hikyuu 2.6.1__py3-none-win_amd64.whl → 2.6.3__py3-none-win_amd64.whl

hikyuu/extend.pyi

@@ -173,6 +173,7 @@ from hikyuu.cpp.core39 import PositionRecord
 from hikyuu.cpp.core39 import PositionRecordList
 from hikyuu.cpp.core39 import ProfitGoalBase
 from hikyuu.cpp.core39 import Query
+from hikyuu.cpp.core39 import RANK
 from hikyuu.cpp.core39 import RECOVER_BACKWARD
 from hikyuu.cpp.core39 import RECOVER_EQUAL_BACKWARD
 from hikyuu.cpp.core39 import RECOVER_EQUAL_FORWARD
@@ -439,16 +440,30 @@ from hikyuu.cpp.core39 import VIGOR
 from hikyuu.cpp.core39 import WEAVE
 from hikyuu.cpp.core39 import WEEK
 from hikyuu.cpp.core39 import WINNER
+from hikyuu.cpp.core39 import WITHDAY
+from hikyuu.cpp.core39 import WITHHALFYEAR
+from hikyuu.cpp.core39 import WITHHOUR
+from hikyuu.cpp.core39 import WITHHOUR2
+from hikyuu.cpp.core39 import WITHHOUR4
+from hikyuu.cpp.core39 import WITHKTYPE
+from hikyuu.cpp.core39 import WITHMIN
+from hikyuu.cpp.core39 import WITHMIN15
+from hikyuu.cpp.core39 import WITHMIN30
+from hikyuu.cpp.core39 import WITHMIN5
+from hikyuu.cpp.core39 import WITHMIN60
+from hikyuu.cpp.core39 import WITHMONTH
+from hikyuu.cpp.core39 import WITHQUARTER
+from hikyuu.cpp.core39 import WITHWEEK
+from hikyuu.cpp.core39 import WITHYEAR
 from hikyuu.cpp.core39 import WMA
 from hikyuu.cpp.core39 import YEAR
 from hikyuu.cpp.core39 import ZHBOND10
 from hikyuu.cpp.core39 import ZONGGUBEN
 from hikyuu.cpp.core39 import ZSCORE
-from hikyuu.cpp.core39 import __add__ as __old_TimeDelta_add__
 from hikyuu.cpp.core39 import __add__ as __old_Datetime_add__
-from hikyuu.cpp.core39 import __init__ as __old_TimeDelta_init__
+from hikyuu.cpp.core39 import __add__ as __old_TimeDelta_add__
 from hikyuu.cpp.core39 import __init__ as old_Query_init
-from hikyuu.cpp.core39 import __init__ as __old_StrategyContext_init__
+from hikyuu.cpp.core39 import __init__ as __old_TimeDelta_init__
 from hikyuu.cpp.core39 import __init__ as __old_Datetime_init__
 from hikyuu.cpp.core39 import __sub__ as __old_Datetime_sub__
 from hikyuu.cpp.core39 import __sub__ as __old_TimeDelta_sub__
@@ -507,7 +522,7 @@ import numpy as np
 import os as os
 import pandas as pd
 import sys as sys
-__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', 'DatetimeList_to_df', 'DatetimeList_to_np', 'Datetime_date', 'Datetime_datetime', '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', 'KData_getitem', 'KData_iter', 'KData_to_df', 'KData_to_np', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MAXYEAR', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MINYEAR', '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', 'Parameter_items', 'Parameter_iter', 'Parameter_keys', 'Parameter_to_dict', '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', 'TimeDelta_timedelta', 'TimeLineList', 'TimeLineRecord', 'TimeLine_to_df', 'TimeLine_to_np', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransList_to_df', 'TransList_to_np', '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', 'date', 'datetime', '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', 'new_Query_init', 'np', 'old_Query_init', 'open_ostream_to_python', 'open_spend_time', 'os', 'pd', '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', 'sys', 'time', 'timedelta', 'timezone', 'toPriceList', 'tzinfo', 'view_license']
+__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', 'DatetimeList_to_df', 'DatetimeList_to_np', 'Datetime_date', 'Datetime_datetime', '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', 'KData_getitem', 'KData_iter', 'KData_to_df', 'KData_to_np', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MAXYEAR', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MINYEAR', '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', 'Parameter_items', 'Parameter_iter', 'Parameter_keys', 'Parameter_to_dict', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'Query', 'RANK', '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', 'TimeDelta_timedelta', 'TimeLineList', 'TimeLineRecord', 'TimeLine_to_df', 'TimeLine_to_np', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransList_to_df', 'TransList_to_np', 'TransRecord', 'UPNDAY', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', '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', 'date', 'datetime', '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', 'new_Query_init', 'np', 'old_Query_init', 'open_ostream_to_python', 'open_spend_time', 'os', 'pd', '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', 'sys', 'time', 'timedelta', 'timezone', 'toPriceList', 'tzinfo', 'view_license']
 def DatetimeList_to_df(data):
     """
     仅在安装了pandas模块时生效，转换为pandas.DataFrame
@@ -586,8 +601,6 @@ def __new_Datetime_sub__(self, td):
         :rtype: Datetime
         
