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

hikyuu/cpp/core310.pyi

@@ -3,7 +3,7 @@ import collections.abc
 import numpy
 import numpy.typing
 import typing
-__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']
+__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'AGG_COUNT', 'AGG_FUNC', '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', 'GROUP_COUNT', 'GROUP_FUNC', 'GROUP_MAX', 'GROUP_MEAN', 'GROUP_MIN', 'GROUP_PROD', 'GROUP_SUM', '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', 'NORM_MinMax', 'NORM_NOTHING', 'NORM_Quantile', 'NORM_Quantile_Uniform', 'NORM_Zscore', 'NOT', 'NormalizeBase', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'QUANTILE_TRUNC', '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', 'SCFilter_AmountLimit', 'SCFilter_Group', 'SCFilter_IgnoreNan', 'SCFilter_LessOrEqualValue', 'SCFilter_Price', 'SCFilter_TopN', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_MultiFactor2', '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', 'SP_LogNormal', 'SP_Normal', 'SP_TruncNormal', 'SP_Uniform', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'ScoresFilterBase', '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', 'bind_email', '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_expire_date', 'get_funds_list', 'get_kdata', 'get_last_version', 'get_log_level', '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', 'parallel_run_pf', 'parallel_run_sys', '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', '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', 'toPriceList', 'trades_to_df', 'trades_to_np', 'translist_to_df', 'translist_to_np', 'view_license', 'weights_to_df', 'weights_to_np']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -229,7 +229,10 @@ class Block:
     def __init__(self) -> None:
         ...
     @typing.overload
-    def __init__(self, arg0: str, arg1: str) -> None:
+    def __init__(self, category: str, name: str) -> None:
+        ...
+    @typing.overload
+    def __init__(self, category: str, name: str, index_code: str) -> None:
         ...
     @typing.overload
     def __init__(self, arg0: Block) -> None:
@@ -1211,9 +1214,6 @@ class DatetimeList:
     @staticmethod
     def to_pandas(data: DatetimeList):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -2017,8 +2017,6 @@ class Indicator:
         """
         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
@@ -2027,8 +2025,6 @@ class Indicator:
         """
         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:
         """
@@ -2347,8 +2343,6 @@ 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)
@@ -2608,9 +2602,6 @@ class KRecordList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -3085,6 +3076,17 @@ class MultiFactorBase:
         ...
     def __str__(self) -> str:
         ...
+    def add_special_normalize(self, name: str, norm: NormalizeBase = None, category: str = '', style_inds: collections.abc.Sequence[Indicator] = []) -> None:
+        """
+        add_special_normalize(self, name[, norm=None, category="", style_inds=[]])
+                
+            对指定名称的指标应用特定的标准化/归一化、行业中性化、风格因子中性化操作。标准化操作、行业中性化、风格因子中性化彼此无关，可同时指定也可分开指定。
+        
+            :param str name: 特殊归一化方法名称
+            :param Normalize norm: 特殊归一化方法
+            :param str category: 行业中性化时，指定板块类别
+            :param list[Indicator] style_inds: 用于中性化的风格指标列表
+        """
     def clone(self) -> MultiFactorBase:
         """
         克隆操作
@@ -3106,7 +3108,14 @@ class MultiFactorBase:
             :return: ScoreRecordList
         """
     def get_all_src_factors(self) -> list[list[Indicator]]:
-        ...
+        """
+        get_all_src_factors(self)
+        
+            获取所有原始因子列表(如果指定了标准化、行业中性化, 返回为已处理的因子列表)
+        
+            :rtype: list
+            :return: list IndicatorList stks x inds
+        """
     def get_datetime_list(self) -> DatetimeList:
         """
         获取参考日期列表（由参考证券通过查询条件获得）
@@ -3182,6 +3191,14 @@ class MultiFactorBase:
         """
         是否存在指定参数
         """
+    def set_normalize(self, norm: NormalizeBase) -> None:
+        """
+        set_normalize(self, norm)
+        
+            设置标准化或归一化方法（影响全部因子）
+            
+            :param NormalizeBase norm: 标准化或归一化方法实例
+        """
     def set_param(self, arg0: str, arg1: any) -> None:
         """
         set_param(self, name, value)
@@ -3232,6 +3249,74 @@ class MultiFactorBase:
     @query.setter
     def query(self, arg1: Query) -> None:
         ...
