hikyuu 2.6.3__py3-none-win_amd64.whl → 2.6.6__py3-none-win_amd64.whl

hikyuu/cpp/__init__.pyi

@@ -1,3 +1,3 @@
 from __future__ import annotations
-from . import core39
-__all__ = ['core39']
+from . import core312
+__all__ = ['core312']

hikyuu/cpp/core310.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', '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']
+__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', '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_EvaluateOptimal', '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', 'UTCOffset', '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_spot_from_buffer_server', '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', 'is_valid_license', '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：
@@ -932,6 +932,16 @@ class Datetime:
         兼容oracle用后7个字节表示的datetime
         """
     @staticmethod
+    def from_timestamp(arg0: int) -> Datetime:
+        """
+        从时间戳(微秒)创建Datetime对象
+        """
+    @staticmethod
+    def from_timestamp_utc(arg0: int) -> Datetime:
+        """
+        从时间戳（微秒）创建Datetime对象，并加上本地UTC时间偏差
+        """
+    @staticmethod
     def max() -> Datetime:
         """
         获取支持的最大日期, Datetime(9999, 12, 31)
@@ -1137,6 +1147,14 @@ class Datetime:
         """
         返回年度起始日期
         """
+    def timestamp(self) -> int:
+        """
+        返回时间戳(微妙级别)
+        """
+    def timestamp_utc(self) -> int:
+        """
+        返回时间戳(微妙级别), 并扣除本地 UTC 偏差时间
+        """
     @property
     def day(self) -> int:
         """
@@ -2418,6 +2436,10 @@ class KDataToHdf5Importer:
         """
         获取指定市场指定证券最后K线时间
         """
+    def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
+        """
+        删除指定时间及其之后的K线数据
+        """
     def set_config(self, arg0: str, arg1: list[str]) -> bool:
         """
         设置数据保存路径和数据源列表
@@ -3299,9 +3321,6 @@ class Performance:
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
     @staticmethod
-    def exist(arg0: str) -> bool:
-        ...
-    @staticmethod
     def to_df(per):
         """
         将 Performance 统计结果转换为 DataFrame 格式
@@ -3315,20 +3334,21 @@ class Performance:
         """
     def __init__(self) -> None:
         ...
+    def exist(self, arg0: str) -> bool:
+        ...
     def names(self) -> list[str]:
         """
         names(self)
               
               获取所有统计项名称
         """
-    def report(self, tm: TradeManager, datetime: Datetime = ...) -> str:
+    def report(self) -> str:
         """
-        report(self, tm[, datetime=Datetime.now()])
+        report(self)
         
                 简单的文本统计报告，用于直接输出打印
+                只有运行 statistics 后或 Performance 本身为从 TM 获取的结果时才生效
         
-                :param TradeManager tm: 指定的交易管理实例
-                :param Datetime datetime: 统计截止时刻
                 :rtype: str
         """
     def reset(self) -> None:
@@ -3346,6 +3366,8 @@ class Performance:
                 :param TradeManager tm: 指定的交易管理实例
                 :param Datetime datetime: 统计截止时刻
         """
+    def to_dict(self) -> dict:
+        ...
     def values(self) -> list[float]:
         """
         values(self)
@@ -4646,26 +4668,10 @@ class SlippageBase:
         ...
 class SpotRecord:
     amount: float
-    ask1: float
-    ask1_amount: float
-    ask2: float
-    ask2_amount: float
-    ask3: float
-    ask3_amount: float
-    ask4: float
-    ask4_amount: float
-    ask5: float
-    ask5_amount: float
-    bid1: float
-    bid1_amount: float
-    bid2: float
-    bid2_amount: float
-    bid3: float
-    bid3_amount: float
-    bid4: float
-    bid4_amount: float
-    bid5: float
-    bid5_amount: float
+    ask: list[float]
+    ask_amount: list[float]
+    bid: list[float]
+    bid_amount: list[float]
     close: float
     code: str
     datetime: Datetime
@@ -5285,6 +5291,12 @@ class StockManager:
         
