hikyuu 2.5.6__py3-none-win_amd64.whl → 2.6.1__py3-none-win_amd64.whl

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

@@ -9,6 +9,7 @@
 #define HIKYUU_DATA_DRIVER_KDATA_MYSQL_KRECORDTABLE_H
 
 #include "../../../KQuery.h"
+#include "../../../KRecord.h"
 #include "../../../utilities/db_connect/SQLStatementBase.h"
 
 namespace hku {
@@ -32,6 +33,45 @@ public:
         to_lower(m_db_name);
     };
 
+    KRecordTable(const string& market, const string& code, const KQuery::KType& ktype,
+                 const KRecord& record)
+    : KRecordTable(market, code, ktype) {
+        m_date = record.datetime.ymdhm();
+        m_open = record.openPrice;
+        m_high = record.highPrice;
+        m_low = record.lowPrice;
+        m_close = record.closePrice;
+        m_count = record.transCount;
+        m_amount = record.transAmount;
+    }
+
+    KRecordTable(const KRecordTable&) = default;
+    KRecordTable& operator=(const KRecordTable&) = default;
+    KRecordTable(KRecordTable&& rhs)
+    : m_db_name(std::move(rhs.m_db_name)),
+      m_code(std::move(rhs.m_code)),
+      m_date(rhs.m_date),
+      m_open(rhs.m_open),
+      m_high(rhs.m_high),
+      m_low(rhs.m_low),
+      m_close(rhs.m_close),
+      m_amount(rhs.m_amount),
+      m_count(rhs.m_count) {}
+
+    KRecordTable& operator=(KRecordTable&& rhs) {
+        if (&rhs != this) {
+            m_db_name = std::move(rhs.m_db_name);
+            m_code = std::move(rhs.m_code);
+            m_date = rhs.m_date;
+            m_open = rhs.m_open;
+            m_high = rhs.m_high;
+            m_low = rhs.m_low;
+            m_close = rhs.m_close;
+            m_amount = rhs.m_amount;
+        }
+        return *this;
+    }
+
     Datetime date() const {
         return m_date == 0 ? Null<Datetime>() : Datetime((uint64_t)m_date);
     }
@@ -90,8 +130,7 @@ public:
 
     string getSelectSQLNoDB() {
         return fmt::format(
-          "select `date`,`open`,`high`, `low`, `close`, `amount`, `count` from `{}`",
-          m_code);
+          "select `date`,`open`,`high`, `low`, `close`, `amount`, `count` from `{}`", m_code);
     }
 
     void save(const SQLStatementPtr& st) const {

hikyuu/include/hikyuu/global/agent/spot_generated.h

@@ -8,9 +8,9 @@
 
 // Ensure the included flatbuffers.h is the same version as when this file was
 // generated, otherwise it may not be compatible.
-static_assert(FLATBUFFERS_VERSION_MAJOR == 24 &&
-              FLATBUFFERS_VERSION_MINOR == 3 &&
-              FLATBUFFERS_VERSION_REVISION == 25,
+static_assert(FLATBUFFERS_VERSION_MAJOR == 25 &&
+              FLATBUFFERS_VERSION_MINOR == 2 &&
+              FLATBUFFERS_VERSION_REVISION == 10,
              "Non-compatible flatbuffers version included");
 
 namespace hikyuu {

hikyuu/include/hikyuu/indicator/crt/COUNT.h

@@ -6,8 +6,8 @@
  */
 
 #pragma once
-#ifndef COUNT_H_
-#define COUNT_H_
+#ifndef INDICATOR_CRT_COUNT_H_
+#define INDICATOR_CRT_COUNT_H_
 
 #include "../Indicator.h"
 
@@ -51,4 +51,4 @@ inline Indicator HKU_API COUNT(const Indicator& ind, const Indicator& n) {
 
 }  // namespace hku
 
-#endif /* CVAL_H_ */
+#endif /* INDICATOR_CRT_COUNT_H_ */

hikyuu/include/hikyuu/indicator/crt/DISCARD.h

@@ -11,7 +11,7 @@
 #ifndef INDICATOR_CRT_DISCARD_H_
 #define INDICATOR_CRT_DISCARD_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/ISINF.h

@@ -9,7 +9,7 @@
 #ifndef INDICATOR_CRT_ISINF_H_
 #define INDICATOR_CRT_ISINF_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/ISINFA.h

@@ -9,7 +9,7 @@
 #ifndef INDICATOR_CRT_ISINFA_H_
 #define INDICATOR_CRT_ISINFA_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/ISNA.h

@@ -9,7 +9,7 @@
 #ifndef INDICATOR_CRT_ISNA_H_
 #define INDICATOR_CRT_ISNA_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/LAST.h

