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

hikyuu/cpp/core313.pyi

@@ -1,7 +1,7 @@
 from __future__ import annotations
 import numpy
 import typing
-__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']
+__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', 'KDataToHdf5Importer', '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', 'active_device', 'backtest', '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', 'fetch_trial_license', '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', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'toPriceList', 'view_license']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -2365,6 +2365,31 @@ class KDataDriver:
         """
         驱动名称
         """
+class KDataToHdf5Importer:
+    """
+    K线数据导入器
+    """
+    @staticmethod
+    def _pybind11_conduit_v1_(*args, **kwargs):
+        ...
+    def __init__(self) -> None:
+        ...
+    def add_krecord_list(self, arg0: str, arg1: str, arg2: KRecordList, arg3: str) -> None:
+        """
+        添加K线数据
+        """
+    def get_last_datetime(self, arg0: str, arg1: str, arg2: str) -> Datetime:
+        """
+        获取指定市场指定证券最后K线时间
+        """
+    def set_config(self, arg0: str, arg1: list[str]) -> bool:
+        """
+        设置数据保存路径和数据源列表
+        """
+    def update_index(self, arg0: str, arg1: str, arg2: str) -> None:
+        """
+        更新索引
+        """
 class KRecord:
     """
     K线记录，组成K线数据，属性可读写
@@ -3357,16 +3382,6 @@ class Portfolio:
             
             运行投资组合策略。在查询条件及各组件没有变化时，PF在第二次执行时，默认不会实际进行计算。
             但由于各个组件的参数可能改变，此种情况无法自动判断是否需要重计算，可以手工指定进行强制计算。
-        
-            调仓模式 adjust_mode 说明：
-            - "query" 模式，跟随输入参数 query 中的 ktype，此时 adjust_cycle 为以 query 中的 ktype
-              决定周期间隔；
-            - "day" 模式，adjust_cycle 为调仓间隔天数
-            - "week" | "month" | "quarter" | "year" 模式时，adjust_cycle
-              为对应的每周第N日、每月第n日、每季度第n日、每年第n日，在 delay_to_trading_day 为 false 时
-              如果当日不是交易日将会被跳过调仓；当 delay_to_trading_day 为 true时，如果当日不是交易日
-              将会顺延至当前周期内的第一个交易日，如指定每月第1日调仓，但当月1日不是交易日，则将顺延至当月
-              的第一个交易日。
                 
             :param Query query: 查询条件
             :param bool force: 强制重新计算
@@ -4694,7 +4709,8 @@ class Stock:
         """
         get_history_finance(self)
                 
-                获取所有历史财务信息历史记录
+                获取所有历史财务信息历史记录， 字段信息可参考 StockManager 中的相关方法: get_history_finance_all_fields/get_history_finance_field_index/get_history_finance_field_name 方法
+                日常建议直接使用指标 FINANCE 获取财务数据
         """
     def get_kdata(self, arg0: Query) -> KData:
         """
@@ -5107,6 +5123,12 @@ class StockManager:
         
             :rtype: StringList
         """
+    def get_plugin_path(self) -> str:
+        """
+        get_plugin_path(self)
+        
+            获取插件路径
+        """
     def get_preload_parameter(self) -> ...:
         """
         获取当前预加载参数
@@ -5211,6 +5233,12 @@ class StockManager:
         
             :param Block block: 板块实例
         """
+    def set_plugin_path(self, arg0: str) -> None:
+        """
+        set_plugin_path(self, path)
+                
+            设置插件路径，仅在初始化之前设置有效
+        """
     def tmpdir(self) -> str:
         """
         tmpdir(self) -> str
@@ -5575,12 +5603,13 @@ class Strategy:
     def __init__(self) -> None:
         ...
     @typing.overload
-    def __init__(self, code_list: list[str], ktype_list: list[str], name: str = 'Strategy', config: str = '') -> None:
+    def __init__(self, code_list: list[str], ktype_list: list[str], preload_num: dict[str, int] = {}, name: str = 'Strategy', config: str = '') -> None:
         """
         创建策略运行时
                    
             :param list code_list: 证券代码列表，如：["sz000001", "sz000002"], "all" 代表全部证券
             :param list ktype_list: K线类型列表, 如: ["day", "min"]
+            :param dict preload_num: 预加载的K线数量，如：{"day_max": 1000, "min_max": 2000}
             :param str name: 策略名称
             :param str config: 配置文件名称(如需要使用独立的配置文件，否则为空时使用默认的hikyuu配置文件)
         """
@@ -5593,13 +5622,27 @@ class Strategy:
             :param str name: 策略名称
             :param str config: 配置文件名称(如需要使用独立的配置文件，否则为空时使用默认的hikyuu配置文件)
         """
+    def buy(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+        ...
+    def get_kdata(self, stk: Stock, start_date: Datetime, end_date: Datetime, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
+        ...
+    @typing.overload
+    def get_last_kdata(self, stk: Stock, start_date: Datetime, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
+        ...
+    @typing.overload
+    def get_last_kdata(self, stk: Stock, lastnum: int, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
+        ...
+    def next_datetime(self) -> Datetime:
+        ...
+    def now(self) -> Datetime:
+        ...
     def on_change(self, arg0: typing.Any) -> None:
         """
         onchang(self, func)
                    
