hikyuu 2.6.7__py3-none-win_amd64.whl → 2.6.8.2__py3-none-win_amd64.whl

hikyuu/include/hikyuu/KData.h

@@ -57,6 +57,9 @@ public:
         return getKRecord(datetime);
     }
 
+    const KRecord& front() const;
+    const KRecord& back() const;
+
     /**
      * 通过当前 KData 获取一个保持数据类型、复权类型不变的新的 KData
      * @note 新的 KData 并不一定是原 KData 的子集
@@ -65,6 +68,21 @@ public:
      */
     KData getKData(const Datetime& start, const Datetime& end) const;
 
+    /**
+     * 获取相同时间范围内的其他类型K线数据，如日线下对应的分钟线数据
+     * @param ktype
+     * @return KData
+     */
+    KData getKData(const KQuery::KType& ktype) const;
+
+    /**
+     * 通过索引获取其子集 [star, end)
+     * @param start 起始索引
+     * @param end 结束索引
+     * @return KData
+     */
+    KData getKData(int64_t start, int64_t end = Null<int64_t>()) const;
+
     /** 按日期查询对应的索引位置，注：是 KData 中的位置，不是在 Stock 中原始K记录的位置 */
     size_t getPos(const Datetime& datetime) const;
 
@@ -110,17 +128,70 @@ public:
     Indicator amo() const;
 
 public:
-    typedef KRecordList::iterator iterator;
-    typedef KRecordList::const_iterator const_iterator;
-    iterator begin();
-    iterator end();
-    const_iterator cbegin() const;
-    const_iterator cend() const;
     const KRecord* data() const;
     KRecord* data();  // 谨慎使用（用于强制调整数据）
 
+    // 常量迭代器定义
+    class const_iterator {
+    public:
+        using iterator_category = std::forward_iterator_tag;
+        using value_type = const KRecord;
+        using difference_type = std::ptrdiff_t;
+        using pointer = const KRecord*;
+        using reference = const KRecord&;
+
+        const_iterator(const KData& container, size_t index)
+        : container_(container), index_(index) {}
+
+        reference operator*() const {
+            return container_[index_];
+        }
+        pointer operator->() const {
+            return &(container_[index_]);
+        }
+
+        const_iterator& operator++() {
+            ++index_;
+            return *this;
+        }
+
+        const_iterator operator++(int) {
+            const_iterator temp = *this;
+            ++index_;
+            return temp;
+        }
+
+        bool operator==(const const_iterator& other) const {
+            return &container_ == &other.container_ && index_ == other.index_;
+        }
+
+        bool operator!=(const const_iterator& other) const {
+            return !(*this == other);
+        }
+
+    private:
+        const KData& container_;  // 常量引用容器
+        size_t index_;            // 当前索引
+    };
+
+    using iterator = const_iterator;
+
+    const_iterator begin() const {
+        return const_iterator(*this, 0);
+    }
+    const_iterator end() const {
+        return const_iterator(*this, size());
+    }
+
+    const_iterator cbegin() const {
+        return const_iterator(*this, 0);
+    }
+    const_iterator cend() const {
+        return const_iterator(*this, size());
+    }
+
 private:
-    static KRecord ms_null_krecord;
+    static shared_ptr<KDataImp> ms_null_kdata_imp;
 
 private:
     KDataImpPtr m_imp;
@@ -177,7 +248,9 @@ KData HKU_API getKData(const string& market_code, int64_t start = 0, int64_t end
 
 inline KData::KData(const KData& x) : m_imp(x.m_imp) {}
 
-inline KData::KData(KData&& x) : m_imp(std::move(x.m_imp)) {}
+inline KData::KData(KData&& x) : m_imp(std::move(x.m_imp)) {
+    x.m_imp = ms_null_kdata_imp;
+}
 
 inline KData& KData::operator=(const KData& x) {
     if (this == &x)
@@ -190,6 +263,7 @@ inline KData& KData::operator=(KData&& x) {
     if (this == &x)
         return *this;
     m_imp = std::move(x.m_imp);
+    x.m_imp = ms_null_kdata_imp;
     return *this;
 }
 
@@ -203,7 +277,7 @@ inline const KRecord& KData::getKRecord(size_t pos) const {
 
 inline const KRecord& KData::getKRecord(Datetime datetime) const {
     size_t pos = getPos(datetime);
-    return pos != Null<size_t>() ? getKRecord(pos) : ms_null_krecord;
+    return pos != Null<size_t>() ? getKRecord(pos) : KRecord::NullKRecord;
 }
 
 inline size_t KData::getPos(const Datetime& datetime) const {
@@ -226,6 +300,14 @@ inline const Stock& KData::getStock() const {
     return m_imp->getStock();
 }
 
+inline const KRecord& KData::front() const {
+    return m_imp->front();
+}
+
+inline const KRecord& KData::back() const {
+    return m_imp->back();
+}
+
 inline size_t KData::startPos() const {
     return m_imp->startPos();
 }
@@ -242,22 +324,6 @@ inline bool KData::operator!=(const KData& other) const {
     return !(*this == other);
 }
 
-inline KData::iterator KData::begin() {
-    return m_imp->begin();
-}
-
-inline KData::iterator KData::end() {
-    return m_imp->end();
-}
-
-inline KData::const_iterator KData::cbegin() const {
-    return m_imp->cbegin();
-}
-
-inline KData::const_iterator KData::cend() const {
-    return m_imp->cend();
-}
-
 inline const KRecord* KData::data() const {
     return m_imp->data();
 }

hikyuu/include/hikyuu/KDataImp.h

@@ -1,13 +1,11 @@
 /*
- * KDataImp.h
+ *  Copyright (c) 2025 hikyuu.org
  *
- *  Created on: 2013-2-4
+ *  Created on: 2025-08-28
  *      Author: fasiondog
  */
 
 #pragma once
-#ifndef KDATAIMP_H_
-#define KDATAIMP_H_
 
 #include "Stock.h"
 
@@ -15,7 +13,7 @@ namespace hku {
 
 class HKU_API KDataImp {
 public:
-    KDataImp();
+    KDataImp() = default;
     KDataImp(const Stock& stock, const KQuery& query);
     virtual ~KDataImp();
 
@@ -27,72 +25,59 @@ public:
         return m_stock;
     }
 
-    const KRecord& getKRecord(size_t pos) const {
-        return m_buffer[pos];
+    virtual bool empty() const {
+        return true;
     }
 
-    bool empty() const {
-        return m_buffer.empty();
+    virtual size_t size() const {
+        return 0;
     }
 
-    size_t size() {
-        return m_buffer.size();
+    virtual size_t startPos() const {
+        return 0;
     }
 
-    size_t startPos();
-    size_t endPos();
-    size_t lastPos();
-
-    size_t getPos(const Datetime& datetime);
-
-    const KRecord* data() const {
-        return m_buffer.data();
+    virtual size_t endPos() const {
+        return 0;
     }
 
-    KRecord* data() {
-        return m_buffer.data();
+    virtual size_t lastPos() const {
+        return 0;
     }
 
-    DatetimeList getDatetimeList() const;
+    virtual size_t getPos(const Datetime& datetime) const {
+        return Null<size_t>();
+    }
 
-public:
-    typedef KRecordList::iterator iterator;
-    typedef KRecordList::const_iterator const_iterator;
+    virtual const KRecord& getKRecord(size_t pos) const {
+        return KRecord::NullKRecord;
+    }
 
-    iterator begin() {
-        return m_buffer.begin();
+    virtual const KRecord& front() const {
+        return KRecord::NullKRecord;
     }
 
-    iterator end() {
-        return m_buffer.end();
+    virtual const KRecord& back() const {
+        return KRecord::NullKRecord;
     }
 
-    const_iterator cbegin() const {
-        return m_buffer.cbegin();
+    virtual const KRecord* data() const {
+        return nullptr;
     }
 
-    const_iterator cend() const {
-        return m_buffer.cend();
+    virtual KRecord* data() {
+        return nullptr;
     }
 
-private:
-    void _getPosInStock();
-    void _recoverForward();
-    void _recoverBackward();
-    void _recoverEqualForward();
-    void _recoverEqualBackward();
-    void _recoverForUpDay();
+    virtual DatetimeList getDatetimeList() const {
+        return DatetimeList();
+    }
 
-private:
-    KRecordList m_buffer;
+protected:
     KQuery m_query;
     Stock m_stock;
-    size_t m_start;
-    size_t m_end;
-    bool m_have_pos_in_stock;
 };
 
 typedef shared_ptr<KDataImp> KDataImpPtr;
 
 } /* namespace hku */
-#endif /* KDATAIMP_H_ */

hikyuu/include/hikyuu/KDataPrivatedBufferImp.h

@@ -0,0 +1,73 @@
+/*
+ * KDataPrivatedBufferImp.h
+ *
+ *  Created on: 2013-2-4
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "KDataImp.h"
+
+namespace hku {
+
+class HKU_API KDataPrivatedBufferImp : public KDataImp {
+public:
+    KDataPrivatedBufferImp();
+    KDataPrivatedBufferImp(const Stock& stock, const KQuery& query);
+    virtual ~KDataPrivatedBufferImp();
+
+    virtual bool empty() const override {
+        return m_buffer.empty();
+    }
+
+    virtual size_t size() const override {
+        return m_buffer.size();
+    }
+
+    virtual size_t startPos() const override;
+    virtual size_t endPos() const override;
+    virtual size_t lastPos() const override;
+
+    virtual size_t getPos(const Datetime& datetime) const override;
+
+    virtual const KRecord& getKRecord(size_t pos) const override {
+        return m_buffer[pos];
+    }
+
+    virtual const KRecord& front() const override {
+        return m_buffer.front();
+    }
+
+    virtual const KRecord& back() const override {
+        return m_buffer.back();
+    }
+
+    virtual const KRecord* data() const override {
+        return m_buffer.data();
+    }
+
+    virtual KRecord* data() override {
+        return m_buffer.data();
+    }
+
+    virtual DatetimeList getDatetimeList() const override;
+
+private:
+    void _getPosInStock() const;
+    void _recoverForward();
+    void _recoverBackward();
+    void _recoverEqualForward();
+    void _recoverEqualBackward();
+    void _recoverForUpDay();
+
+private:
+    KRecordList m_buffer;
+    mutable size_t m_start{0};
+    mutable size_t m_end{0};
+    mutable bool m_have_pos_in_stock{false};
+};
+
+typedef shared_ptr<KDataPrivatedBufferImp> KDataPrivatedBufferImpPtr;
+
+} /* namespace hku */

hikyuu/include/hikyuu/KDataSharedBufferImp.h

@@ -0,0 +1,69 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "KDataImp.h"
+
+namespace hku {
+
+class HKU_API KDataSharedBufferImp : public KDataImp {
+public:
+    KDataSharedBufferImp() = default;
+    KDataSharedBufferImp(const Stock& stock, const KQuery& query);
+    virtual ~KDataSharedBufferImp();
+
+    virtual bool empty() const override {
+        return m_size == 0;
+    }
+
+    virtual size_t size() const override {
+        return m_size;
+    }
+
+    virtual size_t startPos() const override {
+        return m_start;
+    }
+
+    virtual size_t endPos() const override {
+        return m_end;
+    }
+
+    virtual size_t lastPos() const override {
+        return m_end == 0 ? 0 : m_end - 1;
+    }
+
+    virtual size_t getPos(const Datetime& datetime) const override;
+
+    virtual const KRecord& getKRecord(size_t pos) const override;
+
+    virtual const KRecord& front() const override {
+        return m_data[0];
+    }
+
+    virtual const KRecord& back() const override {
+        return m_data[m_size - 1];
+    }
+
+    virtual const KRecord* data() const override {
+        return m_data;
+    }
+
+    virtual KRecord* data() override {
+        return m_data;
+    }
+
+    virtual DatetimeList getDatetimeList() const override;
+
+private:
+    size_t m_start{0};
+    size_t m_end{0};
+    size_t m_size{0};
+    KRecord* m_data{nullptr};
+};
+
+} /* namespace hku */

hikyuu/include/hikyuu/KQuery.h

@@ -47,10 +47,12 @@ public:
     static const string DAY5;
     static const string DAY7;
     static const string MIN3;
-    static const string HOUR4;
-    static const string HOUR6;
-    static const string HOUR12;
-    // static const string INVALID_KTYPE;
+    static const string HOUR4;   // 默认不支持
+    static const string HOUR6;   // 默认不支持
+    static const string HOUR12;  // 默认不支持
+
+    static const string TIMELINE;  // 分时
+    static const string TRANS;     // 分笔
 
     /** 判断指定的K线类型是否有效 */
     static bool isValidKType(const string& ktype);
@@ -71,6 +73,8 @@ public:
 
     static int32_t getBaseKTypeInMin(const KType& ktype);
 
+    static int64_t getKTypeInSeconds(const KType& ktype);
+
     /**
      * 复权类型
      * @note 日线以上，如周线/月线不支持复权
@@ -175,6 +179,14 @@ public:
      */
     uint64_t hash() const;
 
+    /** 判断是否为右开区间，即未指定结束时间 */
+    bool isRightOpening() const {
+        if (m_queryType == DATE) {
+            return endDatetime().isNull();
+        }
+        return m_end == Null<int64_t>();
+    }
+
     /** 获取queryType名称，用于显示输出 */
     static string getQueryTypeName(QueryType);
 

hikyuu/include/hikyuu/KRecord.h

@@ -17,7 +17,7 @@ namespace hku {
  * K线数据记录
  * @ingroup StockManage
  */
-class KRecord {
+class HKU_API KRecord {
 public:
     Datetime datetime;    ///< 日期，格式：YYYYMMDDHHMM 如：200901010930
     price_t openPrice;    ///< 开盘价
@@ -58,6 +58,9 @@ public:
     bool isValid() const {
         return datetime == Null<Datetime>() ? false : true;
     }
+
+public:
+    static const KRecord NullKRecord;
 };
 
 /** @ingroup StockManage */

hikyuu/include/hikyuu/Stock.h

@@ -29,6 +29,7 @@ typedef shared_ptr<KDataDriverConnectPool> KDataDriverConnectPoolPtr;
 class HKU_API KData;
 class HKU_API Parameter;
 class HKU_API Block;
+class HKU_API KDataSharedBufferImp;
 
 /**
  * Stock基类，Application中一般使用StockPtr进行操作
@@ -36,6 +37,7 @@ class HKU_API Block;
  */
 class HKU_API Stock {
     friend class StockManager;
+    friend class KDataSharedBufferImp;
 
 private:
     static const string default_market;
@@ -162,7 +164,7 @@ public:
      */
     bool getIndexRange(const KQuery& query, size_t& out_start, size_t& out_end) const;
 
-    /** 获取指定索引的K线数据记录，pos 无效时返回 Null<KRecord> */
+    /** 获取指定索引的K线数据记录，pos 无效时返回 KRecord::NullRecord */
     KRecord getKRecord(size_t pos, const KQuery::KType& dataType = KQuery::DAY) const;
 
     /** 根据数据类型（日线/周线等），获取指定日期的KRecord */
@@ -242,7 +244,10 @@ public:
     bool isNull() const;
 
     /** （临时函数）只用于更新缓存中的K线数据 **/
-    void realtimeUpdate(KRecord, KQuery::KType ktype = KQuery::DAY);
+    void realtimeUpdate(KRecord, const KQuery::KType& ktype = KQuery::DAY);
+
+    /** 获取指定K线数据类型最后更新时间 */
+    Datetime getLastUpdateTime(const KQuery::KType& ktype) const;
 
     /**
      * 部分临时创建的 Stock, 直接设置KRecordList
@@ -259,7 +264,7 @@ private:
 
     // 以下函数属于基础操作添加了读锁
     size_t _getCountFromBuffer(const KQuery::KType& ktype) const;
-    KRecord _getKRecordFromBuffer(size_t pos, const KQuery::KType& ktype) const;
+    const KRecord& _getKRecordFromBuffer(size_t pos, const KQuery::KType& ktype) const;
     KRecordList _getKRecordListFromBuffer(size_t start_ix, size_t end_ix,
                                           KQuery::KType ktype) const;
     bool _getIndexRangeByDateFromBuffer(const KQuery&, size_t&, size_t&) const;
@@ -267,7 +272,7 @@ private:
     KRecordList _getKRecordList(const KQuery& query) const;
 
