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

hikyuu/cpp/core311.pyi

@@ -1,8 +1,9 @@
 from __future__ import annotations
 import collections.abc
 import numpy
+import numpy.typing
 import typing
-__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToHdf5Importer', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NOT', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'df_to_krecords', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_kdata', 'get_last_version', 'get_log_level', 'get_market_view', 'get_spot_from_buffer_server', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'is_valid_license', 'isinf', 'isnan', 'krecords_to_df', 'krecords_to_np', 'open_ostream_to_python', 'open_spend_time', 'positions_to_df', 'positions_to_np', 'register_extra_ktype', 'release_extra_ktype', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'scorerecords_to_df', 'scorerecords_to_np', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'systemweights_to_df', 'systemweights_to_np', 'timeline_to_df', 'timeline_to_np', 'toPriceList', 'trades_to_df', 'trades_to_np', 'translist_to_df', 'translist_to_np', 'view_license', 'weights_to_df', 'weights_to_np']
+__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'AGG_COUNT', 'AGG_MAD', 'AGG_MAX', 'AGG_MEAN', 'AGG_MEDIAN', 'AGG_MIN', 'AGG_PROD', 'AGG_QUANTILE', 'AGG_STD', 'AGG_SUM', 'AGG_VAR', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToHdf5Importer', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NOT', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REFX', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'dates_to_pa', 'df_to_krecords', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_inds_view', 'get_inds_view_pyarrow', 'get_kdata', 'get_last_version', 'get_log_level', 'get_market_view', 'get_market_view_pyarrow', 'get_spot_from_buffer_server', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'is_valid_license', 'isinf', 'isnan', 'krecords_to_df', 'krecords_to_np', 'krecords_to_pa', 'open_ostream_to_python', 'open_spend_time', 'positions_to_df', 'positions_to_np', 'positions_to_pa', 'register_extra_ktype', 'release_extra_ktype', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'scorerecords_to_df', 'scorerecords_to_np', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'spot_agent_is_connected', 'spot_agent_is_running', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'systemweights_to_df', 'systemweights_to_np', 'timeline_to_df', 'timeline_to_np', 'timeline_to_pa', 'toPriceList', 'trades_to_df', 'trades_to_np', 'trades_to_pa', 'translist_to_df', 'translist_to_np', 'translist_to_pa', 'view_license', 'weights_to_df', 'weights_to_np', 'weights_to_pa']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -1204,6 +1205,15 @@ class DatetimeList:
     @staticmethod
     def to_np(data: DatetimeList):
         ...
+    @staticmethod
+    def to_numpy(data: DatetimeList):
+        ...
+    @staticmethod
+    def to_pandas(data: DatetimeList):
+        ...
+    @staticmethod
+    def to_pyarrow(data):
+        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -1633,9 +1643,32 @@ class Indicator:
             
