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

hikyuu/include/hikyuu/plugin/hkuextra.h

@@ -7,7 +7,9 @@
 
 #pragma once
 
+#include <arrow/api.h>
 #include "hikyuu/Stock.h"
+#include "hikyuu/indicator/Indicator.h"
 
 namespace hku {
 
@@ -53,4 +55,23 @@ size_t getStockExtraCount(const Stock& stk, const string& ktype);
 bool getStockExtraIndexRange(const Stock& stk, const KQuery& query, size_t& out_start,
                              size_t& out_end);
 
+KDataImpPtr getKDataImp(const Stock& stk, const KQuery& query);
+
+//-------------------------------
+// Views 扩展
+//-------------------------------
+
+std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const KQuery& query, const string& market);
+
+std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const Datetime& date, size_t cal_len,
+                                                        const KQuery::KType& ktype,
+                                                        const string& market);
+
+std::shared_ptr<arrow::Table> getMarketViewParallel(const StockList& stks, const Datetime& date,
+                                                    const string& market);
+
 }  // namespace hku

hikyuu/include/hikyuu/plugin/interface/HkuExtraPluginInterface.h

@@ -7,6 +7,7 @@
 
 #pragma once
 
+#include <arrow/api.h>
 #include "hikyuu/utilities/plugin/PluginBase.h"
 
 namespace hku {
@@ -33,6 +34,21 @@ public:
 
     virtual bool getStockExtraIndexRange(const Stock& stk, const KQuery& query, size_t& out_start,
                                          size_t& out_end) = 0;
+
+    virtual KDataImpPtr getKDataImp(const Stock& stk, const KQuery& query) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                                    const IndicatorList& inds,
+                                                                    const KQuery& query,
+                                                                    const string& market) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getIndicatorsViewParallel(
+      const StockList& stks, const IndicatorList& inds, const Datetime& date, size_t cal_len,
+      const KQuery::KType& ktype, const string& market) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getMarketViewParallel(const StockList& stks,
+                                                                const Datetime& date,
+                                                                const string& market) = 0;
 };
 
 }  // namespace hku

hikyuu/include/hikyuu/plugin/interface/TMReportPluginInterface.h

@@ -54,6 +54,7 @@ public:
      * 以便用于计算当前市值
      * @param tm 指定的交易管理实例
      * @param datetime 统计截止时刻
+     * @param ktype k线类型
      */
     virtual Performance getExtPerformance(const TMPtr& tm, const Datetime& datetime,
                                           const KQuery::KType& ktype) = 0;

hikyuu/include/hikyuu/python/pybind_utils.h

@@ -14,6 +14,7 @@
 #include <pybind11/operators.h>
 #include <pybind11/stl.h>
 #include <pybind11/numpy.h>
+#include <arrow/api.h>
 #include <vector>
 #include <string>
 #include "convert_any.h"
@@ -54,10 +55,11 @@ std::vector<T> python_bytes_to_vector(const py::bytes& obj) {
 
 template <typename T>
 std::vector<T> python_list_to_vector(const py::sequence& obj) {
+    // 如果 len(obj) 长度为零，即使类型不是所期望的也可能成功，但无风险
     auto total = len(obj);
     std::vector<T> vect(total);
     for (auto i = 0; i < total; ++i) {
-        vect[i] = obj[i].cast<T>();
+        vect[i] = py::cast<T>(obj[i]);
     }
     return vect;
 }
@@ -86,16 +88,23 @@ std::string to_py_str(const T& item) {
 // 直接使用 pybind11 重载 _clone，在 C++ 中会丢失 python 中的类型
 // 参考：https://github.com/pybind/pybind11/issues/1049 进行修改
 // PYBIND11_OVERLOAD(IndicatorImpPtr, IndicatorImp, _clone, );
-#define PY_CLONE(pyclassname, classname)                                     \
-public:                                                                      \
-    std::shared_ptr<classname> _clone() override {                           \
-        auto self = py::cast(this);                                          \
-        auto cloned = self.attr("_clone")();                                 \
-                                                                             \
-        auto keep_python_state_alive = std::make_shared<py::object>(cloned); \
-        auto ptr = cloned.cast<pyclassname*>();                              \
-                                                                             \
-        return std::shared_ptr<classname>(keep_python_state_alive, ptr);     \
+#define PY_CLONE(pyclassname, classname)                                         \
+public:                                                                          \
+    std::shared_ptr<classname> _clone() override {                               \
+        if (isPythonObject()) {                                                  \
+            py::gil_scoped_acquire acquire;                                      \
+            auto self = py::cast(this);                                          \
+            auto cloned = self.attr("_clone")();                                 \
+            auto keep_python_state_alive = std::make_shared<py::object>(cloned); \
+            auto ptr = cloned.cast<pyclassname*>();                              \
+            return std::shared_ptr<classname>(keep_python_state_alive, ptr);     \
+        }                                                                        \
+        return this->_clone();                                                   \
+    }                                                                            \
+                                                                                 \
+protected:                                                                       \
+    inline bool isPythonObject() const override {                                \
+        return true;                                                             \
     }
 
