}`.`{}` set `open`=?, `high`=?, `low`=?, "
+          "`close`=?, `amount`=? `count`=? where `date`=?",
+          m_db_name, m_code);
+    }
+
+    string getSelectSQL() {
+        return fmt::format(
+          "select `date`,`open`,`high`, `low`, `close`, `amount`, `count` from `{}`.`{}`",
+          m_db_name, m_code);
+    }
+
+    string getSelectSQLNoDB() {
+        return fmt::format(
+          "select `date`,`open`,`high`, `low`, `close`, `amount`, `count` from `{}`",
+          m_code);
+    }
+
+    void save(const SQLStatementPtr& st) const {
+        st->bind(0, m_date, m_open, m_high, m_low, m_close, m_amount, m_count);
+    }
+
+    void update(const SQLStatementPtr& st) const {
+        st->bind(0, m_open, m_high, m_low, m_close, m_amount, m_count);
+    }
+
+    void load(const SQLStatementPtr& st) {
+        st->getColumn(0, m_date, m_open, m_high, m_low, m_close, m_amount, m_count);
+    }
+
+private:
+    string m_db_name;
+    string m_code;
+
+    int64_t m_date;
+    price_t m_open;
+    price_t m_high;
+    price_t m_low;
+    price_t m_close;
+    price_t m_amount;
+    price_t m_count;
+};
+
+}  // namespace hku
+
+#endif /* HIKYUU_DATA_DRIVER_KDATA_MYSQL_KRECORDTABLE_H */

hikyuu/include/hikyuu/data_driver/kdata/mysql/MySQLKDataDriver.h

@@ -0,0 +1,78 @@
+/*
+ * MySQLKDataDriverImp.h
+ *
+ *  Created on: 2014年9月3日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef MYSQLKDATADRIVERIMP_H_
+#define MYSQLKDATADRIVERIMP_H_
+
+#include "../../../utilities/db_connect/DBConnect.h"
+#include "../../../utilities/db_connect/mysql/MySQLConnect.h"
+#include "../../KDataDriver.h"
+
+#if defined(_MSC_VER)
+#include <mysql.h>
+#else
+#include <mysql/mysql.h>
+#endif
+
+namespace hku {
+
+class MySQLKDataDriver : public KDataDriver {
+public:
+    MySQLKDataDriver();
+    virtual ~MySQLKDataDriver();
+
+    virtual KDataDriverPtr _clone() override {
+        return std::make_shared<MySQLKDataDriver>();
+    }
+
+    virtual bool _init() override;
+
+    virtual bool isIndexFirst() override {
+        return false;
+    }
+
+    virtual bool canParallelLoad() override {
+        return true;
+    }
+
+    virtual size_t getCount(const string& market, const string& code,
+                            const KQuery::KType& kType) override;
+
+    virtual bool getIndexRangeByDate(const string& market, const string& code, const KQuery& query,
+                                     size_t& out_start, size_t& out_end) override;
+
+    virtual KRecordList getKRecordList(const string& market, const string& code,
+                                       const KQuery& query) override;
+
+    virtual TimeLineList getTimeLineList(const string& market, const string& code,
+                                         const KQuery& query) override;
+
+    virtual TransList getTransList(const string& market, const string& code,
+                                   const KQuery& query) override;
+
+private:
+    string _getTableName(const string& market, const string& code, const KQuery::KType& ktype);
+    KRecordList _getKRecordList(const string& market, const string& code,
+                                const KQuery::KType& kType, size_t start_ix, size_t end_ix);
+    KRecordList _getKRecordList(const string& market, const string& code,
+                                const KQuery::KType& ktype, Datetime start_date, Datetime end_date);
+
+    TimeLineList _getTimeLineListByDate(const string& market, const string& code,
+                                        const KQuery& query);
+    TimeLineList _getTimeLineListByIndex(const string& market, const string& code,
+                                         const KQuery& query);
+    TransList _getTransListByDate(const string& market, const string& code, const KQuery& query);
+    TransList _getTransListByIndex(const string& market, const string& code, const KQuery& query);
+
+private:
+    MySQLConnect* m_connect;
+};
+
+} /* namespace hku */
+
+#endif /* MYSQLKDATADRIVERIMP_H_ */

hikyuu/include/hikyuu/data_driver/kdata/mysql/__init__.py

@@ -0,0 +1 @@
+