hikyuu 2.6.8__py3-none-manylinux2014_x86_64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- hikyuu/LICENSE.txt +21 -0
- hikyuu/__init__.py +577 -0
- hikyuu/__init__.pyi +872 -0
- hikyuu/analysis/__init__.py +14 -0
- hikyuu/analysis/__init__.pyi +572 -0
- hikyuu/analysis/analysis.py +151 -0
- hikyuu/analysis/analysis.pyi +602 -0
- hikyuu/config/__init__.py +1 -0
- hikyuu/config/block/__init__.py +0 -0
- hikyuu/config/block/dybk.ini +5357 -0
- hikyuu/config/block/gnbk.ini +50024 -0
- hikyuu/config/block/hybk.ini +5464 -0
- hikyuu/config/block/self.ini +10 -0
- hikyuu/config/block/zsbk.ini +65543 -0
- hikyuu/core.py +27 -0
- hikyuu/core.pyi +567 -0
- hikyuu/cpp/__init__.py +1 -0
- hikyuu/cpp/__init__.pyi +3 -0
- hikyuu/cpp/core310.pyi +14374 -0
- hikyuu/cpp/core310.so +0 -0
- hikyuu/cpp/core311.pyi +14179 -0
- hikyuu/cpp/core311.so +0 -0
- hikyuu/cpp/core312.pyi +14179 -0
- hikyuu/cpp/core312.so +0 -0
- hikyuu/cpp/core313.pyi +14353 -0
- hikyuu/cpp/core313.so +0 -0
- hikyuu/cpp/core39.pyi +14374 -0
- hikyuu/cpp/core39.so +0 -0
- hikyuu/cpp/i18n/__init__.py +0 -0
- hikyuu/cpp/i18n/zh_CN/__init__.py +0 -0
- hikyuu/cpp/i18n/zh_CN/hikyuu.mo +0 -0
- hikyuu/cpp/libcrypto.so.1.1 +0 -0
- hikyuu/cpp/libhikyuu.so +0 -0
- hikyuu/cpp/libhku_hdf5.so +0 -0
- hikyuu/cpp/libhku_hdf5.so.200 +0 -0
- hikyuu/cpp/libhku_hdf5.so.200.2.0 +0 -0
- hikyuu/cpp/libhku_hdf5_cpp.so +0 -0
- hikyuu/cpp/libhku_hdf5_cpp.so.200 +0 -0
- hikyuu/cpp/libhku_hdf5_cpp.so.200.2.0 +0 -0
- hikyuu/cpp/libhku_hdf5_hl.so +0 -0
- hikyuu/cpp/libhku_hdf5_hl.so.200 +0 -0
- hikyuu/cpp/libhku_hdf5_hl.so.200.1.0 +0 -0
- hikyuu/cpp/libhku_hdf5_hl_cpp.so +0 -0
- hikyuu/cpp/libhku_hdf5_hl_cpp.so.200 +0 -0
- hikyuu/cpp/libhku_hdf5_hl_cpp.so.200.1.0 +0 -0
- hikyuu/cpp/libhku_hdf5_tools.so +0 -0
- hikyuu/cpp/libhku_hdf5_tools.so.200 +0 -0
- hikyuu/cpp/libhku_hdf5_tools.so.200.1.1 +0 -0
- hikyuu/cpp/libmysqlclient.so +0 -0
- hikyuu/cpp/libmysqlclient.so.21 +0 -0
- hikyuu/cpp/libsqlite3.so +0 -0
- hikyuu/cpp/libssl.so.1.1 +0 -0
- hikyuu/data/__init__.py +1 -0
- hikyuu/data/clickhouse_upgrade/__init__.py +1 -0
- hikyuu/data/clickhouse_upgrade/createdb.sql +1085 -0
- hikyuu/data/common.py +248 -0
- hikyuu/data/common_clickhouse.py +465 -0
- hikyuu/data/common_h5.py +398 -0
- hikyuu/data/common_mysql.py +521 -0
- hikyuu/data/common_pytdx.py +126 -0
- hikyuu/data/common_sqlite3.py +141 -0
- hikyuu/data/em_block_to_clickhouse.py +120 -0
- hikyuu/data/em_block_to_mysql.py +121 -0
- hikyuu/data/em_block_to_sqlite.py +122 -0
- hikyuu/data/hku_config_template.py +335 -0
- hikyuu/data/mysql_upgrade/0001.sql +5 -0
- hikyuu/data/mysql_upgrade/0002.sql +3 -0
- hikyuu/data/mysql_upgrade/0003.sql +9 -0
- hikyuu/data/mysql_upgrade/0004.sql +26 -0
- hikyuu/data/mysql_upgrade/0005.sql +3 -0
- hikyuu/data/mysql_upgrade/0006.sql +2 -0
- hikyuu/data/mysql_upgrade/0007.sql +20 -0
- hikyuu/data/mysql_upgrade/0008.sql +6 -0
- hikyuu/data/mysql_upgrade/0009.sql +36 -0
- hikyuu/data/mysql_upgrade/0010.sql +5 -0
- hikyuu/data/mysql_upgrade/0011.sql +5 -0
- hikyuu/data/mysql_upgrade/0012.sql +5 -0
- hikyuu/data/mysql_upgrade/0013.sql +2389 -0
- hikyuu/data/mysql_upgrade/0014.sql +3 -0
- hikyuu/data/mysql_upgrade/0015.sql +4 -0
- hikyuu/data/mysql_upgrade/0016.sql +4 -0
- hikyuu/data/mysql_upgrade/0017.sql +5 -0
- hikyuu/data/mysql_upgrade/0018.sql +2 -0
- hikyuu/data/mysql_upgrade/0019.sql +6 -0
- hikyuu/data/mysql_upgrade/0020.sql +4 -0
- hikyuu/data/mysql_upgrade/0021.sql +4 -0
- hikyuu/data/mysql_upgrade/0022.sql +5 -0
- hikyuu/data/mysql_upgrade/0023.sql +4 -0
- hikyuu/data/mysql_upgrade/0024.sql +2 -0
- hikyuu/data/mysql_upgrade/0025.sql +61 -0
- hikyuu/data/mysql_upgrade/0026.sql +9 -0
- hikyuu/data/mysql_upgrade/0027.sql +6 -0
- hikyuu/data/mysql_upgrade/0028.sql +95 -0
- hikyuu/data/mysql_upgrade/__init__.py +1 -0
- hikyuu/data/mysql_upgrade/createdb.sql +265 -0
- hikyuu/data/pytdx_finance_to_clickhouse.py +107 -0
- hikyuu/data/pytdx_finance_to_mysql.py +129 -0
- hikyuu/data/pytdx_finance_to_sqlite.py +162 -0
- hikyuu/data/pytdx_to_clickhouse.py +841 -0
- hikyuu/data/pytdx_to_h5.py +705 -0
- hikyuu/data/pytdx_to_mysql.py +839 -0
- hikyuu/data/pytdx_to_taos.py +736 -0
- hikyuu/data/pytdx_weight_to_clickhouse.py +191 -0
- hikyuu/data/pytdx_weight_to_mysql.py +196 -0
- hikyuu/data/pytdx_weight_to_sqlite.py +192 -0
- hikyuu/data/sqlite_mem.py +84 -0
- hikyuu/data/sqlite_mem_sql/__init__.py +1 -0
- hikyuu/data/sqlite_mem_sql/createdb.sql +126 -0
- hikyuu/data/sqlite_upgrade/0001.sql +4 -0
- hikyuu/data/sqlite_upgrade/0002.sql +48 -0
- hikyuu/data/sqlite_upgrade/0003.sql +18 -0
- hikyuu/data/sqlite_upgrade/0004.sql +11 -0
- hikyuu/data/sqlite_upgrade/0005.sql +28 -0
- hikyuu/data/sqlite_upgrade/0006.sql +5 -0
- hikyuu/data/sqlite_upgrade/0007.sql +4 -0
- hikyuu/data/sqlite_upgrade/0008.sql +22 -0
- hikyuu/data/sqlite_upgrade/0009.sql +8 -0
- hikyuu/data/sqlite_upgrade/0010.sql +5 -0
- hikyuu/data/sqlite_upgrade/0011.sql +16 -0
- hikyuu/data/sqlite_upgrade/0012.sql +15 -0
- hikyuu/data/sqlite_upgrade/0013.sql +9 -0
- hikyuu/data/sqlite_upgrade/0014.sql +607 -0
- hikyuu/data/sqlite_upgrade/0015.sql +7 -0
- hikyuu/data/sqlite_upgrade/0016.sql +8 -0
- hikyuu/data/sqlite_upgrade/0017.sql +16 -0
- hikyuu/data/sqlite_upgrade/0018.sql +5 -0
- hikyuu/data/sqlite_upgrade/0019.sql +4 -0
- hikyuu/data/sqlite_upgrade/0020.sql +4 -0
- hikyuu/data/sqlite_upgrade/0021.sql +6 -0
- hikyuu/data/sqlite_upgrade/0022.sql +6 -0
- hikyuu/data/sqlite_upgrade/0023.sql +7 -0
- hikyuu/data/sqlite_upgrade/0024.sql +22 -0
- hikyuu/data/sqlite_upgrade/0025.sql +63 -0
- hikyuu/data/sqlite_upgrade/0026.sql +10 -0
- hikyuu/data/sqlite_upgrade/0027.sql +8 -0
- hikyuu/data/sqlite_upgrade/0028.sql +97 -0
- hikyuu/data/sqlite_upgrade/__init__.py +1 -0
- hikyuu/data/sqlite_upgrade/createdb.sql +61 -0
- hikyuu/data/tdx_to_clickhouse.py +448 -0
- hikyuu/data/tdx_to_h5.py +464 -0
- hikyuu/data/tdx_to_mysql.py +464 -0
- hikyuu/data/weight_to_mysql.py +72 -0
- hikyuu/data/weight_to_sqlite.py +70 -0
- hikyuu/data/zh_bond10_to_clickhouse.py +49 -0
- hikyuu/data/zh_bond10_to_mysql.py +30 -0
- hikyuu/data/zh_bond10_to_sqlite.py +42 -0
- hikyuu/data_driver/__init__.py +49 -0
- hikyuu/data_driver/jqdata_data_driver.py +277 -0
- hikyuu/data_driver/pytdx_data_driver.py +292 -0
- hikyuu/draw/__init__.py +65 -0
- hikyuu/draw/__init__.pyi +35 -0
- hikyuu/draw/drawplot/__init__.py +309 -0
- hikyuu/draw/drawplot/__init__.pyi +139 -0
- hikyuu/draw/drawplot/bokeh_draw.py +583 -0
- hikyuu/draw/drawplot/bokeh_draw.pyi +872 -0
- hikyuu/draw/drawplot/common.py +89 -0
- hikyuu/draw/drawplot/common.pyi +10 -0
- hikyuu/draw/drawplot/echarts_draw.py +598 -0
- hikyuu/draw/drawplot/echarts_draw.pyi +758 -0
- hikyuu/draw/drawplot/icon/1.png +0 -0
- hikyuu/draw/drawplot/icon/10.png +0 -0
- hikyuu/draw/drawplot/icon/11.png +0 -0
- hikyuu/draw/drawplot/icon/12.png +0 -0
- hikyuu/draw/drawplot/icon/13.png +0 -0
- hikyuu/draw/drawplot/icon/14.png +0 -0
- hikyuu/draw/drawplot/icon/15.png +0 -0
- hikyuu/draw/drawplot/icon/16.png +0 -0
- hikyuu/draw/drawplot/icon/17.png +0 -0
- hikyuu/draw/drawplot/icon/18.png +0 -0
- hikyuu/draw/drawplot/icon/19.png +0 -0
- hikyuu/draw/drawplot/icon/2.png +0 -0
- hikyuu/draw/drawplot/icon/20.png +0 -0
- hikyuu/draw/drawplot/icon/21.png +0 -0
- hikyuu/draw/drawplot/icon/22.png +0 -0
- hikyuu/draw/drawplot/icon/23.png +0 -0
- hikyuu/draw/drawplot/icon/24.png +0 -0
- hikyuu/draw/drawplot/icon/25.png +0 -0
- hikyuu/draw/drawplot/icon/26.png +0 -0
- hikyuu/draw/drawplot/icon/27.png +0 -0
- hikyuu/draw/drawplot/icon/28.png +0 -0
- hikyuu/draw/drawplot/icon/29.png +0 -0
- hikyuu/draw/drawplot/icon/3.png +0 -0
- hikyuu/draw/drawplot/icon/30.png +0 -0
- hikyuu/draw/drawplot/icon/31.png +0 -0
- hikyuu/draw/drawplot/icon/32.png +0 -0
- hikyuu/draw/drawplot/icon/33.png +0 -0
- hikyuu/draw/drawplot/icon/34.png +0 -0
- hikyuu/draw/drawplot/icon/35.png +0 -0
- hikyuu/draw/drawplot/icon/36.png +0 -0
- hikyuu/draw/drawplot/icon/37.png +0 -0
- hikyuu/draw/drawplot/icon/38.png +0 -0
- hikyuu/draw/drawplot/icon/39.png +0 -0
- hikyuu/draw/drawplot/icon/4.png +0 -0
- hikyuu/draw/drawplot/icon/40.png +0 -0
- hikyuu/draw/drawplot/icon/41.png +0 -0
- hikyuu/draw/drawplot/icon/42.png +0 -0
- hikyuu/draw/drawplot/icon/43.png +0 -0
- hikyuu/draw/drawplot/icon/44.png +0 -0
- hikyuu/draw/drawplot/icon/45.png +0 -0
- hikyuu/draw/drawplot/icon/46.png +0 -0
- hikyuu/draw/drawplot/icon/47.png +0 -0
- hikyuu/draw/drawplot/icon/48.png +0 -0
- hikyuu/draw/drawplot/icon/49.png +0 -0
- hikyuu/draw/drawplot/icon/5.png +0 -0
- hikyuu/draw/drawplot/icon/6.png +0 -0
- hikyuu/draw/drawplot/icon/7.png +0 -0
- hikyuu/draw/drawplot/icon/8.png +0 -0
- hikyuu/draw/drawplot/icon/9.png +0 -0
- hikyuu/draw/drawplot/icon/__init__.py +0 -0
- hikyuu/draw/drawplot/matplotlib_draw.py +1620 -0
- hikyuu/draw/drawplot/matplotlib_draw.pyi +1234 -0
- hikyuu/draw/elder.py +135 -0
- hikyuu/draw/elder.pyi +44 -0
- hikyuu/draw/kaufman.py +192 -0
- hikyuu/draw/kaufman.pyi +38 -0
- hikyuu/draw/volume.py +122 -0
- hikyuu/draw/volume.pyi +31 -0
- hikyuu/examples/Turtle_SG.py +47 -0
- hikyuu/examples/__init__.py +1 -0
- hikyuu/examples/examples_init.py +33 -0
- hikyuu/examples/notebook/000-Index.ipynb +76 -0
- hikyuu/examples/notebook/001-overview.ipynb +325 -0
- hikyuu/examples/notebook/002-HowToGetStock.ipynb +484 -0
- hikyuu/examples/notebook/003-HowToGetKDataAndDraw.ipynb +383 -0
- hikyuu/examples/notebook/004-IndicatorOverview.ipynb +568 -0
- hikyuu/examples/notebook/005-Drawplot.ipynb +350 -0
