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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (89) hide show
  1. hikyuu/__init__.py +19 -50
  2. hikyuu/__init__.pyi +530 -525
  3. hikyuu/analysis/__init__.pyi +498 -497
  4. hikyuu/analysis/analysis.pyi +499 -498
  5. hikyuu/core.pyi +500 -499
  6. hikyuu/cpp/__init__.pyi +2 -2
  7. hikyuu/cpp/boost_date_time-mt.dll +0 -0
  8. hikyuu/cpp/boost_serialization-mt.dll +0 -0
  9. hikyuu/cpp/boost_wserialization-mt.dll +0 -0
  10. hikyuu/cpp/core310.pyd +0 -0
  11. hikyuu/cpp/core310.pyi +60 -8
  12. hikyuu/cpp/core311.pyd +0 -0
  13. hikyuu/cpp/core311.pyi +60 -8
  14. hikyuu/cpp/core312.pyd +0 -0
  15. hikyuu/cpp/core312.pyi +60 -8
  16. hikyuu/cpp/core313.pyd +0 -0
  17. hikyuu/cpp/core313.pyi +60 -8
  18. hikyuu/cpp/core39.pyd +0 -0
  19. hikyuu/cpp/core39.pyi +60 -8
  20. hikyuu/cpp/hikyuu.dll +0 -0
  21. hikyuu/cpp/hikyuu.lib +0 -0
  22. hikyuu/cpp/sqlite3.dll +0 -0
  23. hikyuu/draw/drawplot/__init__.pyi +9 -9
  24. hikyuu/draw/drawplot/bokeh_draw.pyi +519 -514
  25. hikyuu/draw/drawplot/common.pyi +1 -1
  26. hikyuu/draw/drawplot/echarts_draw.pyi +521 -516
  27. hikyuu/draw/drawplot/matplotlib_draw.pyi +531 -526
  28. hikyuu/draw/elder.pyi +11 -11
  29. hikyuu/draw/kaufman.pyi +18 -18
  30. hikyuu/draw/volume.pyi +10 -10
  31. hikyuu/extend.py +0 -14
  32. hikyuu/extend.pyi +506 -509
  33. hikyuu/gui/HikyuuTDX.py +66 -12
  34. hikyuu/gui/data/ImportQmtToH5Task.py +209 -0
  35. hikyuu/gui/data/ImportTdxToH5Task.py +8 -1
  36. hikyuu/gui/data/MainWindow.py +68 -50
  37. hikyuu/gui/data/UseQmtImportToH5Thread.py +316 -0
  38. hikyuu/gui/data/UseTdxImportToH5Thread.py +221 -65
  39. hikyuu/gui/importdata.py +24 -11
  40. hikyuu/hub.pyi +6 -6
  41. hikyuu/include/hikyuu/KData.h +5 -0
  42. hikyuu/include/hikyuu/KDataImp.h +4 -0
  43. hikyuu/include/hikyuu/data_driver/kdata/mysql/KRecordTable.h +41 -2
  44. hikyuu/include/hikyuu/indicator/crt/CONTEXT.h +6 -2
  45. hikyuu/include/hikyuu/indicator/crt/COUNT.h +3 -3
  46. hikyuu/include/hikyuu/indicator/crt/DISCARD.h +1 -1
  47. hikyuu/include/hikyuu/indicator/crt/ISINF.h +1 -1
  48. hikyuu/include/hikyuu/indicator/crt/ISINFA.h +1 -1
  49. hikyuu/include/hikyuu/indicator/crt/ISNA.h +1 -1
  50. hikyuu/include/hikyuu/indicator/crt/LAST.h +2 -2
  51. hikyuu/include/hikyuu/indicator/crt/MAX.h +1 -1
  52. hikyuu/include/hikyuu/indicator/crt/MIN.h +1 -1
  53. hikyuu/include/hikyuu/indicator/crt/PRICELIST.h +1 -15
  54. hikyuu/include/hikyuu/indicator/crt/SUMBARS.h +1 -1
  55. hikyuu/include/hikyuu/plugin/KDataToHdf5Importer.h +33 -0
  56. hikyuu/include/hikyuu/plugin/interface/ImportKDataToHdf5PluginInterface.h +33 -0
  57. hikyuu/include/hikyuu/plugin/interface/plugins.h +2 -0
  58. hikyuu/include/hikyuu/strategy/Strategy.h +3 -6
  59. hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h +2 -1
  60. hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h +12 -9
  61. hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h +1 -1