         """
     @staticmethod
-    def to_df(indicator):
+    def to_numpy(*args, **kwargs):
         """
-        转化为pandas.DataFrame
+        to_np(self: hikyuu.cpp.core311.Indicator) -> numpy.ndarray
+        
+        转化为np.array, 如果为时间序列, 则包含 datetime 日期列
+        """
+    @staticmethod
+    def to_pandas(*args, **kwargs):
+        """
+        to_df(self: hikyuu.cpp.core311.Indicator) -> object
+        
+        转换为 DataFrame
+        """
+    @staticmethod
+    def value_to_numpy(*args, **kwargs):
+        """
+        value_to_np(self: hikyuu.cpp.core311.Indicator) -> numpy.ndarray
+        
+        仅转化值为np.array, 不包含日期列
+        """
+    @staticmethod
+    def value_to_pandas(*args, **kwargs):
+        """
+        value_to_df(self: hikyuu.cpp.core311.Indicator) -> object
+        
+        转换为 DataFrame, 仅包含值
         """
     @typing.overload
     def __add__(self, arg0: Indicator) -> Indicator:
@@ -1972,14 +2005,30 @@ class Indicator:
         """
         是否支持动态指标参数
         """
+    def to_array(self, result_index: typing.SupportsInt = 0) -> numpy.typing.NDArray[numpy.float64]:
+        """
+        将指定结果集转化为numpy.array
+        """
+    def to_df(self) -> typing.Any:
+        """
+        转换为 DataFrame
+        """
     def to_np(self) -> numpy.ndarray:
         """
         转化为np.array, 如果为时间序列, 则包含 datetime 日期列
         """
+    def to_pyarrow(self) -> typing.Any:
+        ...
+    def value_to_df(self) -> typing.Any:
+        """
+        转换为 DataFrame, 仅包含值
+        """
     def value_to_np(self) -> numpy.ndarray:
         """
         仅转化值为np.array, 不包含日期列
         """
+    def value_to_pyarrow(self) -> typing.Any:
+        ...
     @property
     def discard(self) -> int:
         """
@@ -2071,6 +2120,12 @@ class IndicatorImp:
         ...
     def is_serial(self) -> bool:
         ...
+    def print_all_sub_trees(self, show_long_name: bool = False) -> None:
+        ...
+    def print_leaves(self, show_long_name: bool = False) -> None:
+        ...
+    def print_tree(self, show_long_name: bool = False) -> None:
+        ...
     def set_discard(self, arg0: typing.SupportsInt) -> None:
         ...
     @typing.overload
@@ -2141,6 +2196,25 @@ class KData:
             :param colordown:   the color of the rectangle where close < open
             
         """
+    @staticmethod
+    def to_numpy(*args, **kwargs):
+        """
+        to_np(self: hikyuu.cpp.core311.KData) -> numpy.ndarray
+        
+        将 KData 转换为 NumPy 数组
+        """
+    @staticmethod
+    def to_pandas(*args, **kwargs):
+        """
+        to_df(self: hikyuu.cpp.core311.KData, with_stock: bool = False) -> object
+        
+        to_df(self, with_stock=False) -> pandas.DataFrame
+        
+            转化为pandas的DataFrame
+                
+            :param bool with_stock: 包含Stock的代码与名称
+            :rtype: pandas.DataFrame
+        """
     def __eq__(self, arg0: KData) -> bool:
         ...
     def __getitem__(self, arg0: typing.Any) -> typing.Any:
@@ -2195,6 +2269,16 @@ class KData:
         