- hikyuu/examples/notebook/006-TradeManager.ipynb +1128 -0
- hikyuu/examples/notebook/007-SystemDetails.ipynb +394 -0
- hikyuu/examples/notebook/008-Pickle.ipynb +127 -0
- hikyuu/examples/notebook/009-RealData.ipynb +110 -0
- hikyuu/examples/notebook/010-Portfolio.ipynb +968 -0
- hikyuu/examples/notebook/Demo/Demo1.ipynb +623 -0
- hikyuu/examples/notebook/Demo/Demo2.ipynb +665 -0
- hikyuu/examples/notebook/Demo/__init__.py +1 -0
- hikyuu/examples/notebook/README.md +1 -0
- hikyuu/examples/notebook/__init__.py +1 -0
- hikyuu/examples/notebook/images/002_01_block_config.png +0 -0
- hikyuu/examples/notebook/images/008_01_tocsv.png +0 -0
- hikyuu/examples/notebook/images/008_02_tocsv_look.png +0 -0
- hikyuu/examples/notebook/images/008_03_pickle.png +0 -0
- hikyuu/examples/notebook/images/__init__.py +1 -0
- hikyuu/examples/quick_crtsg.py +40 -0
- hikyuu/extend.py +289 -0
- hikyuu/extend.pyi +658 -0
- hikyuu/fetcher/__init__.py +8 -0
- hikyuu/fetcher/proxy/__init__.py +12 -0
- hikyuu/fetcher/proxy/proxy.py +39 -0
- hikyuu/fetcher/proxy/zhima.py +63 -0
- hikyuu/fetcher/stock/__init__.py +8 -0
- hikyuu/fetcher/stock/zh_block_em.py +562 -0
- hikyuu/fetcher/stock/zh_stock_a_huatai.py +51 -0
- hikyuu/fetcher/stock/zh_stock_a_pytdx.py +129 -0
- hikyuu/fetcher/stock/zh_stock_a_qmt.py +57 -0
- hikyuu/fetcher/stock/zh_stock_a_sina_qq.py +185 -0
- hikyuu/flat/Spot.py +336 -0
- hikyuu/flat/SpotList.py +74 -0
- hikyuu/flat/__init__.py +4 -0
- hikyuu/gui/HikyuuTDX.py +1062 -0
- hikyuu/gui/__init__.py +1 -0
- hikyuu/gui/data/CollectSpotThread.py +43 -0
- hikyuu/gui/data/CollectToMemThread.py +123 -0
- hikyuu/gui/data/CollectToMySQLThread.py +178 -0
- hikyuu/gui/data/EscapetimeThread.py +32 -0
- hikyuu/gui/data/ImportBlockInfoTask.py +67 -0
- hikyuu/gui/data/ImportHistoryFinanceTask.py +161 -0
- hikyuu/gui/data/ImportPytdxTimeToH5Task.py +106 -0
- hikyuu/gui/data/ImportPytdxToH5Task.py +112 -0
- hikyuu/gui/data/ImportPytdxTransToH5Task.py +106 -0
- hikyuu/gui/data/ImportQmtToH5Task.py +209 -0
- hikyuu/gui/data/ImportTdxToH5Task.py +130 -0
- hikyuu/gui/data/ImportWeightToSqliteTask.py +128 -0
- hikyuu/gui/data/ImportZhBond10Task.py +59 -0
- hikyuu/gui/data/MainWindow.py +1003 -0
- hikyuu/gui/data/SchedImportThread.py +62 -0
- hikyuu/gui/data/UsePytdxImportToH5Thread.py +394 -0
- hikyuu/gui/data/UseQmtImportToH5Thread.py +317 -0
- hikyuu/gui/data/UseTdxImportToH5Thread.py +357 -0
- hikyuu/gui/data/__init__.py +1 -0
- hikyuu/gui/data/tool.py +43 -0
- hikyuu/gui/dataserver.py +33 -0
- hikyuu/gui/hikyuu.ico +0 -0
- hikyuu/gui/images/hikyuu_small.png +0 -0
- hikyuu/gui/images/star.png +0 -0
- hikyuu/gui/importdata.py +166 -0
- hikyuu/gui/spot_server.py +326 -0
- hikyuu/gui/start_huatai_insight.py +510 -0
- hikyuu/gui/start_qmt.py +139 -0
- hikyuu/hub.py +771 -0
- hikyuu/hub.pyi +295 -0
- hikyuu/include/__init__.py +1 -0
- hikyuu/include/hikyuu/Block.h +193 -0
- hikyuu/include/hikyuu/DataType.h +179 -0
- hikyuu/include/hikyuu/GlobalInitializer.h +46 -0
- hikyuu/include/hikyuu/HistoryFinanceInfo.h +35 -0
- hikyuu/include/hikyuu/KData.h +334 -0
- hikyuu/include/hikyuu/KDataImp.h +83 -0
- hikyuu/include/hikyuu/KDataPrivatedBufferImp.h +73 -0
- hikyuu/include/hikyuu/KDataSharedBufferImp.h +69 -0
- hikyuu/include/hikyuu/KQuery.h +289 -0
- hikyuu/include/hikyuu/KRecord.h +97 -0
- hikyuu/include/hikyuu/MarketInfo.h +138 -0
- hikyuu/include/hikyuu/Stock.h +376 -0
- hikyuu/include/hikyuu/StockManager.h +418 -0
- hikyuu/include/hikyuu/StockMapIterator.h +72 -0
- hikyuu/include/hikyuu/StockTypeInfo.h +133 -0
- hikyuu/include/hikyuu/StockWeight.h +148 -0
- hikyuu/include/hikyuu/StrategyContext.h +116 -0
- hikyuu/include/hikyuu/TimeLineRecord.h +71 -0
- hikyuu/include/hikyuu/TransRecord.h +73 -0
- hikyuu/include/hikyuu/ZhBond10.h +36 -0
- hikyuu/include/hikyuu/__init__.py +1 -0
- hikyuu/include/hikyuu/analysis/__init__.py +1 -0
- hikyuu/include/hikyuu/analysis/analysis_sys.h +76 -0
- hikyuu/include/hikyuu/analysis/combinate.h +115 -0
- hikyuu/include/hikyuu/config.h +51 -0
- hikyuu/include/hikyuu/data_driver/BaseInfoDriver.h +236 -0
- hikyuu/include/hikyuu/data_driver/BlockInfoDriver.h +108 -0
- hikyuu/include/hikyuu/data_driver/DataDriverFactory.h +58 -0
- hikyuu/include/hikyuu/data_driver/DriverConnectPool.h +146 -0
- hikyuu/include/hikyuu/data_driver/HistoryFinanceReader.h +36 -0
- hikyuu/include/hikyuu/data_driver/KDataDriver.h +199 -0
- hikyuu/include/hikyuu/data_driver/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/base_info/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/base_info/mysql/MySQLBaseInfoDriver.h +54 -0
- hikyuu/include/hikyuu/data_driver/base_info/mysql/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/base_info/sqlite/SQLiteBaseInfoDriver.h +50 -0
- hikyuu/include/hikyuu/data_driver/base_info/sqlite/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/HistoryFinanceFieldTable.h +19 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/HistoryFinanceTable.h +23 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/HolidayTable.h +29 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/MarketInfoTable.h +127 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/StockTable.h +64 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/StockTypeInfoTable.h +108 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/StockWeightTable.h +52 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/ZhBond10Table.h +20 -0
- hikyuu/include/hikyuu/data_driver/base_info/table/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/block_info/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/block_info/mysql/MySQLBlockInfoDriver.h +36 -0
- hikyuu/include/hikyuu/data_driver/block_info/mysql/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/block_info/qianlong/QLBlockInfoDriver.h +31 -0
- hikyuu/include/hikyuu/data_driver/block_info/qianlong/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/block_info/sqlite/SQLiteBlockInfoDriver.h +36 -0
- hikyuu/include/hikyuu/data_driver/block_info/sqlite/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/DoNothingKDataDriver.h +33 -0
- hikyuu/include/hikyuu/data_driver/kdata/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/cvs/KDataTempCsvDriver.h +106 -0
- hikyuu/include/hikyuu/data_driver/kdata/cvs/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5KDataDriver.h +89 -0
- hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5Record.h +50 -0
- hikyuu/include/hikyuu/data_driver/kdata/hdf5/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/mysql/KRecordTable.h +164 -0
- hikyuu/include/hikyuu/data_driver/kdata/mysql/MySQLKDataDriver.h +78 -0
- hikyuu/include/hikyuu/data_driver/kdata/mysql/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/sqlite/SQLiteKDataDriver.h +62 -0
- hikyuu/include/hikyuu/data_driver/kdata/sqlite/__init__.py +1 -0
- hikyuu/include/hikyuu/data_driver/kdata/tdx/TdxKDataDriver.h +63 -0
- hikyuu/include/hikyuu/data_driver/kdata/tdx/__init__.py +1 -0
- hikyuu/include/hikyuu/debug.h +32 -0
- hikyuu/include/hikyuu/doc.h +170 -0
- hikyuu/include/hikyuu/global/GlobalSpotAgent.h +41 -0
- hikyuu/include/hikyuu/global/SpotRecord.h +36 -0
- hikyuu/include/hikyuu/global/__init__.py +1 -0
- hikyuu/include/hikyuu/global/agent/SpotAgent.h +148 -0
- hikyuu/include/hikyuu/global/agent/__init__.py +1 -0
- hikyuu/include/hikyuu/global/agent/spot_generated.h +343 -0
- hikyuu/include/hikyuu/global/schedule/__init__.py +1 -0
- hikyuu/include/hikyuu/global/schedule/inner_tasks.h +16 -0
- hikyuu/include/hikyuu/global/schedule/scheduler.h +24 -0
- hikyuu/include/hikyuu/global/sysinfo.h +67 -0
- hikyuu/include/hikyuu/hikyuu.h +55 -0
- hikyuu/include/hikyuu/indicator/IndParam.h +39 -0
- hikyuu/include/hikyuu/indicator/Indicator.h +487 -0
- hikyuu/include/hikyuu/indicator/Indicator2InImp.h +75 -0
- hikyuu/include/hikyuu/indicator/IndicatorImp.h +490 -0
- hikyuu/include/hikyuu/indicator/__init__.py +1 -0
- hikyuu/include/hikyuu/indicator/build_in.h +133 -0
- hikyuu/include/hikyuu/indicator/crt/ABS.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/ACOS.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/AD.h +28 -0
- hikyuu/include/hikyuu/indicator/crt/ADVANCE.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/ALIGN.h +42 -0
- hikyuu/include/hikyuu/indicator/crt/AMA.h +114 -0
- hikyuu/include/hikyuu/indicator/crt/ASIN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/ATAN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/ATR.h +33 -0
- hikyuu/include/hikyuu/indicator/crt/AVEDEV.h +45 -0
- hikyuu/include/hikyuu/indicator/crt/BACKSET.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/BARSCOUNT.h +37 -0
- hikyuu/include/hikyuu/indicator/crt/BARSLAST.h +41 -0
- hikyuu/include/hikyuu/indicator/crt/BARSLASTCOUNT.h +33 -0
- hikyuu/include/hikyuu/indicator/crt/BARSSINCE.h +53 -0
- hikyuu/include/hikyuu/indicator/crt/BETWEEN.h +85 -0
- hikyuu/include/hikyuu/indicator/crt/BLOCKSETNUM.h +23 -0
- hikyuu/include/hikyuu/indicator/crt/CEILING.h +38 -0
- hikyuu/include/hikyuu/indicator/crt/CONTEXT.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/CORR.h +26 -0
- hikyuu/include/hikyuu/indicator/crt/COS.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/COST.h +37 -0
- hikyuu/include/hikyuu/indicator/crt/COUNT.h +54 -0
- hikyuu/include/hikyuu/indicator/crt/CROSS.h +48 -0
- hikyuu/include/hikyuu/indicator/crt/CVAL.h +35 -0
- hikyuu/include/hikyuu/indicator/crt/CYCLE.h +27 -0