     """
-def __new_StrategyContext_init__(self, stock_code_list = None):
-    ...
 def __new_TimeDelta_add__(self, td):
     """
     可和 TimeDelta, datetime.timedelta, Datetime执行相加操作

hikyuu/hub.pyi

@@ -28,11 +28,11 @@ import sys as sys
 import typing
 __all__: list = ['add_remote_hub', 'add_local_hub', 'update_hub', 'remove_hub', 'build_hub', 'help_part', 'get_part', 'get_part_list', 'get_hub_path', 'get_part_info', 'get_part_module', 'print_part_info', 'get_hub_name_list', 'get_part_name_list', 'get_current_hub', 'search_part']
 class ConfigModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x1dfa5a64520; ConfigModel>
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x193fcffdd30; ConfigModel>
     __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_config', MetaData(), Column('id', Integer(), table=<hub_config>, primary_key=True, nullable=False, default=Sequence('config_id_seq', metadata=MetaData())), Column('key', String(), table=<hub_config>), Column('value', String(), table=<hub_config>), schema=None)
     __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('key', String(), table=<hub_config>)))
     __tablename__: typing.ClassVar[str] = 'hub_config'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.ConfigModel'> at 1dfa5abce50>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.ConfigModel'> at 193fd0017c0>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.
@@ -109,11 +109,11 @@ class HubManager:
     def print_part_info(self, name):
         ...
 class HubModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x1dfa5adee20; HubModel>
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x193fd03a130; HubModel>
     __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_repo', MetaData(), Column('id', Integer(), table=<hub_repo>, primary_key=True, nullable=False, default=Sequence('remote_id_seq', metadata=MetaData())), Column('name', String(), table=<hub_repo>), Column('hub_type', String(), table=<hub_repo>), Column('local_base', String(), table=<hub_repo>), Column('local', String(), table=<hub_repo>), Column('url', String(), table=<hub_repo>), Column('branch', String(), table=<hub_repo>), schema=None)
     __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('name', String(), table=<hub_repo>)))
     __tablename__: typing.ClassVar[str] = 'hub_repo'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.HubModel'> at 1dfa5af0900>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.HubModel'> at 193fd034220>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.
@@ -146,11 +146,11 @@ class ModuleConflictError(Exception):
     def __str__(self):
         ...
 class PartModel(sqlalchemy.orm.decl_api.Base):
-    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x1dfa5b044f0; PartModel>
+    __mapper__: typing.ClassVar[sqlalchemy.orm.mapper.Mapper]  # value = <Mapper at 0x193fd03a760; PartModel>
     __table__: typing.ClassVar[sqlalchemy.sql.schema.Table]  # value = Table('hub_part', MetaData(), Column('id', Integer(), table=<hub_part>, primary_key=True, nullable=False, default=Sequence('part_id_seq', metadata=MetaData())), Column('hub_name', String(), table=<hub_part>), Column('part', String(), table=<hub_part>), Column('name', String(), table=<hub_part>), Column('author', String(), table=<hub_part>), Column('version', String(), table=<hub_part>), Column('doc', String(), table=<hub_part>), Column('module_name', String(), table=<hub_part>), Column('label', String(), table=<hub_part>), schema=None)
     __table_args__: typing.ClassVar[tuple]  # value = (UniqueConstraint(Column('name', String(), table=<hub_part>)))
     __tablename__: typing.ClassVar[str] = 'hub_part'
-    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.PartModel'> at 1dfa5afd3b0>
+    _sa_class_manager: typing.ClassVar[sqlalchemy.orm.instrumentation.ClassManager]  # value = <ClassManager of <class 'hikyuu.hub.PartModel'> at 193fd034c70>
     def __init__(self, **kwargs):
         """
         A simple constructor that allows initialization from kwargs.