             :param Block block: 板块实例
         """
+    def set_language_path(self, arg0: str) -> None:
+        """
+        set_language_path(self, path)
+              
+            设置多语言支持的翻译文件所在路径，仅在初始化之前设置有效
+        """
     def set_plugin_path(self, arg0: str) -> None:
         """
         set_plugin_path(self, path)
@@ -6996,8 +7008,15 @@ class TradeManager:
         """
         克隆（深复制）实例
         """
-    def fetch_asset_info_from_broker(self, arg0: OrderBrokerBase, arg1: Datetime) -> None:
-        ...
+    def fetch_asset_info_from_broker(self, broker: OrderBrokerBase, date: Datetime = ...) -> None:
+        """
+        fetch_asset_info_from_broker(self, date)
+        
+              从Broker同步当前时刻的资产信息，必须按时间顺序被调用
+        
+              :param broker 订单代理实例
+              :param datetime 同步时，通常为当前时间（Null)，也可以强制为指定的时间点
+        """
     def getParam(self, arg0: str) -> any:
         """
         get_param(self, name)
@@ -7068,6 +7087,16 @@ class TradeManager:
             :param Query.KType ktype: K线类型
             :rtype: FundsList
         """
+    def get_history_position_ext_info_list(self, ktype: str = 'DAY', trade_mode: int = 0) -> list[...]:
+        """
+        get_history_position_ext_info_list(self, ktype=Query.DAY, trade_mode=0) -> list[PositionExtInfo])
+                  
+            获取账户历史持仓扩展详情（已平仓记录）
+         
+            :param Query.KType ktype: k线类型
+            :param int trade_mode: 交易模式，影响部分统计项: 0-收盘时交易, 1-下一开盘时交易
+            :return: 持仓扩展详情列表
+        """
     def get_history_position_list(self) -> PositionRecordList:
         """
         get_history_position_list(self)
@@ -7088,6 +7117,26 @@ class TradeManager:
         """
     def get_margin_rate(self, arg0: Datetime, arg1: Stock) -> float:
         ...
+    def get_max_pull_back(self, date: Datetime = ..., ktype: str = 'DAY') -> float:
+        """
+        get_max_pull_back(self, date, ktype=Query.DAY) -> float
+            
+            获取指定时刻时账户的最大回撤百分比（负数）
+        
+            :param Datetime date: 指定日期（包含该时刻）
+            :param Query.KType ktype: k线类型
+            :return: 最大回撤百分比
+        """
+    def get_performance(self, datetime: Datetime = ..., ktype: str = 'DAY') -> ...:
+        """
+        get_performance(self[, datetime=Datetime.now(), ktype=Query.DAY]) -> Performance)
+                
+            获取账户指定时刻的账户表现
+        
+            :param Datetime datetime: 指定时刻
+            :param Query.KType ktype: K线类型
+            :return: 账户表现
+        """
     def get_position(self, arg0: Datetime, arg1: Stock) -> PositionRecord:
         """
         get_position(self, date, stock)
@@ -7098,6 +7147,17 @@ class TradeManager:
             :param Stock stock: 指定的证券
             :rtype: PositionRecord
         """
+    def get_position_ext_info_list(self, current_time: Datetime, ktype: str = 'DAY', trade_mode: int = 0) -> list[...]:
+        """
+        get_position_ext_info_list(self, current_time, ktype=Query.DAY, trade_mode=0) -> list[PositionExtInfo])
+                  
+            获取账户最后交易时刻之后指定时间的持仓详情（未平常记录）
+         
+            :param Datetime current_time: 当前时刻（需大于等于最后交易时刻）
+            :param Query.KType ktype: k线类型
+            :param int trade_mode: 交易模式，影响部分统计项: 0-收盘时交易, 1-下一开盘时交易
+            :return: 持仓扩展详情列表
+        """
     def get_position_list(self) -> PositionRecordList:
         """
         get_position_list(self)
@@ -7127,6 +7187,24 @@ class TradeManager:
             :return: 收益曲线
             :rtype: PriceList
         """
+    def get_profit_percent_monthly(self, datetime: Datetime = ...) -> list[tuple[Datetime, float]]:
+        """
+        get_profit_percent_monthly(self, datetime=Datetime.now()) -> list[tuple[Datetime, double]])
+        
+            获取账户指定截止时刻的账户收益百分比（月度）
+        
+            :param Datetime datetime: 指定截止时刻
+            :return: 账户收益百分比（月度）
+        """
+    def get_profit_percent_yearly(self, datetime: Datetime = ...) -> list[tuple[Datetime, float]]:
+        """
+        get_profit_percent_yearly(self, datetime=Datetime.now()) -> list[tuple[Datetime, double]])
+        
+            获取账户指定截止时刻的账户收益百分比（年度）
+        
+            :param Datetime datetime: 指定截止时刻
+            :return: 账户收益百分比（年度）
+        """
     def get_return_cash_cost(self, arg0: Datetime, arg1: Datetime, arg2: float) -> CostRecord:
         ...
     def get_return_stock_cost(self, arg0: Datetime, arg1: Datetime, arg2: Stock, arg3: float, arg4: float) -> CostRecord:
@@ -8028,6 +8106,20 @@ def BARSLAST(arg0: float) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
+def BARSLASTCOUNT() -> Indicator:
+    ...
+@typing.overload
+def BARSLASTCOUNT(data: Indicator) -> Indicator:
+    """
+    BARSLASTCOUNT([data])
+    
+        用于统计连续满足条件的周期数
+        BARSLASTCOUNT(X), 其中X为条件表达式。例如, BARSLASTCOUNT(CLOSE>OPEN)表示统计连续收阳的周期数
+    
+        :param Indicator data: 条件指标
+        :rtype: Indicator
+    """
+@typing.overload
 def BARSSINCE() -> Indicator:
     ...
 @typing.overload
@@ -10167,6 +10259,14 @@ def SAFTYLOSS(data: Indicator, n1: Indicator, n2: Indicator, p: Indicator) -> In
         :param float|Indicator|IndParam p: 噪音系数
         :rtype: Indicator
     """
+def SE_EvaluateOptimal(arg0: typing.Any) -> SelectorBase:
+    """
+    SE_EvaluateOptimal(evalulate_func)
+    
+        使用自定义函数进行寻优的选择器
+    
+        :param func: 一个可调用对象，接收参数为 (sys, lastdate)，返回一个 float 数值
+    """
 @typing.overload
 def SE_Fixed(weight: float = 1.0) -> SelectorBase:
     ...
@@ -12892,6 +12992,14 @@ def UPNDAY(data: Indicator, n: Indicator) -> Indicator:
         :param int|Indicator|IndParam n: 时间窗口
         :rtype: Indicator
     """
+def UTCOffset() -> TimeDelta:
+    """
+    UTCOffset()
+    
+          获取当前系统 UTC 偏移量
+    
+          :rtype: TimeDelta
+    """
 @typing.overload
 def VAR(n: int = 10) -> Indicator:
     ...
@@ -13310,19 +13418,20 @@ def ZSCORE(data: Indicator, out_extreme: bool = False, nsigma: float = 3.0, recu
         :param bool recursive: 是否进行递归剔除极值，默认 False
         :rtype: Indicator
     """
-def active_device(arg0: str) -> None:
+def active_device(code: str, replace: bool = False) -> None:
     """
     active_device(active_code: str)
             