- hikyuu/include/hikyuu/indicator/crt/DECLINE.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/DEVSQ.h +40 -0
- hikyuu/include/hikyuu/indicator/crt/DIFF.h +31 -0
- hikyuu/include/hikyuu/indicator/crt/DISCARD.h +27 -0
- hikyuu/include/hikyuu/indicator/crt/DMA.h +35 -0
- hikyuu/include/hikyuu/indicator/crt/DOWNNDAY.h +43 -0
- hikyuu/include/hikyuu/indicator/crt/DROPNA.h +31 -0
- hikyuu/include/hikyuu/indicator/crt/EMA.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/EVERY.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/EXIST.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/EXP.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/FILTER.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/FINANCE.h +20 -0
- hikyuu/include/hikyuu/indicator/crt/FLOOR.h +38 -0
- hikyuu/include/hikyuu/indicator/crt/HHV.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/HHVBARS.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/HSL.h +27 -0
- hikyuu/include/hikyuu/indicator/crt/IC.h +49 -0
- hikyuu/include/hikyuu/indicator/crt/ICIR.h +55 -0
- hikyuu/include/hikyuu/indicator/crt/INBLOCK.h +31 -0
- hikyuu/include/hikyuu/indicator/crt/INDEX.h +60 -0
- hikyuu/include/hikyuu/indicator/crt/INSUM.h +33 -0
- hikyuu/include/hikyuu/indicator/crt/INTPART.h +38 -0
- hikyuu/include/hikyuu/indicator/crt/IR.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/ISINF.h +28 -0
- hikyuu/include/hikyuu/indicator/crt/ISINFA.h +28 -0
- hikyuu/include/hikyuu/indicator/crt/ISLASTBAR.h +30 -0
- hikyuu/include/hikyuu/indicator/crt/ISNA.h +29 -0
- hikyuu/include/hikyuu/indicator/crt/JUMPDOWN.h +24 -0
- hikyuu/include/hikyuu/indicator/crt/JUMPUP.h +24 -0
- hikyuu/include/hikyuu/indicator/crt/KALMAN.h +30 -0
- hikyuu/include/hikyuu/indicator/crt/KDATA.h +72 -0
- hikyuu/include/hikyuu/indicator/crt/LAST.h +100 -0
- hikyuu/include/hikyuu/indicator/crt/LASTVALUE.h +29 -0
- hikyuu/include/hikyuu/indicator/crt/LIUTONGPAN.h +24 -0
- hikyuu/include/hikyuu/indicator/crt/LLV.h +46 -0
- hikyuu/include/hikyuu/indicator/crt/LLVBARS.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/LN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/LOG.h +35 -0
- hikyuu/include/hikyuu/indicator/crt/LONGCROSS.h +68 -0
- hikyuu/include/hikyuu/indicator/crt/MA.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/MACD.h +62 -0
- hikyuu/include/hikyuu/indicator/crt/MAX.h +45 -0
- hikyuu/include/hikyuu/indicator/crt/MDD.h +29 -0
- hikyuu/include/hikyuu/indicator/crt/MIN.h +45 -0
- hikyuu/include/hikyuu/indicator/crt/MOD.h +49 -0
- hikyuu/include/hikyuu/indicator/crt/MRR.h +29 -0
- hikyuu/include/hikyuu/indicator/crt/NDAY.h +43 -0
- hikyuu/include/hikyuu/indicator/crt/NOT.h +35 -0
- hikyuu/include/hikyuu/indicator/crt/POS.h +21 -0
- hikyuu/include/hikyuu/indicator/crt/POW.h +48 -0
- hikyuu/include/hikyuu/indicator/crt/PRICELIST.h +47 -0
- hikyuu/include/hikyuu/indicator/crt/RECOVER.h +45 -0
- hikyuu/include/hikyuu/indicator/crt/REF.h +48 -0
- hikyuu/include/hikyuu/indicator/crt/REFX.h +25 -0
- hikyuu/include/hikyuu/indicator/crt/REPLACE.h +29 -0
- hikyuu/include/hikyuu/indicator/crt/RESULT.h +20 -0
- hikyuu/include/hikyuu/indicator/crt/REVERSE.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/ROC.h +39 -0
- hikyuu/include/hikyuu/indicator/crt/ROCP.h +39 -0
- hikyuu/include/hikyuu/indicator/crt/ROCR.h +39 -0
- hikyuu/include/hikyuu/indicator/crt/ROCR100.h +39 -0
- hikyuu/include/hikyuu/indicator/crt/ROUND.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/ROUNDDOWN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/ROUNDUP.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/RSI.h +27 -0
- hikyuu/include/hikyuu/indicator/crt/SAFTYLOSS.h +79 -0
- hikyuu/include/hikyuu/indicator/crt/SGN.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/SIN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/SLICE.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/SLOPE.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/SMA.h +72 -0
- hikyuu/include/hikyuu/indicator/crt/SPEARMAN.h +25 -0
- hikyuu/include/hikyuu/indicator/crt/SQRT.h +41 -0
- hikyuu/include/hikyuu/indicator/crt/STDEV.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/STDP.h +38 -0
- hikyuu/include/hikyuu/indicator/crt/SUM.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/SUMBARS.h +44 -0
- hikyuu/include/hikyuu/indicator/crt/TAN.h +36 -0
- hikyuu/include/hikyuu/indicator/crt/TIME.h +69 -0
- hikyuu/include/hikyuu/indicator/crt/TIMELINE.h +23 -0
- hikyuu/include/hikyuu/indicator/crt/TIMELINEVOL.h +21 -0
- hikyuu/include/hikyuu/indicator/crt/TR.h +32 -0
- hikyuu/include/hikyuu/indicator/crt/TURNOVER.h +21 -0
- hikyuu/include/hikyuu/indicator/crt/UPNDAY.h +43 -0
- hikyuu/include/hikyuu/indicator/crt/VAR.h +40 -0
- hikyuu/include/hikyuu/indicator/crt/VARP.h +40 -0
- hikyuu/include/hikyuu/indicator/crt/VIGOR.h +34 -0
- hikyuu/include/hikyuu/indicator/crt/WINNER.h +38 -0
- hikyuu/include/hikyuu/indicator/crt/WMA.h +46 -0
- hikyuu/include/hikyuu/indicator/crt/ZHBOND10.h +27 -0
- hikyuu/include/hikyuu/indicator/crt/ZONGGUBEN.h +17 -0
- hikyuu/include/hikyuu/indicator/crt/ZSCORE.h +30 -0
- hikyuu/include/hikyuu/indicator/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/indicator/imp/IAbs.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IAcos.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IAd.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IAdvance.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IAlign.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IAma.h +38 -0
- hikyuu/include/hikyuu/indicator/imp/IAsin.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IAtan.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IAtr.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IBackset.h +33 -0
- hikyuu/include/hikyuu/indicator/imp/IBarsCount.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IBarsLast.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IBarsLastCount.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/IBarsSince.h +34 -0
- hikyuu/include/hikyuu/indicator/imp/IBlockSetNum.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ICeil.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/IContext.h +49 -0
- hikyuu/include/hikyuu/indicator/imp/ICorr.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/ICos.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ICost.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/ICount.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/ICval.h +35 -0
- hikyuu/include/hikyuu/indicator/imp/ICycle.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IDecline.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IDevsq.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IDiff.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IDiscard.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IDma.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IDropna.h +37 -0
- hikyuu/include/hikyuu/indicator/imp/IEma.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IEvery.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IExist.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IExp.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IFilter.h +34 -0
- hikyuu/include/hikyuu/indicator/imp/IFinance.h +25 -0
- hikyuu/include/hikyuu/indicator/imp/IFloor.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/IHhvbars.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IHighLine.h +34 -0
- hikyuu/include/hikyuu/indicator/imp/IHsl.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IIc.h +46 -0
- hikyuu/include/hikyuu/indicator/imp/IInBlock.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IInSum.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IIndex.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IIntpart.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/IIsInf.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IIsInfa.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IIsLastBar.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/IIsNa.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IJumpDown.h +24 -0
- hikyuu/include/hikyuu/indicator/imp/IJumpUp.h +24 -0
- hikyuu/include/hikyuu/indicator/imp/IKData.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IKalman.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/ILastValue.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/ILiuTongPan.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/ILn.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ILog.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ILowLine.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/ILowLineBars.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IMa.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/IMacd.h +41 -0
- hikyuu/include/hikyuu/indicator/imp/IMdd.h +23 -0
- hikyuu/include/hikyuu/indicator/imp/IMrr.h +23 -0
- hikyuu/include/hikyuu/indicator/imp/INot.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IPow.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IPriceList.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IRecover.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IRef.h +34 -0
- hikyuu/include/hikyuu/indicator/imp/IRefX.h +23 -0
- hikyuu/include/hikyuu/indicator/imp/IReplace.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IResult.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IReverse.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/IRoc.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IRocp.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IRocr.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IRocr100.h +29 -0