  62. hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorSelector.h +12 -12
  63. hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorValueSelector.h +2 -2
  64. hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h +1 -1
  65. hikyuu/include/hikyuu/trade_sys/system/System.h +12 -3
  66. hikyuu/include/hikyuu/trade_sys/system/imp/DelegateSystem.h +0 -1
  67. hikyuu/include/hikyuu/trade_sys/system/imp/WalkForwardSystem.h +0 -1
  68. hikyuu/include/hikyuu/utilities/arithmetic.h +32 -22
  69. hikyuu/include/hikyuu/utilities/datetime/Datetime.h +1 -0
  70. hikyuu/include/hikyuu/version.h +4 -4
  71. hikyuu/plugin/backtest.dll +0 -0
  72. hikyuu/plugin/dataserver.dll +0 -0
  73. hikyuu/plugin/device.dll +0 -0
  74. hikyuu/plugin/import2hdf5.dll +0 -0
  75. hikyuu/trade_manage/__init__.pyi +518 -513
  76. hikyuu/trade_manage/broker.pyi +3 -3
  77. hikyuu/trade_manage/broker_easytrader.pyi +1 -1
  78. hikyuu/trade_manage/trade.pyi +518 -513
  79. hikyuu/util/__init__.py +1 -0
  80. hikyuu/util/__init__.pyi +3 -2
  81. hikyuu/util/mylog.py +30 -3
  82. hikyuu/util/mylog.pyi +3 -1
  83. hikyuu/util/singleton.pyi +1 -1
  84. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/METADATA +1 -1
  85. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/RECORD +89 -84
  86. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/LICENSE +0 -0
  87. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/WHEEL +0 -0
  88. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/entry_points.txt +0 -0
  89. {hikyuu-2.6.0.dist-info → hikyuu-2.6.2.dist-info}/top_level.txt +0 -0
hikyuu/cpp/core313.pyi CHANGED
@@ -1,7 +1,7 @@
1
1
  from __future__ import annotations
2
2
  import numpy
3
3
  import typing
4
- __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', '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']
4
+ __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']
5
5
  class AllocateFundsBase:
6
6
  """
7
7
  资产分配算法基类, 子类接口:
@@ -2365,6 +2365,31 @@ class KDataDriver:
2365
2365
  """
2366
2366
  驱动名称
2367
2367
  """
2368
+ class KDataToHdf5Importer:
2369
+ """
2370
+ K线数据导入器
2371
+ """
2372
+ @staticmethod
2373
+ def _pybind11_conduit_v1_(*args, **kwargs):
2374
+ ...
2375
+ def __init__(self) -> None:
2376
+ ...
2377
+ def add_krecord_list(self, arg0: str, arg1: str, arg2: KRecordList, arg3: str) -> None:
2378
+ """
2379
+ 添加K线数据
2380
+ """
2381
+ def get_last_datetime(self, arg0: str, arg1: str, arg2: str) -> Datetime:
2382
+ """
2383
+ 获取指定市场指定证券最后K线时间
2384
+ """
2385
+ def set_config(self, arg0: str, arg1: list[str]) -> bool:
2386
+ """
2387
+ 设置数据保存路径和数据源列表
2388
+ """
2389
+ def update_index(self, arg0: str, arg1: str, arg2: str) -> None:
2390
+ """
2391
+ 更新索引
2392
+ """
2368
2393
  class KRecord:
2369
2394
  """
2370
2395
  K线记录,组成K线数据,属性可读写
@@ -5707,8 +5732,24 @@ class StrategyContext:
5707
5732
  @staticmethod
5708
5733
  def _pybind11_conduit_v1_(*args, **kwargs):
5709
5734
  ...