         VIP功能授权码激活设备
         
-        :param str active_code: 授权码
+        :param str code: 授权码
+        :param bool replace: 超出设备数量限制时强制替换最早激活设备
     """
 @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, support_short: bool = False) -> 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, sp: SlippageBase = None) -> 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, support_short: bool = False) -> 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, sp: SlippageBase = None) -> None:
     """
     backtest([context], on_bar, tm, start_date, end_date, ktype, ref_market, mode)
     
@@ -13340,6 +13449,7 @@ def backtest(on_bar: typing.Any, tm: TradeManager, start_date: Datetime, end_dat
         :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
+        :param Slippage sp: 滑点算法
     """
 def batch_calculate_inds(arg0: typing.Sequence, arg1: KData) -> list:
     """
@@ -13441,8 +13551,10 @@ def get_business_name(arg0: BUSINESS) -> str:
 def get_data_from_buffer_server(arg0: str, arg1: list[Stock], arg2: str) -> None:
     """
     get_data_from_buffer_server(addr: str, stklist: list, ktype: Query.KType)
+    
+        从 dataserver 数据缓存服务器拉取更新最新的缓存数据
               
-        :param str addr: 数据服务器地址
+        :param str addr: 数据服务器地址, 如: tcp://192.168.1.1:9201
         :param list stklist: 需要获取数据的股票列表
         :param Query.KType ktype: 数据类型
     """
@@ -13488,6 +13600,17 @@ def get_log_level() -> LOG_LEVEL:
     """
     获取当前日志级别
     """
+def get_spot_from_buffer_server(arg0: str, arg1: str, arg2: str, arg3: Datetime) -> list[SpotRecord]:
+    """
+    get_spot_from_buffer_server(addr: str, market: str, code: str, datetime: str)
+    
+        从 dataserver 获取指定证券大于等于指定日期的缓存 spot 数据
+              
+        :param str addr: 数据服务器地址, 如: tcp://192.168.1.1:9201
+        :param str market: 市场代码
+        :param str code: 股票代码
+        :param str datetime: 查询的日期
+    """
 def get_stock(arg0: str) -> Stock:
     """
     get_stock(market_code)
@@ -13545,6 +13668,12 @@ def inner_combinate_ind_analysis(arg0: Stock, arg1: Query, arg2: TradeManager, a
     ...
 def inner_combinate_ind_analysis_with_block(arg0: Block, arg1: Query, arg2: TradeManager, arg3: System, arg4: typing.Sequence, arg5: typing.Sequence, arg6: int) -> dict:
     ...
+def is_valid_license() -> bool:
+    """
+    is_valid_license()
+            
+        查看当前设备是否授权
+    """
 def isinf(arg0: float) -> bool:
     """
     是否是无穷大或无穷小
@@ -13644,7 +13773,7 @@ def set_python_in_interactive(arg0: bool) -> None:
     ...
 def set_python_in_jupyter(arg0: bool) -> None:
     ...
-def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: int = 2) -> None:
+def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: int = 2, save_tick: bool = False, buf_tick: bool = False) -> None:
     """
     start_data_server(addr: str[, work_num: int=2])
             
@@ -13652,6 +13781,8 @@ def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: int = 2) -> No
         
         :param str addr: 服务器地址
         :param int work_num: 工作线程数
+        :param bool save_tick: 是否保存tick数据至数据库(仅支持使用 clickhouse K线存储引擎)
+        :param bool buf_tick: 是否缓存tick数据
         :return: None
     """
 def start_spot_agent(print: bool = False, worker_num: int = 1, addr: str = '') -> None: