hikyuu 2.6.6__py3-none-win_amd64.whl → 2.6.8__py3-none-win_amd64.whl

hikyuu/include/hikyuu/version.h

@@ -12,13 +12,13 @@
 #define HKU_VERSION_H
 
 // clang-format off
-#define HKU_VERSION "2.6.6"
+#define HKU_VERSION "2.6.8"
 #define HKU_VERSION_MAJOR 2
 #define HKU_VERSION_MINOR 6
-#define HKU_VERSION_ALTER 6
-#define HKU_VERSION_BUILD 202507291558
+#define HKU_VERSION_ALTER 8
+#define HKU_VERSION_BUILD 202509060002
 #define HKU_VERSION_MODE "RELEASE"
-#define HKU_VERSION_GIT "2.6.6 master.c4a12bf4 (RELEASE)"
+#define HKU_VERSION_GIT "2.6.8 release.5d5956d0 (RELEASE)"
 // clang-format on
 
 #endif /* HKU_VERSION_H */

hikyuu/include/hikyuu/views/arrow_common.h

@@ -0,0 +1,38 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <arrow/api.h>
+#include "hikyuu/config.h"
+#include "hikyuu/utilities/osdef.h"
+#include "hikyuu/utilities/Log.h"
+
+namespace hku {
+
+/**
+ * @ingroup Views
+ * @{
+ */
+
+#if HKU_USE_LOW_PRECISION
+#define HKU_ARROW_PRICE_FIELD arrow::float32()
+#define HKU_ARROW_PRICE_BUILDER arrow::FloatBuilder
+#else
+#define HKU_ARROW_PRICE_FIELD arrow::float64()
+#define HKU_ARROW_PRICE_BUILDER arrow::DoubleBuilder
+#endif
+
+/**
+ * @brief 打印 arrow table
+ * @param table
+ * @param max_rows
+ */
+void printArrowTable(const std::shared_ptr<arrow::Table>& table, int max_rows = 10);
+
+/** @} */
+}  // namespace hku

hikyuu/include/hikyuu/views/arrow_views.h

@@ -0,0 +1,117 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-13
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "arrow_common.h"
+#include "hikyuu/Stock.h"
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/trade_manage/PositionRecord.h"
+#include "hikyuu/trade_manage/TradeRecord.h"
+
+namespace hku {
+
+/**
+ * @ingroup Views
+ * @{
+ */
+
+//-----------------------------------------------------------
+// arrow错误时抛出异常, 其他情况仅可能返回为空表, 而不是空指针
+//-----------------------------------------------------------
+
+/**
+ * 获取指定股票集合在指定交易日的行情数据，不包含当日停牌无数据的股票
+ * @param stks 股票列表
+ * @param date 交易日
+ * @param market 市场代码（用于获取交易日历）
+ * @return
+ */
+std::shared_ptr<arrow::Table> HKU_API getMarketView(const StockList& stks, const Datetime& date,
+                                                    const string& market = "SH");
+
+/**
+ * 获取指定股票集合在最后交易日的行情数据，不包含当日停牌无数据的股票。如自动接收行情数据，则为实时行情数据
+ * @param stks 股票列表
+ * @param market 市场代码（用于获取交易日历）
+ * @return
+ */
+std::shared_ptr<arrow::Table> HKU_API getMarketView(const StockList& stks,
+                                                    const string& market = "SH");
+
+/**
+ * 计算指定证券列表的各指标结果，以 arrow table 形式返回
+ * @param stks 指定证券列表
+ * @param inds 指定指标列表
+ * @param query 查询条件
+ * @param market 指定行情市场（用于日期对齐）
+ * @return * arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorsView(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const KQuery& query,
+                                                        const string& market = "SH");
+
+/**
+ * 获取指定日期的各指定证券的各指标视图
+ * @param stks 证券列表
+ * @param inds 指标列表
+ * @param date 指定日期
+ * @param cal_len 计算需要的数据长度
+ * @param ktype k线类型
+ * @param market 指定行情市场（用于日期对齐）
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorsView(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const Datetime& date, size_t cal_len = 100,
+                                                        const KQuery::KType& ktype = KQuery::DAY,
+                                                        const string& market = "SH");
+
+/**
+ * Indicator转换为 Arrow Table，包含时间序列，则带有时间列，否则无时间列
+ * @param ind Indicator
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorView(const Indicator& ind);
+
+/**
+ * Indicator转换为 Arrow Table，仅包含值，不包含时间序列
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorValueView(const Indicator& ind);
+
+/**
+ * KData 转换至 arrow table
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getKDataView(const KData& kdata);
+
+/** KRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getKRecordListView(const KRecordList& ks);
+
+/** TimeLineList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTimeLineListView(const TimeLineList& ts);
+
+/** TransRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTransRecordListView(const TransRecordList& ts);
+
+/** StockWeightList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getStockWeightListView(const StockWeightList& sws);
+
+/** DatetimeList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getDatetimeListView(const DatetimeList& dates);
+
+/** TradeRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTradeRecordListView(const TradeRecordList& trades);
+
+/** PositionList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API
+getPositionRecordListView(const PositionRecordList& positions);
+
+/** @} */
+}  // namespace hku

