hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/include/hikyuu/plugin/extind.h

@@ -0,0 +1,195 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+
+namespace hku {
+
+/**
+ * @ingroup Indicator
+ * @{
+ */
+
+/**
+ * @brief 将指标数据转换到指定周期
+ * @param ktype 指定周期
+ * @param fill_null 扩展时填充null数据，否则为使用最近值填充
+ * @return Indicator
+ */
+Indicator HKU_API WITHKTYPE(const KQuery::KType& ktype, bool fill_null = false);
+
+Indicator HKU_API WITHKTYPE(const Indicator& ind, const KQuery::KType& ktype,
+                            bool fill_null = false);
+
+inline Indicator WITHDAY(bool fill_null = false) {
+    return WITHKTYPE(KQuery::DAY, fill_null);
+}
+
+inline Indicator WITHDAY(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::DAY, fill_null);
+}
+
+inline Indicator WITHWEEK(bool fill_null = false) {
+    return WITHKTYPE(KQuery::WEEK, fill_null);
+}
+
+inline Indicator WITHWEEK(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::WEEK, fill_null);
+}
+
+inline Indicator WITHMONTH(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MONTH, fill_null);
+}
+
+inline Indicator WITHMONTH(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MONTH, fill_null);
+}
+
+inline Indicator WITHQUARTER(bool fill_null = false) {
+    return WITHKTYPE(KQuery::QUARTER, fill_null);
+}
+
+inline Indicator WITHQUARTER(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::QUARTER, fill_null);
+}
+
+inline Indicator WITHHALFYEAR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HALFYEAR, fill_null);
+}
+
+inline Indicator WITHHALFYEAR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HALFYEAR, fill_null);
+}
+
+inline Indicator WITHYEAR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::YEAR, fill_null);
+}
+
+inline Indicator WITHYEAR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::YEAR, fill_null);
+}
+
+inline Indicator WITHMIN(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN, fill_null);
+}
+
+inline Indicator WITHMIN(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN, fill_null);
+}
+
+inline Indicator WITHMIN5(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN5, fill_null);
+}
+
+inline Indicator WITHMIN5(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN5, fill_null);
+}
+
+inline Indicator WITHMIN15(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN15, fill_null);
+}
+
+inline Indicator WITHMIN15(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN15, fill_null);
+}
+
+inline Indicator WITHMIN30(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN30, fill_null);
+}
+
+inline Indicator WITHMIN30(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN30, fill_null);
+}
+
+inline Indicator WITHMIN60(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHMIN60(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR(bool fill_null = false) {
+    return WITHKTYPE(KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::MIN60, fill_null);
+}
+
+inline Indicator WITHHOUR2(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HOUR2, fill_null);
+}
+
+inline Indicator WITHHOUR2(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HOUR2, fill_null);
+}
+
+inline Indicator WITHHOUR4(bool fill_null = false) {
+    return WITHKTYPE(KQuery::HOUR4, fill_null);
+}
+
+inline Indicator WITHHOUR4(const Indicator& ind, bool fill_null = false) {
+    return WITHKTYPE(ind, KQuery::HOUR4, fill_null);
+}
+
+/**
+ * @brief 计算指标值在指定板块中的排名
+ * @param block 指定板块
+ * @param ref_ind 指标
+ * @param mode 排名模式，0-降序排名(指标值最高值排名为1), 1-升序排名(指标值越大排名值越大),
+ * 2-降序排名百分比, 3-升序排名百分比
+ * @param fill_null 是否填充null数据
+ * @param market 指定市场（对齐日期）
+ * @return Indicator
+ */
+Indicator HKU_API RANK(const Block& block, const Indicator& ref_ind, int mode = 0,
+                       bool fill_null = true, const string& market = "SH");
+Indicator HKU_API RANK(const Block& block, int mode = 0, bool fill_null = true,
+                       const string& market = "SH");
+
+/**
+ * @brief 聚合其他K线周期统计值，聚合计算指定K线类型数据均值到以上下文中的K线周期
+ * @param ktype 指定K线周期
+ * @param fill_null 是否填充null数据
+ * @param unit 聚合周期单位，默认为1。按上下文K线 unit 个周期计算
+ * @return Indicator
+ */
+#define AGG_FUNC_DEFINE(agg_name)                                                              \
+    Indicator HKU_API agg_name(const Indicator& ind, const KQuery::KType& ktype = KQuery::MIN, \
+                               bool fill_null = false, int unit = 1);
+
+#define AGG_FUNC_IMP(agg_name)                                                                   \
+    Indicator HKU_API agg_name(const Indicator& ind, const KQuery::KType& ktype, bool fill_null, \
+                               int unit) {                                                       \
+        Parameter params;                                                                        \
+        params.set<string>("ktype", ktype);                                                      \
+        params.set<bool>("fill_null", fill_null);                                                \
+        params.set<int>("unit", unit);                                                           \
+        return getExtIndicator(#agg_name, ind, params);                                          \
+    }
+
+AGG_FUNC_DEFINE(AGG_MEAN)
+AGG_FUNC_DEFINE(AGG_COUNT)
+AGG_FUNC_DEFINE(AGG_SUM)
+AGG_FUNC_DEFINE(AGG_MAX)
+AGG_FUNC_DEFINE(AGG_MIN)
+AGG_FUNC_DEFINE(AGG_MAD)
+AGG_FUNC_DEFINE(AGG_MEDIAN)
+AGG_FUNC_DEFINE(AGG_PROD)
+
+Indicator HKU_API AGG_STD(const Indicator& ind, const KQuery::KType& ktype = KQuery::MIN,
+                          bool fill_null = false, int unit = 1, int ddof = 1);
+Indicator HKU_API AGG_VAR(const Indicator& ind, const KQuery::KType& ktype = KQuery::MIN,
+                          bool fill_null = false, int unit = 1, int ddof = 1);
+Indicator HKU_API AGG_QUANTILE(const Indicator& ind, const KQuery::KType& ktype = KQuery::MIN,
+                               bool fill_null = false, int unit = 1, double quantile = 0.75);
+
+/** @} */
+}  // namespace hku