hikyuu/include/hikyuu/Block.h

@@ -43,6 +43,14 @@ public:
         return iter;
     }
 
+    bool isNull() const {
+        return !m_data;
+    }
+
+    uint64_t id() const {
+        return m_data ? (uint64_t)m_data.get() : 0;
+    }
+
     bool operator==(const Block& blk) const {
         return m_data == blk.m_data;
     }
@@ -145,6 +153,8 @@ public:
     /** 设置对应的指数 */
     void setIndexStock(const Stock& stk);
 
+    uint64_t strongHash() const;
+
 private:
     struct HKU_API Data {
         string m_category;
@@ -170,4 +180,14 @@ HKU_API Block getBlock(const string& category, const string& name);
 
 } /* namespace hku */
 
+namespace std {
+template <>
+class hash<hku::Block> {
+public:
+    size_t operator()(hku::Block const& blk) const noexcept {
+        return blk.id();
+    }
+};
+}  // namespace std
+
 #endif /* BLOCK_H_ */

hikyuu/include/hikyuu/KQuery.h

@@ -173,6 +173,14 @@ public:
         m_recoverType = recoverType;
     }
 
+    /**
+     * @brief 哈希值（谨慎）
+     * @note 由于 end 为 null 时，获取
+     * K线数据行为不一致，所以除非知道自己的使用场景，否则勿使用此方法
+     * @return size_t
+     */
+    uint64_t hash() const;
+
     /** 获取queryType名称，用于显示输出 */
     static string getQueryTypeName(QueryType);
 

hikyuu/include/hikyuu/Stock.h

@@ -345,7 +345,7 @@ template <>
 class hash<hku::Stock> {
 public:
     size_t operator()(hku::Stock const& stk) const noexcept {
-        return stk.id();  // or use boost::hash_combine
+        return stk.id();
     }
 };
 }  // namespace std

hikyuu/include/hikyuu/StockManager.h

@@ -113,6 +113,12 @@ public:
      */
     MarketInfo getMarketInfo(const string& market) const;
 
+    /**
+     * 获取指定市场代表指数证券
+     * @param market 指定的市场标识
+     */
+    Stock getMarketStock(const string& market) const;
+
     /**
      * 获取相应的证券类型详细信息
      * @param type 证券类型

hikyuu/include/hikyuu/indicator/Indicator.h

@@ -198,6 +198,11 @@ public:
         return !m_imp && m_imp == other.m_imp;
     }
 
+    /** 判断指标公式中是否包含指定名称的指标（特殊用途） */
+    bool contains(const string& name) const {
+        return m_imp ? m_imp->contains(name) : false;
+    }
+
     string str() const;
 
 protected:

hikyuu/include/hikyuu/indicator/IndicatorImp.h

@@ -12,7 +12,7 @@
 #include "../config.h"
 #include "../KData.h"
 #include "../utilities/Parameter.h"
-#include "../utilities/thread/StealThreadPool.h"
+#include "../utilities/thread/thread.h"
 
 namespace hku {
 
@@ -95,6 +95,9 @@ public:
     /** 判断是否和另一个指标等效，即计算效果相同 */
     bool alike(const IndicatorImp& other) const;
 
