hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/include/hikyuu/utilities/thread/algorithm.h

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+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-27
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <future>
+#include <functional>
+#include <vector>
+#include "ThreadPool.h"
+#include "MQThreadPool.h"
+
+//----------------------------------------------------------------
+// Note: 除 ThreadPool/MQThreadPool 外，其他线程池由于使用
+//       了 thread_local，本质为全局变量，只适合全局单例的方式使用,
+//       否则会出现不同线程池示例互相影响导致出错。
+//----------------------------------------------------------------
+
+namespace hku {
+
+typedef std::pair<size_t, size_t> range_t;
+
+inline std::vector<range_t> parallelIndexRange(size_t start, size_t end) {
+    std::vector<std::pair<size_t, size_t>> ret;
+    if (start >= end) {
+        return ret;
+    }
+
+    size_t total = end - start;
+    size_t cpu_num = std::thread::hardware_concurrency();
+    if (cpu_num == 1) {
+        ret.emplace_back(start, end);
+        return ret;
+    }
+
+    size_t per_num = total / cpu_num;
+    if (per_num > 0) {
+        for (size_t i = 0; i < cpu_num; i++) {
+            size_t first = i * per_num + start;
+            ret.emplace_back(first, first + per_num);
+        }
+    }
+
+    for (size_t i = per_num * cpu_num + start; i < end; i++) {
+        ret.emplace_back(i, i + 1);
+    }
+
+    return ret;
+}
+
+template <typename FunctionType, class TaskGroup = MQThreadPool>
+void parallel_for_index_void(size_t start, size_t end, FunctionType f) {
+    auto ranges = parallelIndexRange(start, end);
+    TaskGroup tg;
+    for (size_t i = 0, total = ranges.size(); i < total; i++) {
+        tg.submit([=, range = ranges[i]]() {
+            for (size_t ix = range.first; ix < range.second; ix++) {
+                f(ix);
+            }
+        });
+    }
+    tg.join();
+    return;
+}
+
+template <typename FunctionType, class TaskGroup = MQThreadPool>
+auto parallel_for_index(size_t start, size_t end, FunctionType f) {
+    auto ranges = parallelIndexRange(start, end);
+    TaskGroup tg;
+    std::vector<std::future<std::vector<typename std::invoke_result<FunctionType, size_t>::type>>>
+      tasks;
+    for (size_t i = 0, total = ranges.size(); i < total; i++) {
+        tasks.emplace_back(tg.submit([func = f, range = ranges[i]]() {
+            std::vector<typename std::invoke_result<FunctionType, size_t>::type> one_ret;
+            for (size_t ix = range.first; ix < range.second; ix++) {
+                one_ret.emplace_back(func(ix));
+            }
+            return one_ret;
+        }));
+    }
+
+    std::vector<typename std::invoke_result<FunctionType, size_t>::type> ret;
+    for (auto& task : tasks) {
+        auto one = task.get();
+        for (auto&& value : one) {
+            ret.emplace_back(std::move(value));
+        }
+    }
+
+    return ret;
+}
+
+template <typename FunctionType, class TaskGroup = MQThreadPool>
+auto parallel_for_range(size_t start, size_t end, FunctionType f) {
+    auto ranges = parallelIndexRange(start, end);
+    TaskGroup tg;
+    std::vector<std::future<typename std::invoke_result<FunctionType, range_t>::type>> tasks;
+    for (size_t i = 0, total = ranges.size(); i < total; i++) {
+        tasks.emplace_back(tg.submit([func = f, range = ranges[i]]() { return func(range); }));
+    }
+
+    typename std::invoke_result<FunctionType, range_t>::type ret;
+    for (auto& task : tasks) {
+        auto one = task.get();
+        for (auto&& value : one) {
+            ret.emplace_back(std::move(value));
+        }
+    }
+
+    return ret;
+}
+
+}  // namespace hku