- hikyuu/include/hikyuu/indicator/imp/IRound.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IRoundDown.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IRoundUp.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/ISaftyLoss.h +44 -0
- hikyuu/include/hikyuu/indicator/imp/ISign.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ISin.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ISlice.h +25 -0
- hikyuu/include/hikyuu/indicator/imp/ISlope.h +25 -0
- hikyuu/include/hikyuu/indicator/imp/ISma.h +34 -0
- hikyuu/include/hikyuu/indicator/imp/ISpearman.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/ISqrt.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/IStdev.h +31 -0
- hikyuu/include/hikyuu/indicator/imp/IStdp.h +33 -0
- hikyuu/include/hikyuu/indicator/imp/ISum.h +27 -0
- hikyuu/include/hikyuu/indicator/imp/ISumBars.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/ITan.h +28 -0
- hikyuu/include/hikyuu/indicator/imp/ITime.h +33 -0
- hikyuu/include/hikyuu/indicator/imp/ITimeLine.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/ITr.h +35 -0
- hikyuu/include/hikyuu/indicator/imp/IVar.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IVarp.h +32 -0
- hikyuu/include/hikyuu/indicator/imp/IVigor.h +35 -0
- hikyuu/include/hikyuu/indicator/imp/IWinner.h +26 -0
- hikyuu/include/hikyuu/indicator/imp/IWma.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IZScore.h +25 -0
- hikyuu/include/hikyuu/indicator/imp/IZhBond10.h +30 -0
- hikyuu/include/hikyuu/indicator/imp/IZongGuBen.h +25 -0
- hikyuu/include/hikyuu/indicator/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/indicator_talib/__init__.py +1 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaAdosc.h +26 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaApo.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaBbands.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaMa.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaMacd.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaMacdext.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaMama.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaMavp.h +27 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaPpo.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaSar.h +26 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaSarext.h +31 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaStddev.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaStoch.h +27 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaStochf.h +26 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaStochrsi.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaT3.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaUltosc.h +26 -0
- hikyuu/include/hikyuu/indicator_talib/imp/TaVar.h +24 -0
- hikyuu/include/hikyuu/indicator_talib/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/indicator_talib/imp/ta_defines.h +237 -0
- hikyuu/include/hikyuu/indicator_talib/imp/ta_imp.h +1328 -0
- hikyuu/include/hikyuu/indicator_talib/ta_crt.h +322 -0
- hikyuu/include/hikyuu/lang.h +27 -0
- hikyuu/include/hikyuu/plugin/KDataToHdf5Importer.h +41 -0
- hikyuu/include/hikyuu/plugin/__init__.py +1 -0
- hikyuu/include/hikyuu/plugin/backtest.h +40 -0
- hikyuu/include/hikyuu/plugin/dataserver.h +43 -0
- hikyuu/include/hikyuu/plugin/device.h +33 -0
- hikyuu/include/hikyuu/plugin/extind.h +195 -0
- hikyuu/include/hikyuu/plugin/hkuextra.h +77 -0
- hikyuu/include/hikyuu/plugin/interface/BackTestPluginInterface.h +27 -0
- hikyuu/include/hikyuu/plugin/interface/DataDriverPluginInterface.h +27 -0
- hikyuu/include/hikyuu/plugin/interface/DataServerPluginInterface.h +24 -0
- hikyuu/include/hikyuu/plugin/interface/DevicePluginInterface.h +26 -0
- hikyuu/include/hikyuu/plugin/interface/ExtendIndicatorsPluginInterface.h +26 -0
- hikyuu/include/hikyuu/plugin/interface/HkuExtraPluginInterface.h +54 -0
- hikyuu/include/hikyuu/plugin/interface/ImportKDataToHdf5PluginInterface.h +45 -0
- hikyuu/include/hikyuu/plugin/interface/TMReportPluginInterface.h +81 -0
- hikyuu/include/hikyuu/plugin/interface/__init__.py +1 -0
- hikyuu/include/hikyuu/plugin/interface/plugins.h +30 -0
- hikyuu/include/hikyuu/python/__init__.py +1 -0
- hikyuu/include/hikyuu/python/convert_any.h +299 -0
- hikyuu/include/hikyuu/python/pickle_support.h +90 -0
- hikyuu/include/hikyuu/python/pybind_utils.h +128 -0
- hikyuu/include/hikyuu/serialization/Block_serialization.h +55 -0
- hikyuu/include/hikyuu/serialization/Datetime_serialization.h +40 -0
- hikyuu/include/hikyuu/serialization/KData_serialization.h +45 -0
- hikyuu/include/hikyuu/serialization/KQuery_serialization.h +79 -0
- hikyuu/include/hikyuu/serialization/KRecord_serialization.h +50 -0
- hikyuu/include/hikyuu/serialization/MarketInfo_serialization.h +68 -0
- hikyuu/include/hikyuu/serialization/PriceList_serialization.h +66 -0
- hikyuu/include/hikyuu/serialization/StockTypeInfo_serialization.h +62 -0
- hikyuu/include/hikyuu/serialization/StockWeight_serialization.h +65 -0
- hikyuu/include/hikyuu/serialization/Stock_serialization.h +47 -0
- hikyuu/include/hikyuu/serialization/TimeDelta_serialization.h +44 -0
- hikyuu/include/hikyuu/serialization/TimeLineRecord_serialization.h +42 -0
- hikyuu/include/hikyuu/serialization/TransRecord_serialization.h +44 -0
- hikyuu/include/hikyuu/serialization/__init__.py +1 -0
- hikyuu/include/hikyuu/serialization/all.h +26 -0
- hikyuu/include/hikyuu/strategy/BrokerTradeManager.h +436 -0
- hikyuu/include/hikyuu/strategy/RunPortfolioInStrategy.h +37 -0
- hikyuu/include/hikyuu/strategy/RunSystemInStrategy.h +38 -0
- hikyuu/include/hikyuu/strategy/Strategy.h +271 -0
- hikyuu/include/hikyuu/strategy/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_manage/BorrowRecord.h +91 -0
- hikyuu/include/hikyuu/trade_manage/CostRecord.h +67 -0
- hikyuu/include/hikyuu/trade_manage/FundsRecord.h +110 -0
- hikyuu/include/hikyuu/trade_manage/LoanRecord.h +64 -0
- hikyuu/include/hikyuu/trade_manage/OrderBrokerBase.h +214 -0
- hikyuu/include/hikyuu/trade_manage/Performance.h +87 -0
- hikyuu/include/hikyuu/trade_manage/PositionExtInfo.h +92 -0
- hikyuu/include/hikyuu/trade_manage/PositionRecord.h +120 -0
- hikyuu/include/hikyuu/trade_manage/TradeCostBase.h +179 -0
- hikyuu/include/hikyuu/trade_manage/TradeManager.h +494 -0
- hikyuu/include/hikyuu/trade_manage/TradeManagerBase.h +850 -0
- hikyuu/include/hikyuu/trade_manage/TradeRecord.h +163 -0
- hikyuu/include/hikyuu/trade_manage/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_manage/build_in.h +19 -0
- hikyuu/include/hikyuu/trade_manage/crt/TC_FixedA.h +45 -0
- hikyuu/include/hikyuu/trade_manage/crt/TC_FixedA2015.h +43 -0
- hikyuu/include/hikyuu/trade_manage/crt/TC_FixedA2017.h +44 -0
- hikyuu/include/hikyuu/trade_manage/crt/TC_TestStub.h +21 -0
- hikyuu/include/hikyuu/trade_manage/crt/TC_Zero.h +25 -0
- hikyuu/include/hikyuu/trade_manage/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_manage/crt/crtTM.h +33 -0
- hikyuu/include/hikyuu/trade_manage/imp/FixedA2015TradeCost.h +53 -0
- hikyuu/include/hikyuu/trade_manage/imp/FixedA2017TradeCost.h +56 -0
- hikyuu/include/hikyuu/trade_manage/imp/FixedATradeCost.h +88 -0
- hikyuu/include/hikyuu/trade_manage/imp/TradeCostStub.h +48 -0
- hikyuu/include/hikyuu/trade_manage/imp/ZeroTradeCost.h +50 -0
- hikyuu/include/hikyuu/trade_manage/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/all.h +24 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h +234 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/build_in.h +17 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h +25 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_FixedWeight.h +26 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_FixedWeightList.h +22 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_MultiFactor.h +21 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/EqualWeightAllocateFunds.h +27 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/FixedWeightAllocateFunds.h +28 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/FixedWeightListAllocateFunds.h +25 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/MultiFactorAllocaterFunds.h +26 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h +249 -0
- hikyuu/include/hikyuu/trade_sys/condition/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/condition/build_in.h +17 -0
- hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Bool.h +22 -0
- hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Logic.h +35 -0
- hikyuu/include/hikyuu/trade_sys/condition/crt/CN_Manual.h +20 -0
- hikyuu/include/hikyuu/trade_sys/condition/crt/CN_OPLine.h +26 -0
- hikyuu/include/hikyuu/trade_sys/condition/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/BoolCondition.h +40 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/ManualCondition.h +23 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/OPLineCondition.h +44 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/AddCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/AndCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/DivCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/MultiCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/OrCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/SubCondition.h +42 -0
- hikyuu/include/hikyuu/trade_sys/condition/imp/logic/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h +197 -0