+    /** 判断指标公式中是否包含指定名称的指标（特殊用途） */
+    bool contains(const string& name) const;
+
     /**
      * 使用IndicatorImp(const Indicator&...)构造函数后，计算结果使用该函数,
      * 未做越界保护
@@ -195,9 +198,11 @@ private:
     void execute_weave();
     void execute_if();
 
-    std::vector<IndicatorImpPtr> getAllSubNodes();
+    std::vector<IndicatorImpPtr> getAllSubNodes() const;
     void repeatALikeNodes();
 
+    void _clearBuffer();
+
 protected:
     static size_t _get_step_start(size_t pos, size_t step, size_t discard);
 
@@ -224,7 +229,7 @@ public:
     static void releaseDynEngine();
 
 protected:
-    static StealThreadPool* ms_tg;
+    static ThreadPool* ms_tg;
 
 #if HKU_SUPPORT_SERIALIZATION
 private:

hikyuu/include/hikyuu/indicator/crt/CONTEXT.h

@@ -13,10 +13,14 @@ namespace hku {
 
 /**
  * 独立上下文指标
+ * @param ind 待包装指标
+ * @param fill_null 是否填充空值，默认为 false
  * @ingroup Indicator
  */
-Indicator HKU_API CONTEXT(const Indicator& ind, bool fill_null = true);
-Indicator HKU_API CONTEXT(bool fill_null = true);
+Indicator HKU_API CONTEXT(const Indicator& ind, bool fill_null = false, bool use_self_ktype = false,
+                          bool use_self_recover_type = false);
+Indicator HKU_API CONTEXT(bool fill_null = false, bool use_self_ktype = false,
+                          bool use_self_recover_type = false);
 
 /**
  * 获取指标上下文

hikyuu/include/hikyuu/indicator/crt/INSUM.h

@@ -12,25 +12,20 @@
 namespace hku {
 
 /**
- * 返回板块各成分该指标相应输出按计算类型得到的计算值.计算类型:0-累加,1-平均数,2-最大值,3-最小值.
+ * 返回板块各成分该指标相应输出按计算类型得到的计算值.
+ * @note 注意: INSUM使用模式4/5时相当于RANK功能, 但不适合在MF中使用, 在 MF 中使用时计算量为 N x N
+ * 级别, 计算缓慢。如果希望在 MF 中使用，建议直接使用 RANK[VIP] 指标。
  * @param block 指定板块
  * @param query 指定范围
  * @param ind 指定指标
- * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
+ * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值,4-降序排名(指标值最高的排名值为1)
+ * 5-升序排名(指标值最低的排名值为1),
  * @param fill_null 日期对齐时缺失数据填充 nan 值。
  * @return Indicator
  */
 Indicator HKU_API INSUM(const Block& block, const KQuery& query, const Indicator& ind, int mode,
                         bool fill_null = true);
 
-/**
- * 返回板块各成分该指标相应输出按计算类型得到的计算值.计算类型:0-累加,1-平均数,2-最大值,3-最小值.
- * @param block 指定板块
- * @param ind 指定指标
- * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
- * @param fill_null 日期对齐时缺失数据填充 nan 值。
- * @return Indicator
- */
 Indicator HKU_API INSUM(const Block& block, const Indicator& ind, int mode, bool fill_null = true);
 