 // 用于检查已 py::object 方式传递的函数参数个数是否符合预期
@@ -115,6 +124,13 @@ inline bool check_pyfunction_arg_num(py::object& func, size_t arg_num) {
  */
 size_t utf8_to_utf32(const std::string& utf8_str, int32_t* out, size_t out_len) noexcept;
 
+/*
+ * 将arrow::Table转换为 pyarrow::Table
+ * @param table 待转换的arrow::Table
+ * @return 转换后的py::object
+ */
+py::object to_pyarrow_table(const std::shared_ptr<arrow::Table>& table);
+
 }  // namespace hku
 
 #endif  // HIKYUU_PYTHON_BIND_UTILS_H

hikyuu/include/hikyuu/trade_manage/Performance.h

@@ -47,7 +47,6 @@ public:
     /**
      * 简单的文本统计报告，用于直接输出打印。
      * @note 只有运行 statistics 后或 Performance 本身为从 TM 获取的结果时才生效
-     * @param datetime 指定的截止时刻
      * @return
      */
     string report();

hikyuu/include/hikyuu/trade_manage/TradeCostBase.h

@@ -106,6 +106,11 @@ public:
     /** 继承子类必须实现私有变量的克隆接口 */
     virtual TradeCostPtr _clone() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     string m_name;
 

hikyuu/include/hikyuu/trade_manage/TradeManager.h

@@ -225,6 +225,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划买入价格
      * @param from 记录是哪个系统部件发出的买入指示
+     * @param remark 买入备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord buy(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -242,6 +243,7 @@ public:
      * @param goalPrice 新的目标价格
      * @param planPrice 原计划卖出价格
      * @param from 记录是哪个系统部件发出的卖出指示
+     * @param remark 卖出备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord sell(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -259,6 +261,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划卖空价格
      * @param from 记录是哪个系统部件发出的买入指示
+     * @param remark 备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord sellShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -276,6 +279,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划买入价格
      * @param from 记录是哪个系统部件发出的卖出指示
+     * @param remark 备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord buyShort(const Datetime& datetime, const Stock& stock, price_t realPrice,

hikyuu/include/hikyuu/trade_manage/TradeManagerBase.h

@@ -521,6 +521,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划买入价格
      * @param from 记录是哪个系统部件发出的买入指示
+     * @param remark 备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord buy(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -541,6 +542,7 @@ public:
      * @param goalPrice 新的目标价格
      * @param planPrice 原计划卖出价格
      * @param from 记录是哪个系统部件发出的卖出指示
+     * @param remark 卖出备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord sell(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -561,6 +563,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划卖空价格
      * @param from 记录是哪个系统部件发出的买入指示
+     * @param remark 备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord sellShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -581,6 +584,7 @@ public:
      * @param goalPrice 目标价格
      * @param planPrice 计划买入价格
      * @param from 记录是哪个系统部件发出的卖出指示
+     * @param remark 备注
      * @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
      */
     virtual TradeRecord buyShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
@@ -716,13 +720,13 @@ public:
      * 统计截至某一时刻的系统绩效, datetime必须大于等于lastDatetime，
      * 以便用于计算当前市值
      * @param datetime 统计截止时刻
+     * @param ktype k线类型
      */
     Performance getPerformance(const Datetime& datetime = Datetime::now(),
                                const KQuery::KType& ktype = KQuery::DAY);
 
