hikyuu 2.6.0__py3-none-win_amd64.whl → 2.6.2__py3-none-win_amd64.whl

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/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/plugins.h

@@ -10,11 +10,13 @@
 #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/strategy/Strategy.h

@@ -120,12 +120,6 @@ public:
         m_sp = slippage;
     }
 
-    KData getKData(const Stock& stk, const Datetime& start_date, const Datetime& end_date,
-                   const KQuery::KType& ktype,
-                   KQuery::RecoverType recover_type = KQuery::NO_RECOVER) const {
-        return stk.getKData(KQueryByDate(start_date, end_date, ktype, recover_type));
-    }
-
     KData getLastKData(const Stock& stk, const Datetime& start_date, const KQuery::KType& ktype,
                        KQuery::RecoverType recover_type = KQuery::NO_RECOVER) const {
         return getKData(stk, start_date, Null<Datetime>(), ktype, recover_type);
@@ -134,6 +128,9 @@ public:
     KData getLastKData(const Stock& stk, size_t lastnum, const KQuery::KType& ktype,
                        KQuery::RecoverType recover_type = KQuery::NO_RECOVER) const;
 
+    virtual KData getKData(const Stock& stk, const Datetime& start_date, const Datetime& end_date,
+                           const KQuery::KType& ktype,
+                           KQuery::RecoverType recover_type = KQuery::NO_RECOVER) const;
     virtual Datetime today() const {
         return Datetime::today();
     }

hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -116,7 +116,8 @@ private:
 
 protected:
     // 跟踪打印当前TM持仓情况
-    void traceMomentTM(const Datetime& date);
+    void traceMomentTMAfterRunAtOpen(const Datetime& date);
+    void traceMomentTMAfterRunAtClose(const Datetime& date);
 
 protected:
     string m_name;

hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h

@@ -87,6 +87,9 @@ public:
      */
     const SystemList& getRealSystemList() const;
 
+    /** 获取指定时刻收盘时选中的标的 */
+    SystemWeightList getSelected(Datetime date);
+
     /**
      * @brief 复位
      * @note 复位不会清除已有的原型系统
@@ -111,7 +114,7 @@ public:
     virtual void _calculate() = 0;
 
     /** 子类获取指定时刻收盘时选中的标的 */
-    virtual SystemWeightList getSelected(Datetime date) = 0;
+    virtual SystemWeightList _getSelected(Datetime date) = 0;
 
     virtual bool isMatchAF(const AFPtr& af) = 0;
 
@@ -141,7 +144,7 @@ protected:
     KQuery m_query;
     KQuery m_proto_query;
 
-    SystemList m_pro_sys_list;  // 原型系统列表
+    SystemList m_pro_sys_list;   // 原型系统列表
     SystemList m_real_sys_list;  // PF组合中实际运行的系统，有PF执行时设定，顺序与原型列表一一对应
 
 //============================================
@@ -197,13 +200,13 @@ private:                                                       \
 #define SELECTOR_NO_PRIVATE_MEMBER_SERIALIZATION
 #endif
 
-#define SELECTOR_IMP(classname)                                   \
-public:                                                           \
-    virtual SelectorPtr _clone() override {                       \
-        return std::make_shared<classname>();                     \
-    }                                                             \
-    virtual SystemWeightList getSelected(Datetime date) override; \
-    virtual bool isMatchAF(const AFPtr& af) override;             \
+#define SELECTOR_IMP(classname)                                    \
+public:                                                            \
+    virtual SelectorPtr _clone() override {                        \
+        return std::make_shared<classname>();                      \
+    }                                                              \
+    virtual SystemWeightList _getSelected(Datetime date) override; \
+    virtual bool isMatchAF(const AFPtr& af) override;              \
     virtual void _calculate() override;
 
 /**

hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h

@@ -21,7 +21,7 @@ public:
     virtual void _checkParam(const string& name) const override;
     virtual void _reset() override;
     virtual SelectorPtr _clone() override;
-    virtual SystemWeightList getSelected(Datetime date) override;
+    virtual SystemWeightList _getSelected(Datetime date) override;
     virtual bool isMatchAF(const AFPtr& af) override;
     virtual void _calculate() override;
 

hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorSelector.h

@@ -22,7 +22,7 @@ public:
     virtual SelectorPtr _clone() override;
     virtual bool isMatchAF(const AFPtr& af) override;
     virtual void _calculate() override;
-    virtual SystemWeightList getSelected(Datetime date) override {
+    virtual SystemWeightList _getSelected(Datetime date) override {
         return SystemWeightList();
     }
 