             设置证券数据更新回调通知
         
-            :param func: 一个可调用的对象如普通函数，需接收 stock 和 ktype 参数
+            :param func: 一个可调用的对象如普通函数, func(stg: Strategy, stock: Stock, spot: SpotRecord
         """
     def on_received_spot(self, arg0: typing.Any) -> None:
         """
@@ -5607,7 +5650,7 @@ class Strategy:
         
             设置证券数据更新通知回调
         
-            :param func: 可调用对象如普通函数，没有参数
+            :param func: 可调用对象如普通函数, func(stg: Strategy, revTime: Datetime)
         """
     def run_daily(self, func: typing.Any, time: TimeDelta, market: str = 'SH', ignore_market: bool = False) -> None:
         """
@@ -5616,7 +5659,7 @@ class Strategy:
             设置日内循环执行回调。如果忽略市场开闭市，则自启动时刻开始按间隔时间循环，
             否则第一次执行时将开盘时间对齐时间间隔，且在非开市时间停止执行。
         
-            :param func: 可调用对象如普通函数，没有参数
+            :param func: 可调用对象如普通函数，func(stg: Strategy)
             :param TimeDelta time: 间隔时间，如间隔3秒：TimeDelta(0, 0, 0, 3) 或 Seconds(3)
             :param str market: 使用哪个市场的开闭市时间
             :param ignore_market: 忽略市场开闭市时间
@@ -5627,10 +5670,12 @@ class Strategy:
         
             设置每日定点执行回调
         
-            :param func: 可调用对象如普通函数，没有参数
+            :param func: 可调用对象如普通函数，func(stg: Strategy)
             :param TimeDelta time: 执行时刻，如每日15点：TimeDelta(0, 15)
             :param ignore_holiday: 节假日不执行
         """
+    def sell(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+        ...
     def start(self, auto_recieve_spot: bool = True) -> None:
         """
         start(self)
@@ -5639,12 +5684,19 @@ class Strategy:
         
             :param bool auto_recieve_spot: 是否自动接收行情数据
         """
+    def today(self) -> Datetime:
+        ...
     @property
     def context(self) -> StrategyContext:
         """
         获取策略上下文
         """
     @property
+    def is_backtesting(self) -> bool:
+        """
+        回测状态
+        """
+    @property
     def name(self) -> str:
         """
         策略名称
@@ -5652,6 +5704,27 @@ class Strategy:
     @name.setter
     def name(self, arg1: str) -> None:
         ...
+    @property
+    def running(self) -> bool:
+        """
+        获取当前运行状态
+        """
+    @property
+    def sp(self) -> SlippageBase:
+        """
+        移滑价差算法
+        """
+    @sp.setter
+    def sp(self, arg1: SlippageBase) -> None:
+        ...
+    @property
+    def tm(self) -> TradeManager:
+        """
+        关联的交易管理实例
+        """
+    @tm.setter
+    def tm(self, arg1: TradeManager) -> None:
+        ...
 class StrategyContext:
     """
     策略上下文
@@ -6685,6 +6758,16 @@ class TradeManager:
         :param axes: 绘制的轴对象，默认为None，表示创建新的轴对象
         :return: None
         """
+    @staticmethod
+    def performance(tm: TradeManager, query: Query, ref_stk: Stock = None):
+        """
+        
+        绘制系统绩效，即账户累积收益率曲线
+        
+        :param SystemBase | PortfolioBase sys: SYS或PF实例
+        :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
+        :return: None
+        """
     def __getstate__(self) -> tuple:
         ...
     @typing.overload
@@ -6784,7 +6867,7 @@ class TradeManager:
         """
         克隆（深复制）实例
         """
-    def fetch_asset_info_from_broker(self, arg0: OrderBrokerBase) -> None:
+    def fetch_asset_info_from_broker(self, arg0: OrderBrokerBase, arg1: Datetime) -> None:
         ...
     def getParam(self, arg0: str) -> any:
         """
@@ -9253,7 +9336,7 @@ def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_
 def MF_Weight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_Weight(inds: typing.Sequence, weights: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, spearman: bool = True) -> MultiFactorBase:
+def MF_Weight(inds: typing.Sequence, stks: typing.Sequence, weights: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, spearman: bool = True) -> MultiFactorBase:
     """
     MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
     
