hikyuu 2.6.5__py3-none-win_amd64.whl → 2.6.7__py3-none-win_amd64.whl

hikyuu/trade_manage/trade.py

@@ -29,78 +29,17 @@
 # 1. 20130213, Added by fasiondog
 # ===============================================================================
 
-from hikyuu.util.slice import list_getitem
 from hikyuu import *
 import numpy as np
 import pandas as pd
 
 
-def TradeList_to_np(t_list):
-    """转化为numpy结构数组"""
-    t_type = np.dtype(
-        {
-            'names': [
-                '交易日期', '证券代码', '证券名称', '业务名称', '计划交易价格', '实际成交价格', '目标价格', '成交数量', '佣金', '印花税', '过户费', '其它成本',
-                '交易总成本', '止损价', '现金余额', '信号来源'
-            ],
-            'formats':
-            ['datetime64[D]', 'U10', 'U20', 'U10', 'd', 'd', 'd', 'i', 'd', 'd', 'd', 'd', 'd', 'd', 'd', 'U5']
-        }
-    )
-    return np.array(
-        [
-            (
-                t.datetime, t.stock.market_code, t.stock.name, get_business_name(t.business), t.plan_price,
-                t.real_price, t.goal_price, t.number, t.cost.commission, t.cost.stamptax, t.cost.transferfee,
-                t.cost.others, t.cost.total, t.stoploss, t.cash, get_system_part_name(t.part)
-            ) for t in t_list
-        ],
-        dtype=t_type
-    )
+TradeRecordList.to_np = lambda self: trades_to_np(self)
+TradeRecordList.to_df = lambda self: trades_to_df(self)
 
 
-def TradeList_to_df(t):
-    """转化为pandas的DataFrame"""
-    return pd.DataFrame.from_records(TradeList_to_np(t), index='交易日期')
-
-
-TradeRecordList.to_np = TradeList_to_np
-TradeRecordList.to_df = TradeList_to_df
-
-
-def PositionList_to_np(pos_list):
-    """转化为numpy结构数组"""
-    t_type = np.dtype(
-        {
-            'names': ['证券代码', '证券名称', '买入日期', '已持仓天数', '持仓数量', '投入金额', '当前市值', '盈亏金额', '盈亏比例'],
-            'formats': ['U10', 'U20', 'datetime64[D]', 'i', 'i', 'd', 'd', 'd', 'd']
-        }
-    )
-    sm = StockManager.instance()
-    query = Query(-1)
-    data = []
-    for pos in pos_list:
-        invest = pos.buy_money - pos.sell_money + pos.total_cost
-        k = pos.stock.get_kdata(query)
-        cur_val = k[0].close * pos.number
-        bonus = cur_val - invest
-        date_list = sm.get_trading_calendar(Query(Datetime(pos.take_datetime.date())))
-        data.append(
-            (
-                pos.stock.market_code, pos.stock.name, pos.take_datetime, len(date_list), pos.number, invest,
-                cur_val, bonus, 100 * bonus / invest
-            )
-        )
-    return np.array(data, dtype=t_type)
-
-
-def PositionList_to_df(pos_list):
-    """转化为pandas的DataFrame"""
-    return pd.DataFrame.from_records(PositionList_to_np(pos_list), index='证券代码')
-
-
-PositionRecordList.to_np = PositionList_to_np
-PositionRecordList.to_df = PositionList_to_df
+PositionRecordList.to_np = lambda self: positions_to_np(self)
+PositionRecordList.to_df = lambda self: positions_to_df(self)
 
 
 def Performance_to_df(per):