5710
- def __init__(self, stock_code_list = None):
5735
+ @typing.overload
5736
+ def __init__(self) -> None:
5737
+ ...
5738
+ @typing.overload
5739
+ def __init__(self, arg0: list[str]) -> None:
5711
5740
  ...
5741
+ @typing.overload
5742
+ def __init__(self, stock_list: list[str], ktype_list: list[str], preload_num: dict[str, int] = {}) -> None:
5743
+ """
5744
+ __init__(self, stock_list, ktype_list, [preload_num={}])
5745
+
5746
+ 创建策略上下文
5747
+
5748
+ :param stock_list: 需要加载的证券代码列表,如:["sz000001", "sz000002"], 如包含 'ALL', 表示加载全部
5749
+ :param ktype_list: 需要加载的K线类型列表, 如:["day", "min"], 未指定时取全局配置文件中配置的默认值
5750
+ :param preload_num: 预加载数量,默认为空,如:{"min_max": 100, "day_max": 200}. 未指定时取全局配置文件中配置的默认值
5751
+ :return: 策略上下文对象
5752
+ """
5712
5753
  def __repr__(self) -> str:
5713
5754
  ...
5714
5755
  def __str__(self) -> str:
@@ -8005,10 +8046,10 @@ def CN_OPLine(arg0: Indicator) -> ConditionBase:
8005
8046
  :rtype: ConditionBase
8006
8047
  """
8007
8048
  @typing.overload
8008
- def CONTEXT(fill_null: bool = True) -> Indicator:
8049
+ def CONTEXT(fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
8009
8050
  ...
8010
8051
  @typing.overload
8011
- def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
8052
+ def CONTEXT(ind: Indicator, fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
8012
8053
  """
8013
8054
  CONTEXT(ind)
8014
8055
 
@@ -8017,7 +8058,9 @@ def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
8017
8058
  则需使用 ind = CONTEXT(CLOSE(k1)), 此时 ind(k2) 将仍旧使用 k1 的收盘价。
8018
8059
 
8019
8060
  :param Indicator ind: 指标对象
8020
- :param bool fill_null: 日期对齐时,缺失日期对应填充空值
8061
+ :param bool fill_null: 日期对齐时,缺失日期对应填充空值,否则使用前值填充。
8062
+ :param bool use_self_ktype: 公式计算时使用自身独立上下文中的KTYPE
8063
+ :param bool use_self_recover_type: 公式计算时使用自身独立上下文中的RECOVER_TYPE
8021
8064
  :rtype: Indicator
8022
8065
  """
8023
8066
  def CONTEXT_K(arg0: Indicator) -> KData:
@@ -9311,7 +9354,7 @@ def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_
9311
9354
  def MF_Weight() -> MultiFactorBase:
9312
9355
  ...
9313
9356
  @typing.overload
9314
- 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:
9357
+ 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:
9315
9358
  """
9316
9359
  MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
9317
9360
 
@@ -9647,8 +9690,17 @@ def POW(data: float, n: int) -> Indicator:
9647
9690
  :param int|Indicator|IndParam n: 幂
9648
9691
  :rtype: Indicator
9649
9692
  """
9650
- def PRICELIST(data: typing.Any, result_index: int = 0, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
9651
- ...
9693
+ def PRICELIST(data: typing.Any = None, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
9694
+ """
9695
+ PRICELIST([data=None, discard=0, align_dates=None])
9696
+
9697
+ 将python数组(如 list, tuple, numpy.array)转换为Indicator对象。
9698
+
9699
+ :param sequence data: 输入数据
9700
+ :param int discard: 丢弃前多少个数据
9701
+ :param sequence align_dates: 对齐日期列表,如果为空则不进行对齐
9702
+ :rtype: Indicator
9703
+ """
9652
9704
  @typing.overload
9653
9705
  def RECOVER_BACKWARD() -> Indicator:
9654
9706
  ...