@@ -9589,8 +9672,17 @@ def POW(data: float, n: int) -> Indicator:
         :param int|Indicator|IndParam n: 幂
         :rtype: Indicator
     """
-def PRICELIST(data: typing.Any, result_index: int = 0, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
-    ...
+def PRICELIST(data: typing.Any = None, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
+    """
+    PRICELIST([data=None, discard=0, align_dates=None])
+          
+        将python数组（如 list, tuple, numpy.array）转换为Indicator对象。
+        
+        :param sequence data: 输入数据
+        :param int discard: 丢弃前多少个数据
+        :param sequence align_dates: 对齐日期列表，如果为空则不进行对齐
+        :rtype: Indicator
+    """
 @typing.overload
 def RECOVER_BACKWARD() -> Indicator:
     ...
@@ -12850,6 +12942,36 @@ def ZSCORE(data: Indicator, out_extreme: bool = False, nsigma: float = 3.0, recu
         :param bool recursive: 是否进行递归剔除极值，默认 False
         :rtype: Indicator
     """
+def active_device(arg0: str) -> None:
+    """
+    active_device(active_code: str)
+            
+        VIP功能授权码激活设备
+        
+        :param str active_code: 授权码
+    """
+@typing.overload
+def backtest(context: StrategyContext, on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0) -> None:
+    ...
+@typing.overload
+def backtest(on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0) -> None:
+    """
+    backtest([context], on_bar, tm, start_date, end_date, ktype, ref_market, mode)
+    
+        事件驱动式回测, 通常直接测试 Strategy 中的主体函数
+    
+        如果 hikyuu 已经加载数据，可以忽略 context 参数。否则通 Strategy 类似，需要主动传入 context 参数，
+        context 中包含需要加载的股票代码、K线类型、K线数量、K线起始日期等信息。
+          
+        :param StrategyContext context: 策略上下文 ()
+        :param func on_bar: 策略主体执行函数, 如: on_bar(stg: Strategy)
+        :param TradeManager tm: 策略测试账户
+        :param Datetime start_date: 起始日期
+        :param Datetime end_date: 结束日期（不包含其本身）
+        :param Query.KType ktype: K线类型(按该类型逐 Bar 执行测试)
+        :param str 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
+    """
 def batch_calculate_inds(arg0: typing.Sequence, arg1: KData) -> list:
     """
     batch_calculate_inds(inds, kdata) -> list)
@@ -12917,6 +13039,14 @@ def crt_pf_strategy(pf: Portfolio, query: Query, broker: OrderBrokerBase, cost_f
     ...
 def crt_sys_strategy(sys: System, stk_market_code: str, query: Query, broker: OrderBrokerBase, cost_func: TradeCostBase, other_brokers: str = [], name: list[OrderBrokerBase] = 'SYSStrategy', config: str = '') -> Strategy:
     ...
+def fetch_trial_license(arg0: str) -> str:
+    """
+    fetch_trial_license(email: str)
+            
+        获取试用授权码
+        
+        :param str email: 邮箱地址
+    """
 def find_optimal_system(sys_list: list[System], stock: Stock, query: Query, sort_key: str = '', sort_mode: int = 0) -> tuple[float, System]:
     ...
 def find_optimal_system_multi(sys_list: list[System], stock: Stock, query: Query, sort_key: str = '', sort_mode: int = 0) -> tuple[float, System]:
@@ -12940,7 +13070,13 @@ def get_business_name(arg0: BUSINESS) -> str:
         :rtype: string
     """
 def get_data_from_buffer_server(arg0: str, arg1: list[Stock], arg2: str) -> None:
-    ...
+    """
+    get_data_from_buffer_server(addr: str, stklist: list, ktype: Query.KType)
+              
+        :param str addr: 数据服务器地址
+        :param list stklist: 需要获取数据的股票列表
+        :param Query.KType ktype: 数据类型
+    """
 def get_date_range(start: Datetime, end: Datetime) -> DatetimeList:
     """
     get_date_range(start, end)
@@ -13054,6 +13190,12 @@ def open_spend_time() -> None:
     """
     全局开启 c++ 部分耗时打印
     """
+def remove_license() -> None:
+    """
+    remove_license()
+            
+        移除当前授权
+    """
 @typing.overload
 def roundDown(number: float, ndigits: int = 0) -> float:
     ...
@@ -13133,14 +13275,36 @@ def set_python_in_interactive(arg0: bool) -> None:
     ...
 def set_python_in_jupyter(arg0: bool) -> None:
     ...
+def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: int = 2) -> None:
+    """
+    start_data_server(addr: str[, work_num: int=2])
+            
+        启动数据缓存服务
+        
+        :param str addr: 服务器地址
+        :param int work_num: 工作线程数
+        :return: None
+    """
 def start_spot_agent(print: bool = False, worker_num: int = 1, addr: str = '') -> None:
     ...
+def stop_data_server() -> None:
+    """
+    stop_data_server()
+            
+        停止数据缓存服务
+    """
 def stop_spot_agent() -> None:
     ...
 def toPriceList(arg0: typing.Sequence) -> list[float]:
     """
     将 python list/tuple/np.arry 对象转化为 PriceList 对象
     """
+def view_license() -> str:
+    """
+    view_license()
+            
+        查看设备授权信息
+    """
 DEBUG: LOG_LEVEL  # value = <LOG_LEVEL.DEBUG: 1>
 ERROR: LOG_LEVEL  # value = <LOG_LEVEL.ERROR: 4>
 FATAL: LOG_LEVEL  # value = <LOG_LEVEL.FATAL: 5>