     /**
      * @brief 获取指定时刻时账户的最大回撤百分比（负数）（仅根据收盘价计算）
-     * @param tm 指定账户
      * @param date 指定日期（包含该时刻）
      * @param ktype k线类型
      * @return price_t
@@ -765,6 +769,11 @@ public:
     std::vector<std::pair<Datetime, double>> getProfitPercentYearly(
       const Datetime& datetime = Datetime::now());
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;            // 账户名称
     TradeCostPtr m_costfunc;  // 成本算法

hikyuu/include/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h

@@ -101,6 +101,11 @@ public:
     static void adjustWeight(SystemWeightList& sw_list, double can_allocate_weight,
                              bool auto_adjust, bool ignore_zero);
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     void initParam();
 

hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h

@@ -109,6 +109,11 @@ public:
         return m_values.cend();
     }
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     KData m_kdata;

hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h

@@ -93,6 +93,11 @@ public:
     /** 子类克隆接口 */
     virtual EnvironmentPtr _clone() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     KQuery m_query;

hikyuu/include/hikyuu/trade_sys/moneymanager/MoneyManagerBase.h

@@ -152,6 +152,11 @@ public:
     /** 子类克隆私有变量接口 */
     virtual MoneyManagerPtr _clone() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     KQuery m_query;

hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h

@@ -10,8 +10,6 @@
 #include "hikyuu/KData.h"
 #include "ScoreRecord.h"
 
-#define MF_USE_MULTI_THREAD 1
-
 namespace hku {
 
 /**
@@ -114,7 +112,7 @@ public:
     const vector<ScoreRecordList>& getAllScores();
 
     /**
-     * 获取合成因子的IC, 长度与参考日期同
+     * 获取合成因子的IC, 长度与参考日期同 (非严格IC模式)
      * @note ndays 对于使用 IC/ICIR 加权的新因子，最好保持好 ic_n 一致，
      *       但对于等权计算的新因子，不一定非要使用 ic_n 计算。
      *       所以，ndays 增加了一个特殊值 0, 表示直接使用 ic_n 参数计算 IC
@@ -145,6 +143,11 @@ public:
     virtual MultiFactorPtr _clone() = 0;
     virtual IndicatorList _calculate(const vector<IndicatorList>&) = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     /** 执行计算 */
     void calculate();

hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -115,6 +115,10 @@ private:
                                      const string& mode);
 
 protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
     // 跟踪打印当前TM持仓情况
     void traceMomentTMAfterRunAtOpen(const Datetime& date);
     void traceMomentTMAfterRunAtClose(const Datetime& date);

hikyuu/include/hikyuu/trade_sys/profitgoal/ProfitGoalBase.h

@@ -82,6 +82,11 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     KData m_kdata;

hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h

@@ -48,7 +48,6 @@ public:
      * 添加备选股票及其交易策略原型
      * @param stock 备选股票
      * @param protoSys 交易系统策略原型
-     * @return 如果 protoSys 无效 或 stock 无效，则返回 false， 否则返回 true
      */
     void addStock(const Stock& stock, const SystemPtr& protoSys);
 
@@ -57,7 +56,6 @@ public:
      * @note 如果存在无效的stock，则自动忽略，不会返回false
      * @param stkList 备选股票列表
      * @param protoSys 交易系统策略原型
-     * @return 如果 protoSys 无效则返回false，否则返回 true
      */
     void addStockList(const StockList& stkList, const SystemPtr& protoSys);
 
@@ -134,6 +132,11 @@ public:
 
     virtual string str() const;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     void initParam();
 

hikyuu/include/hikyuu/trade_sys/signal/SignalBase.h

@@ -130,6 +130,11 @@ public:
     /** 子类计算接口，在setTO中调用 */
     virtual void _calculate(const KData&) = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     void initParam();
 

hikyuu/include/hikyuu/trade_sys/slippage/SlippageBase.h

@@ -71,6 +71,11 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     KData m_kdata;

hikyuu/include/hikyuu/trade_sys/stoploss/StoplossBase.h

@@ -86,6 +86,11 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 protected:
     string m_name;
     TradeManagerPtr m_tm;
@@ -156,7 +161,7 @@ public:                                       \
 