hikyuu/include/hikyuu/plugin/hkuextra.h

@@ -0,0 +1,77 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-06
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <arrow/api.h>
+#include "hikyuu/Stock.h"
+#include "hikyuu/indicator/Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 注册扩展 K 线类型, 按时间合成
+ * @param ktype 扩展 K 线类型
+ * @param basetype 对应的基础 K 线类型
+ * @param minutes 每根K线所包含的分钟数
+ * @param getPhaseEnd 获取K线所属的阶段结束时间
+ */
+void HKU_API registerExtraKType(const string& ktype, const string& basetype, int32_t minutes,
+                                std::function<Datetime(const Datetime&)> getPhaseEnd);
+
+/**
+ * 注册K线扩展类型，按 bar 数量合成
+ * @param ktype 扩展 K 线类型
+ * @param basetype 对应的基础 K 线类型
+ * @param nbars 每根K线所包含的基础K线数
+ */
+void HKU_API registerExtraKType(const string& ktype, const string& basetype, int32_t nbars);
+
+/**
+ * 释放扩展K线
+ * @note 某些情况下，注册扩展K线时，使用了 python 定义的周期结束日期转换函数，退出时可能引起 python
+ * GIL 报错，需手工提前释放扩展K线
+ */
+void HKU_API releaseExtraKType();
+
+//-------------------------------
+// 以下函数为内部使用，无需引出
+//-------------------------------
+
+bool isExtraKType(const string& ktype);
+
+int32_t getKTypeExtraMinutes(const string& ktype);
+
+std::vector<string> getExtraKTypeList();
+
+KRecordList getExtraKRecordList(const Stock& stk, const KQuery& query);
+
+size_t getStockExtraCount(const Stock& stk, const string& ktype);
+
+bool getStockExtraIndexRange(const Stock& stk, const KQuery& query, size_t& out_start,
+                             size_t& out_end);
+
+KDataImpPtr getKDataImp(const Stock& stk, const KQuery& query);
+
+//-------------------------------
+// Views 扩展
+//-------------------------------
+
+std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const KQuery& query, const string& market);
+
+std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const Datetime& date, size_t cal_len,
+                                                        const KQuery::KType& ktype,
+                                                        const string& market);
+
+std::shared_ptr<arrow::Table> getMarketViewParallel(const StockList& stks, const Datetime& date,
+                                                    const string& market);
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/BackTestPluginInterface.h

@@ -0,0 +1,27 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/strategy/Strategy.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class BackTestPluginInterface : public PluginBase {
+public:
+    BackTestPluginInterface() = default;
+    virtual ~BackTestPluginInterface() = default;
+
+    virtual void backtest(const StrategyContext& context,
+                          const std::function<void(Strategy*)>& on_bar, const TradeManagerPtr& tm,
+                          const Datetime& start_date, const Datetime& end_date,
+                          const KQuery::KType& ktype, const string& ref_market, int mode,
+                          bool support_short, SlippagePtr slip) = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/DataDriverPluginInterface.h