+class NormalizeBase:
+    """
+    用于 MF 的截面标准化操作
+    """
+    @staticmethod
+    def _pybind11_conduit_v1_(*args, **kwargs):
+        ...
+    def __getstate__(self) -> tuple:
+        ...
+    @typing.overload
+    def __init__(self) -> None:
+        ...
+    @typing.overload
+    def __init__(self, arg0: NormalizeBase) -> None:
+        ...
+    @typing.overload
+    def __init__(self, arg0: str) -> None:
+        """
+        初始化构造函数
+                
+            :param str name: 名称
+        """
+    def __repr__(self) -> str:
+        ...
+    def __setstate__(self, arg0: tuple) -> None:
+        ...
+    def __str__(self) -> str:
+        ...
+    def clone(self) -> NormalizeBase:
+        """
+        克隆操作
+        """
+    def get_param(self, arg0: str) -> any:
+        """
+        get_param(self, name)
+        
+            获取指定的参数
+        
+            :param str name: 参数名称
+            :return: 参数值
+            :raises out_of_range: 无此参数
+        """
+    def have_param(self, arg0: str) -> bool:
+        """
+        是否存在指定参数
+        """
+    def normalize(self, arg0: collections.abc.Sequence[typing.SupportsFloat]) -> list[float]:
+        """
+        【重载接口】子类计算接口
+        """
+    def set_param(self, arg0: str, arg1: any) -> None:
+        """
+        set_param(self, name, value)
+        
+            设置参数
+        
+            :param str name: 参数名称
+            :param value: 参数值
+            :raises logic_error: Unsupported type! 不支持的参数类型
+        """
+    @property
+    def name(self) -> str:
+        """
+        名称
+        """
+    @name.setter
+    def name(self, arg1: str) -> None:
+        ...
 class OrderBrokerBase:
     """
     订单代理包装基类，用户可以参考自定义自己的订单代理，加入额外的处理
@@ -3507,6 +3592,10 @@ class Portfolio:
         """
         是否存在指定参数
         """
+    def last_suggestion(self) -> typing.Any:
+        """
+        回测完成后，返回最后一天交易记录，以及需要延迟的买入和卖出延迟请求
+        """
     def reset(self) -> None:
         """
         复位操作
@@ -3803,8 +3892,6 @@ class PositionRecordList:
         ...
     def to_pandas(self):
         ...
-    def to_pyarrow(self):
-        ...
 class ProfitGoalBase:
     """
     盈利目标策略基类
@@ -4284,6 +4371,87 @@ class ScoreRecordList:
         ...
     def to_pandas(self):
         ...
+class ScoresFilterBase:
+    """
+    用于 MF 的截面标准化操作
+    """
+    @staticmethod
+    def _pybind11_conduit_v1_(*args, **kwargs):
+        ...
+    def __getstate__(self) -> tuple:
+        ...
+    @typing.overload
+    def __init__(self) -> None:
+        ...
+    @typing.overload
+    def __init__(self, arg0: ScoresFilterBase) -> None:
+        ...
+    @typing.overload
+    def __init__(self, arg0: str) -> None:
+        """
+        初始化构造函数
+                
+            :param str name: 名称
+        """
+    def __or__(self, arg0: ScoresFilterBase) -> ScoresFilterBase:
+        ...
+    def __repr__(self) -> str:
+        ...
+    def __setstate__(self, arg0: tuple) -> None:
+        ...
+    def __str__(self) -> str:
+        ...
+    def _filter(self, arg0: ScoreRecordList, arg1: Datetime, arg2: Query) -> ScoreRecordList:
+        """
+        【重载接口】子类计算接口
+        """
+    def clone(self) -> ScoresFilterBase:
+        """
+        克隆操作
+        """
+    def filter(self, arg0: ScoreRecordList, arg1: Datetime, arg2: Query) -> ScoreRecordList:
+        """
+        filter(self, scores, date, query)
+                
+            截面过滤
+            :param list scores: 截面数据
+            :param Datetime date: 截面日期
+            :param KQuery query: 查询参数
+            :return: 截面数据
+            :rtype: ScoreRecordList
+        """
+    def get_param(self, arg0: str) -> any:
+        """
+        get_param(self, name)
+        
+            获取指定的参数
+        
+            :param str name: 参数名称
+            :return: 参数值
+            :raises out_of_range: 无此参数
+        """
+    def have_param(self, arg0: str) -> bool:
+        """
+        是否存在指定参数
+        """
+    def set_param(self, arg0: str, arg1: any) -> None:
+        """
+        set_param(self, name, value)
+        
+            设置参数
+        
+            :param str name: 参数名称
+            :param value: 参数值
+            :raises logic_error: Unsupported type! 不支持的参数类型
+        """
+    @property
+    def name(self) -> str:
+        """
+        名称
+        """
+    @name.setter
+    def name(self, arg1: str) -> None:
+        ...