     // 仅供 StockManager 初始化时调用
-    void setPreload(vector<KQuery::KType>& preload_ktypes);
+    void setPreload(const vector<KQuery::KType>& preload_ktypes);
 
     bool isPreload(KQuery::KType ktype) const;
 
@@ -305,6 +310,7 @@ struct HKU_API Stock::Data {
     std::unordered_set<string> m_ktype_preload;  // 记录当前证券的K线数据是否需要预加载
     unordered_map<string, KRecordList*> pKData;
     unordered_map<string, std::shared_mutex*> pMutex;
+    unordered_map<string, Datetime> m_lastUpdate;  // 记录各类型K线数据最后更新时间
 
     Data();
     Data(const string& market, const string& code, const string& name, uint32_t type, bool valid,

hikyuu/include/hikyuu/StockManager.h

@@ -109,7 +109,7 @@ public:
      * @param market 指定的市场标识
      * @return 相应的市场信息，如果相应的市场信息不存在，则返回Null<MarketInfo>()
      */
-    MarketInfo getMarketInfo(const string& market) const;
+    MarketInfo getMarketInfo(const string& market) const noexcept;
 
     /**
      * 获取指定市场代表指数证券
@@ -183,11 +183,19 @@ public:
     const ZhBond10List& getZhBond10() const;
 
     /**
-     * 判断指定日期是否为节假日
-     * @param d 指定日期
+     * 判断指定时间对应的日期是否为节假日(包含周六、周日)
+     * @note 仅支持中国大陆市场, Null<Datetime>() 将抛出异常
+     * @param d 指定时间
      */
     bool isHoliday(const Datetime& d) const;
 
+    /**
+     * 粗略判断指定时间是否为交易时间
+     * @param d 指定时间，Null<Datetime>() 将抛出异常
+     * @param market 指定市场
+     */
+    bool isTradingHours(const Datetime& d, const string& market = "SH") const;
+
     const string& getHistoryFinanceFieldName(size_t ix) const;
     size_t getHistoryFinanceFieldIndex(const string& name) const;
     vector<std::pair<size_t, string>> getHistoryFinanceAllFields() const;

hikyuu/include/hikyuu/TransRecord.h

@@ -22,10 +22,10 @@ public:
     Datetime datetime;  // 时间
     price_t price;      // 成交均价
     price_t vol;        // 成交量
-    int direct;         // 买卖盘性质：1--sell 0--buy 2--集合竞价 其他未知
+    int32_t direct;     // 买卖盘性质：1--sell 0--buy 2--集合竞价 其他未知
 
     TransRecord();
-    TransRecord(const Datetime& datetime, price_t price, price_t vol, int direct);
+    TransRecord(const Datetime& datetime, price_t price, price_t vol, int32_t direct);
 
     bool isValid() const;
 };

hikyuu/include/hikyuu/data_driver/KDataDriver.h

@@ -119,6 +119,11 @@ public:
      */
     virtual TransList getTransList(const string& market, const string& code, const KQuery& query);
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     bool checkType();
 

hikyuu/include/hikyuu/doc.h

@@ -157,9 +157,9 @@
  * @defgroup ThreadPool Thread Pool 线程池
  * @ingroup Utilities
  *
- * @defgroup View View数据视图
+ * @defgroup Views 数据视图
  * 数据视图, 属于用于显示、打印数据
- * @ingroup View
+ * @ingroup Views
  */
 
 /**

hikyuu/include/hikyuu/global/GlobalSpotAgent.h

@@ -30,4 +30,12 @@ HKU_API SpotAgent* getGlobalSpotAgent();
 
 void HKU_API releaseGlobalSpotAgent();
 
+inline bool spotAgentIsRunning() {
+    return getGlobalSpotAgent()->isRunning();
+}
+
+inline bool spotAgentIsConnected() {
+    return getGlobalSpotAgent()->isConnected();
+}
+
 }  // namespace hku