@@ -80,17 +80,17 @@ private:
 #endif
 };
 
-#define OPERATOR_SELECTOR_IMP(classname, name)                    \
-public:                                                           \
-    classname() : OperatorSelector(name) {}                       \
-    classname(const SelectorPtr& se1, const SelectorPtr& se2)     \
-    : OperatorSelector(name, se1, se2) {}                         \
-    virtual ~classname() {}                                       \
-                                                                  \
-    virtual SystemWeightList getSelected(Datetime date) override; \
-                                                                  \
-    virtual SelectorPtr _clone() override {                       \
-        HKU_THROW("OperatorSelector Could't support clone!");     \
+#define OPERATOR_SELECTOR_IMP(classname, name)                     \
+public:                                                            \
+    classname() : OperatorSelector(name) {}                        \
+    classname(const SelectorPtr& se1, const SelectorPtr& se2)      \
+    : OperatorSelector(name, se1, se2) {}                          \
+    virtual ~classname() {}                                        \
+                                                                   \
+    virtual SystemWeightList _getSelected(Datetime date) override; \
+                                                                   \
+    virtual SelectorPtr _clone() override {                        \
+        HKU_THROW("OperatorSelector Could't support clone!");      \
     }
 
 #if HKU_SUPPORT_SERIALIZATION

hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorValueSelector.h

@@ -22,7 +22,7 @@ public:
     virtual SelectorPtr _clone() override;
     virtual bool isMatchAF(const AFPtr& af) override;
     virtual void _calculate() override;
-    virtual SystemWeightList getSelected(Datetime date) override {
+    virtual SystemWeightList _getSelected(Datetime date) override {
         return SystemWeightList();
     }
 
@@ -68,7 +68,7 @@ public:
     classname(const SelectorPtr& se, double value) : OperatorValueSelector(name, se, value) {} \
     virtual ~classname() {}                                                                    \
                                                                                                \
-    virtual SystemWeightList getSelected(Datetime date) override;                              \
+    virtual SystemWeightList _getSelected(Datetime date) override;                             \
                                                                                                \
     virtual SelectorPtr _clone() override {                                                    \
         auto p = std::make_shared<classname>();                                                \

hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h

@@ -22,7 +22,7 @@ public:
     virtual void _checkParam(const string& name) const override;
     virtual void calculate(const SystemList& pf_realSysList, const KQuery& query) override;
 
-    virtual SystemWeightList getSelected(Datetime date) override;
+    virtual SystemWeightList _getSelected(Datetime date) override;
     virtual SelectorPtr _clone() override;
     virtual void _reset() override;
 

hikyuu/include/hikyuu/trade_sys/system/System.h

@@ -251,11 +251,20 @@ public:
     virtual void clearDelayBuyRequest();
 
     // 当前是否存在延迟的操作请求，供Portfolio
-    virtual bool haveDelaySellRequest() const;
+    bool haveDelaySellRequest() const {
+        return m_sellRequest.valid;
+    }
+
+    bool haveDelayBuyRequest() const {
+        return m_buyRequest.valid;
+    }
 
     // 处理延迟买入请求，仅供 PF 调用
     virtual TradeRecord pfProcessDelaySellRequest(const Datetime& date);
 
+    // 处理延迟买入请求，仅供 PF 调用
+    virtual TradeRecord pfProcessDelayBuyRequest(const Datetime& date);
+
 private:
     bool _environmentIsValid(const Datetime& datetime);
     bool _conditionIsValid(const Datetime& datetime);
@@ -329,8 +338,8 @@ protected:
     bool m_pre_ev_valid;
     bool m_pre_cn_valid;
 
-    int m_buy_days;         // 每一次买入清零，计算一次加1，即买入后的天数
-    int m_sell_short_days;  // 每一次卖空清零
+    int m_buy_days;                 // 每一次买入清零，计算一次加1，即买入后的天数
+    int m_sell_short_days;          // 每一次卖空清零
     TradeRecordList m_trade_list;   // 保存实际执行的交易记录
     price_t m_lastTakeProfit;       // 上一次多头止损价，用于保证止赢价单调递增
     price_t m_lastShortTakeProfit;  // 上一次空头止赢价

hikyuu/include/hikyuu/trade_sys/system/imp/DelegateSystem.h

@@ -28,7 +28,6 @@ public:
     virtual TradeRecord sellForceOnOpen(const Datetime& date, double num, Part from) override;
     virtual TradeRecord sellForceOnClose(const Datetime& date, double num, Part from) override;
     virtual void clearDelayBuyRequest() override;
-    virtual bool haveDelaySellRequest() const override;
     virtual TradeRecord pfProcessDelaySellRequest(const Datetime& date) override;
 