 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：
@@ -4361,6 +4529,14 @@ class SelectorBase:
         """
         子类复位操作实现
         """
+    def add_scores_filter(self, arg0: ScoresFilterBase) -> None:
+        """
+        add_scores_filter(self, filter)
+                
+            在已有过滤基础上新增过滤, 仅适用于 SE_MultiFactor    
+        
+            :param ScoresFilter filter: 新的过滤器
+        """
     def add_stock(self, stock: Stock, sys: ...) -> None:
         """
         add_stock(self, stock, sys)
@@ -4443,6 +4619,19 @@ class SelectorBase:
             :param value: 参数值
             :raises logic_error: Unsupported type! 不支持的参数类型
         """
+    def set_scores_filter(self, arg0: ScoresFilterBase) -> None:
+        """
+        set_scores_filter(self, filter)
+                   
+            设置 ScoresFilter, 将替换现有的过滤器. 仅适用于 SE_MultiFactor
+            
+            :param ScoresFilter filter: ScoresFilter
+        """
+    @property
+    def mf(self) -> ...:
+        """
+        获取关联的 MF
+        """
     @property
     def name(self) -> str:
         """
@@ -4461,6 +4650,11 @@ class SelectorBase:
         """
         由 PF 运行时设定的实际运行系统列表
         """
+    @property
+    def scfilter(self) -> ScoresFilterBase:
+        """
+        获取 ScoresFilter
+        """
 class SignalBase:
     """
     信号指示器基类
@@ -5311,6 +5505,15 @@ class StockManager:
         """
         获取当前板块信息驱动参数
         """
+    def get_category_list(self) -> list[str]:
+        """
+        get_category_list(self)
+        
+            获取所有板块分类
+        
+            :return: 所有板块分类
+            :rtype: StringList
+        """
     def get_context(self) -> StrategyContext:
         """
         获取当前上下文
@@ -5668,9 +5871,6 @@ class StockWeightList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -6267,6 +6467,10 @@ class System:
         """
         是否存在指定参数
         """
+    def last_suggestion(self) -> typing.Any:
+        """
+        回测完成后，返回最后一天交易记录，以及需要延迟的买入和卖出延迟请求
+        """
     def ready(self) -> None:
         ...
     def reset(self) -> None:
@@ -6882,9 +7086,6 @@ class TimeLineList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -7847,8 +8048,6 @@ class TradeRecordList:
         ...
     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
@@ -7935,9 +8134,6 @@ class TransList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -8178,6 +8374,26 @@ def AGG_COUNT(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit:
     """
     聚合函数: 非空值计数, 可参考 AGG_STD 帮助
     """
+def AGG_FUNC(ind: Indicator, agg_func: typing.Any, ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    AGG_FUNC(ind, agg_func[, ktype=Query.MIN, fill_null=False, unit=1]
+          
+        使用自定函数聚合其他K线周期的指标。虽然支持python自定义函数, 但python函数需要GIL, 速度会慢。建议最好直接使用 C++ 自定义聚合函数。
+        
+        示例, 计算日线时聚合分钟线收盘价的和:
+    
+          >>> kdata = get_kdata('sh600000', Query(Datetime(20250101), ktype=Query.DAY))
+          >>> ind = AGG_FUNC(CLOSE(), lambda ds, x: np.sum(x))
+          >>> ind(k)
+    
+        :param Indicator ind: 待计算指标
+        :param callable agg_func: 自定义聚合函数，输入参数为 arg1: datetime list, arg2: numpy array, 返回针对list的聚合结果, 注意是单个值
+        :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)
+        :return: 聚合结果
+        :rtype: Indicator
+    """
 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
@@ -9153,6 +9369,48 @@ def FLOOR(arg0: typing.SupportsFloat) -> Indicator:
         :param data: 输入数据
         :rtype: Indicator
     """