                 :rtype: DatetimeList
         """
+    @typing.overload
+    def get_kdata(self, ktype: str) -> KData:
+        """
+        get_kdata(self, ktype
+                   
+                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 KQuery::KType ktype: 指定需要的K线类型
+        """
+    @typing.overload
     def get_kdata(self, arg0: Datetime, arg1: Datetime) -> KData:
         """
         get_kdata(self, start_date, end_date)
@@ -2205,6 +2289,17 @@ class KData:
                 :param Datetime end: 新的结束日期
                 :rtype: KData
         """
+    @typing.overload
+    def get_kdata(self, start: typing.SupportsInt, end: typing.SupportsInt = 9223372036854775807) -> KData:
+        """
+        get_kdata(self, start, end)
+                   
+                通过索引获取 KData 子集，相当于切片
+                
+                :param int start: 索引起始位置
+                :param int end: 索引结束位置
+                :rtype: KData
+        """
     def get_pos(self, arg0: Datetime) -> typing.Any:
         """
         get_pos(self, datetime)
@@ -2252,6 +2347,8 @@ class KData:
         """
         将 KData 转换为 NumPy 数组
         """
+    def to_pyarrow(self) -> typing.Any:
+        ...
     def tocsv(self, arg0: str) -> None:
         """
         tocsv(self, filename)
@@ -2505,6 +2602,15 @@ class KRecordList:
     @staticmethod
     def to_np(data):
         ...
+    @staticmethod
+    def to_numpy(data):
+        ...
+    @staticmethod
+    def to_pandas(data):
+        ...
+    @staticmethod
+    def to_pyarrow(data):
+        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -3693,6 +3799,12 @@ class PositionRecordList:
         ...
     def to_np(self):
         ...
+    def to_numpy(self):
+        ...
+    def to_pandas(self):
+        ...
+    def to_pyarrow(self):
+        ...
 class ProfitGoalBase:
     """
     盈利目标策略基类
@@ -3945,6 +4057,8 @@ class Query:
     MONTH: typing.ClassVar[str] = 'MONTH'
     NO_RECOVER: typing.ClassVar[Query.RecoverType]  # value = <RecoverType.NO_RECOVER: 0>
     QUARTER: typing.ClassVar[str] = 'QUARTER'
+    TIMELINE: typing.ClassVar[str] = 'TIMELINE'
+    TRANS: typing.ClassVar[str] = 'TRANS'
     WEEK: typing.ClassVar[str] = 'WEEK'
     YEAR: typing.ClassVar[str] = 'YEAR'
     @staticmethod
@@ -3960,6 +4074,31 @@ class Query:
         """
         获取所有扩展KType
         """
+    @staticmethod
+    def get_ktype_in_min(arg0: str) -> int:
+        """
+        获取ktype对应的分钟数
+        """
+    @staticmethod
+    def get_ktype_in_seconds(arg0: str) -> int:
+        """
+        获取ktype对应的秒数
+        """
+    @staticmethod
+    def is_base_ktype(arg0: str) -> bool:
+        """
+        判断是否为基础KType
+        """
+    @staticmethod
+    def is_extra_ktype(arg0: str) -> bool:
+        """
+        判断是否为扩展KType
+        """
+    @staticmethod
+    def is_valid_ktype(arg0: str) -> bool:
+        """
+        判断KType是否有效
+        """
     def __getstate__(self) -> tuple:
         ...
     def __init__(self, start = 0, end = None, ktype = 'DAY', recover_type = ...):
@@ -3981,21 +4120,9 @@ class Query:
         ...
     def __str__(self) -> str:
         ...
-    def get_ktype_in_min(self: str) -> int:
-        """
-        获取ktype对应的分钟数
-        """
-    def is_base_ktype(self: str) -> bool:
+    def is_right_opening(self) -> bool:
         """
-        判断是否为基础KType
-        """
-    def is_extra_ktype(self: str) -> bool:
-        """
-        判断是否为扩展KType
-        """
-    def is_valid_ktype(self: str) -> bool:
-        """
-        判断KType是否有效
+        判断是否为右开区间，即未指定结束时间
         """
     @property
     def end(self) -> int:
@@ -4153,6 +4280,10 @@ class ScoreRecordList:
         ...
     def to_np(self):
         ...
+    def to_numpy(self):
+        ...
+    def to_pandas(self):
+        ...
 class SelectorBase:
     """
     选择器策略基类，实现标的、系统策略的评估和选取算法，自定义选择器策略子类接口：
@@ -4800,6 +4931,15 @@ class Stock:
                 获取所有历史财务信息历史记录， 字段信息可参考 StockManager 中的相关方法: get_history_finance_all_fields/get_history_finance_field_index/get_history_finance_field_name 方法
                 日常建议直接使用指标 FINANCE 获取财务数据
         """
+    def get_index_range(self, arg0: Query) -> tuple:
+        """
+        get_index_range(self, query) -> (size_t, size_t)
+        
+                根据KQuery指定的条件, 获取对应的K线位置范围: [start_pos, end_pos)
+                
+                :param query [in] 指定的查询条件
+                :return (start_pos, end_pos
+        """
     def get_kdata(self, arg0: Query) -> KData:
         """
         get_kdata(self, query)
@@ -5303,9 +5443,20 @@ class StockManager:
         """
         is_holiday(self, d)
         
-            判断日期是否为节假日
+            判断指定时间对应的日期是否为节假日(仅使用A股市场)
         