- hikyuu/include/hikyuu/trade_sys/environment/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/environment/build_in.h +17 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/EV_Bool.h +23 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/EV_Logic.h +35 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/EV_Manual.h +20 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/EV_TwoLine.h +28 -0
- hikyuu/include/hikyuu/trade_sys/environment/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/BoolEnvironment.h +41 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/ManualEnvironment.h +23 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/TwoLineEnvironment.h +47 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/AddEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/AndEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/DivEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/MultiEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/OrEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/SubEnvironment.h +42 -0
- hikyuu/include/hikyuu/trade_sys/environment/imp/logic/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/MoneyManagerBase.h +248 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/build_in.h +22 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedCapital.h +26 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedCapitalFunds.h +26 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedCount.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedCountTps.h +27 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedPercent.h +27 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedRisk.h +26 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_FixedUnits.h +26 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_Nothing.h +24 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/MM_WilliamsFixedRisk.h +27 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedCapitalFundsMM.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedCapitalMoneyManager.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedCountMoneyManager.h +38 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedCountTpsMM.h +44 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedPercentMoneyManager.h +34 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedRiskMoneyManager.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/FixedUnitsMoneyManager.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/NotMoneyManager.h +30 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/WilliamsFixedRiskMoneyManager.h +28 -0
- hikyuu/include/hikyuu/trade_sys/moneymanager/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h +281 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/ScoreRecord.h +51 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/build_in.h +13 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_EqualWeight.h +32 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICIRWeight.h +33 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICWeight.h +33 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_Weight.h +33 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/imp/EqualWeightMultiFactor.h +26 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/imp/ICIRMultiFactor.h +28 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/imp/ICMultiFactor.h +28 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/imp/WeightMultiFactor.h +41 -0
- hikyuu/include/hikyuu/trade_sys/multifactor/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h +258 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/build_in.h +15 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/crt/PF_Simple.h +47 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/crt/PF_WithoutAF.h +50 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/imp/SimplePortfolio.h +53 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/imp/WithoutAFPortfolio.h +57 -0
- hikyuu/include/hikyuu/trade_sys/portfolio/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/ProfitGoalBase.h +194 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/build_in.h +16 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/crt/PG_FixedHoldDays.h +26 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/crt/PG_FixedPercent.h +25 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/crt/PG_NoGoal.h +24 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/imp/FixedHoldDays.h +29 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/imp/FixedPercentProfitGoal.h +28 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/imp/NoGoalProfitGoal.h +27 -0
- hikyuu/include/hikyuu/trade_sys/profitgoal/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h +251 -0
- hikyuu/include/hikyuu/trade_sys/selector/SystemWeight.h +70 -0
- hikyuu/include/hikyuu/trade_sys/selector/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/build_in.h +18 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_Fixed.h +38 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_Logic.h +43 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor.h +40 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_Optimal.h +34 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/SE_Signal.h +30 -0
- hikyuu/include/hikyuu/trade_sys/selector/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/FixedSelector.h +28 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h +59 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/SignalSelector.h +30 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorAddSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorAddValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorDivSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorDivValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorInvertDivValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorInvertSubValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorMulSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorMulValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorSelector.h +108 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorSubSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorSubValueSelector.h +19 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/OperatorValueSelector.h +94 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/logic/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/MaxFundsOptimalSelector.h +27 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/OptimalEvaluateSelector.h +28 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/OptimalSelectorBase.h +87 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h +42 -0
- hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/SignalBase.h +294 -0
- hikyuu/include/hikyuu/trade_sys/signal/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/build_in.h +24 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_AllwaysBuy.h +20 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Band.h +37 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Bool.h +29 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Cross.h +28 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_CrossGold.h +29 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Cycle.h +20 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Flex.h +29 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Logic.h +127 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Manual.h +20 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_OneSide.h +38 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/SG_Single.h +56 -0
- hikyuu/include/hikyuu/trade_sys/signal/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/AllwaysBuySignal.h +25 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/BandSignal.h +46 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/BandSignal2.h +47 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/BoolSignal.h +46 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/CrossGoldSignal.h +46 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/CrossSignal.h +46 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/CycleSignal.h +25 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/ManualSignal.h +23 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/OneSideSignal.h +46 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/SingleSignal.h +45 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/SingleSignal2.h +45 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/AddSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/AddValueSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/AndSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/DivSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/DivValueSignal.h +22 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/MulSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/MulValueSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.h +70 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OperatorValueSignal.h +68 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/OrSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/SubSignal.h +19 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/SubValueSignal.h +22 -0
- hikyuu/include/hikyuu/trade_sys/signal/imp/logic/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/slippage/SlippageBase.h +175 -0
- hikyuu/include/hikyuu/trade_sys/slippage/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/slippage/build_in.h +15 -0
- hikyuu/include/hikyuu/trade_sys/slippage/crt/SP_FixedPercent.h +26 -0