+def GROUP_COUNT(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积计数
+    """
+def GROUP_FUNC(ind: Indicator, group_func: typing.Any, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    GROUP_FUNC(ind, group_func[, ktype=Query.DAY,  unit=1])
+          
+        自定义分组累积计算指标。虽然支持python自定义函数, 但python函数需要GIL, 速度较慢。建议最好直接使用 C++ 自定义分组累积函数。
+        
+        示例, 计算日线时聚合分钟线收盘价的和:
+    
+          >>> kdata = get_kdata('sh600000', Query(Datetime(20250101), ktype=Query.DAY))
+          >>> ind = GROUP_FUNC(CLOSE(), lambda dates, data: data/2.0)
+          >>> ind(k)
+    
+        :param Indicator ind: 待计算指标
+        :param callable group_func: 自定义分组累积函数，输入参数为 arg1: datetime list, arg2: numpy array, 返回和输入等长的累积计算结果, 类型同样须为 np.array
+        :param KQuery.KType ktype: 分组的K线周期
+        :param int unit: 分组周期单位 (分组的K线周期单位, 使用日线计算分钟线, unit=2代表按2天累积计算的分钟线)
+        :rtype: Indicator
+    """
+def GROUP_MAX(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积最大值
+    """
+def GROUP_MEAN(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积平均
+    """
+def GROUP_MIN(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积最小值
+    """
+def GROUP_PROD(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积乘积
+    """
+def GROUP_SUM(ind: Indicator, ktype: str = 'DAY', unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    分组累积和
+    """
 @typing.overload
 def HHV(n: typing.SupportsInt = 20) -> Indicator:
     ...
@@ -10124,6 +10382,36 @@ def NDAY(x: Indicator, y: Indicator, n: IndParam) -> Indicator:
         :param int|Indicator|IndParam n: 时间窗口
         :rtype: Indicator
     """
+def NORM_MinMax() -> NormalizeBase:
+    """
+    最小-最大标准化操作
+    """
+def NORM_NOTHING() -> NormalizeBase:
+    """
+    无截面标准化操作
+    """
+def NORM_Quantile(quantile_min: typing.SupportsFloat = 0.01, quantile_max: typing.SupportsFloat = 0.99) -> NormalizeBase:
+    """
+    分位数截面标准化操作
+              
+        :param quantile_min: 最小分位数
+        :param quantile_max: 最大分位数
+    """
+def NORM_Quantile_Uniform(quantile_min: typing.SupportsFloat = 0.01, quantile_max: typing.SupportsFloat = 0.99) -> NormalizeBase:
+    """
+    分位数截面均匀分布标准化操作
+              
+        :param quantile_min: 最小分位数
+        :param quantile_max: 最大分位数
+    """
+def NORM_Zscore(out_extreme: bool = False, nsigma: typing.SupportsFloat = 3.0, recursive: bool = False) -> NormalizeBase:
+    """
+    Z-score 标准化操作
+              
+        :param out_extreme: 是否剔除异常值
+        :param nsigma: 异常值判断倍数±3.0
+        :param recursive: 是否递归处理异常值
+    """
 @typing.overload
 def NOT() -> Indicator:
     ...
@@ -10262,6 +10550,22 @@ def PRICELIST(data: typing.Any = None, discard: typing.SupportsInt = 0, align_da
         :rtype: Indicator
     """
 @typing.overload
+def QUANTILE_TRUNC(n: typing.SupportsInt = 60, quantial_min: typing.SupportsFloat = 0.01, quantial_max: typing.SupportsFloat = 0.99) -> Indicator:
+    ...
+@typing.overload
+def QUANTILE_TRUNC(data: Indicator, n: typing.SupportsInt = 60, quantial_min: typing.SupportsFloat = 0.01, quantial_max: typing.SupportsFloat = 0.99) -> Indicator:
+    """
+    QUANTILE_TRUNC(data[, n=60, quantial_min=0.01, quantial_max=0.99])
+    
+        对数据进行分位数截断处理。非窗口滚动。
+    
+        :param Indicator data: 待剔除异常值数据
+        :param int n: 时间窗口
+        :param float quantial_min: 剔除极值时使用的百分位数下限，默认 0.01
+        :param float quantial_max: 剔除极值时使用的百分位数上限，默认 0.99
+        :rtype: Indicator
+    """
+@typing.overload
 def RANK(stks: collections.abc.Sequence, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
     ...
