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

hikyuu/cpp/core311.pyi

@@ -1,7 +1,7 @@
 from __future__ import annotations
 import numpy
 import typing
-__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DIRECT', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', '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']
+__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', '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', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', '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', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_kdata', 'get_last_version', 'get_log_level', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'isinf', 'isnan', 'open_ostream_to_python', 'open_spend_time', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'toPriceList', 'view_license']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -210,6 +210,8 @@ class Block:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
+    def __eq__(self, arg0: Block) -> bool:
+        ...
     def __getitem__(self, arg0: str) -> Stock:
         """
         __getitem__(self, market_code)
@@ -219,6 +221,8 @@ class Block:
         """
     def __getstate__(self) -> tuple:
         ...
+    def __hash__(self) -> int:
+        ...
     @typing.overload
     def __init__(self) -> None:
         ...
@@ -234,6 +238,8 @@ class Block:
         """
         包含的证券数量
         """
+    def __ne__(self, arg0: Block) -> bool:
+        ...
     def __repr__(self) -> str:
         ...
     def __setstate__(self, arg0: tuple) -> None:
@@ -290,6 +296,12 @@ class Block:
         
             :param func filter: 输入参数为 stock, 返回 True | False 的过滤函数
         """
+    def is_null(self) -> bool:
+        """
+        is_null(self)
+                
+            是否为null值
+        """
     @typing.overload
     def remove(self, arg0: Stock) -> bool:
         """
@@ -1804,6 +1816,15 @@ class Indicator:
         """
         克隆操作
         """
+    def contains(self, arg0: str) -> bool:
+        """
+        contains(self, name)
+                
+            获取指标公式中是否包含指定名称的指标
+            
+            :param str name: 指定的指标名称
+            :rtype: bool
+        """
     def empty(self) -> bool:
         """
         是否为空
@@ -2056,6 +2077,8 @@ class IndicatorImp:
         ...
     def clone(self) -> IndicatorImp:
         ...
+    def contains(self, arg0: str) -> bool:
+        ...
     def get_ind_param(self, arg0: str) -> ...:
         ...
     def get_param(self, arg0: str) -> any:
@@ -3136,9 +3159,9 @@ class OrderBrokerBase:
         ...
     def __str__(self) -> str:
         ...
-    def _buy(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> None:
+    def _buy(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> None:
         """
-        _buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from)
+        _buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from, remark)
         
             【子类接口】执行买入操作
         
@@ -3149,7 +3172,8 @@ class OrderBrokerBase:
             :param float num: 买入数量
             :param float stoploss: 计划止损价
             :param float goal_price: 计划盈利目标价
-            :param SystemPart part_from: 信号来源
+            :param SystemPart part_from: 信号来源,
+            :param str remark: 订单备注
         """
     def _get_asset_info(self) -> str:
         """
@@ -3171,9 +3195,9 @@ class OrderBrokerBase:
             :return: 以字符串（json格式）方式返回当前资产信息
             :rtype: str
         """
-    def _sell(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> None:
+    def _sell(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> None:
         """
-        _sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from)
+        _sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from, remark)
         
             【子类接口】执行卖出操作
         
@@ -3185,8 +3209,9 @@ class OrderBrokerBase:
             :param float stoploss: 计划止损价
             :param float goal_price: 计划盈利目标价
             :param SystemPart part_from: 信号来源
+            :param str remark: 订单备注
         """
-    def buy(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> None:
+    def buy(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> None:
         """
         详情见子类实现接口: _buy
         """
@@ -3194,7 +3219,7 @@ class OrderBrokerBase:
         """
         详情见子类实现接口: _get_asset_info
         """
-    def sell(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> None:
+    def sell(self, arg0: Datetime, arg1: str, arg2: str, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> None:
         """
         详情见子类实现接口: _sell
         """
@@ -5140,6 +5165,16 @@ class StockManager:
         