 }  // namespace hku

hikyuu/include/hikyuu/indicator/crt/RSI.h

@@ -19,24 +19,8 @@ namespace hku {
  * 相对强弱指数
  * @ingroup Indicator
  */
-inline Indicator RSI(int n = 14) {
-    Indicator diff = REF(0) - REF(1);
-    Indicator u = IF(diff > 0, diff, 0);
-    Indicator d = IF(diff < 0, (-1) * diff, 0);
-    Indicator ema_u = EMA(u, n);
-    Indicator ema_d = EMA(d, n);
-    ema_d = IF(ema_d == 0.0, 1, ema_d);
-    Indicator rs = ema_u / ema_d;
-    Indicator _1 = CVAL(1);
-    Indicator rsi = (_1 - _1 / (_1 + rs)) * CVAL(100);
-    rsi.name("RSI");
-    rsi.setParam<int>("n", n);
-    return rsi;
-}
-
-inline Indicator RSI(const Indicator& data, int n) {
-    return RSI(n)(data);
-}
+Indicator HKU_API RSI(int n = 14);
+Indicator HKU_API RSI(const Indicator& data, int n = 14);
 
 }  // namespace hku
 

hikyuu/include/hikyuu/plugin/backtest.h

@@ -21,17 +21,18 @@ namespace hku {
  * @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;
+ * @param support_short 是否支持做空
  */
 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);
+                      int mode = 0, bool support_short = false);
 
 // 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);
+                      int mode = 0, bool support_short = false);
 
 }  // namespace hku

hikyuu/include/hikyuu/plugin/extind.h

@@ -0,0 +1,150 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 将指标数据转换到指定周期
+ * @param ktype 指定周期
+ * @param fill_null 扩展时填充null数据，否则为使用最近值填充
+ * @return Indicator
+ */
+Indicator HKU_API WITHKTYPE(const KQuery::KType& ktype, bool fill_null = false);
+
+Indicator HKU_API WITHKTYPE(const Indicator& ind, const KQuery::KType& ktype,
+                            bool fill_null = false);
+
+inline Indicator WITHDAY(bool fill_null = false) {
+    return WITHKTYPE(KQuery::DAY, fill_null);
+}
+
+inline Indicator WITHDAY(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::DAY, fill_null);
+}
+
+inline Indicator WITHWEEK(bool fill_null = false) {
+    return WITHKTYPE(KQuery::WEEK, fill_null);
+}
+
+inline Indicator WITHWEEK(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::WEEK, fill_null);
+}
+
+inline Indicator WITHMONTH(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MONTH, fill_null);
+}
+
+inline Indicator WITHMONTH(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MONTH, fill_null);
+}
+
+inline Indicator WITHQUARTER(bool fill_null = false) {
+    return WITHKTYPE(KQuery::QUARTER, fill_null);
+}
+
+inline Indicator WITHQUARTER(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::QUARTER, fill_null);
+}
+
+inline Indicator WITHHALFYEAR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HALFYEAR, fill_null);
+}
+
+inline Indicator WITHHALFYEAR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HALFYEAR, fill_null);
+}
+
+inline Indicator WITHYEAR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::YEAR, fill_null);
+}
+
+inline Indicator WITHYEAR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::YEAR, fill_null);
+}
+
+inline Indicator WITHMIN(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN, fill_null);
+}
+
+inline Indicator WITHMIN(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN, fill_null);
+}
+
+inline Indicator WITHMIN5(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN5, fill_null);
+}
+
+inline Indicator WITHMIN5(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN5, fill_null);
+}
+
+inline Indicator WITHMIN15(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN15, fill_null);
+}
+
+inline Indicator WITHMIN15(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN15, fill_null);
+}
+
+inline Indicator WITHMIN30(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN30, fill_null);
+}
+
+inline Indicator WITHMIN30(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN30, fill_null);
+}
+
+inline Indicator WITHMIN60(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHMIN60(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR2(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HOUR2, fill_null);
+}
+
+inline Indicator WITHHOUR2(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HOUR2, fill_null);
+}
+
+inline Indicator WITHHOUR4(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HOUR4, fill_null);
+}
+
+inline Indicator WITHHOUR4(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HOUR4, fill_null);
+}
+
+/**
+ * @brief 计算指标值在指定板块中的排名
+ * @param block 指定板块
+ * @param ref_ind 指标
+ * @param mode 排名模式，0-降序排名(指标值最高值排名为1), 1-升序排名(指标值越大排名值越大),
+ * 2-降序排名百分比, 3-升序排名百分比
+ * @param fill_null 是否填充null数据
+ * @param market 指定市场（对齐日期）
+ * @return Indicator
+ */
+Indicator HKU_API RANK(const Block& block, const Indicator& ref_ind, int mode = 0,
+                       bool fill_null = true, const string& market = "SH");
+
+}  // namespace hku