 @typing.overload
@@ -10619,6 +10923,59 @@ def SAFTYLOSS(data: Indicator, n1: Indicator, n2: Indicator, p: Indicator) -> In
         :param float|Indicator|IndParam p: 噪音系数
         :rtype: Indicator
     """
+def SCFilter_AmountLimit(min_amount_percent_limit: typing.SupportsFloat = 0.1) -> ScoresFilterBase:
+    """
+    SCFilter_AmountLimit([min_amount_percent_limit: float = 0.1])
+                
+        过滤掉成交金额在评分列表末尾百分比范围内的截面
+        
+        注意：和传入的截面评分列表顺序相关，如果是降序，过滤的是成交金额较小的系统评分记录；反之，则是金额较大的系统评分记录
+    
+        :param double min_amount_percent_limit: 最小金额百分比限制
+        :return: 截面过滤器
+        :rtype: ScoresFilterPtr
+    """
+def SCFilter_Group(group: typing.SupportsInt = 10, group_index: typing.SupportsInt = 0) -> ScoresFilterBase:
+    """
+    SCFilter_Group([group: int=10, group_index: int=0])
+                
+        按截面进行分组过滤
+        :param int group: 分组数量
+        :param int group_index: 分组索引
+        :return: 截面过滤器
+        :rtype: ScoresFilterPtr
+    """
+def SCFilter_IgnoreNan() -> ScoresFilterBase:
+    """
+    SCFilter_IgnoreNan() -> ScoresFilterPtr
+          
+        忽略截面中的NAN值
+    """
+def SCFilter_LessOrEqualValue(value: typing.SupportsFloat = 0.0) -> ScoresFilterBase:
+    """
+    SCFilter_LessOrEqualValue([value = 0.0])
+                
+        过滤掉评分小于等于指定值的截面
+    """
+def SCFilter_Price(min_price: typing.SupportsFloat = 10.0, max_price: typing.SupportsFloat = 100000.0) -> ScoresFilterBase:
+    """
+    SCFilter_Price([min_price = 10., max_price = 100000.])
+                
+        仅保留价格在 [min_price, max_price] 之间的标的
+        
+        注意：和传入的截面评分列表顺序相关，如果是降序，过滤的是价格较小的系统评分记录；反之，则是价格较大的系统评分记录
+    
+        :param double min_price: 最小价格限制
+        :param double max_price: 最大价格限制
+    """
+def SCFilter_TopN(topn: typing.SupportsInt = 10) -> ScoresFilterBase:
+    """
+    SCFilter_TopN([topn: int=10])
+                
+        获取评分列表中的前 topn 个
+        
+        :param int topn: 前 topn 个
+    """
 def SE_EvaluateOptimal(arg0: typing.Any) -> SelectorBase:
     """
     SE_EvaluateOptimal(evalulate_func)
@@ -10669,6 +11026,27 @@ def SE_MultiFactor(inds: collections.abc.Sequence, topn: typing.SupportsInt = 10
           :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
           :param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
     """
+@typing.overload
+def SE_MultiFactor2(mf: ..., filter: ScoresFilterBase = ...) -> SelectorBase:
+    ...