@@ -39,7 +39,7 @@ inline Indicator LAST(int m = 10, int n = 5) {
 
 inline Indicator LAST(const IndParam& m, int n = 5) {
     Indicator ind_m = m.get();
-    Indicator ind_n = CVAL(ind_m, 5);
+    Indicator ind_n = CVAL(ind_m, n);
     Indicator max = MAX(ind_m, ind_n);
     Indicator min = MIN(ind_m, ind_n);
     Indicator result = REF(EVERY(max - min + 1), min);
@@ -49,7 +49,7 @@ inline Indicator LAST(const IndParam& m, int n = 5) {
 
 inline Indicator LAST(int m, const IndParam& n) {
     Indicator ind_n = n.get();
-    Indicator ind_m = CVAL(ind_n, 5);
+    Indicator ind_m = CVAL(ind_n, m);
     Indicator max = MAX(ind_m, ind_n);
     Indicator min = MIN(ind_m, ind_n);
     Indicator result = REF(EVERY(max - min + 1), min);

hikyuu/include/hikyuu/indicator/crt/MAX.h

@@ -9,7 +9,7 @@
 #ifndef INDICATOR_CRT_MAX_H_
 #define INDICATOR_CRT_MAX_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/MIN.h

@@ -9,7 +9,7 @@
 #ifndef INDICATOR_CRT_MIN_H_
 #define INDICATOR_CRT_MIN_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/indicator/crt/PRICELIST.h

@@ -23,21 +23,7 @@ namespace hku {
  */
 Indicator HKU_API PRICELIST(const PriceList& data, int discard = 0);
 Indicator HKU_API PRICELIST(const PriceList& data, const DatetimeList& ds, int discard = 0);
-
-/**
- * 将某指标转化为PRICELIST
- * @param ind 源数据
- * @param result_index 源数据中指定的结果集
- * @ingroup Indicator
- */
-Indicator HKU_API PRICELIST(const Indicator& ind, int result_index = 0);
-
-/**
- * 将某指标转化为PRICELIST
- * @param result_index 源数据中指定的结果集
- * @ingroup Indicator
- */
-Indicator HKU_API PRICELIST(int result_index = 0);
+Indicator HKU_API PRICELIST();
 
 /**
  * 包装数组成Indicator，用于计算其他指标

hikyuu/include/hikyuu/indicator/crt/SUMBARS.h

@@ -11,7 +11,7 @@
 #ifndef INDICATOR_CRT_SUMBARS_H_
 #define INDICATOR_CRT_SUMBARS_H_
 
-#include "CVAL.h"
+#include "../Indicator.h"
 
 namespace hku {
 

hikyuu/include/hikyuu/plugin/KDataToHdf5Importer.h

@@ -0,0 +1,33 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-06
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/DataType.h"
+#include "interface/ImportKDataToHdf5PluginInterface.h"
+
+namespace hku {
+
+class HKU_API KDataToHdf5Importer {
+public:
+    KDataToHdf5Importer();
+    virtual ~KDataToHdf5Importer();
+
+    bool setConfig(const string& datapath, const vector<string>& markets = {"SH", "SZ", "BJ"});
+
+    Datetime getLastDatetime(const string& market, const string& code, const KQuery::KType& ktype);
+
+    void addKRecordList(const string& market, const string& code, const vector<KRecord>& krecords,
+                        const KQuery::KType& ktype);
+
+    void updateIndex(const string& market, const string& code, const KQuery::KType& ktype);
+
+private:
+    ImportKDataToHdf5PluginInterface* m_plugin{nullptr};
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/plugin/backtest.h

@@ -0,0 +1,37 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#include "hikyuu/strategy/Strategy.h"
+
+namespace hku {
+
+/**
+ * @brief 策略回测（事件驱动方式）
+ *
+ * @param context 策略上下文
+ * @param on_bar 策略主体执行函数
+ * @param tm 策略测试账户
+ * @param start_date 起始日期
+ * @param end_date 结束日期（不包含本身）
+ * @param ktype K线类型
+ * @param ref_market 所属市场
+ * @param mode 模式  0: 当前bar收盘价执行买卖操作；1: 下一bar开盘价执行买卖操作;
+ */
+void HKU_API backtest(const StrategyContext& context, const std::function<void(Strategy*)>& on_bar,
+                      const TradeManagerPtr& tm, const Datetime& start_date,
+                      const Datetime& end_date = Null<Datetime>(),
+                      const KQuery::KType& ktype = KQuery::DAY, const string& ref_market = "SH",
+                      int mode = 0);
+
+// 仅在 sm.init 之后使用
+void HKU_API backtest(const std::function<void(Strategy*)>& on_bar, const TradeManagerPtr& tm,
+                      const Datetime& start_date, const Datetime& end_date = Null<Datetime>(),
+                      const KQuery::KType& ktype = KQuery::DAY, const string& ref_market = "SH",
+                      int mode = 0);
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/dataserver.h