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

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+/**
+ *  Copyright (c) 2021 hikyuu.org
+ *
+ *  Created on: 2021/07/20
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "algorithm.h"
+#include "GlobalThreadPool.h"
+#include "GlobalMQThreadPool.h"
+#include "GlobalStealThreadPool.h"
+#include "GlobalMQStealThreadPool.h"

hikyuu/include/hikyuu/version.h

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+/*
+ * version.h
+ *
+ *  Copyright (c) 2020, hikyuu.org
+ *
+ *  Created on: 2020-4-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef HKU_VERSION_H
+#define HKU_VERSION_H
+
+// clang-format off
+#define HKU_VERSION "2.6.8"
+#define HKU_VERSION_MAJOR 2
+#define HKU_VERSION_MINOR 6
+#define HKU_VERSION_ALTER 8
+#define HKU_VERSION_BUILD 202509051805
+#define HKU_VERSION_MODE "RELEASE"
+#define HKU_VERSION_GIT "2.6.8 release.cfae2e31 (RELEASE)"
+// clang-format on
+
+#endif /* HKU_VERSION_H */

hikyuu/include/hikyuu/views/__init__.py

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+

hikyuu/include/hikyuu/views/arrow_common.h

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+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include <arrow/api.h>
+#include "hikyuu/config.h"
+#include "hikyuu/utilities/osdef.h"
+#include "hikyuu/utilities/Log.h"
+
+namespace hku {
+
+/**
+ * @ingroup Views
+ * @{
+ */
+
+#if HKU_USE_LOW_PRECISION
+#define HKU_ARROW_PRICE_FIELD arrow::float32()
+#define HKU_ARROW_PRICE_BUILDER arrow::FloatBuilder
+#else
+#define HKU_ARROW_PRICE_FIELD arrow::float64()
+#define HKU_ARROW_PRICE_BUILDER arrow::DoubleBuilder
+#endif
+
+/**
+ * @brief 打印 arrow table
+ * @param table
+ * @param max_rows
+ */
+void printArrowTable(const std::shared_ptr<arrow::Table>& table, int max_rows = 10);
+
+/** @} */
+}  // namespace hku

hikyuu/include/hikyuu/views/arrow_views.h

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+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-08-13
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "arrow_common.h"
+#include "hikyuu/Stock.h"
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/trade_manage/PositionRecord.h"
+#include "hikyuu/trade_manage/TradeRecord.h"
+
+namespace hku {
+
+/**
+ * @ingroup Views
+ * @{
+ */
+
+//-----------------------------------------------------------
+// arrow错误时抛出异常, 其他情况仅可能返回为空表, 而不是空指针
+//-----------------------------------------------------------
+
+/**
+ * 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
+ * @param stks 股票列表
+ * @param date 交易日
+ * @param market 市场代码（用于获取交易日历）
+ * @return
+ */
+std::shared_ptr<arrow::Table> HKU_API getMarketView(const StockList& stks, const Datetime& date,
+                                                    const string& market = "SH");
+
+/**
+ * 获取指定股票集合在最后交易日的行情数据，不包含当日停牌无数据的股票。如自动接收行情数据，则为实时行情数据
+ * @param stks 股票列表
+ * @param market 市场代码（用于获取交易日历）
+ * @return
+ */
+std::shared_ptr<arrow::Table> HKU_API getMarketView(const StockList& stks,
+                                                    const string& market = "SH");
+
+/**
+ * 计算指定证券列表的各指标结果，以 arrow table 形式返回
+ * @param stks 指定证券列表
+ * @param inds 指定指标列表
+ * @param query 查询条件
+ * @param market 指定行情市场（用于日期对齐）
+ * @return * arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorsView(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const KQuery& query,
+                                                        const string& market = "SH");
+
+/**
+ * 获取指定日期的各指定证券的各指标视图
+ * @param stks 证券列表
+ * @param inds 指标列表
+ * @param date 指定日期
+ * @param cal_len 计算需要的数据长度
+ * @param ktype k线类型
+ * @param market 指定行情市场（用于日期对齐）
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorsView(const StockList& stks,
+                                                        const IndicatorList& inds,
+                                                        const Datetime& date, size_t cal_len = 100,
+                                                        const KQuery::KType& ktype = KQuery::DAY,
+                                                        const string& market = "SH");
+
+/**
+ * Indicator转换为 Arrow Table，包含时间序列，则带有时间列，否则无时间列
+ * @param ind Indicator
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorView(const Indicator& ind);
+
+/**
+ * Indicator转换为 Arrow Table，仅包含值，不包含时间序列
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getIndicatorValueView(const Indicator& ind);
+
+/**
+ * KData 转换至 arrow table
+ * @return arrow::Result<std::shared_ptr<arrow::Table>>
+ */
+std::shared_ptr<arrow::Table> HKU_API getKDataView(const KData& kdata);
+
+/** KRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getKRecordListView(const KRecordList& ks);
+
+/** TimeLineList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTimeLineListView(const TimeLineList& ts);
+
+/** TransRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTransRecordListView(const TransRecordList& ts);
+
+/** StockWeightList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getStockWeightListView(const StockWeightList& sws);
+
+/** DatetimeList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getDatetimeListView(const DatetimeList& dates);
+
+/** TradeRecordList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API getTradeRecordListView(const TradeRecordList& trades);
+
+/** PositionList 转换至 arrow table */
+std::shared_ptr<arrow::Table> HKU_API
+getPositionRecordListView(const PositionRecordList& positions);
+
+/** @} */
+}  // namespace hku