+@typing.overload
+def SE_MultiFactor2(inds: collections.abc.Sequence, ic_n: typing.SupportsInt = 5, ic_rolling_n: typing.SupportsInt = 120, ref_stk: typing.Any = None, spearman: bool = True, mode: str = 'MF_ICIRWeight', filter: ScoresFilterBase = ...) -> SelectorBase:
+    """
+    SE_MultiFactor2([inds, ic_n, ic_rolling_n, ref_stk, spearman, mode, filter])
+    
+        创建基于多因子评分的选择器，两种创建方式
+    
+        - 直接指定 MF:
+          :param MultiFactorBase mf: 直接指定的多因子合成算法
+    
+        - 参数直接创建:
+          :param sequense(Indicator) inds: 原始因子列表
+          :param int ic_n: 默认 IC 对应的 N 日收益率
+          :param int ic_rolling_n: IC 滚动周期
+          :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
+          :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
+          :param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
+    """
 def SE_PerformanceOptimal(key: str = '帐户平均年收益率%', mode: typing.SupportsInt = 0) -> SelectorBase:
     """
     SE_PerformanceOptimal(key="帐户平均年收益率%", mode=0)
@@ -11079,6 +11457,48 @@ def SP_FixedValue(value: typing.SupportsFloat = 0.01) -> SlippageBase:
         :param float p: 偏移价格
         :return: 移滑价差算法实例
     """
+def SP_LogNormal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_LogNormal([mean=0.0, stddev=0.05])
+    
+        对数正态分布随机价格移滑价差算法, 买入和卖出操作是价格在对数正态分布[mean, stddev]范围内的随机偏移
+    
+        :param float mean: 对数正态分布的均值
+        :param float stddev: 对数正态分布的标准差
+        :return: 移滑价差算法实例
+    """
+def SP_Normal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_Normal([mean=0.0, stddev=0.05])
+    
+        正态分布随机价格移滑价差算法, 买入和卖出操作是价格在正态分布[mean, stddev]范围内的随机偏移
+        
+        :param float mean: 正态分布的均值
+        :param float stddev: 正态分布的标准差
+        :return: 移滑价差算法实例
+    """
+def SP_TruncNormal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05, min_value: typing.SupportsFloat = -0.11, max_value: typing.SupportsFloat = 0.1) -> SlippageBase:
+    """
+    SP_TruncNormal([mean=0.0, stddev=0.05, min_value=-0.1, max_value=0.1])
+             
+        截断正态分布随机价格移滑价差算法, 买入和卖出操作是价格在截断正态分布[mean, stddev, min_value, max_value]范围内的随机偏移
+        
+        :param float mean: 截断正态分布的均值
+        :param float stddev: 截断正态分布的标准差
+        :param float min_value: 最小截断值
+        :param float max_value: 最大截断值
+        :return: 移滑价差算法实例
+    """
+def SP_Uniform(min_value: typing.SupportsFloat = -0.05, max_value: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_Uniform([min_value=-0.05, max_value=0.05])
+    
+        均匀分布随机价格移滑价差算法, 买入和卖出操作是价格在[min_value, max_value]范围内的均匀分布随机偏移
+        
+        :param float min_value: 最小偏移价格
+        :param float max_value: 最大偏移价格
+        :return: 移滑价差算法实例
+    """
 @typing.overload
 def SQRT() -> Indicator:
     ...
@@ -13768,7 +14188,7 @@ def ZSCORE(data: Indicator, out_extreme: bool = False, nsigma: typing.SupportsFl
     """
     ZSCORE(data[, out_extreme, nsigma, recursive])
     
-        对数据进行标准化（归一），可选进行极值排除
+        对数据进行标准化（归一），可选进行极值处理
     
         注：非窗口滚动，如需窗口滚动的标准化，直接 (x - MA(x, n)) / STDEV(x, n) 即可。
         
@@ -13822,6 +14242,15 @@ def batch_calculate_inds(arg0: collections.abc.Sequence, arg1: KData) -> list:
         :return: 指标计算结果列表
         :rtype: list
     """
+def bind_email(arg0: str, arg1: str) -> None:
+    """
+    bind_email(email: str, code: str)
+    
+        绑定邮箱和授权码
+        
+        :param str email: 邮箱地址
+        :param str code: 授权码
+    """
 def can_upgrade() -> bool:
     ...