 /**
  * 客户程序都应使用该指针类型，操作止损策略实例
- * @ingroup StopLoss
+ * @ingroup Stoploss
  */
 typedef shared_ptr<StoplossBase> StoplossPtr;
 typedef shared_ptr<StoplossBase> STPtr;

hikyuu/include/hikyuu/trade_sys/system/System.h

@@ -265,6 +265,11 @@ public:
     // 处理延迟买入请求，仅供 PF 调用
     virtual TradeRecord pfProcessDelayBuyRequest(const Datetime& date);
 
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
 private:
     bool _environmentIsValid(const Datetime& datetime);
     bool _conditionIsValid(const Datetime& datetime);

hikyuu/include/hikyuu/utilities/datetime/Datetime.h

@@ -193,10 +193,10 @@ public:
     uint64_t ticks() const noexcept;
 
     /** 时间戳，距离1970-01-01 00:00:00的微秒数 */
-    int64_t timestamp() const noexcept;
+    uint64_t timestamp() const noexcept;
 
     /** 时间戳，距离1970-01-01 00:00:00的微秒数, 并扣除本地 UTC 偏差时间 */
-    int64_t timestampUTC() const noexcept;
+    uint64_t timestampUTC() const noexcept;
 
     /**
      * 转化为字符串，供打印阅读，格式：

hikyuu/include/hikyuu/utilities/os.h

@@ -108,4 +108,8 @@ std::string HKU_UTILS_API getCpuArch();
 /** 获取当前系统语言名称(全部小写返回) */
 std::string HKU_UTILS_API getSystemLanguage();
 
+uint64_t HKU_UTILS_API getMemoryMaxSize();
+
+uint64_t HKU_UTILS_API getMemoryIdleSize();
+
 }  // namespace hku

hikyuu/include/hikyuu/utilities/thread/GlobalMQStealThreadPool.h

@@ -30,7 +30,7 @@ namespace hku {
 
 /**
  * @brief 无集中队列多队列偷取任务池
- * @ingroup GlobalMQStealThreadPool
+ * @ingroup ThreadPool
  */
 #ifdef _MSC_VER
 class GlobalMQStealThreadPool {

hikyuu/include/hikyuu/utilities/thread/GlobalMQThreadPool.h

@@ -32,7 +32,7 @@ namespace hku {
 /**
  * @brief 全局分布式线程池，只适合程序运行期内一直保持运行的情况
  * @details
- * @ingroup GlobalMQThreadPool
+ * @ingroup ThreadPool
  */
 #ifdef _MSC_VER
 class GlobalMQThreadPool {

hikyuu/include/hikyuu/utilities/thread/GlobalThreadPool.h

@@ -35,7 +35,7 @@ namespace hku {
  * @brief 全局集中式任务队列线程池，任务之间彼此独立不能互相等待
  * @note 任务运行之间如存在先后顺序，只适合程序运行期内一直保持运行的情况
  * @details
- * @ingroup GlobalThreadPool
+ * @ingroup ThreadPool
  */
 #ifdef _MSC_VER
 class GlobalThreadPool {

hikyuu/include/hikyuu/utilities/thread/MQThreadPool.h

@@ -33,7 +33,7 @@ namespace hku {
  * @brief 普通多任务队列线程池，任务之间彼此独立不能互相等待
  * @note 任务运行之间如存在先后顺序，请使用 StealThreadPool。
  * @details
- * @ingroup MQThreadPool
+ * @ingroup ThreadPool
  */
 #ifdef _MSC_VER
 class MQThreadPool {

hikyuu/include/hikyuu/version.h

@@ -12,13 +12,13 @@
 #define HKU_VERSION_H
 
 // clang-format off
-#define HKU_VERSION "2.6.7"
+#define HKU_VERSION "2.6.8"
 #define HKU_VERSION_MAJOR 2
 #define HKU_VERSION_MINOR 6
-#define HKU_VERSION_ALTER 7
-#define HKU_VERSION_BUILD 202508150017
+#define HKU_VERSION_ALTER 8
+#define HKU_VERSION_BUILD 202509070200
 #define HKU_VERSION_MODE "RELEASE"
-#define HKU_VERSION_GIT "2.6.7 release.95439630 (RELEASE)"
+#define HKU_VERSION_GIT "2.6.8 master.4be22a77 (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