             :rtype: StringList
         """
+    def get_market_stock(self, arg0: str) -> ...:
+        """
+        get_market_stock(self, market)
+        
+            获取指定市场的代表指数（可能为空）
+        
+            :param string market: 指定的市场标识（市场简称）
+            :return: 相应的市场代表指数，如果相应的市场信息不存在，则返回Null<Stock>()
+            :rtype: Stock
+        """
     def get_plugin_path(self) -> str:
         """
         get_plugin_path(self)
@@ -5639,20 +5674,52 @@ class Strategy:
             :param str name: 策略名称
             :param str config: 配置文件名称(如需要使用独立的配置文件，否则为空时使用默认的hikyuu配置文件)
         """
-    def buy(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+    def buy(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ..., remark: str = '') -> TradeRecord:
         ...
     def get_kdata(self, stk: Stock, start_date: Datetime, end_date: Datetime, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
-        ...
+        """
+        get_kdata(self, stk, start_date, end_date, ktype, recover_type)
+        
+            获取指定证券指定日期范围内的K线数据(为保证实盘和回测一致，请使用本方法获取K线数据)
+            :param Stock stk: 指定的证券
+            :param Datetime start_date: 开始日期
+            :param Datetime end_date: 结束日期
+            :param KQuery.KType ktype: K线类型
+            :param KQuery.RecoverType recover_type: 恢复方式
+            :return: K线数据
+            :rtype: KData
+        """
     @typing.overload
     def get_last_kdata(self, stk: Stock, start_date: Datetime, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
         ...
     @typing.overload
     def get_last_kdata(self, stk: Stock, lastnum: int, ktype: str, recover_type: Query.RecoverType = ...) -> KData:
-        ...
+        """
+        get_last_kdata(self, stk, start_date, ktype, recover_type)
+        
+            获取指定证券从指定日期开始到当前时间的对应K线数据(为保证实盘和回测一致，请使用本方法获取K线数据)
+        
+            或 指定当前能获取到的最后 last_num 条 K线数据(为保证实盘和回测一致，请使用本方法获取K线数据)
+        
+            :param Stock stk: 指定的证券
+            :param Datetime start_date: 开始日期  (或为 int 类型，表示从当前日期往前推多少个交易日)
+            :param KQuery.KType ktype: K线类型
+            :param KQuery.RecoverType recover_type: 恢复方式
+            :return: K线数据
+            :rtype: KData
+        """
     def next_datetime(self) -> Datetime:
-        ...
+        """
+        next_datetime(self)
+        
+            下一交易时间点（回测使用）
+        """
     def now(self) -> Datetime:
-        ...
+        """
+        now(self)   
+        
+            获取当前时间（使用该方法而不是 Datatime.now(), 以便回测和实盘一直）
+        """
     def on_change(self, arg0: typing.Any) -> None:
         """
         onchang(self, func)
@@ -5669,6 +5736,24 @@ class Strategy:
         
             :param func: 可调用对象如普通函数, func(stg: Strategy, revTime: Datetime)
         """
+    def order(self, stock: Stock, num: float, remark: str = '') -> TradeRecord:
+        """
+        order(self, stk, num, remark='')
+        
+            按数量下单（正数为买入，负数为卖出）
+            :param Stock stk: 指定的证券
+            :param int num: 下单数量
+            :param str remark: 下单备注
+        """
+    def order_value(self, stock: Stock, price: float, remark: str = '') -> TradeRecord:
+        """
+        order_value(self, stk, value, remark='')
+        
+            按预期的证劵市值下单，即希望买入多少钱的证券（正数为买入，负数为卖出）
+            :param Stock stk: 指定的证券
+            :param float value: 投入买入资金
+            :param str remark: 下单备注
+        """
     def run_daily(self, func: typing.Any, time: TimeDelta, market: str = 'SH', ignore_market: bool = False) -> None:
         """
         run_daily(self, func)
@@ -5691,7 +5776,7 @@ class Strategy:
             :param TimeDelta time: 执行时刻，如每日15点：TimeDelta(0, 15)
             :param ignore_holiday: 节假日不执行
         """
-    def sell(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+    def sell(self, stock: Stock, price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, part: SystemPart = ..., remark: str = '') -> TradeRecord:
         ...
     def start(self, auto_recieve_spot: bool = True) -> None:
         """
@@ -5702,7 +5787,11 @@ class Strategy:
             :param bool auto_recieve_spot: 是否自动接收行情数据
         """
     def today(self) -> Datetime:
-        ...
+        """
+        today(self)
+        
+            获取当前交易日日期（使用该方法而不是 Datatime.today(), 以便回测和实盘一直）
+        """
     @property
     def context(self) -> StrategyContext:
         """
@@ -5749,8 +5838,24 @@ class StrategyContext:
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
-    def __init__(self, stock_code_list = None):
+    @typing.overload
+    def __init__(self) -> None:
         ...
+    @typing.overload
+    def __init__(self, arg0: list[str]) -> None:
+        ...
+    @typing.overload
+    def __init__(self, stock_list: list[str], ktype_list: list[str], preload_num: dict[str, int] = {}) -> None:
+        """
+        __init__(self, stock_list, ktype_list, [preload_num={}])
+                
+          创建策略上下文
+        
+          :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
+          :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
+          :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
+          :return: 策略上下文对象
+        """
     def __repr__(self) -> str:
         ...
     def __str__(self) -> str:
@@ -6828,9 +6933,9 @@ class TradeManager:
         ...
     def borrow_stock(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float) -> bool:
         ...
-    def buy(self, datetime: Datetime, stock: Stock, real_price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, plan_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+    def buy(self, datetime: Datetime, stock: Stock, real_price: float, num: float, stoploss: float = 0.0, goal_price: float = 0.0, plan_price: float = 0.0, part: SystemPart = ..., remark: str = '') -> TradeRecord:
         """
-        buy(self, datetime, stock, real_price, number[, stoploss=0.0, goal_price=0.0, plan_price=0.0, part=System.INVALID])
+        buy(self, datetime, stock, real_price, number[, stoploss=0.0, goal_price=0.0, plan_price=0.0, part=System.INVALID, remark=""])
         