- hikyuu/include/hikyuu/trade_sys/slippage/crt/SP_FixedValue.h +26 -0
- hikyuu/include/hikyuu/trade_sys/slippage/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/slippage/imp/FixedPercentSlippage.h +28 -0
- hikyuu/include/hikyuu/trade_sys/slippage/imp/FixedValueSlippage.h +28 -0
- hikyuu/include/hikyuu/trade_sys/slippage/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/StoplossBase.h +204 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/build_in.h +16 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/crt/ST_FixedPercent.h +25 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/crt/ST_Indicator.h +21 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/crt/ST_Saftyloss.h +37 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/imp/FixedPercentStoploss.h +30 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/imp/IndicatorStoploss.h +49 -0
- hikyuu/include/hikyuu/trade_sys/stoploss/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/system/System.h +653 -0
- hikyuu/include/hikyuu/trade_sys/system/SystemPart.h +54 -0
- hikyuu/include/hikyuu/trade_sys/system/TradeRequest.h +97 -0
- hikyuu/include/hikyuu/trade_sys/system/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/system/build_in.h +15 -0
- hikyuu/include/hikyuu/trade_sys/system/crt/SYS_Simple.h +50 -0
- hikyuu/include/hikyuu/trade_sys/system/crt/SYS_WalkForward.h +21 -0
- hikyuu/include/hikyuu/trade_sys/system/crt/__init__.py +1 -0
- hikyuu/include/hikyuu/trade_sys/system/imp/DelegateSystem.h +50 -0
- hikyuu/include/hikyuu/trade_sys/system/imp/WalkForwardSystem.h +69 -0
- hikyuu/include/hikyuu/trade_sys/system/imp/WalkForwardTradeManager.h +470 -0
- hikyuu/include/hikyuu/trade_sys/system/imp/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/ConnectPool.h +163 -0
- hikyuu/include/hikyuu/utilities/DllLoader.h +226 -0
- hikyuu/include/hikyuu/utilities/FilterNode.h +267 -0
- hikyuu/include/hikyuu/utilities/LRUCache11.h +230 -0
- hikyuu/include/hikyuu/utilities/Log.h +438 -0
- hikyuu/include/hikyuu/utilities/Null.h +176 -0
- hikyuu/include/hikyuu/utilities/Parameter.h +511 -0
- hikyuu/include/hikyuu/utilities/ResourcePool.h +636 -0
- hikyuu/include/hikyuu/utilities/SpendTimer.h +305 -0
- hikyuu/include/hikyuu/utilities/TimerManager.h +552 -0
- hikyuu/include/hikyuu/utilities/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/any_to_string.h +142 -0
- hikyuu/include/hikyuu/utilities/arithmetic.h +411 -0
- hikyuu/include/hikyuu/utilities/base64.h +52 -0
- hikyuu/include/hikyuu/utilities/config.h +39 -0
- hikyuu/include/hikyuu/utilities/cppdef.h +25 -0
- hikyuu/include/hikyuu/utilities/datetime/Datetime.h +460 -0
- hikyuu/include/hikyuu/utilities/datetime/TimeDelta.h +357 -0
- hikyuu/include/hikyuu/utilities/datetime/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/db_connect/AutoTransAction.h +124 -0
- hikyuu/include/hikyuu/utilities/db_connect/DBCondition.h +252 -0
- hikyuu/include/hikyuu/utilities/db_connect/DBConnect.h +30 -0
- hikyuu/include/hikyuu/utilities/db_connect/DBConnectBase.h +658 -0
- hikyuu/include/hikyuu/utilities/db_connect/DBUpgrade.h +28 -0
- hikyuu/include/hikyuu/utilities/db_connect/SQLException.h +62 -0
- hikyuu/include/hikyuu/utilities/db_connect/SQLResultSet.h +248 -0
- hikyuu/include/hikyuu/utilities/db_connect/SQLStatementBase.h +305 -0
- hikyuu/include/hikyuu/utilities/db_connect/TableMacro.h +2579 -0
- hikyuu/include/hikyuu/utilities/db_connect/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/db_connect/mysql/MySQLConnect.h +60 -0
- hikyuu/include/hikyuu/utilities/db_connect/mysql/MySQLStatement.h +88 -0
- hikyuu/include/hikyuu/utilities/db_connect/mysql/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/db_connect/sqlite/SQLiteConnect.h +89 -0
- hikyuu/include/hikyuu/utilities/db_connect/sqlite/SQLiteStatement.h +71 -0
- hikyuu/include/hikyuu/utilities/db_connect/sqlite/SQLiteUtil.h +80 -0
- hikyuu/include/hikyuu/utilities/db_connect/sqlite/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/exception.h +52 -0
- hikyuu/include/hikyuu/utilities/http_client/HttpClient.h +229 -0
- hikyuu/include/hikyuu/utilities/http_client/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/http_client/nng_wrap.h +517 -0
- hikyuu/include/hikyuu/utilities/http_client/url.h +25 -0
- hikyuu/include/hikyuu/utilities/ini_parser/IniParser.h +104 -0
- hikyuu/include/hikyuu/utilities/ini_parser/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/md5.h +41 -0
- hikyuu/include/hikyuu/utilities/moFileReader.h +836 -0
- hikyuu/include/hikyuu/utilities/node/NodeClient.h +175 -0
- hikyuu/include/hikyuu/utilities/node/NodeError.h +66 -0
- hikyuu/include/hikyuu/utilities/node/NodeMessage.h +80 -0
- hikyuu/include/hikyuu/utilities/node/NodeServer.h +246 -0
- hikyuu/include/hikyuu/utilities/node/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/os.h +115 -0
- hikyuu/include/hikyuu/utilities/osdef.h +159 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginBase.h +47 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginClient.h +55 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginLoader.h +118 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginManager.h +72 -0
- hikyuu/include/hikyuu/utilities/plugin/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/runtimeinfo.h +35 -0
- hikyuu/include/hikyuu/utilities/snowflake.h +110 -0
- hikyuu/include/hikyuu/utilities/string_view.h +70 -0
- hikyuu/include/hikyuu/utilities/thread/FuncWrapper.h +85 -0
- hikyuu/include/hikyuu/utilities/thread/GlobalMQStealThreadPool.h +315 -0
- hikyuu/include/hikyuu/utilities/thread/GlobalMQThreadPool.h +271 -0
- hikyuu/include/hikyuu/utilities/thread/GlobalStealThreadPool.h +310 -0
- hikyuu/include/hikyuu/utilities/thread/GlobalThreadPool.h +224 -0
- hikyuu/include/hikyuu/utilities/thread/InterruptFlag.h +46 -0
- hikyuu/include/hikyuu/utilities/thread/MQStealQueue.h +112 -0
- hikyuu/include/hikyuu/utilities/thread/MQThreadPool.h +238 -0
- hikyuu/include/hikyuu/utilities/thread/ThreadPool.h +203 -0
- hikyuu/include/hikyuu/utilities/thread/ThreadSafeQueue.h +105 -0
- hikyuu/include/hikyuu/utilities/thread/WorkStealQueue.h +105 -0
- hikyuu/include/hikyuu/utilities/thread/__init__.py +1 -0
- hikyuu/include/hikyuu/utilities/thread/algorithm.h +116 -0
- hikyuu/include/hikyuu/utilities/thread/thread.h +14 -0
- hikyuu/include/hikyuu/version.h +24 -0
- hikyuu/include/hikyuu/views/__init__.py +1 -0
- hikyuu/include/hikyuu/views/arrow_common.h +38 -0
- hikyuu/include/hikyuu/views/arrow_views.h +117 -0
- hikyuu/indicator/__init__.py +28 -0
- hikyuu/indicator/indicator.py +119 -0
- hikyuu/indicator/pyind.py +47 -0
- hikyuu/interactive.py +68 -0
- hikyuu/plugin/__init__.py +1 -0
- hikyuu/plugin/libbacktest.so +0 -0
- hikyuu/plugin/libclickhousedriver.so +0 -0
- hikyuu/plugin/libdataserver.so +0 -0
- hikyuu/plugin/libdevice.so +0 -0
- hikyuu/plugin/libextind.so +0 -0
- hikyuu/plugin/libhkuextra.so +0 -0
- hikyuu/plugin/libimport2hdf5.so +0 -0
- hikyuu/plugin/libtmreport.so +0 -0
- hikyuu/setup.py +104 -0
- hikyuu/shell/__init__.py +0 -0
- hikyuu/shell/cmdserver.py +126 -0
- hikyuu/shell/hkucmd.py +110 -0
- hikyuu/shell/hkushell.py +20 -0
- hikyuu/strategy/__init__.py +2 -0
- hikyuu/strategy/strategy_demo1.py +53 -0
- hikyuu/strategy/strategy_demo2.py +47 -0
- hikyuu/strategy/strategy_demo3.py +24 -0
- hikyuu/test/AllocateFunds.py +25 -0
- hikyuu/test/Condition.py +95 -0
- hikyuu/test/Datetime.py +61 -0
- hikyuu/test/Environment.py +88 -0
- hikyuu/test/Indicator.py +233 -0
- hikyuu/test/KData.py +64 -0
- hikyuu/test/MarketInfo.py +26 -0
- hikyuu/test/MoneyManager.py +88 -0
- hikyuu/test/Parameter.py +62 -0
- hikyuu/test/ProfitGoal.py +83 -0
- hikyuu/test/Signal.py +160 -0
- hikyuu/test/Slippage.py +88 -0
- hikyuu/test/Stock.py +127 -0
- hikyuu/test/StockTypeInfo.py +47 -0
- hikyuu/test/Stoploss.py +86 -0
- hikyuu/test/TradeCost.py +71 -0
- hikyuu/test/__init__.py +0 -0
- hikyuu/test/test.py +63 -0
- hikyuu/test/test_init.py +95 -0
- hikyuu/test/test_real_tdx_import.py +336 -0
- hikyuu/test/test_tdx_import.py +315 -0
- hikyuu/test/test_tdx_real_data_import.py +281 -0
- hikyuu/tools/__init__.py +1 -0
- hikyuu/tools/copy_file.py +16 -0
- hikyuu/tools/delete_index.py +50 -0
- hikyuu/tools/fenge.py +139 -0
- hikyuu/tools/h5_data_clear.py +163 -0
- hikyuu/tools/mysql_clear_last_day_data.py +61 -0
- hikyuu/tools/update_block_info.py +168 -0
- hikyuu/trade_manage/__init__.py +30 -0
- hikyuu/trade_manage/__init__.pyi +656 -0
- hikyuu/trade_manage/broker.py +95 -0
- hikyuu/trade_manage/broker.pyi +54 -0
- hikyuu/trade_manage/broker_easytrader.py +63 -0
- hikyuu/trade_manage/broker_easytrader.pyi +21 -0
- hikyuu/trade_manage/broker_mail.py +101 -0
- hikyuu/trade_manage/broker_mail.pyi +55 -0
- hikyuu/trade_manage/trade.py +56 -0
- hikyuu/trade_manage/trade.pyi +650 -0
- hikyuu/trade_sys/__init__.py +42 -0
- hikyuu/trade_sys/trade_sys.py +252 -0
- hikyuu/util/__init__.py +51 -0
- hikyuu/util/__init__.pyi +56 -0
- hikyuu/util/check.py +161 -0
- hikyuu/util/check.pyi +63 -0
- hikyuu/util/mylog.py +291 -0
- hikyuu/util/mylog.pyi +72 -0
- hikyuu/util/notebook.py +47 -0
- hikyuu/util/notebook.pyi +23 -0
- hikyuu/util/singleton.py +29 -0
- hikyuu/util/singleton.pyi +18 -0
- hikyuu/util/slice.py +43 -0
- hikyuu/util/slice.pyi +8 -0
- hikyuu/util/timeout.py +83 -0
- hikyuu-2.6.8.dist-info/LICENSE +201 -0
- hikyuu-2.6.8.dist-info/METADATA +171 -0
- hikyuu-2.6.8.dist-info/RECORD +1064 -0
- hikyuu-2.6.8.dist-info/WHEEL +5 -0
- hikyuu-2.6.8.dist-info/entry_points.txt +4 -0
- hikyuu-2.6.8.dist-info/top_level.txt +123 -0
|
@@ -0,0 +1,1128 @@
|
|
|
1
|
+
{
|
|
2
|
+
"cells": [
|
|
3
|
+
{
|
|
4
|
+
"cell_type": "code",
|
|
5
|
+
"execution_count": 1,
|
|
6
|
+
"metadata": {},
|
|
7
|
+
"outputs": [
|
|
8
|
+
{
|
|
9
|
+
"name": "stderr",
|
|
10
|
+
"output_type": "stream",
|
|
11
|
+
"text": [
|
|
12
|
+
"2025-08-11 23:22:45,331 [INFO] runing in interactive session [<module>] (D:\\workspace\\hikyuu\\hikyuu\\__init__.py:109) [hikyuu::hku_info]\n",
|
|
13
|
+
"2025-08-11 23:22:45,331 [INFO] running in jupyter [<module>] (D:\\workspace\\hikyuu\\hikyuu\\__init__.py:116) [hikyuu::hku_info]\n"
|
|
14
|
+
]
|
|
15
|
+
},
|
|
16
|
+
{
|
|
17
|
+
"name": "stdout",
|
|
18
|
+
"output_type": "stream",
|
|
19
|
+
"text": [
|
|
20
|
+
"current plugin path: D:\\workspace\\hikyuu\\hikyuu\\plugin\n",
|
|
21
|
+
"2025-08-11 23:22:45.391 [HKU-I] - Using MYSQL BaseInfoDriver (BaseInfoDriver.cpp:57)\n",
|
|
22
|
+
"2025-08-11 23:22:45.415 [HKU-I] - 加载市场信息…… (StockManager.cpp:572)\n",
|
|
23
|
+
"2025-08-11 23:22:45.422 [HKU-I] - 加载证券类型信息…… (StockManager.cpp:590)\n",
|
|
24
|
+
"2025-08-11 23:22:45.429 [HKU-I] - 加载证券信息…… (StockManager.cpp:476)\n",
|
|
25
|
+
"2025-08-11 23:22:45.540 [HKU-I] - 加载权息数据…… (StockManager.cpp:608)\n",
|
|
26
|
+
"2025-08-11 23:22:46.589 [HKU-I] - 加载板块信息…… (StockManager.cpp:181)\n",
|
|
27
|
+
"2025-08-11 23:22:47.718 [HKU-I] - 加载K线数据…… (StockManager.cpp:185)\n",
|
|
28
|
+
"2025-08-11 23:22:47.718 [HKU-I] - 预加载 day K线数据至缓存 (最大数量: 100000)! (StockManager.cpp:229)\n",
|
|
29
|
+
"2025-08-11 23:22:47.719 [HKU-I] - 2.32 秒数据加载完毕. (StockManager.cpp:191)\n",
|
|
30
|
+
"2025-08-11 23:22:47.719 [HKU-I] - 启动行情接收. (SpotAgent.cpp:39)\n",
|
|
31
|
+
"CPU times: total: 1.52 s\n",
|
|
32
|
+
"Wall time: 3.43 s\n"
|
|
33
|
+
]
|
|
34
|
+
}
|
|
35
|
+
],
|
|
36
|
+
"source": [
|
|
37
|
+
"#%matplotlib inline\n",
|
|
38
|
+
"%time from hikyuu.interactive import *"
|
|
39
|
+
]
|
|
40
|
+
},
|
|
41
|
+
{
|
|
42
|
+
"cell_type": "markdown",
|
|
43
|
+
"metadata": {},
|
|
44
|
+
"source": [
|
|
45
|
+
"# 1 利用 TM 实现简单的记账本\n",
|
|
46
|
+
"\n",
|
|
47
|
+
"TradeManager对象可以理解为一个模拟的交易账户,负责交易的买/卖操作、记录交易记录以及持仓情况,也可以通过修改其买/卖操作的接口实现实盘接入。创建一个模拟交易账户,通常使用快捷创建函数 crtTM。TM对象的基本操作:\n",
|
|
48
|
+
"\n",
|
|
49
|
+
"- buy 买入\n",
|
|
50
|
+
"- sell 卖出\n",
|
|
51
|
+
"- checkin 存入现金\n",
|
|
52
|
+
"- checkout 取出现金\n",
|
|
53
|
+
"\n",
|
|
54
|
+
"可以利用 TM 实现简单的记账本,手工记录自己的操作情况,例如:"
|
|
55
|
+
]
|
|
56
|
+
},
|
|
57
|
+
{
|
|
58
|
+
"cell_type": "code",
|
|
59
|
+
"execution_count": 2,
|
|
60
|
+
"metadata": {},
|
|
61
|
+
"outputs": [
|
|
62
|
+
{
|
|
63
|
+
"name": "stdout",
|
|
64
|
+
"output_type": "stream",
|
|
65
|
+
"text": [
|
|
66
|
+
"TradeManager {\n",
|
|
67
|
+
" params: params[precision(int): 2, save_action(bool): 1, support_borrow_cash(bool): 0, support_borrow_stock(bool): 0, ],\n",
|
|
68
|
+
" name: SYS,\n",
|
|
69
|
+
" init_date: 2017-01-01 00:00:00,\n",
|
|
70
|
+
" init_cash: 100000.00,\n",
|
|
71
|
+
" firstDatetime: 2017-01-03 00:00:00,\n",
|
|
72
|
+
" lastDatetime: 2017-01-03 00:00:00,\n",
|
|
73
|
+
" TradeCostFunc: TradeCostFunc(TC_Zero, params[]),\n",
|
|
74
|
+
" current total funds: 100005.00,\n",
|
|
75
|
+
" current cash: 99089.00,\n",
|
|
76
|
+
" current market_value: 916.00,\n",
|
|
77
|
+
" current short_market_value: 0.00,\n",
|
|
78
|
+
" current base_cash: 100000.00,\n",
|
|
79
|
+
" current base_asset: 0.00,\n",
|
|
80
|
+
" current borrow_cash: 0.00,\n",
|
|
81
|
+
" current borrow_asset: 0.00,\n",
|
|
82
|
+
" Position: \n",
|
|
83
|
+
" SZ000001 平安银行 2017-01-03 00:00:00 2090 100.00 911.00 1230.00 319.00 35.02% 0.32%\n",
|
|
84
|
+
" Short Position: \n",
|
|
85
|
+
" Borrow Stock: \n",
|
|
86
|
+
"}\n"
|
|
87
|
+
]
|
|
88
|
+
}
|
|
89
|
+
],
|
|
90
|
+
"source": [
|
|
91
|
+
"#创建一个初始资金10万元,起始日期2017年1月1日的模拟账户\n",
|
|
92
|
+
"my_tm = crtTM(init_cash=100000, date=Datetime(201701010000))\n",
|
|
93
|
+
"\n",
|
|
94
|
+
"#2017年1月3日以9.11的价格买入100股\n",
|
|
95
|
+
"td = my_tm.buy(Datetime(201701030000), sm['sz000001'], 9.11, 100)\n",
|
|
96
|
+
"\n",
|
|
97
|
+
"#查看当前资金及持仓情况\n",
|
|
98
|
+
"print(my_tm)"
|
|
99
|
+
]
|
|
100
|
+
},
|
|
101
|
+
{
|
|
102
|
+
"cell_type": "code",
|
|
103
|
+
"execution_count": 3,
|
|
104
|
+
"metadata": {},
|
|
105
|
+
"outputs": [
|
|
106
|
+
{
|
|
107
|
+
"data": {
|
|
108
|
+
"text/html": [
|
|
109
|
+
"<div>\n",
|
|
110
|
+
"<style scoped>\n",
|
|
111
|
+
" .dataframe tbody tr th:only-of-type {\n",
|
|
112
|
+
" vertical-align: middle;\n",
|
|
113
|
+
" }\n",
|
|
114
|
+
"\n",
|
|
115
|
+
" .dataframe tbody tr th {\n",
|
|
116
|
+
" vertical-align: top;\n",
|
|
117
|
+
" }\n",
|
|
118
|
+
"\n",
|
|
119
|
+
" .dataframe thead th {\n",
|
|
120
|
+
" text-align: right;\n",
|
|
121
|
+
" }\n",
|
|
122
|
+
"</style>\n",
|
|
123
|
+
"<table border=\"1\" class=\"dataframe\">\n",
|
|
124
|
+
" <thead>\n",
|
|
125
|
+
" <tr style=\"text-align: right;\">\n",
|
|
126
|
+
" <th></th>\n",
|
|
127
|
+
" <th>证券代码</th>\n",
|
|
128
|
+
" <th>证券名称</th>\n",
|
|
129
|
+
" <th>买入时间</th>\n",
|
|
130
|
+
" <th>持仓天数</th>\n",
|
|
131
|
+
" <th>持仓数量</th>\n",
|
|
132
|
+
" <th>投入金额</th>\n",
|
|
133
|
+
" <th>当前市值</th>\n",
|
|
134
|
+
" <th>盈亏金额</th>\n",
|
|
135
|
+
" <th>盈亏百分比</th>\n",
|
|
136
|
+
" <th>止损价</th>\n",
|
|
137
|
+
" <th>目标价</th>\n",
|
|
138
|
+
" <th>清仓时间</th>\n",
|
|
139
|
+
" <th>累计持有数量</th>\n",
|
|
140
|
+
" <th>累计成本</th>\n",
|
|
141
|
+
" <th>累计风险</th>\n",
|
|
142
|
+
" <th>累计买入金额</th>\n",
|
|
143
|
+
" <th>累计卖出金额</th>\n",
|
|
144
|
+
" </tr>\n",
|
|
145
|
+
" </thead>\n",
|
|
146
|
+
" <tbody>\n",
|
|
147
|
+
" <tr>\n",
|
|
148
|
+
" <th>0</th>\n",
|
|
149
|
+
" <td>SZ000001</td>\n",
|
|
150
|
+
" <td>平安银行</td>\n",
|
|
151
|
+
" <td>2017-01-03</td>\n",
|
|
152
|
+
" <td>3142</td>\n",
|
|
153
|
+
" <td>100.0</td>\n",
|
|
154
|
+
" <td>911.0</td>\n",
|
|
155
|
+
" <td>1230.0</td>\n",
|
|
156
|
+
" <td>319.0</td>\n",
|
|
157
|
+
" <td>35.02</td>\n",
|
|
158
|
+
" <td>0.0</td>\n",
|
|
159
|
+
" <td>0.0</td>\n",
|
|
160
|
+
" <td>NaT</td>\n",
|
|
161
|
+
" <td>100.0</td>\n",
|
|
162
|
+
" <td>0.0</td>\n",
|
|
163
|
+
" <td>911.0</td>\n",
|
|
164
|
+
" <td>911.0</td>\n",
|
|
165
|
+
" <td>0.0</td>\n",
|
|
166
|
+
" </tr>\n",
|
|
167
|
+
" </tbody>\n",
|
|
168
|
+
"</table>\n",
|
|
169
|
+
"</div>"
|
|
170
|
+
],
|
|
171
|
+
"text/plain": [
|
|
172
|
+
" 证券代码 证券名称 买入时间 持仓天数 持仓数量 投入金额 当前市值 盈亏金额 盈亏百分比 止损价 \\\n",
|
|
173
|
+
"0 SZ000001 平安银行 2017-01-03 3142 100.0 911.0 1230.0 319.0 35.02 0.0 \n",
|
|
174
|
+
"\n",
|
|
175
|
+
" 目标价 清仓时间 累计持有数量 累计成本 累计风险 累计买入金额 累计卖出金额 \n",
|
|
176
|
+
"0 0.0 NaT 100.0 0.0 911.0 911.0 0.0 "
|
|
177
|
+
]
|
|
178
|
+
},
|
|
179
|
+
"execution_count": 3,
|
|
180
|
+
"metadata": {},
|
|
181
|
+
"output_type": "execute_result"
|
|
182
|
+
}
|
|
183
|
+
],
|
|
184
|
+
"source": [
|
|
185
|
+
"#转化为pandas的DataFrame显示当前持仓情况 \n",
|
|
186
|
+
"position = my_tm.get_position_list()\n",
|
|
187
|
+
"position.to_df()"
|
|
188
|
+
]
|
|
189
|
+
},
|
|
190
|
+
{
|
|
191
|
+
"cell_type": "code",
|
|
192
|
+
"execution_count": 4,
|
|
193
|
+
"metadata": {},
|
|
194
|
+
"outputs": [
|
|
195
|
+
{
|
|
196
|
+
"data": {
|
|
197
|
+
"text/html": [
|
|
198
|
+
"<div>\n",
|
|
199
|
+
"<style scoped>\n",
|
|
200
|
+
" .dataframe tbody tr th:only-of-type {\n",
|
|
201
|
+
" vertical-align: middle;\n",
|
|
202
|
+
" }\n",
|
|
203
|
+
"\n",
|
|
204
|
+
" .dataframe tbody tr th {\n",
|
|
205
|
+
" vertical-align: top;\n",
|
|
206
|
+
" }\n",
|
|
207
|
+
"\n",
|
|
208
|
+
" .dataframe thead th {\n",
|
|
209
|
+
" text-align: right;\n",
|
|
210
|
+
" }\n",
|
|
211
|
+
"</style>\n",
|
|
212
|
+
"<table border=\"1\" class=\"dataframe\">\n",
|
|
213
|
+
" <thead>\n",
|
|
214
|
+
" <tr style=\"text-align: right;\">\n",
|
|
215
|
+
" <th></th>\n",
|
|
216
|
+
" <th>证券代码</th>\n",
|
|
217
|
+
" <th>证券名称</th>\n",
|
|
218
|
+
" <th>交易时间</th>\n",
|
|
219
|
+
" <th>业务名称</th>\n",
|
|
220
|
+
" <th>计划交易价格</th>\n",
|
|
221
|
+
" <th>实际成交价格</th>\n",
|
|
222
|
+
" <th>目标价格</th>\n",
|
|
223
|
+
" <th>交易数量</th>\n",
|
|
224
|
+
" <th>止损价</th>\n",
|
|
225
|
+
" <th>现金余额</th>\n",
|
|
226
|
+
" <th>交易总成本</th>\n",
|
|
227
|
+
" <th>佣金</th>\n",
|
|
228
|
+
" <th>印花税</th>\n",
|
|
229
|
+
" <th>过户费</th>\n",
|
|
230
|
+
" <th>其它成本</th>\n",
|
|
231
|
+
" <th>信号来源</th>\n",
|
|
232
|
+
" <th>备注</th>\n",
|
|
233
|
+
" </tr>\n",
|
|
234
|
+
" </thead>\n",
|
|
235
|
+
" <tbody>\n",
|
|
236
|
+
" <tr>\n",
|
|
237
|
+
" <th>0</th>\n",
|
|
238
|
+
" <td></td>\n",
|
|
239
|
+
" <td></td>\n",
|
|
240
|
+
" <td>2017-01-01</td>\n",
|
|
241
|
+
" <td>INIT</td>\n",
|
|
242
|
+
" <td>100000.0</td>\n",
|
|
243
|
+
" <td>100000.00</td>\n",
|
|
244
|
+
" <td>0.0</td>\n",
|
|
245
|
+
" <td>0.0</td>\n",
|
|
246
|
+
" <td>0.0</td>\n",
|
|
247
|
+
" <td>100000.0</td>\n",
|
|
248
|
+
" <td>0.0</td>\n",
|
|
249
|
+
" <td>0.0</td>\n",
|
|
250
|
+
" <td>0.0</td>\n",
|
|
251
|
+
" <td>0.0</td>\n",
|
|
252
|
+
" <td>0.0</td>\n",
|
|
253
|
+
" <td>--</td>\n",
|
|
254
|
+
" <td></td>\n",
|
|
255
|
+
" </tr>\n",
|
|
256
|
+
" <tr>\n",
|
|
257
|
+
" <th>1</th>\n",
|
|
258
|
+
" <td>SZ000001</td>\n",
|
|
259
|
+
" <td>平安银行</td>\n",
|
|
260
|
+
" <td>2017-01-03</td>\n",
|
|
261
|
+
" <td>BUY</td>\n",
|
|
262
|
+
" <td>0.0</td>\n",
|
|
263
|
+
" <td>9.11</td>\n",
|
|
264
|
+
" <td>0.0</td>\n",
|
|
265
|
+
" <td>100.0</td>\n",
|
|
266
|
+
" <td>0.0</td>\n",
|
|
267
|
+
" <td>99089.0</td>\n",
|
|
268
|
+
" <td>0.0</td>\n",
|
|
269
|
+
" <td>0.0</td>\n",