@@ -0,0 +1,18 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/DataType.h"
+
+namespace hku {
+
+void HKU_API startDataServer(const std::string& addr = "tcp://0.0.0.0:9201", size_t work_num = 2);
+
+void HKU_API stopDataServer();
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/device.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/DataType.h"
+
+namespace hku {
+
+/**
+ * @brief 激活设备
+ * @param active_code 授权码
+ */
+void HKU_API activeDevice(const std::string& active_code);
+
+// 查看当前授权
+std::string HKU_API viewLicense();
+
+// 移除授权
+void HKU_API removeLicense();
+
+// 获取试用授权
+std::string HKU_API fetchTrialLicense(const std::string& email);
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/BackTestPluginInterface.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/strategy/Strategy.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class BackTestPluginInterface : public PluginBase {
+public:
+    BackTestPluginInterface() = default;
+    virtual ~BackTestPluginInterface() = default;
+
+    virtual void backtest(const StrategyContext& context,
+                          const std::function<void(Strategy*)>& on_bar, const TradeManagerPtr& tm,
+                          const Datetime& start_date, const Datetime& end_date,
+                          const KQuery::KType& ktype, const string& ref_market, int mode) = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/DataServerPluginInterface.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class DataServerPluginInterface : public PluginBase {
+public:
+    DataServerPluginInterface() = default;
+    virtual ~DataServerPluginInterface() = default;
+
+    virtual void start(const std::string& addr, size_t work_num) noexcept = 0;
+    virtual void stop() noexcept = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/DevicePluginInterface.h

@@ -0,0 +1,25 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class DevicePluginInterface : public PluginBase {
+public:
+    DevicePluginInterface() = default;
+    virtual ~DevicePluginInterface() = default;
+
+    virtual void activate(const std::string& active_code) noexcept = 0;
+    virtual std::string viewLicense() noexcept = 0;
+    virtual void removeLicense() noexcept = 0;
+    virtual std::string fetchTrialLicense(const std::string& email) noexcept = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/ImportKDataToHdf5PluginInterface.h

@@ -0,0 +1,33 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/KRecord.h"
+#include "hikyuu/KQuery.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class ImportKDataToHdf5PluginInterface : public PluginBase {
+public:
+    ImportKDataToHdf5PluginInterface() = default;
+    virtual ~ImportKDataToHdf5PluginInterface() = default;
+
+    virtual bool setConfig(const string& datapath, const vector<string>& markets) = 0;
+
+    virtual Datetime getLastDatetime(const string& market, const string& code,
+                                     const KQuery::KType& ktype) = 0;
+
+    virtual void addKRecordList(const string& market, const string& code,
+                                const vector<KRecord>& krecords, const KQuery::KType& ktype) = 0;
+
+    virtual void updateIndex(const string& market, const string& code,
+                             const KQuery::KType& ktype) = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/plugin/interface/plugins.h

@@ -0,0 +1,22 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "BackTestPluginInterface.h"
+#include "DevicePluginInterface.h"
+#include "DataServerPluginInterface.h"
+#include "ImportKDataToHdf5PluginInterface.h"
+
+namespace hku {
+
+#define HKU_PLUGIN_BACKTEST "backtest"
+#define HKU_PLUGIN_DEVICE "device"
+#define HKU_PLUGIN_DATASERVER "dataserver"
+#define HKU_PLUGIN_IMPORTKDATATOHDF5 "import2hdf5"
+
+}

hikyuu/include/hikyuu/python/pybind_utils.h

@@ -98,6 +98,14 @@ public:                                                                      \
         return std::shared_ptr<classname>(keep_python_state_alive, ptr);     \
     }
 
+// 用于检查已 py::object 方式传递的函数参数个数是否符合预期
+inline bool check_pyfunction_arg_num(py::object& func, size_t arg_num) {
+    py::module_ inspect = py::module_::import("inspect");
+    py::object sig = inspect.attr("signature")(func);
+    py::object params = sig.attr("parameters");
+    return len(params) == arg_num;
+}
+
 }  // namespace hku
 
 #endif  // HIKYUU_PYTHON_BIND_UTILS_H

hikyuu/include/hikyuu/strategy/BrokerTradeManager.h

@@ -23,7 +23,8 @@ public:
 
     virtual shared_ptr<TradeManagerBase> _clone() override;
 
-    virtual void fetchAssetInfoFromBroker(const OrderBrokerPtr& broker) override;
+    virtual void fetchAssetInfoFromBroker(const OrderBrokerPtr& broker,
+                                          const Datetime& datetime = Null<Datetime>()) override;
 
     /**
      * 根据权息信息更新当前持仓与交易情况

hikyuu/include/hikyuu/strategy/RunPortfolioInStrategy.h

@@ -25,6 +25,7 @@ private:
     PFPtr m_pf;
     OrderBrokerPtr m_broker;
     KQuery m_query;
+    std::unordered_set<Stock> m_stocks;
 };
 
 StrategyPtr HKU_API crtPFStrategy(const PFPtr& pf, const KQuery& query,