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

@@ -20,7 +20,8 @@ public:
     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;
+                          const KQuery::KType& ktype, const string& ref_market, int mode,
+                          bool support_short) = 0;
 };
 
 }  // namespace hku

hikyuu/include/hikyuu/plugin/interface/ExtendIndicatorsPluginInterface.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class ExtendIndicatorsPluginInterface : public PluginBase {
+public:
+    ExtendIndicatorsPluginInterface() = default;
+    virtual ~ExtendIndicatorsPluginInterface() = default;
+
+    virtual Indicator getIndicator(const std::string& name, const Parameter& params) const = 0;
+
+    virtual Indicator getIndicator(const std::string& name, const Indicator& ref_ind,
+                                   const Parameter& params) const = 0;
+};
+
+}  // namespace hku

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

@@ -11,6 +11,7 @@
 #include "DevicePluginInterface.h"
 #include "DataServerPluginInterface.h"
 #include "ImportKDataToHdf5PluginInterface.h"
+#include "ExtendIndicatorsPluginInterface.h"
 
 namespace hku {
 
@@ -18,5 +19,6 @@ namespace hku {
 #define HKU_PLUGIN_DEVICE "device"
 #define HKU_PLUGIN_DATASERVER "dataserver"
 #define HKU_PLUGIN_IMPORTKDATATOHDF5 "import2hdf5"
+#define HKU_PLUGIN_EXTEND_INDICATOR "extind"
 
 }

hikyuu/include/hikyuu/strategy/BrokerTradeManager.h

@@ -258,7 +258,8 @@ public:
      */
     virtual TradeRecord buy(const Datetime& datetime, const Stock& stock, price_t realPrice,
                             double number, price_t stoploss = 0.0, price_t goalPrice = 0.0,
-                            price_t planPrice = 0.0, SystemPart from = PART_INVALID) override;
+                            price_t planPrice = 0.0, SystemPart from = PART_INVALID,
+                            const string& remark = "") override;
 
     /**
      * 卖出操作
@@ -275,7 +276,7 @@ public:
     virtual TradeRecord sell(const Datetime& datetime, const Stock& stock, price_t realPrice,
                              double number = MAX_DOUBLE, price_t stoploss = 0.0,
                              price_t goalPrice = 0.0, price_t planPrice = 0.0,
-                             SystemPart from = PART_INVALID) override;
+                             SystemPart from = PART_INVALID, const string& remark = "") override;
 
     /**
      * 卖空
@@ -291,8 +292,8 @@ public:
      */
     virtual TradeRecord sellShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
                                   double number, price_t stoploss = 0.0, price_t goalPrice = 0.0,
-                                  price_t planPrice = 0.0,
-                                  SystemPart from = PART_INVALID) override {
+                                  price_t planPrice = 0.0, SystemPart from = PART_INVALID,
+                                  const string& remark = "") override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecord();
     }
@@ -312,7 +313,8 @@ public:
     virtual TradeRecord buyShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
                                  double number = MAX_DOUBLE, price_t stoploss = 0.0,
                                  price_t goalPrice = 0.0, price_t planPrice = 0.0,
-                                 SystemPart from = PART_INVALID) override {
+                                 SystemPart from = PART_INVALID,
+                                 const string& remark = "") override {
         HKU_WARN("The subclass does not implement this method");
         return TradeRecord();
     }