hikyuu 2.6.8.4__py3-none-manylinux2014_x86_64.whl → 2.7.0__py3-none-manylinux2014_x86_64.whl

hikyuu/data/clickhouse_upgrade/createdb.sql

@@ -880,15 +880,15 @@ INSERT INTO `hku_base`.`holiday` (`date`) VALUES
 
 CREATE DATABASE IF NOT EXISTS hku_data;
 CREATE table if not exists hku_data.day_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
@@ -896,188 +896,188 @@ PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date)
 SETTINGS index_granularity = 2048;
 CREATE table if not exists hku_data.week_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.month_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.quarter_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.halfyear_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.year_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.min_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date)-toYear(date)%10)
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.min5_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date)-toYear(date)%10)
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.min15_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date)-toYear(date)%10)
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.min30_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date)-toYear(date)%10)
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.min60_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.hour2_k (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `open` DOUBLE,
-    `high` DOUBLE,
-    `low` DOUBLE,
-    `close` DOUBLE,
-    `amount` DOUBLE,
-    `volume` DOUBLE
+    `open` UInt32,
+    `high` UInt32,
+    `low` UInt32,
+    `close` UInt32,
+    `amount` UInt64,
+    `volume` UInt64
 ) 
 ENGINE = MergeTree()
 PARTITION BY market
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.timeline (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `price` DOUBLE,
-    `vol` DOUBLE
+    `price` UInt32,
+    `vol` UInt32
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date)-toYear(date)%10)
 PRIMARY KEY (market, code, date)
 ORDER BY (market, code, date);
 CREATE table if not exists hku_data.transdata (
-    `market` String,
-    `code` String,
+    `market` FixedString(2),
+    `code` FixedString(6),
     `date` DateTime,
-    `price` DOUBLE,
-    `vol` DOUBLE,
-    `buyorsell` int
+    `price` UInt32,
+    `vol` UInt32,
+    `buyorsell` UInt8
 ) 
 ENGINE = MergeTree()
 PARTITION BY (market, toYear(date))

hikyuu/data/common.py

@@ -200,11 +200,11 @@ def get_china_bond10_rate(start_date="19901219"):
 
 
 def modifiy_code(code):
-    if code.startswith(('0', '3')):
+    if code.startswith(('0', '3', '5', '20')):
         return 'SZ' + code
-    if code.startswith(('4', '8', '92')):
+    if code.startswith(('1', '4', '8', '92')):
         return 'BJ' + code
-    if code.startswith('6'):
+    if code.startswith(('6', '900')):
         return 'SH' + code
     else:
         hku_warn("Unknow code: {}", code)

hikyuu/data/common_clickhouse.py

@@ -163,7 +163,7 @@ def get_last_krecord(connect, tablename):
         # hku_info(f"{tablename} {a}")
         if not a:
             return None
-        return (Datetime.from_timestamp_utc(a[0][0]*1000000).ymdhm, a[0][1], a[0][2], a[0][3], a[0][4], a[0][5], a[0][6])
+        return (Datetime.from_timestamp_utc(a[0][0]*1000000).ymdhm, a[0][1]*0.001, a[0][2]*0.001, a[0][3]*0.001, a[0][4]*0.001, a[0][5]*0.001, a[0][6]*0.001)
     except:
         return None