 private:

hikyuu/include/hikyuu/trade_sys/system/imp/WalkForwardSystem.h

@@ -36,7 +36,6 @@ public:
     virtual TradeRecord sellForceOnOpen(const Datetime& date, double num, Part from) override;
     virtual TradeRecord sellForceOnClose(const Datetime& date, double num, Part from) override;
     virtual void clearDelayBuyRequest() override;
-    virtual bool haveDelaySellRequest() const override;
     virtual TradeRecord pfProcessDelaySellRequest(const Datetime& date) override;
 
 private:

hikyuu/include/hikyuu/utilities/arithmetic.h

@@ -85,29 +85,39 @@ std::string HKU_UTILS_API gb_to_utf8(const std::string &szinput);
 template <typename ValueT>
 ValueT roundEx(ValueT number, int ndigits = 0) {
     // 切换至：ROUND_HALF_EVEN 银行家舍入法
-    ValueT pow1, pow2, y, z;
-    ValueT x = number;
-    if (ndigits >= 0) {
-        pow1 = pow(ValueT(10.0), ValueT(ndigits));
-        pow2 = 1.0;
-        y = (x * pow1) * pow2;
-    } else {
-        pow1 = pow(ValueT(10.0), ValueT(-ndigits));
-        pow2 = 1.0;
-        y = x / pow1;
-    }
-
-    z = std::round(y);
-    if (std::fabs(y - z) == 0.5)
-        /* halfway between two integers; use round-half-even */
-        z = 2.0 * std::round(y / 2.0);
-
-    if (ndigits >= 0)
-        z = (z / pow2) / pow1;
+    // ValueT pow1, pow2, y, z;
+    // ValueT x = number;
+    // if (ndigits >= 0) {
+    //     pow1 = pow(ValueT(10.0), ValueT(ndigits));
+    //     pow2 = 1.0;
+    //     y = (x * pow1) * pow2;
+    // } else {
+    //     pow1 = pow(ValueT(10.0), ValueT(-ndigits));
+    //     pow2 = 1.0;
+    //     y = x / pow1;
+    // }
+
+    // z = std::round(y);
+    // if (std::fabs(y - z) == 0.5)
+    //     /* halfway between two integers; use round-half-even */
+    //     z = 2.0 * std::round(y / 2.0);
+
+    // if (ndigits >= 0)
+    //     z = (z / pow2) / pow1;
+    // else
+    //     z *= pow1;
+
+    // 国内一般使用传统四舍五入法
+    if (ndigits < 0)
+        return number;  // 无效位数直接返回原值
+
+    const double factor = std::pow(10.0, ndigits);
+    const double epsilon = 1e-10 * factor;  // 动态调整epsilon避免精度误差
+
+    if (number >= 0)
+        return static_cast<ValueT>(std::floor(number * factor + 0.5 + epsilon) / factor);
     else
-        z *= pow1;
-
-    return z;
+        return static_cast<ValueT>(std::ceil(number * factor - 0.5 - epsilon) / factor);
 }
 
 /**

hikyuu/include/hikyuu/utilities/datetime/Datetime.h

@@ -94,6 +94,7 @@ public:
      * <pre>
      *     1、YYYYMMDDhhmm，如 200101010000
      *     2、YYYYMMDD, 如 20010101
+     *     3、YYYYMMDDhhmmss，如 20010101000000
      * </pre>
      */
     explicit Datetime(unsigned long long);

hikyuu/include/hikyuu/version.h

@@ -12,13 +12,13 @@
 #define HKU_VERSION_H
 
 // clang-format off
-#define HKU_VERSION "2.6.0"
+#define HKU_VERSION "2.6.2"
 #define HKU_VERSION_MAJOR 2
 #define HKU_VERSION_MINOR 6
-#define HKU_VERSION_ALTER 0
-#define HKU_VERSION_BUILD 202504301710
+#define HKU_VERSION_ALTER 2
+#define HKU_VERSION_BUILD 202505141721
 #define HKU_VERSION_MODE "RELEASE"
-#define HKU_VERSION_GIT "2.6.0 release.3bd470a3 (RELEASE)"
+#define HKU_VERSION_GIT "2.6.2 release.16442c98 (RELEASE)"
 // clang-format on
 
 #endif /* HKU_VERSION_H */