@@ -0,0 +1,27 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-07-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/data_driver/KDataDriver.h"
+#include "hikyuu/data_driver/BlockInfoDriver.h"
+#include "hikyuu/data_driver/BaseInfoDriver.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class DataDriverPluginInterface : public PluginBase {
+public:
+    DataDriverPluginInterface() = default;
+    virtual ~DataDriverPluginInterface() = default;
+
+    virtual KDataDriverPtr getKDataDriver() = 0;
+    virtual BlockInfoDriverPtr getBlockInfoDriver() = 0;
+    virtual BaseInfoDriverPtr getBaseInfoDriver() = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/DataServerPluginInterface.h

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class DataServerPluginInterface : public PluginBase {
+public:
+    DataServerPluginInterface() = default;
+    virtual ~DataServerPluginInterface() = default;
+
+    virtual void start(const std::string& addr, size_t work_num, bool save_tick,
+                       bool buf_tick) noexcept = 0;
+    virtual void stop() noexcept = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/DevicePluginInterface.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class DevicePluginInterface : public PluginBase {
+public:
+    DevicePluginInterface() = default;
+    virtual ~DevicePluginInterface() = default;
+
+    virtual void activate(const std::string& active_code, bool replace) noexcept = 0;
+    virtual std::string viewLicense() noexcept = 0;
+    virtual void removeLicense() noexcept = 0;
+    virtual std::string fetchTrialLicense(const std::string& email) noexcept = 0;
+    virtual bool isValidLicsense() noexcept = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/ExtendIndicatorsPluginInterface.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class ExtendIndicatorsPluginInterface : public PluginBase {
+public:
+    ExtendIndicatorsPluginInterface() = default;
+    virtual ~ExtendIndicatorsPluginInterface() = default;
+
+    virtual Indicator getIndicator(const std::string& name, const Parameter& params) const = 0;
+
+    virtual Indicator getIndicator(const std::string& name, const Indicator& ref_ind,
+                                   const Parameter& params) const = 0;
+};
+
+}  // namespace hku

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

@@ -0,0 +1,54 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <arrow/api.h>
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class HkuExtraPluginInterface : public PluginBase {
+public:
+    HkuExtraPluginInterface() = default;
+    virtual ~HkuExtraPluginInterface() = default;
+
+    virtual void registerKTypeExtra(const string& ktype, const string& basetype, int32_t minutes,
+                                    std::function<Datetime(const Datetime&)> getPhaseEnd) = 0;
+
+    virtual void releaseKExtra() = 0;
+
+    virtual bool isExtraKType(const string& ktype) = 0;
+
+    virtual std::vector<string> getExtraKTypeList() = 0;
+
+    virtual int32_t getKTypeExtraMinutes(const string& ktype) = 0;
+
+    virtual KRecordList getExtraKRecordList(const Stock& stk, const KQuery& query) = 0;
+
+    virtual size_t getStockExtraCount(const Stock& stk, const string& ktype) = 0;
+
+    virtual bool getStockExtraIndexRange(const Stock& stk, const KQuery& query, size_t& out_start,
+                                         size_t& out_end) = 0;
+
+    virtual KDataImpPtr getKDataImp(const Stock& stk, const KQuery& query) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getIndicatorsViewParallel(const StockList& stks,
+                                                                    const IndicatorList& inds,
+                                                                    const KQuery& query,
+                                                                    const string& market) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getIndicatorsViewParallel(
+      const StockList& stks, const IndicatorList& inds, const Datetime& date, size_t cal_len,
+      const KQuery::KType& ktype, const string& market) = 0;
+
+    virtual std::shared_ptr<arrow::Table> getMarketViewParallel(const StockList& stks,
+                                                                const Datetime& date,
+                                                                const string& market) = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/ImportKDataToHdf5PluginInterface.h

@@ -0,0 +1,45 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-08
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/KRecord.h"
+#include "hikyuu/KQuery.h"
+#include "hikyuu/TimeLineRecord.h"
+#include "hikyuu/TransRecord.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class ImportKDataToHdf5PluginInterface : public PluginBase {
+public:
+    ImportKDataToHdf5PluginInterface() = default;
+    virtual ~ImportKDataToHdf5PluginInterface() = default;
+
+    virtual bool setConfig(const string& datapath, const vector<string>& markets,
+                           const vector<string>& ktypes) = 0;
+
+    virtual Datetime getLastDatetime(const string& market, const string& code,
+                                     const KQuery::KType& ktype) = 0;
+
+    virtual void addKRecordList(const string& market, const string& code,
+                                const vector<KRecord>& krecords, const KQuery::KType& ktype) = 0;
+
+    virtual void addTimeLineList(const string& market, const string& code,
+                                 const TimeLineList& timeline) = 0;
+
+    virtual void addTransList(const string& market, const string& code,
+                              const TransRecordList& translist) = 0;
+
+    virtual void updateIndex(const string& market, const string& code,
+                             const KQuery::KType& ktype) = 0;
+
+    virtual void remove(const string& market, const string& code, const KQuery::KType& ktype,
+                        Datetime start) = 0;
+};
+
+}  // namespace hku