hikyuu/cpp/core39.pyd CHANGED
Binary file
hikyuu/cpp/core39.pyi CHANGED
@@ -1,7 +1,7 @@
1
1
  from __future__ import annotations
2
2
  import numpy
3
3
  import typing
4
- __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', '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']
4
+ __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']
5
5
  class AllocateFundsBase:
6
6
  """
7
7
  资产分配算法基类, 子类接口:
@@ -2378,6 +2378,31 @@ class KDataDriver:
2378
2378
  """
2379
2379
  驱动名称
2380
2380
  """
2381
+ class KDataToHdf5Importer:
2382
+ """
2383
+ K线数据导入器
2384
+ """
2385
+ @staticmethod
2386
+ def _pybind11_conduit_v1_(*args, **kwargs):
2387
+ ...
2388
+ def __init__(self) -> None:
2389
+ ...
2390
+ def add_krecord_list(self, arg0: str, arg1: str, arg2: KRecordList, arg3: str) -> None:
2391
+ """
2392
+ 添加K线数据
2393
+ """
2394
+ def get_last_datetime(self, arg0: str, arg1: str, arg2: str) -> Datetime:
2395
+ """
2396
+ 获取指定市场指定证券最后K线时间
2397
+ """
2398
+ def set_config(self, arg0: str, arg1: list[str]) -> bool:
2399
+ """
2400
+ 设置数据保存路径和数据源列表
2401
+ """
2402
+ def update_index(self, arg0: str, arg1: str, arg2: str) -> None:
2403
+ """
2404
+ 更新索引
2405
+ """
2381
2406
  class KRecord:
2382
2407
  """
2383
2408
  K线记录,组成K线数据,属性可读写
@@ -5724,8 +5749,24 @@ class StrategyContext:
5724
5749
  @staticmethod
5725
5750
  def _pybind11_conduit_v1_(*args, **kwargs):
5726
5751
  ...
5727
- def __init__(self, stock_code_list = None):
5752
+ @typing.overload
5753
+ def __init__(self) -> None:
5754
+ ...
5755
+ @typing.overload
5756
+ def __init__(self, arg0: list[str]) -> None:
5728
5757
  ...
5758
+ @typing.overload
5759
+ def __init__(self, stock_list: list[str], ktype_list: list[str], preload_num: dict[str, int] = {}) -> None:
5760
+ """
5761
+ __init__(self, stock_list, ktype_list, [preload_num={}])
5762
+
5763
+ 创建策略上下文
5764
+
5765
+ :param stock_list: 需要加载的证券代码列表,如:["sz000001", "sz000002"], 如包含 'ALL', 表示加载全部
5766
+ :param ktype_list: 需要加载的K线类型列表, 如:["day", "min"], 未指定时取全局配置文件中配置的默认值
5767
+ :param preload_num: 预加载数量,默认为空,如:{"min_max": 100, "day_max": 200}. 未指定时取全局配置文件中配置的默认值
5768
+ :return: 策略上下文对象
5769
+ """
5729
5770
  def __repr__(self) -> str:
5730
5771
  ...
5731
5772
  def __str__(self) -> str:
@@ -8028,10 +8069,10 @@ def CN_OPLine(arg0: Indicator) -> ConditionBase:
8028
8069
  :rtype: ConditionBase
8029
8070
  """
8030
8071
  @typing.overload
8031
- def CONTEXT(fill_null: bool = True) -> Indicator:
8072
+ def CONTEXT(fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
8032
8073
  ...
8033
8074
  @typing.overload
8034
- def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
8075
+ def CONTEXT(ind: Indicator, fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
8035
8076
  """
8036
8077
  CONTEXT(ind)
8037
8078
 
@@ -8040,7 +8081,9 @@ def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
8040
8081
  则需使用 ind = CONTEXT(CLOSE(k1)), 此时 ind(k2) 将仍旧使用 k1 的收盘价。
8041
8082
 
8042
8083
  :param Indicator ind: 指标对象
8043
- :param bool fill_null: 日期对齐时,缺失日期对应填充空值
8084
+ :param bool fill_null: 日期对齐时,缺失日期对应填充空值,否则使用前值填充。
8085
+ :param bool use_self_ktype: 公式计算时使用自身独立上下文中的KTYPE
8086
+ :param bool use_self_recover_type: 公式计算时使用自身独立上下文中的RECOVER_TYPE
8044
8087
  :rtype: Indicator
8045
8088
  """
8046
8089
  def CONTEXT_K(arg0: Indicator) -> KData:
@@ -9334,7 +9377,7 @@ def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_
9334
9377
  def MF_Weight() -> MultiFactorBase:
9335
9378
  ...