hikyuu/indicator/__init__.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from .indicator import *
+from .pyind import *

hikyuu/indicator/indicator.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from hikyuu.core import *
+from hikyuu import Datetime
+import pandas as pd
+
+
+Indicator.to_numpy = Indicator.to_np
+Indicator.to_pandas = Indicator.to_df
+
+Indicator.value_to_numpy = Indicator.value_to_np
+Indicator.value_to_pandas = Indicator.value_to_df
+
+
+def concat_to_df(dates, ind_list, head_stock_code=True, head_ind_name=False):
+    """将列表中的指标至合并在一张 pandas DataFrame 中
+
+    :param DatetimeList dates: 指定的日期列表
+    :param sequence ind_list: 已计算的指标列表
+    :param bool head_ind_name: 表标题是否使用指标名称
+    :param bool head_stock_code: 表标题是否使用证券代码
+    :return: 合并后的 DataFrame, 以 dates 为 index（注: dates列 为 Datetime 类型）
+
+    示例:
+        query = Query(-200)
+        k_list = [stk.get_kdata(query) for stk in [sm['sz000001'], sm['sz000002']]]
+        ma_list = [MA(CLOSE(k)) for k in k_list]
+        concat_to_df(sm.get_trading_calendar(query), ma_list, head_stock_code=True, head_ind_name=False)
+
+    输出：
+                date	SZ000001	SZ000002
+        0	2023-05-12 00:00:00	12.620000	15.060000
+        1	2023-05-15 00:00:00	12.725000	15.060000
+        2	2023-05-16 00:00:00	12.690000	15.010000
+        3	2023-05-17 00:00:00	12.640000	14.952500
+        4	2023-05-18 00:00:00	12.610000	14.886000
+        ...	...	...	...
+        195	2024-03-01 00:00:00	9.950455	9.837273
+        196	2024-03-04 00:00:00	9.995909	9.838182
+        197	2024-03-05 00:00:00	10.038182	9.816364
+        198	2024-03-06 00:00:00	10.070455	9.776818
+        199	2024-03-07 00:00:00	10.101364	9.738182
+    """
+    df = dates.to_df('ms')
+    if not ind_list:
+        return df
+    for i in range(len(ind_list)):
+        ind = ind_list[i]
+        if head_ind_name and head_stock_code:
+            name = f"{ind.name}/{ind.get_context().get_stock().market_code}"
+        elif head_ind_name:
+            name = f'{ind.name}{i}'
+        else:
+            name = ind.get_context().get_stock().market_code
+        df = pd.merge(df, ind.to_df()[['datetime', 'value1']].rename(
+            columns={'value1': name}), on='datetime', how='left')
+    return df
+
+
+def df_to_ind(df, col_name, col_date=None):
+    """
+    将 pandas.DataFrame 指定列转化为 Indicator
+
+    示例，从 akshare 获取美国国债10年期收益率:
+
+        import akshare as ak
+        df = ak.bond_zh_us_rate("19901219")
+        x = df_to_ind(df, '美国国债收益率10年', '日期')
+
+    :param df: pandas.DataFrame
+    :param col_name: 指定列名
+    :param col_date: 指定日期列名 (为None时忽略, 否则该列为对应参考日期)
+    :return: Indicator
+    """
+    if col_date is not None:
+        dates = df[col_date]
+        dates = DatetimeList([Datetime(x) for x in dates])
+        return PRICELIST(df[col_name], align_dates=dates)
+    return PRICELIST(df[col_name])
+
+
+# 避免 python 中公式原型必须加括号
+KDATA = C_KDATA()
+CLOSE = C_CLOSE()
+OPEN = C_OPEN()
+HIGH = C_HIGH()
+LOW = C_LOW()
+AMO = C_AMO()
+VOL = C_VOL()
+
+# 同名指标
+VALUE = PRICELIST
+CAPITAL = LIUTONGPAN
+CONST = LASTVALUE
+STD = STDEV

hikyuu/indicator/pyind.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from .indicator import *
+
+
+def KDJ(kdata=None, n=9, m1=3, m2=3):
+    """ 经典 KDJ 随机指标
+
+        :param KData kdata: 关联的K线数据
+        :param int n:
+        :param int m1:
+        :param int m2:
+        :return: k, d, j
+    """
+    rsv = (CLOSE() - LLV(LOW(), n)) / (HHV(HIGH(), n) - LLV(LOW(), n)) * 100
+    k = SMA(rsv, m1, 1)
+    d = SMA(k, m2, 1)
+    j = 3 * k - 2 * d
+    if kdata is not None:
+        k.set_context(kdata)
+        j.set_context(kdata)
+        d.set_context(kdata)
+    return k, d, j

hikyuu/interactive.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+from hikyuu import *
+
+load_hikyuu()
+
+blocka = Block("A", "ALL")
+for s in sm:
+    if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ):
+        blocka.add(s)
+zsbk_a = blocka
+blocksh = Block("A", "SH")
+for s in blocka:
+    if s.market == "SH":
+        blocksh.add(s)
+zsbk_sh = blocksh
+blocksz = Block("A", "SZ")
+for s in blocka:
+    if s.market == "SZ":
+        blocksz.add(s)
+zsbk_sz = blocksz
+blockbj = Block("A", "BJ")
+for s in blocka:
+    if s.market == "BJ":
+        blockbj.add(s)
+zsbk_bj = blockbj
+blockg = Block("G", "创业板")
+for s in sm:
+    if s.type == constant.STOCKTYPE_GEM:
+        blockg.add(s)
+zsbk_cyb = blockg
+blockstart = Block("START", "科创板")
+for s in sm:
+    if s.type == constant.STOCKTYPE_START:
+        blockstart.add(s)
+blockzxb = Block("A", "中小板")
+for s in blocksz:
+    if s.code[:3] == "002":
+        blockzxb.add(s)
+zsbk_zxb = blockzxb
+zsbk_sh50 = sm.get_block("指数板块", "上证50")
+zsbk_sh180 = sm.get_block("指数板块", "上证180")
+zsbk_hs300 = sm.get_block("指数板块", "沪深300")
+zsbk_zz100 = sm.get_block("指数板块", "中证100")

hikyuu/plugin/__init__.py

@@ -0,0 +1 @@
+