 def close_ostream_to_python() -> None:
@@ -13882,10 +14311,6 @@ 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
@@ -13899,7 +14324,7 @@ def df_to_krecords(df: typing.Any, columns: collections.abc.Sequence[str] = ['da
 def fetch_trial_license(arg0: str) -> str:
     """
     fetch_trial_license(email: str)
-            
+    
         获取试用授权码
         
         :param str email: 邮箱地址
@@ -13947,38 +14372,23 @@ def get_date_range(start: Datetime, end: Datetime) -> DatetimeList:
         :param Datetime end: 结束日期
         :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:
+def get_expire_date() -> Datetime:
+    """
+    get_expire_date() -> Datetime
+            
+        查看授权到期时间
+    """
+def get_funds_list(arg0: collections.abc.Sequence[TradeManager], arg1: DatetimeList) -> list[list[FundsRecord]]:
     """
-    get_inds_view(stks, inds, date[, cal_len=100, ktype=Query.DAY, market='SH']) -> pandas.DataFrame)
+    get_funds_list(tm_list: list, ref_dates: DatetimeList) -> list[Funds])
         
-        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）
+        一次性从多个账户中获取多个指定时刻的账户资金信息
     
-        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）
+        :param list tm_list: 账户列表
+        :param DatetimeList ref_dates: 获取时刻列表
+        :return: 账户资金列表
     """
 @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
@@ -14009,23 +14419,6 @@ def get_log_level() -> LOG_LEVEL:
     """
     获取当前日志级别
     """
-def get_market_view(stks: collections.abc.Sequence, date: Datetime = ..., market: str = 'SH') -> typing.Any:
-    """
-    get_market_view(stks[, date=Datetime(), market='SH']) -> pandas.DataFrame
-    
-        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。如未指定日期，则返回最后交易日行情数据，
-        如同时接收了行情数据，则为实时行情。
-    
-        注: 此函数依赖于日线数据
-        
-        :param list[Stock] stks: 股票列表
-        :param Datetime date: 获取指定日期的行情数据
-        :param str market: 市场代码
-        :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)
@@ -14112,16 +14505,33 @@ 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:
     """
     全局开启 c++ 部分耗时打印
     """
+def parallel_run_pf(pf_list: collections.abc.Sequence[...], query: Query, force: bool = False) -> list[list[...]]:
+    """
+    parallel_run_pf(pf_list, query[, force=False])
+    
+        并行执行多个投资组合策略, 并返回 list FundsList, 各账户对应资产（按query时间段）
+    
+        :param list pf_list: 投资组合列表
+        :param Query query: 查询条件
+        :param bool force: 强制重新计算
+    """
+def parallel_run_sys(sys_list: collections.abc.Sequence[...], query: Query, reset: bool = False, reset_all: bool = False) -> list[list[...]]:
+    """
+    parallel_run_sys(sys_list, query[, reset=False, reset_all=False])
+    
+      并行运行多个系系统, 并返回 list FundsList, 各账户对应资产（按query时间段）
+    
+      :param sys_list: 系统列表
+      :param query: 查询条件
+      :param bool reset: 执行前是否依据系统部件共享属性复位
+      :param bool reset_all: 强制复位所有部件
+    """
 def positions_to_df(arg0: PositionRecordList) -> typing.Any:
     """
     positions_to_df(positions)
@@ -14140,10 +14550,6 @@ def positions_to_np(arg0: PositionRecordList) -> numpy.ndarray:
         
         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:
     ...
@@ -14187,7 +14593,7 @@ def release_extra_ktype() -> None:
 def remove_license() -> None:
     """
     remove_license()
-            
+    
         移除当前授权
     """
 @typing.overload
@@ -14281,16 +14687,19 @@ 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:
+def start_data_server(addr: str = 'tcp://0.0.0.0:9201', work_num: typing.SupportsInt = 3, save_tick: bool = False, buf_tick: bool = False, parquet_path: str = '') -> None:
     """
-    start_data_server(addr: str[, work_num: int=2])
+    start_data_server(addr: str[, work_num: int=3, save_tick: bool=False, buf_tick: bool=False, parquet_path: str=''])
             
-        启动数据缓存服务
-        
+        启动数据缓存服务。其中save_tick 参数和 parquet_path 有关联：
+        - 如果 save_tick=True, parquet_path 不为空时, 使用 parquet_path 保存数据；
+        - 如果 save_tick=True, parquet_path 为空时, 则使用 clickhouse K线存储引擎保存数据(需配置使用 clickhouse K线存储引擎)
+    
         :param str addr: 服务器地址
         :param int work_num: 工作线程数
-        :param bool save_tick: 是否保存tick数据至数据库(仅支持使用 clickhouse K线存储引擎)
+        :param bool save_tick: 是否保存tick数据至数据库(如果 parquet_path 不为空时， 使用 parquet 文件进行保存；否则，需使用 clickhouse K线存储引擎)
         :param bool buf_tick: 是否缓存tick数据
+        :param str parquet_path: 保存tick数据至parquet文件路径, 仅在 save_tick=True 时有效
         :return: None
     """
 def start_spot_agent(print: bool = False, worker_num: typing.SupportsInt = 1, addr: str = '') -> None:
@@ -14325,10 +14734,6 @@ 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
@@ -14345,10 +14750,6 @@ 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
@@ -14357,10 +14758,6 @@ 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()
@@ -14371,10 +14768,6 @@ 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>