             买入操作
         
@@ -6842,9 +6947,10 @@ class TradeManager:
             :param float goal_price:  目标价格
             :param float plan_price:  计划买入价格
             :param SystemPart part:   交易指示来源
+            :param string remark:     备注信息
             :rtype: TradeRecord
         """
-    def buy_short(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> TradeRecord:
+    def buy_short(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> TradeRecord:
         ...
     def cash(self, datetime: Datetime, ktype: str = 'DAY') -> float:
         """
@@ -7092,9 +7198,9 @@ class TradeManager:
         ...
     def return_stock(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float) -> bool:
         ...
-    def sell(self, datetime: Datetime, stock: Stock, real_price: float, num: float = 1.7976931348623157e+308, stoploss: float = 0.0, goal_price: float = 0.0, plan_price: float = 0.0, part: SystemPart = ...) -> TradeRecord:
+    def sell(self, datetime: Datetime, stock: Stock, real_price: float, num: float = 1.7976931348623157e+308, stoploss: float = 0.0, goal_price: float = 0.0, plan_price: float = 0.0, part: SystemPart = ..., remark: str = '') -> TradeRecord:
         """
-        sell(self, datetime, stock, realPrice[, number=constant.max_double, stoploss=0.0, goal_price=0.0, plan_price=0.0, part=System.INVALID])
+        sell(self, datetime, stock, realPrice[, number=constant.max_double, stoploss=0.0, goal_price=0.0, plan_price=0.0, part=System.INVALID, remark=""])
         
             卖出操作
         
@@ -7106,9 +7212,10 @@ class TradeManager:
             :param float goal_price:  新的目标价格
             :param float plan_price:  原计划卖出价格
             :param SystemPart part:   交易指示来源
+            :param string remark:     交易备注
             :rtype: TradeRecord
         """
-    def sell_short(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart) -> TradeRecord:
+    def sell_short(self, arg0: Datetime, arg1: Stock, arg2: float, arg3: float, arg4: float, arg5: float, arg6: float, arg7: SystemPart, arg8: str) -> TradeRecord:
         ...
     def set_param(self, arg0: str, arg1: any) -> None:
         """
@@ -7289,6 +7396,14 @@ class TradeRecord:
     def real_price(self, arg0: float) -> None:
         ...
     @property
+    def remark(self) -> str:
+        """
+        备注
+        """
+    @remark.setter
+    def remark(self, arg0: str) -> None:
+        ...
+    @property
     def stock(self) -> Stock:
         """
         股票（Stock）
@@ -8053,10 +8168,10 @@ def CN_OPLine(arg0: Indicator) -> ConditionBase:
         :rtype: ConditionBase
     """
 @typing.overload
-def CONTEXT(fill_null: bool = True) -> Indicator:
+def CONTEXT(fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
     ...
 @typing.overload
-def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
+def CONTEXT(ind: Indicator, fill_null: bool = False, use_self_ktype: bool = False, use_self_recover_type: bool = False) -> Indicator:
     """
     CONTEXT(ind)
         
@@ -8065,7 +8180,9 @@ def CONTEXT(ind: Indicator, fill_null: bool = True) -> Indicator:
         则需使用 ind = CONTEXT(CLOSE(k1)), 此时 ind(k2) 将仍旧使用 k1 的收盘价。
         