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

@@ -0,0 +1,81 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-05-27
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <vector>
+#include "hikyuu/KQuery.h"
+#include "hikyuu/trade_manage/TradeManagerBase.h"
+#include "hikyuu/trade_manage/Performance.h"
+#include "hikyuu/trade_manage/PositionExtInfo.h"
+#include "hikyuu/utilities/plugin/PluginBase.h"
+
+namespace hku {
+
+class TMReportPluginInterface : public PluginBase {
+public:
+    TMReportPluginInterface() = default;
+    virtual ~TMReportPluginInterface() = default;
+
+    // 获取账户截止至指定时刻的最大回撤百分比（包含该时刻）（仅根据收盘价计算）
+    virtual price_t getMaxPullBack(const TMPtr& tm, const Datetime& date,
+                                   const KQuery::KType& ktype) = 0;
+
+    /**
+     * @brief 获取账户历史持仓扩展详情
+     * @param tm 指定账户
+     * @param ktype k线类型
+     * @param trade_mode 交易模式，影响部分统计项: 0-收盘时交易, 1-下一开盘时交易
+     * @return std::vector<PositionExtInfo>
+     */
+    virtual std::vector<PositionExtInfo> getHistoryPositionExtInfoList(const TMPtr& tm,
+                                                                       const KQuery::KType& ktype,
+                                                                       int trade_mode) = 0;
+
+    /**
+     * @brief 获取账户最后交易时刻后持仓详情
+     * @param tm 指定账户
+     * @param current_time 当前时刻（需大于等于最后交易时刻）
+     * @param ktype k线类型
+     * @param trade_mode 交易模式，影响部分统计项: 0-收盘时交易, 1-下一开盘时交易
+     * @return std::vector<PositionExtInfo>
+     */
+    virtual std::vector<PositionExtInfo> getPositionExtInfoList(const TMPtr& tm,
+                                                                const Datetime& current_time,
+                                                                const KQuery::KType& ktype,
+                                                                int trade_mode) = 0;
+
+    /**
+     * 统计截至某一时刻的系统绩效, datetime必须大于等于lastDatetime，
+     * 以便用于计算当前市值
+     * @param tm 指定的交易管理实例
+     * @param datetime 统计截止时刻
+     * @param ktype k线类型
+     */
+    virtual Performance getExtPerformance(const TMPtr& tm, const Datetime& datetime,
+                                          const KQuery::KType& ktype) = 0;
+
+    /**
+     * @brief 获取指定截止时间前各月的收益百分比
+     * @param tm
+     * @param datetime
+     * @return std::vector<std::pair<Datetime, double>>
+     */
+    virtual std::vector<std::pair<Datetime, double>> getProfitPercentMonthly(
+      const TMPtr& tm, const Datetime& datetime) = 0;
+
+    /**
+     * @brief 获取指定截止时间前各年的收益百分比
+     * @param tm
+     * @param datetime
+     * @return std::vector<std::pair<Datetime, double>>
+     */
+    virtual std::vector<std::pair<Datetime, double>> getProfitPercentYearly(
+      const TMPtr& tm, const Datetime& datetime) = 0;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/plugin/interface/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/plugin/interface/plugins.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-04-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "BackTestPluginInterface.h"
+#include "DevicePluginInterface.h"
+#include "DataServerPluginInterface.h"
+#include "ImportKDataToHdf5PluginInterface.h"
+#include "ExtendIndicatorsPluginInterface.h"
+#include "TMReportPluginInterface.h"
+#include "DataDriverPluginInterface.h"
+#include "HkuExtraPluginInterface.h"
+
+namespace hku {
+
+#define HKU_PLUGIN_BACKTEST "backtest"
+#define HKU_PLUGIN_DEVICE "device"
+#define HKU_PLUGIN_DATASERVER "dataserver"
+#define HKU_PLUGIN_IMPORTKDATATOHDF5 "import2hdf5"
+#define HKU_PLUGIN_EXTEND_INDICATOR "extind"
+#define HKU_PLUGIN_TMREPORT "tmreport"
+#define HKU_PLUGIN_CLICKHOUSE_DRIVER "clickhousedriver"
+#define HKU_PLUGIN_HKU_EXTRA "hkuextra"
+
+}

hikyuu/include/hikyuu/python/__init__.py

@@ -0,0 +1 @@
+