hikyuu 2.6.6__py3-none-win_amd64.whl → 2.6.7__py3-none-win_amd64.whl

hikyuu/trade_manage/broker.pyi

@@ -1,10 +1,10 @@
 from __future__ import annotations
-import hikyuu.cpp.core312
-from hikyuu.cpp.core312 import OrderBrokerBase
+import hikyuu.cpp.core39
+from hikyuu.cpp.core39 import OrderBrokerBase
 from hikyuu.util.mylog import hku_error
 import json as json
 __all__ = ['OrderBrokerBase', 'OrderBrokerWrap', 'TestOrderBroker', 'crtOB', 'hku_error', 'json']
-class OrderBrokerWrap(hikyuu.cpp.core312.OrderBrokerBase):
+class OrderBrokerWrap(hikyuu.cpp.core39.OrderBrokerBase):
     """
     订单代理包装类，用户可以参考自定义自己的订单代理，加入额外的处理
            包装只有买卖操作参数只有(code, price, num)的交易接口类

hikyuu/trade_manage/broker_easytrader.pyi

@@ -1,5 +1,5 @@
 from __future__ import annotations
-from hikyuu.cpp.core312 import Datetime
+from hikyuu.cpp.core39 import Datetime
 from hikyuu.util.mylog import hku_info
 __all__ = ['Datetime', 'EasyTraderOrderBroker', 'hku_info']
 class EasyTraderOrderBroker:

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):