         :param Indicator ind: 指标对象
-        :param bool fill_null: 日期对齐时，缺失日期对应填充空值
+        :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。
+        :param bool use_self_ktype: 公式计算时使用自身独立上下文中的KTYPE
+        :param bool use_self_recover_type: 公式计算时使用自身独立上下文中的RECOVER_TYPE
         :rtype: Indicator
     """
 def CONTEXT_K(arg0: Indicator) -> KData:
@@ -8854,18 +8971,7 @@ def INSUM(block: Block, ind: Indicator, mode: int, fill_null: bool = True) -> In
     ...
 @typing.overload
 def INSUM(block: Block, query: Query, ind: Indicator, mode: int, fill_null: bool = True) -> Indicator:
-    """
-    INSUM(block, query, ind, mode[, 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 block: 指定板块
-        :param Query query: 指定范围
-        :param Indicator ind: 指定指标
-        :param int mode: 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
-        :param bool fill_null: 日期对齐时缺失数据填充 nan 值。
-        :rtype: Indicator
-    """
+    ...
 @typing.overload
 def INSUM(stks: typing.Sequence, ind: Indicator, mode: int, fill_null: bool = True) -> Indicator:
     ...
@@ -8874,12 +8980,14 @@ def INSUM(stks: typing.Sequence, query: Query, ind: Indicator, mode: int, fill_n
     """
     INSUM(stks, query, ind, mode[, 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.
+        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,4-降序排名,5-升序排名.
+    
+        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 Sequence stks: stock list
         :param Query query: 指定范围
         :param Indicator ind: 指定指标
-        :param int mode: 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
+        :param int 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(指标值最高的排名为1), 5-升序排名(指标值越高排名值越高)
         :param bool fill_null: 日期对齐时缺失数据填充 nan 值。
         :rtype: Indicator
     """
@@ -9303,7 +9411,7 @@ def MDD(arg0: Indicator) -> Indicator:
 def MF_EqualWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_EqualWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, spearman: bool = True) -> MultiFactorBase:
+def MF_EqualWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, spearman: bool = True, mode: int = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
     MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
     
@@ -9315,13 +9423,15 @@ def MF_EqualWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, r
         :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
+        :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
+        :param bool save_all_factors: 是否保存所有因子值,影响 get_actor/get_all_factors 方法
         :rtype: MultiFactorBase
     """
 @typing.overload
 def MF_ICIRWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_ICIRWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, ic_rolling_n: int = 120, spearman: bool = True) -> MultiFactorBase:
+def MF_ICIRWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, ic_rolling_n: int = 120, spearman: bool = True, mode: int = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
     MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
     
@@ -9334,13 +9444,15 @@ def MF_ICIRWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, re
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param int ic_rolling_n: IC 滚动周期
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
+        :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
+        :param bool save_all_factors: 是否保存所有因子值,影响 get_actor/get_all_factors 方法
         :rtype: MultiFactorBase
     """
 @typing.overload
 def MF_ICWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, ic_rolling_n: int = 120, spearman: bool = True) -> MultiFactorBase:
+def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: int = 5, ic_rolling_n: int = 120, spearman: bool = True, mode: int = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
     MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
     
@@ -9353,13 +9465,15 @@ def MF_ICWeight(inds: typing.Sequence, stks: typing.Sequence, query: Query, ref_
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param int ic_rolling_n: IC 滚动周期
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
+        :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
+        :param bool save_all_factors: 是否保存所有因子值,影响 get_actor/get_all_factors 方法
         :rtype: MultiFactorBase
     """
 @typing.overload
 def MF_Weight() -> MultiFactorBase:
     ...
 @typing.overload
-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:
+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, mode: int = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
     MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
     