-            :param Datetime d: 待判断的日期
+            :param Datetime d: 待判断的时间
+        """
+    def is_trading_hours(self, d: Datetime, market: str = 'SH') -> bool:
+        """
+        is_trading_hours(self, d)
+        
+            判断指定时间对应的日期是否为交易时间
+        
+            :param Datetime d: 待判断的时间
+            :param str market: 市场简称
+            :return: 是否为交易时间
+            :rtype: bool
         """
     def reload(self) -> None:
         """
@@ -5511,6 +5662,15 @@ class StockWeightList:
     @staticmethod
     def to_np(data):
         ...
+    @staticmethod
+    def to_numpy(data):
+        ...
+    @staticmethod
+    def to_pandas(data):
+        ...
+    @staticmethod
+    def to_pyarrow(data):
+        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -6474,6 +6634,10 @@ class SystemWeightList:
         ...
     def to_np(self):
         ...
+    def to_numpy(self):
+        ...
+    def to_pandas(self):
+        ...
 class TimeDelta:
     """
     时间时长，用于时间计算。可通过以下方式构建：
@@ -6712,6 +6876,15 @@ class TimeLineList:
     @staticmethod
     def to_np(data):
         ...
+    @staticmethod
+    def to_numpy(data):
+        ...
+    @staticmethod
+    def to_pandas(data):
+        ...
+    @staticmethod
+    def to_pyarrow(data):
+        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -7670,6 +7843,12 @@ class TradeRecordList:
         ...
     def to_np(self):
         ...
+    def to_numpy(self):
+        ...
+    def to_pandas(self):
+        ...
+    def to_pyarrow(self):
+        ...
 class TradeRequest:
     """
     交易请求记录。系统内部在实现延迟操作时登记的交易请求信息。暴露该结构的主要目的是用于
@@ -7750,6 +7929,15 @@ class TransList:
     @staticmethod
     def to_np(data):
         ...
+    @staticmethod
+    def to_numpy(data):
+        ...
+    @staticmethod
+    def to_pandas(data):
+        ...
+    @staticmethod
+    def to_pyarrow(data):
+        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -7986,6 +8174,88 @@ def AF_MultiFactor() -> AllocateFundsBase:
           
         创建 MultiFactor 评分权重的资产分配算法实例, 即直接以SE返回的评分作为权重。
     """
+def AGG_COUNT(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 非空值计数, 可参考 AGG_STD 帮助
+    """
+def AGG_MAD(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 平均绝对偏差, 可参考 AGG_STD 帮助
+    """
+def AGG_MAX(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 最大值, 可参考 AGG_STD 帮助
+    """
+def AGG_MEAN(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 平均值, 可参考 AGG_STD 帮助
+    """
+def AGG_MEDIAN(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 中位数, 可参考 AGG_STD 帮助
+    """
+def AGG_MIN(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 最小值, 可参考 AGG_STD 帮助
+    """
+def AGG_PROD(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 乘积, 可参考 AGG_STD 帮助
+    """
+def AGG_QUANTILE(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1, quantile: typing.SupportsFloat = 0.75) -> Indicator:
+    """
+    AGG_QUANTILE(ind[, ktype=Query.MIN, fill_null=False, unit=1, quantile=0.75])
+    
+        聚合其他K线周期分位数, 可参考 AGG_STD 帮助
+    
+        :param Indicator ind: 待计算指标
+        :param KQuery.KType ktype: 聚合的K线周期
+        :param bool fill_null: 是否填充缺失值
+        :param int unit: 聚合周期单位 (上下文K线分组单位, 使用日线计算分钟线聚合时, unit=2代表聚合2天的分钟线)
+        :param float quantile: 分位数 (0, 1) 之间
+        :return: 指标数据
+        :rtype: Indicator
+    """
+def AGG_STD(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1, ddof: typing.SupportsInt = 1) -> Indicator:
+    """
+    AGG_STD(ind[, ktype=Query.MIN, fill_null=False, unit=1, ddof=1])
+    
+        聚合其他K线周期的标准差, 如计算日线时聚合分钟线收盘价的标准差
+    
+            >>> kdata = get_kdata('sh600000', Query(Datetime(20250101), ktype=Query.DAY))
+            >>> ind = AGG_STD(CLOSE(), ktype=Query.MIN, fill_null=False, unit=1, ddof=1)
+            >>> ind(k)
+    
+        :param Indicator ind: 指标数据
+        :param KQuery.KType ktype: 聚合的K线周期
+        :param bool fill_null: 是否填充缺失值
+        :param int unit: 聚合周期单位 (滚动聚合分组单位, 如使用日线计算分钟线聚合时, unit=2代表聚合2天的分钟线)
+        :param int ddof: 自由度(1: 样本标准差, 0: 总体标准差)
+        :return: 指标数据
+        :rtype: Indicator
+    """
+def AGG_SUM(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    聚合函数: 总和, 可参考 AGG_STD 帮助
+    """
+def AGG_VAR(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1, ddof: typing.SupportsInt = 1) -> Indicator:
+    """
+    AGG_VAR(ind[, ktype=Query.MIN, fill_null=False, unit=1, ddof=1])
+    
+        聚合其他K线周期的方差, 如计算日线时聚合分钟线收盘价的方差
+    
+            >>> kdata = get_kdata('sh600000', Query(Datetime(20250101), ktype=Query.DAY))
+            >>> ind = AGG_VAR(CLOSE(), ktype=Query.MIN, fill_null=False, unit=1, ddof=1)
+            >>> ind(k)
+    
+        :param Indicator ind: 待计算指标
+        :param KQuery.KType ktype: 聚合的K线周期
+        :param bool fill_null: 是否填充缺失值
+        :param int unit: 聚合周期单位 (上下文K线分组单位, 使用日线计算分钟线聚合时, unit=2代表聚合2天的分钟线)
+        :param int ddof: 自由度(1: 样本标准差, 0: 总体标准差)
+        :return: 指标数据
+        :rtype: Indicator
+    """
 @typing.overload
 def ALIGN(ref: DatetimeList, fill_null: bool = True) -> Indicator:
     ...
@@ -8968,11 +9238,16 @@ def Hours(arg0: typing.SupportsInt) -> TimeDelta:
           :param int hours: 小时数
           :rtype: TimeDelta
     """
-def IC(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, spearman: bool = True) -> Indicator:
+def IC(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, spearman: bool = True, strict: bool = False) -> Indicator:
     """
-    IC(ind, stks, query, ref_stk[, n=1])
+    IC(ind, stks, query, ref_stk[, n=1, spearman=True, strict=False]) -> Indicator
     
-        计算指定的因子相对于参考证券的 IC （实际为 RankIC）
+        计算指定的因子相对于参考证券的 IC (实际为 RankIC)
+    
+        IC 原本需要 “t 时刻因子值→t+1 时刻收益”，此处改为计算 “t 时刻因子值→t 时刻之前 N 天的收益”（比如过去 5 天的收益）。
+        (否则当前值都会是缺失NA), 相当于原始预测 IC 右移 n 位。
+    
+        如需严格“t 时刻因子值→t+1 时刻收益“计算，请设置 strict=True (注意此模式下, 后n位为 NA)
         
         :param Indicator ind: 输入因子
         :param sequence(stock)|Block stks 证券组合
@@ -8980,10 +9255,11 @@ def IC(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing
         :param Stock ref_stk: 参照证券，通常使用 sh000300 沪深300
         :param int n: 时间窗口
         :param bool spearman: 使用 spearman 相关系数，否则为 pearson
+        :param bool strict: 严格模式
     """
-def ICIR(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, rolling_n: typing.SupportsInt = 120, spearman: bool = True) -> Indicator:
+def ICIR(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, rolling_n: typing.SupportsInt = 120, spearman: bool = True, strict: bool = False) -> Indicator:
     """
-    ICIR(ind, stks, query, ref_stk[, n=1, rolling_n=120])
+    ICIR(ind, stks, query, ref_stk[, n=1, rolling_n=120, spearman=True, strict=False])
     
         计算 IC 因子 IR = IC的多周期均值/IC的标准方差
     
@@ -8994,6 +9270,7 @@ def ICIR(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typi
         :param int n: 计算IC时对应的 n 日收益率
         :param int rolling_n: 滚动周期
         :param bool spearman: 使用 spearman 相关系数，否则为 pearson
+        :param bool strict: 是否严格IC模式
     """
 @typing.overload
 def IF(arg0: Indicator, arg1: Indicator, arg2: Indicator) -> Indicator:
@@ -9116,12 +9393,18 @@ def INDEXV(kdata: KData, fill_null: bool = True) -> Indicator:
         返回对应的大盘成交量,分别是上证指数,深证成指,科创50,创业板指
     """
 @typing.overload
+def INSUM(block: Block, mode: typing.SupportsInt, fill_null: bool = True) -> Indicator:
+    ...
+@typing.overload
 def INSUM(block: Block, ind: Indicator, mode: typing.SupportsInt, fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
 def INSUM(block: Block, query: Query, ind: Indicator, mode: typing.SupportsInt, fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
+def INSUM(stks: collections.abc.Sequence, mode: typing.SupportsInt, fill_null: bool = True) -> Indicator:
+    ...
+@typing.overload
 def INSUM(stks: collections.abc.Sequence, ind: Indicator, mode: typing.SupportsInt, fill_null: bool = True) -> Indicator:
     ...
 @typing.overload
@@ -9960,6 +10243,13 @@ def POW(data: typing.SupportsFloat, n: typing.SupportsInt) -> Indicator:
         :param int|Indicator|IndParam n: 幂
         :rtype: Indicator
     """
+@typing.overload
+def PRICELIST(dates: DatetimeList, value: typing.SupportsFloat, discard: typing.SupportsInt = 0) -> Indicator:
+    ...
+@typing.overload
+def PRICELIST(size: typing.SupportsInt, value: typing.SupportsFloat, discard: typing.SupportsInt = 0) -> Indicator:
+    ...
+@typing.overload
 def PRICELIST(data: typing.Any = None, discard: typing.SupportsInt = 0, align_dates: typing.Any = None) -> Indicator:
     """
     PRICELIST([data=None, discard=0, align_dates=None])
@@ -9972,7 +10262,7 @@ def PRICELIST(data: typing.Any = None, discard: typing.SupportsInt = 0, align_da
         :rtype: Indicator
     """
 @typing.overload
-def RANK(block: Block, ref_ind: Indicator, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
+def RANK(stks: collections.abc.Sequence, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
     ...
 @typing.overload
 def RANK(stks: collections.abc.Sequence, ref_ind: Indicator, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
@@ -10079,6 +10369,19 @@ def REF(data: Indicator, n: typing.SupportsInt) -> Indicator:
         :rtype: Indicator
     """
 @typing.overload
+def REFX(n: typing.SupportsInt) -> Indicator:
+    ...
+@typing.overload
+def REFX(ind: Indicator, n: typing.SupportsInt) -> Indicator:
+    """
+    REFX(ind, n)
+    
+        REF增强(非安全引用, 勿用于回测)。用于获取指标中第n个周期的值, n为正数时从当前周期向前数, 为负数时从当前周期向后数。
+    
+        :param Indicator ind: 指标
+        :param int n: 周期数
+    """
+@typing.overload
 def REPLACE(old_value: typing.SupportsFloat = ..., new_value: typing.SupportsFloat = 0.0, ignore_discard: bool = False) -> Indicator:
     ...
 @typing.overload
@@ -10662,19 +10965,19 @@ def SIN(arg0: typing.SupportsFloat) -> Indicator:
 def SLICE(data: collections.abc.Sequence[typing.SupportsFloat], start: typing.SupportsInt, end: typing.SupportsInt) -> Indicator:
     ...
 @typing.overload
-def SLICE(start: typing.SupportsInt, end: typing.SupportsInt, result_index: typing.SupportsInt = 0) -> Indicator:
+def SLICE(start: typing.SupportsInt, end: typing.SupportsInt, result_index: typing.SupportsInt = -1) -> Indicator:
     ...
 @typing.overload
 def SLICE(data: Indicator, start: typing.SupportsInt, end: typing.SupportsInt, result_index: typing.SupportsInt = 0) -> Indicator:
     """
-    SLICE(data, start, end, result_index=0)
+    SLICE(data, start, end, result_index=-1)
     
         获取某指标中指定范围 [start, end) 的数据，生成新的指标
     
         :param Indicator|PriceList data: 输入数据
         :param int start: 起始位置
         :param int end: 终止位置（不包含本身）
-        :param int result_index: 原输入数据中的结果集
+        :param int result_index: 原输入数据中的结果集, 小于0时表示全部结果集
     """
 @typing.overload
 def SLOPE(n: typing.SupportsInt = 22) -> Indicator:
@@ -13579,6 +13882,10 @@ def dates_to_np(arg0: DatetimeList) -> numpy.ndarray:
     """
     将 DatetimeList 转换为 NumPy 元组
     """
+def dates_to_pa(arg0: DatetimeList) -> typing.Any:
+    """
+    将日期列表转换为 pyarrow.Table 对象
+    """
 def df_to_krecords(df: typing.Any, columns: collections.abc.Sequence[str] = ['datetime', 'open', 'high', 'low', 'close', 'amount', 'volume']) -> KRecordList:
     """
     df_to_krecords(df: pd.DataFrame[, columns: dict]) -> KRecordList
@@ -13641,6 +13948,37 @@ def get_date_range(start: Datetime, end: Datetime) -> DatetimeList:
         :rtype: DatetimeList
     """
 @typing.overload
+def get_inds_view(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], query: Query, market: str = 'SH') -> typing.Any:
+    ...
+@typing.overload
+def get_inds_view(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], date: Datetime, cal_len: typing.SupportsInt = 100, ktype: str = 'DAY', market: str = 'SH') -> typing.Any:
+    """
+    get_inds_view(stks, inds, date[, cal_len=100, ktype=Query.DAY, market='SH']) -> pandas.DataFrame)
+        
+        方式1: 获取指定日期的各证券的各指标结果
+    
+          :param stks: 证券列表
+          :param list[Indicator] inds: 指标列表
+          :param Datetime date: 指定日期
+          :param int cal_len: 计算需要的数据长度
+          :param str ktype: k线类型
+          :param str market: 指定行情市场（用于日期对齐）
+    
+        方式2: 获取按指定Query查询计算的各证券的各指标结果, 结果中将包含指定 Query 包含的所有指定市场交易日日期
+        get_inds_view(stks, inds, query, market='SH'])
+    
+          :param stks: 指定证券列表
+          :param list[Indicator] inds: 指定指标列表
+          :param Query query: 查询条件
+          :param str market: 指定行情市场（用于日期对齐）
+    """
+@typing.overload
+def get_inds_view_pyarrow(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], query: Query, market: str = 'SH') -> typing.Any:
+    ...
+@typing.overload
+def get_inds_view_pyarrow(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], date: Datetime, cal_len: typing.SupportsInt = 100, ktype: str = 'DAY', market: str = 'SH') -> typing.Any:
+    ...
+@typing.overload
 def get_kdata(arg0: str, arg1: Query) -> KData:
     ...
 @typing.overload
@@ -13686,6 +14024,8 @@ def get_market_view(stks: collections.abc.Sequence, date: Datetime = ..., market
         :return: 指定股票列表最后行情数据
         :rtype: pandas.DataFrame
     """
+def get_market_view_pyarrow(stks: collections.abc.Sequence, date: Datetime = ..., market: str = 'SH') -> typing.Any:
+    ...
 def get_spot_from_buffer_server(arg0: str, arg1: str, arg2: str, arg3: Datetime) -> list[SpotRecord]:
     """
     get_spot_from_buffer_server(addr: str, market: str, code: str, datetime: str)
@@ -13772,6 +14112,10 @@ def krecords_to_df(arg0: KRecordList) -> typing.Any:
     ...
 def krecords_to_np(arg0: KRecordList) -> numpy.ndarray:
     ...
+def krecords_to_pa(arg0: KRecordList) -> typing.Any:
+    """
+    将KRecordList转换为parraw.Table
+    """
 def open_ostream_to_python() -> None:
     ...
 def open_spend_time() -> None:
@@ -13784,12 +14128,22 @@ def positions_to_df(arg0: PositionRecordList) -> typing.Any:
     
         将持仓记录列表转换为 pandas DataFrame
     
+        注意: 其中的当前市值、利润、盈亏等计算值均以日线计算, 如使用日线一下级别回测时, 对未清仓的持仓记录需要自行重新计算！
+    
         :param PositionRecordList positions: 持仓记录列表
         :return: 包含持仓记录的 pandas DataFrame
         :rtype: pandas.DataFrame
     """
 def positions_to_np(arg0: PositionRecordList) -> numpy.ndarray:
-    ...
+    """
+    将持仓列表转换为Numpy
+        
+        注意: 其中的当前市值、利润、盈亏等计算值均以日线计算, 如使用日线一下级别回测时, 对未清仓的持仓记录需要自行重新计算！
+    """
+def positions_to_pa(arg0: PositionRecordList) -> typing.Any:
+    """
+    将交易记录列表转换为 pyarrow.Table 对象
+    """
 @typing.overload
 def register_extra_ktype(ktype: str, basetype: str, minutes: typing.SupportsInt, get_phase_end: collections.abc.Callable[[Datetime], Datetime]) -> None:
     ...
@@ -13919,6 +14273,14 @@ def set_python_in_interactive(arg0: bool) -> None:
     ...
 def set_python_in_jupyter(arg0: bool) -> None:
     ...
+def spot_agent_is_connected() -> bool:
+    """
+    判断行情数据接收代理是否已连接
+    """
+def spot_agent_is_running() -> bool:
+    """
+    判断行情数据接收代理是否在运行
+    """
 def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: typing.SupportsInt = 2, save_tick: bool = False, buf_tick: bool = False) -> None:
     """
     start_data_server(addr: str[, work_num: int=2])
@@ -13932,7 +14294,15 @@ def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: typing.Support
         :return: None
     """
 def start_spot_agent(print: bool = False, worker_num: typing.SupportsInt = 1, addr: str = '') -> None:
-    ...
+    """
+    start_spot_agent([print=False, worker_num=1, addr=""])
+        
+        启动行情数据接收代理
+    
+        :param print: 是否打印日志
+        :param worker_num: 工作线程数
+        :param addr: 行情采集服务地址
+    """
 def stop_data_server() -> None:
     """
     stop_data_server()
@@ -13940,7 +14310,9 @@ def stop_data_server() -> None:
         停止数据缓存服务
     """
 def stop_spot_agent() -> None:
-    ...
+    """
+    终止行情数据接收代理
+    """
 def systemweights_to_df(arg0: SystemWeightList) -> typing.Any:
     ...
 def systemweights_to_np(arg0: SystemWeightList) -> numpy.ndarray:
@@ -13953,6 +14325,10 @@ def timeline_to_np(arg0: TimeLineList) -> numpy.ndarray:
     """
     将分时线记录转换为NumPy元组
     """
+def timeline_to_pa(arg0: TimeLineList) -> typing.Any:
+    """
+    将分时线记录转换为 pyarrow.Table 对象
+    """
 def toPriceList(arg0: collections.abc.Sequence) -> list[float]:
     """
     将 python list/tuple/np.arry 对象转化为 PriceList 对象
@@ -13969,6 +14345,10 @@ def trades_to_df(arg0: TradeRecordList) -> typing.Any:
     """
 def trades_to_np(arg0: TradeRecordList) -> numpy.ndarray:
     ...
+def trades_to_pa(arg0: TradeRecordList) -> typing.Any:
+    """
+    将交易记录列表转换为 pyarrow.Table 对象
+    """
 def translist_to_df(arg0: TransList) -> typing.Any:
     """
     将分笔记录转换为 DataFrame
@@ -13977,6 +14357,10 @@ def translist_to_np(arg0: TransList) -> numpy.ndarray:
     """
     将分笔记录转换为NumPy元组
     """
+def translist_to_pa(arg0: TransList) -> typing.Any:
+    """
+    将分笔记录转换为 pyarrow.Table 对象
+    """
 def view_license() -> str:
     """
     view_license()
@@ -13987,6 +14371,10 @@ def weights_to_df(arg0: StockWeightList) -> typing.Any:
     ...
 def weights_to_np(arg0: StockWeightList) -> numpy.ndarray:
     ...
+def weights_to_pa(arg0: StockWeightList) -> typing.Any:
+    """
+    将权息记录列表转换为 pyarrow.Table 对象
+    """
 DEBUG: LOG_LEVEL  # value = <LOG_LEVEL.DEBUG: 1>
 ERROR: LOG_LEVEL  # value = <LOG_LEVEL.ERROR: 4>
 FATAL: LOG_LEVEL  # value = <LOG_LEVEL.FATAL: 5>