hikyuu/indicator/__init__.py

@@ -26,4 +26,3 @@
 
 from .indicator import *
 from .pyind import *
-from .talib_wrap import *

hikyuu/indicator/indicator.py

@@ -29,53 +29,11 @@ from hikyuu import Datetime
 import pandas as pd
 
 
-def indicator_iter(indicator):
-    for i in range(len(indicator)):
-        yield indicator[i]
+Indicator.to_numpy = Indicator.to_np
+Indicator.to_pandas = Indicator.to_df
 
-
-def indicator_getitem(data, i):
-    """
-    :param i: int | Datetime | slice | str 类型
-    """
-    if isinstance(i, int):
-        length = len(data)
-        index = length + i if i < 0 else i
-        if index < 0 or index >= length:
-            raise IndexError("index out of range: %d" % i)
-        return data.get(index)
-
-    elif isinstance(i, slice):
-        return [data.get(x) for x in range(*i.indices(len(data)))]
-
-    elif isinstance(i, Datetime):
-        return data.get_by_datetime(i)
-
-    elif isinstance(i, str):
-        return data.get_by_datetime(Datetime(i))
-
-    else:
-        raise IndexError("Error index type")
-
-
-Indicator.__getitem__ = indicator_getitem
-Indicator.__iter__ = indicator_iter
-
-
-def indicator_to_df(indicator):
-    """转化为pandas.DataFrame"""
-    if indicator.get_result_num() == 1:
-        return pd.DataFrame(indicator.to_np(), columns=[indicator.name])
-    data = {}
-    name = indicator.name
-    columns = []
-    for i in range(indicator.get_result_num()):
-        data[name + str(i)] = indicator.get_result(i)
-        columns.append(name + str(i + 1))
-    return pd.DataFrame(data, columns=columns)
-
-
-Indicator.to_df = indicator_to_df
+Indicator.value_to_numpy = Indicator.value_to_np
+Indicator.value_to_pandas = Indicator.value_to_df
 
 
 def concat_to_df(dates, ind_list, head_stock_code=True, head_ind_name=False):
@@ -107,17 +65,19 @@ def concat_to_df(dates, ind_list, head_stock_code=True, head_ind_name=False):
         198	2024-03-06 00:00:00	10.070455	9.776818
         199	2024-03-07 00:00:00	10.101364	9.738182
     """
-    df = pd.DataFrame(dates, columns=['date'])
-    for ind in ind_list:
-        x = ALIGN(ind, dates)
+    df = dates.to_df('ms')
+    if not ind_list:
+        return df
+    for i in range(len(ind_list)):
+        ind = ind_list[i]
         if head_ind_name and head_stock_code:
-            x.name = f"{ind.name}/{ind.get_context().get_stock().market_code}"
+            name = f"{ind.name}/{ind.get_context().get_stock().market_code}"
         elif head_ind_name:
-            x.name = ind.name
+            name = f'{ind.name}{i}'
         else:
-            x.name = ind.get_context().get_stock().market_code
-        df = pd.concat([df, x.to_df()], axis=1)
-    df.set_index('date')
+            name = ind.get_context().get_stock().market_code
+        df = pd.merge(df, ind.to_df()[['datetime', 'value1']].rename(
+            columns={'value1': name}), on='datetime', how='left')
     return df
 
 
@@ -137,10 +97,10 @@ def df_to_ind(df, col_name, col_date=None):
     :return: Indicator
     """
     if col_date is not None:
-        dates = df[col_date].to_list()
+        dates = df[col_date]
         dates = DatetimeList([Datetime(x) for x in dates])
-        return PRICELIST(df[col_name].to_list(), align_dates=dates)
-    return PRICELIST(df[col_name].to_list())
+        return PRICELIST(df[col_name], align_dates=dates)
+    return PRICELIST(df[col_name])
 