9336
9379
  @typing.overload
9337
- 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:
9380
+ 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:
9338
9381
  """
9339
9382
  MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
9340
9383
 
@@ -9670,8 +9713,17 @@ def POW(data: float, n: int) -> Indicator:
9670
9713
  :param int|Indicator|IndParam n: 幂
9671
9714
  :rtype: Indicator
9672
9715
  """
9673
- def PRICELIST(data: typing.Any, result_index: int = 0, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
9674
- ...
9716
+ def PRICELIST(data: typing.Any = None, discard: int = 0, align_dates: typing.Any = None) -> Indicator:
9717
+ """
9718
+ PRICELIST([data=None, discard=0, align_dates=None])
9719
+
9720
+ 将python数组(如 list, tuple, numpy.array)转换为Indicator对象。
9721
+
9722
+ :param sequence data: 输入数据
9723
+ :param int discard: 丢弃前多少个数据
9724
+ :param sequence align_dates: 对齐日期列表,如果为空则不进行对齐
9725
+ :rtype: Indicator
9726
+ """
9675
9727
  @typing.overload
9676
9728
  def RECOVER_BACKWARD() -> Indicator:
9677
9729
  ...
hikyuu/cpp/hikyuu.dll CHANGED
Binary file
hikyuu/cpp/hikyuu.lib CHANGED
Binary file
hikyuu/cpp/sqlite3.dll CHANGED
Binary file
@@ -1,12 +1,12 @@
1
1
  from __future__ import annotations
2
- from hikyuu.cpp.core312 import ConditionBase
3
- from hikyuu.cpp.core312 import EnvironmentBase
4
- from hikyuu.cpp.core312 import Indicator
5
- from hikyuu.cpp.core312 import KData
6
- from hikyuu.cpp.core312 import Portfolio
7
- from hikyuu.cpp.core312 import SignalBase
8
- from hikyuu.cpp.core312 import System
9
- from hikyuu.cpp.core312 import TradeManager
2
+ from hikyuu.cpp.core39 import ConditionBase
3
+ from hikyuu.cpp.core39 import EnvironmentBase
4
+ from hikyuu.cpp.core39 import Indicator
5
+ from hikyuu.cpp.core39 import KData
6
+ from hikyuu.cpp.core39 import Portfolio
7
+ from hikyuu.cpp.core39 import SignalBase
8
+ from hikyuu.cpp.core39 import System
9
+ from hikyuu.cpp.core39 import TradeManager
10
10
  from hikyuu.draw.drawplot.bokeh_draw import ax_draw_macd as bk_ax_draw_macd
11
11
  from hikyuu.draw.drawplot.bokeh_draw import ax_draw_macd2 as bk_ax_draw_macd2
12
12
  from hikyuu.draw.drawplot.bokeh_draw import create_figure as bk_create_figure
@@ -25,8 +25,8 @@ from hikyuu.draw.drawplot.echarts_draw import sys_performance as ec_sys_performa
25
25
  from hikyuu.draw.drawplot.echarts_draw import sysplot as ec_sysplot
26
26
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWBAND
27
27
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWICON
28
- from hikyuu.draw.drawplot.matplotlib_draw import DRAWIMG as DRAWBMP
29
28
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWIMG
29
+ from hikyuu.draw.drawplot.matplotlib_draw import DRAWIMG as DRAWBMP
30
30
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWLINE
31
31
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWNUMBER
32
32
  from hikyuu.draw.drawplot.matplotlib_draw import DRAWNUMBER_FIX