@@ -9372,6 +9486,8 @@ def MF_Weight(inds: typing.Sequence, stks: typing.Sequence, weights: typing.Sequ
         :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
+        :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
+        :param bool save_all_factors: 是否保存所有因子值,影响 get_actor/get_all_factors 方法
         :rtype: MultiFactorBase
     """
 @typing.overload
@@ -9707,6 +9823,24 @@ def PRICELIST(data: typing.Any = None, discard: int = 0, align_dates: typing.Any
         :rtype: Indicator
     """
 @typing.overload
+def RANK(block: Block, ref_ind: Indicator, mode: int = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
+    ...
+@typing.overload
+def RANK(stks: typing.Sequence, ref_ind: Indicator, mode: int = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
+    """
+    RANK(stks, ref_ind, mode = 0, fill_null = true, market = 'SH')
+          
+        计算指标值在指定板块中的排名
+    
+        :param stks: 指定证券列表 或 Block
+        :param ref_ind: 参考指标
+        :param mode: 排序方式: 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: 是否填充缺失值
+        :param market: 板块所属市场
+        :return: 指标值在指定板块中的排名
+        :rtype: Indicator
+    """
+@typing.overload
 def RECOVER_BACKWARD() -> Indicator:
     ...
 @typing.overload
@@ -12880,6 +13014,217 @@ def WINNER(arg0: float) -> Indicator:
         该函数仅对日线分析周期有效，且仅对存在流通盘权息数据的证券有效，对指数、基金等无效。
     """
 @typing.overload
+def WITHDAY(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHDAY(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHDAY([ind, fill_null])
+    
+        将指标数据转换到日线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHHALFYEAR(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHHALFYEAR(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHHALFYEAR([ind, fill_null])
+    
+        将指标数据转换到半年线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHHOUR(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHHOUR(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHHOUR([ind, fill_null])
+    
+        将指标数据转换到60分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHHOUR2(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHHOUR2(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHHOUR2([ind, fill_null])
+    
+        将指标数据转换到2小时线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHHOUR4(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHHOUR4(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHHOUR4([ind, fill_null])
+    
+        将指标数据转换到4小时线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHKTYPE(ktype: str, fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHKTYPE(ind: Indicator, ktype: str, fill_null: bool = False) -> Indicator:
+    """
+    WITHKTYPE([ind, ktype, fill_null])
+    
+        将指标数据转换到指定周期
+    
+        :param Indicator ind: 指标数据
+        :param KQuery.KType ktype: 指标周期
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMIN(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMIN(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMIN([ind, fill_null])
+    
+        将指标数据转换到分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMIN15(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMIN15(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMIN15([ind, fill_null])
+    
+        将指标数据转换到15分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMIN30(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMIN30(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMIN30([ind, fill_null])
+    
+        将指标数据转换到30分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMIN5(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMIN5(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMIN5([ind, fill_null])
+    
+        将指标数据转换到5分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMIN60(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMIN60(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMIN60([ind, fill_null])
+    
+        将指标数据转换到60分钟线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHMONTH(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHMONTH(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHMONTH([ind, fill_null])
+    
+        将指标数据转换到月线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHQUARTER(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHQUARTER(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHQUARTER([ind, fill_null])
+    
+        将指标数据转换到季线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHWEEK(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHWEEK(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHWEEK([ind, fill_null])
+    
+        将指标数据转换到周线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
+def WITHYEAR(fill_null: bool = False) -> Indicator:
+    ...
+@typing.overload
+def WITHYEAR(ind: Indicator, fill_null: bool = False) -> Indicator:
+    """
+    WITHYEAR([ind, fill_null])
+    
+        将指标数据转换到年线
+    
+        :param Indicator ind: 指标数据
+        :param bool fill_null: 是否填充空值
+        :rtype: Indicator
+    """
+@typing.overload
 def WMA(n: int = 22) -> Indicator:
     ...
 @typing.overload
@@ -12974,10 +13319,10 @@ def active_device(arg0: str) -> None:
         :param str active_code: 授权码
     """
 @typing.overload
-def backtest(context: StrategyContext, on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0) -> None:
+def backtest(context: StrategyContext, on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0, support_short: bool = False) -> None:
     ...
 @typing.overload
-def backtest(on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0) -> None:
+def backtest(on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_date: Datetime = ..., ktype: str = 'DAY', ref_market: str = 'SH', mode: int = 0, support_short: bool = False) -> None:
     """
     backtest([context], on_bar, tm, start_date, end_date, ktype, ref_market, mode)
     
@@ -12994,6 +13339,7 @@ def backtest(on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_dat
         :param Query.KType ktype: K线类型(按该类型逐 Bar 执行测试)
         :param str ref_market: 所属市场
         :param mode 模式  0: 当前bar收盘价执行买卖操作; 1: 下一bar开盘价执行买卖操作
+        :param support_short: 是否支持卖空
     """
 def batch_calculate_inds(arg0: typing.Sequence, arg1: KData) -> list:
     """