 
 # 避免 python 中公式原型必须加括号

hikyuu/strategy/strategy_demo1.py

@@ -11,7 +11,7 @@ from hikyuu import *
 
 
 def on_change(stg: Strategy, stk: Stock, spot: SpotRecord):
-    print("[on_change]:", stk.market_code, stk.name, spot.close, spot.bid1, spot.ask1)
+    print("[on_change]:", stk.market_code, stk.name, spot.close, spot.bid[0], spot.ask[0])
 
 
 def on_spot(stg: Strategy, rev_time: Datetime):

hikyuu/test/test_init.py

@@ -2,35 +2,94 @@
 # -*- coding: utf8 -*-
 # cp936
 
-#===============================================================================
+# ===============================================================================
 # 作者：fasiondog
 # 历史：1）20130128, Added by fasiondog
-#===============================================================================
+# ===============================================================================
 from hikyuu import *
+from configparser import ConfigParser
+from functools import lru_cache
 
 import os
-#curdir = os.path.dirname(os.path.realpath(__file__))
-#head, tail = os.path.split(curdir)
-#head, tail = os.path.split(head)
-#head, tail = os.path.split(head)
+# curdir = os.path.dirname(os.path.realpath(__file__))
+# head, tail = os.path.split(curdir)
+# head, tail = os.path.split(head)
+# head, tail = os.path.split(head)
 
 import sys
 if sys.platform == 'win32':
-    #config_file = os.path.join(head, "test_data/hikyuu_win.ini")
+    # config_file = os.path.join(head, "test_data/hikyuu_win.ini")
     config_file = "test_data/hikyuu_win.ini"
 else:
-    #config_file = os.path.join(head, "test_data/hikyuu_linux.ini")
+    # config_file = os.path.join(head, "test_data/hikyuu_linux.ini")
     config_file = "test_data/hikyuu_linux.ini"
-    #print(config_file)
+    # print(config_file)
 
-#tmp_dir = os.path.join(head, "test/data/tmp")
+# tmp_dir = os.path.join(head, "test/data/tmp")
 tmp_dir = "test_data/tmp"
 if not os.path.lexists(tmp_dir):
     os.mkdir(tmp_dir)
 
-#starttime = time.time()
-#print "Loading Day Data ..."
+# starttime = time.time()
+# print "Loading Day Data ..."
 hikyuu_init(config_file)
 sm = StockManager.instance()
-#endtime = time.time()
-#print "%.2fs" % (endtime-starttime)
+# endtime = time.time()
+# print "%.2fs" % (endtime-starttime)
+
+# 仅在模块加载时读取一次配置
+_config = ConfigParser()
+_config.read(config_file, encoding='utf-8')
+_tdx_dir = _config.get('tdx', 'dir', fallback='/mnt/tdx')
+
+
+@lru_cache(maxsize=None)
+def get_real_tdx_filepath(code, market='sh'):
+    """
+    获取真实的通达信.day文件路径。
+
+    该函数按以下顺序确定文件路径:
+    1. 检查环境变量 `HKU_real_tdx_file_path` 是否被设置。
+    2. 如果未设置, 则检查配置文件中 "tdx"->"dir" 指定的路径。
+    3. 如果未配置, 则使用 /mnt/tdx/vipdoc/。
+    4. 如果上述路径不存在, 则检查 test_data/vipdoc/ 是否存在, 如果存在, 则使用该路径。
+    5. 如果上述路径都不存在, 则自动回退到在项目根目录下的 `test_data` 文件夹中寻找同名文件作为备用。
+
+    这使得测试既能适应有权访问生产数据环境的开发者, 也能让其他贡献者使用
+    项目内提供的样本数据来运行测试, 避免了因路径问题导致的测试挂起或失败。
+
+    :param str code: 股票代码 (如 '600000', '000001')
+    :param str market: 市场简称 (如 'sh', 'sz')
+    :return: 最终确定的文件路径 (可能不存在, 由调用方处理)
+    """
+    # 检查环境变量
+    env_path = os.environ.get('HKU_real_tdx_file_path')
+    if env_path and os.path.exists(env_path):
+        print(f"get_real_tdx_filepath return: {env_path}")
+        return env_path
+
+    market_subdir = f"{market.lower()}/lday"
+    filename = f"{market.lower()}{code}.day"
+
+    # 检查配置文件指定的路径
+    base_path = os.path.join(_tdx_dir, 'vipdoc')
+    if os.path.exists(base_path):
+        primary_path = os.path.join(base_path, market_subdir, filename)
+        if os.path.exists(primary_path):
+            print(f"get_real_tdx_filepath return: {primary_path}")
+            return primary_path
+
+    # 检查 test_data/vipdoc/
+    project_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..'))
+    test_data_vipdoc_path = os.path.join(project_root, 'test_data', 'vipdoc')
+    if os.path.exists(test_data_vipdoc_path):
+        primary_path = os.path.join(test_data_vipdoc_path, market_subdir, filename)
+        if os.path.exists(primary_path):
+            print(f"get_real_tdx_filepath return: {primary_path}")
+            return primary_path
+
+    # 如果主路径文件不存在, 则尝试从 test_data 目录寻找同名文件作为备用
+    test_data_dir = os.path.join(project_root, 'test_data')
+    fallback_path = os.path.join(test_data_dir, filename)
+    print(f"get_real_tdx_filepath return: {fallback_path}")
+    return fallback_path