|
|
270
|
+
" <td>0.0</td>\n",
|
|
271
|
+
" <td>0.0</td>\n",
|
|
272
|
+
" <td>0.0</td>\n",
|
|
273
|
+
" <td>--</td>\n",
|
|
274
|
+
" <td></td>\n",
|
|
275
|
+
" </tr>\n",
|
|
276
|
+
" </tbody>\n",
|
|
277
|
+
"</table>\n",
|
|
278
|
+
"</div>"
|
|
279
|
+
],
|
|
280
|
+
"text/plain": [
|
|
281
|
+
" 证券代码 证券名称 交易时间 业务名称 计划交易价格 实际成交价格 目标价格 交易数量 止损价 \\\n",
|
|
282
|
+
"0 2017-01-01 INIT 100000.0 100000.00 0.0 0.0 0.0 \n",
|
|
283
|
+
"1 SZ000001 平安银行 2017-01-03 BUY 0.0 9.11 0.0 100.0 0.0 \n",
|
|
284
|
+
"\n",
|
|
285
|
+
" 现金余额 交易总成本 佣金 印花税 过户费 其它成本 信号来源 备注 \n",
|
|
286
|
+
"0 100000.0 0.0 0.0 0.0 0.0 0.0 -- \n",
|
|
287
|
+
"1 99089.0 0.0 0.0 0.0 0.0 0.0 -- "
|
|
288
|
+
]
|
|
289
|
+
},
|
|
290
|
+
"execution_count": 4,
|
|
291
|
+
"metadata": {},
|
|
292
|
+
"output_type": "execute_result"
|
|
293
|
+
}
|
|
294
|
+
],
|
|
295
|
+
"source": [
|
|
296
|
+
"my_tm.get_trade_list().to_df()"
|
|
297
|
+
]
|
|
298
|
+
},
|
|
299
|
+
{
|
|
300
|
+
"cell_type": "code",
|
|
301
|
+
"execution_count": 5,
|
|
302
|
+
"metadata": {},
|
|
303
|
+
"outputs": [
|
|
304
|
+
{
|
|
305
|
+
"data": {
|
|
306
|
+
"text/plain": [
|
|
307
|
+
"TradeManager {\n",
|
|
308
|
+
" params: params[precision(int): 2, save_action(bool): 1, support_borrow_cash(bool): 0, support_borrow_stock(bool): 0, ],\n",
|
|
309
|
+
" name: SYS,\n",
|
|
310
|
+
" init_date: 2017-01-01 00:00:00,\n",
|
|
311
|
+
" init_cash: 100000.00,\n",
|
|
312
|
+
" firstDatetime: 2017-01-03 00:00:00,\n",
|
|
313
|
+
" lastDatetime: 2017-02-21 00:00:00,\n",
|
|
314
|
+
" TradeCostFunc: TradeCostFunc(TC_Zero, params[]),\n",
|
|
315
|
+
" current total funds: 100049.00,\n",
|
|
316
|
+
" current cash: 100049.00,\n",
|
|
317
|
+
" current market_value: 0.00,\n",
|
|
318
|
+
" current short_market_value: 0.00,\n",
|
|
319
|
+
" current base_cash: 100000.00,\n",
|
|
320
|
+
" current base_asset: 0.00,\n",
|
|
321
|
+
" current borrow_cash: 0.00,\n",
|
|
322
|
+
" current borrow_asset: 0.00,\n",
|
|
323
|
+
" Position: \n",
|
|
324
|
+
" Short Position: \n",
|
|
325
|
+
" Borrow Stock: \n",
|
|
326
|
+
"}"
|
|
327
|
+
]
|
|
328
|
+
},
|
|
329
|
+
"execution_count": 5,
|
|
330
|
+
"metadata": {},
|
|
331
|
+
"output_type": "execute_result"
|
|
332
|
+
}
|
|
333
|
+
],
|
|
334
|
+
"source": [
|
|
335
|
+
"#2017年2月21日以9.60的价格卖出100股\n",
|
|
336
|
+
"td = my_tm.sell(Datetime(201702210000), sm['sz000001'], 9.60)\n",
|
|
337
|
+
"\n",
|
|
338
|
+
"my_tm"
|
|
339
|
+
]
|
|
340
|
+
},
|
|
341
|
+
{
|
|
342
|
+
"cell_type": "markdown",
|
|
343
|
+
"metadata": {},
|
|
344
|
+
"source": [
|
|
345
|
+
"# 2 利用 Excel 查看交易详情\n",
|
|
346
|
+
"\n",
|
|
347
|
+
"使用 tocsv 方法将 TM 的交易记录、当前持仓及已平仓详细情况分别保存为 csv 文件,以便用 Excel 查看详情。\n",
|
|
348
|
+
"\n",
|
|
349
|
+
"tocsv方法参数为一个指定的目录,目录必须以存在。其输出会在指定目录中,生成三个文件,“TM名称_交易记录.csv”、“TM名称_未平仓记录.csv”、“TM名称_已平仓记录.csv”。TM名称可在crtTM创建TM对象时指定,默认为“SYS”,如下图所示。\n",
|
|
350
|
+
"\n",
|
|
351
|
+
"<img src=\"images/008_01_tocsv.png\" align='left'>"
|
|
352
|
+
]
|
|
353
|
+
},
|
|
354
|
+
{
|
|
355
|
+
"cell_type": "code",
|
|
356
|
+
"execution_count": 6,
|
|
357
|
+
"metadata": {},
|
|
358
|
+
"outputs": [],
|
|
359
|
+
"source": [
|
|
360
|
+
"#在 hikyuu_XXX.ini 文件中配置的临时路径中输出\n",
|
|
361
|
+
"my_tm.tocsv(sm.tmpdir())"
|
|
362
|
+
]
|
|
363
|
+
},
|
|
364
|
+
{
|
|
365
|
+
"cell_type": "markdown",
|
|
366
|
+
"metadata": {},
|
|
367
|
+
"source": [
|
|
368
|
+
"使用 Excel 查看 csv,如:\n",
|
|
369
|
+
"\n",
|
|
370
|
+
"<img src=\"images/008_02_tocsv_look.png\" align=\"left\">"
|
|
371
|
+
]
|
|
372
|
+
},
|
|
373
|
+
{
|
|
374
|
+
"cell_type": "markdown",
|
|
375
|
+
"metadata": {},
|
|
376
|
+
"source": [
|
|
377
|
+
"# 3 使用序列化保存或重新载入已有TM对象"
|
|
378
|
+
]
|
|
379
|
+
},
|
|
380
|
+
{
|
|
381
|
+
"cell_type": "code",
|
|
382
|
+
"execution_count": 7,
|
|
383
|
+
"metadata": {},
|
|
384
|
+
"outputs": [],
|
|
385
|
+
"source": [
|
|
386
|
+
"#保存至指定文件\n",
|
|
387
|
+
"from datetime import date\n",
|
|
388
|
+
"filename = \"{}/my_trade/my_trade_record_{}.xml\".format(sm.tmpdir(), date.today());\n",
|
|
389
|
+
"hku_save(my_tm, filename)"
|
|
390
|
+
]
|
|
391
|
+
},
|
|
392
|
+
{
|
|
393
|
+
"cell_type": "code",
|
|
394
|
+
"execution_count": 8,
|
|
395
|
+
"metadata": {},
|
|
396
|
+
"outputs": [],
|
|
397
|
+
"source": [
|
|
398
|
+
"#载入已保存的TM对象\n",
|
|
399
|
+
"#filename = \"{}/my_trade/my_trade_record_{}.xml\".format(sm.tmpdir(), date.today())\n",
|
|
400
|
+
"new_my_tm = hku_load(filename)"
|
|
401
|
+
]
|
|
402
|
+
},
|
|
403
|
+
{
|
|
404
|
+
"cell_type": "markdown",
|
|
405
|
+
"metadata": {},
|
|
406
|
+
"source": [
|
|
407
|
+
"使用 hku_save 保存的对象,其格式为XML文件,可直接使用 XML 工具或浏览器查看:\n",
|
|
408
|
+
"\n",
|
|
409
|
+
"<img src=\"images/008_03_pickle.png\" align=\"left\">"
|
|
410
|
+
]
|
|
411
|
+
},
|
|
412
|
+
{
|
|
413
|
+
"cell_type": "markdown",
|
|
414
|
+
"metadata": {},
|
|
415
|
+
"source": [
|
|
416
|
+
"# 4 使用订单代理"
|
|
417
|
+
]
|
|
418
|
+
},
|
|
419
|
+
{
|
|
420
|
+
"cell_type": "code",
|
|
421
|
+
"execution_count": 9,
|
|
422
|
+
"metadata": {},
|
|
423
|
+
"outputs": [
|
|
424
|
+
{
|
|
425
|
+
"name": "stdout",
|
|
426
|
+
"output_type": "stream",
|
|
427
|
+
"text": [
|
|
428
|
+
"买入:SZ000001, 价格: 11.4, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
429
|
+
"卖出:SZ000001, 价格: 11.53, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
430
|
+
"买入:SZ000001, 价格: 11.58, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
431
|
+
"卖出:SZ000001, 价格: 11.52, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
432
|
+
"买入:SZ000001, 价格: 11.69, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
433
|
+
"卖出:SZ000001, 价格: 11.48, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
434
|
+
"买入:SZ000001, 价格: 11.0, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
435
|
+
"卖出:SZ000001, 价格: 11.0, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
436
|
+
"买入:SZ000001, 价格: 11.07, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
437
|
+
"卖出:SZ000001, 价格: 12.46, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
438
|
+
"买入:SZ000001, 价格: 12.48, 数量: 1000.0 预期止损价: 0.0, 预期目标价: nan, 信号来源: SystemPart.SIGNAL, 备注: \n",
|
|
439
|
+
"卖出:SZ000001, 价格: 12.4, 数量: 1000.0, 信号来源: SystemPart.SIGNAL, 备注: \n"
|
|
440
|
+
]
|
|
441
|
+
}
|
|
442
|
+
],
|
|
443
|
+
"source": [
|
|
444
|
+
"#创建模拟交易账户进行回测,初始资金30万\n",
|
|
445
|
+
"my_tm = crtTM(init_cash=300000, date=Datetime(201701010000))\n",
|
|
446
|
+
"\n",
|
|
447
|
+
"#注册实盘交易订单代理\n",
|
|
448
|
+
"ob = crtOB(TestOrderBroker())\n",
|
|
449
|
+
"my_tm.reg_broker(ob) #TestOerderBroker是测试用订单代理对象,只打印\n",
|
|
450
|
+
"# 注意:pybind 不支持下面这种方式调用,必须先生成实例再传入!!!\n",
|
|
451
|
+
"# my_tm.reg_broker(crtOB(TestOrderBroker(), False))\n",
|
|
452
|
+
"\n",
|
|
453
|
+
"#根据需要修改订单代理最后的时间戳,后续只有大于该时间戳时,订单代理才会实际发出订单指令\n",
|
|
454
|
+
"my_tm.broker_last_datetime=Datetime(201701010000)\n",
|
|
455
|
+
"\n",
|
|
456
|
+
"#创建信号指示器(以5日EMA为快线,5日EMA自身的10日EMA作为慢线,快线向上穿越慢线时买入,反之卖出)\n",
|
|
457
|
+
"my_sg = SG_Flex(EMA(C, n=5), slow_n=10)\n",
|
|
458
|
+
"\n",
|
|
459
|
+
"#固定每次买入1000股\n",
|
|
460
|
+
"my_mm = MM_FixedCount(1000)\n",
|
|
461
|
+
"\n",
|
|
462
|
+
"#创建交易系统并运行\n",
|
|
463
|
+
"sys = SYS_Simple(tm = my_tm, sg = my_sg, mm = my_mm)\n",
|
|
464
|
+
"sys.run(sm['sz000001'], Query(-150))"
|
|
465
|
+
]
|
|
466
|
+
},
|
|
467
|
+
{
|
|
468
|
+
"cell_type": "code",
|
|
469
|
+
"execution_count": 10,
|
|
470
|
+
"metadata": {},
|
|
471
|
+
"outputs": [
|
|
472
|
+
{
|
|
473
|
+
"data": {
|
|
474
|
+
"text/html": [
|
|
475
|
+
"<div>\n",
|
|
476
|
+
"<style scoped>\n",
|
|
477
|
+
" .dataframe tbody tr th:only-of-type {\n",
|
|
478
|
+
" vertical-align: middle;\n",
|
|
479
|
+
" }\n",
|
|
480
|
+
"\n",
|
|
481
|
+
" .dataframe tbody tr th {\n",
|
|
482
|
+
" vertical-align: top;\n",
|
|
483
|
+
" }\n",
|
|
484
|
+
"\n",
|
|
485
|
+
" .dataframe thead th {\n",
|
|
486
|
+
" text-align: right;\n",
|
|
487
|
+
" }\n",
|
|
488
|
+
"</style>\n",
|
|
489
|
+
"<table border=\"1\" class=\"dataframe\">\n",
|
|
490
|
+
" <thead>\n",
|
|
491
|
+
" <tr style=\"text-align: right;\">\n",
|
|
492
|
+
" <th></th>\n",
|
|
493
|
+
" <th>证券代码</th>\n",
|
|
494
|
+
" <th>证券名称</th>\n",
|
|
495
|
+
" <th>交易时间</th>\n",
|
|
496
|
+
" <th>业务名称</th>\n",
|
|
497
|
+
" <th>计划交易价格</th>\n",
|
|
498
|
+
" <th>实际成交价格</th>\n",
|
|
499
|
+
" <th>目标价格</th>\n",
|
|
500
|
+
" <th>交易数量</th>\n",
|
|
501
|
+
" <th>止损价</th>\n",
|
|
502
|
+
" <th>现金余额</th>\n",
|
|
503
|
+
" <th>交易总成本</th>\n",
|
|
504
|
+
" <th>佣金</th>\n",
|
|
505
|
+
" <th>印花税</th>\n",
|
|
506
|
+
" <th>过户费</th>\n",
|
|
507
|
+
" <th>其它成本</th>\n",
|
|
508
|
+
" <th>信号来源</th>\n",
|
|
509
|
+
" <th>备注</th>\n",
|
|
510
|
+
" </tr>\n",
|
|
511
|
+
" </thead>\n",
|
|
512
|
+
" <tbody>\n",
|
|
513
|
+
" <tr>\n",
|
|
514
|
+
" <th>0</th>\n",
|
|
515
|
+
" <td></td>\n",
|
|
516
|
+
" <td></td>\n",
|
|
517
|
+
" <td>2017-01-01</td>\n",
|
|
518
|
+
" <td>INIT</td>\n",
|
|
519
|
+
" <td>300000.00</td>\n",
|
|
520
|
+
" <td>300000.00</td>\n",
|
|
521
|
+
" <td>0.0</td>\n",
|
|
522
|
+
" <td>0.0</td>\n",
|
|
523
|
+
" <td>0.0</td>\n",
|
|
524
|
+
" <td>300000.0</td>\n",
|
|
525
|
+
" <td>0.0</td>\n",
|
|
526
|
+
" <td>0.0</td>\n",
|
|
527
|
+
" <td>0.0</td>\n",
|
|
528
|
+
" <td>0.0</td>\n",
|
|
529
|
+
" <td>0.0</td>\n",
|
|
530
|
+
" <td>--</td>\n",
|
|
531
|
+
" <td></td>\n",
|
|
532
|
+
" </tr>\n",
|
|
533
|
+
" <tr>\n",
|
|
534
|
+
" <th>1</th>\n",
|
|
535
|
+
" <td>SZ000001</td>\n",
|
|
536
|
+
" <td>平安银行</td>\n",
|
|
537
|
+
" <td>2025-02-11</td>\n",
|
|
538
|
+
" <td>BUY</td>\n",
|
|
539
|
+
" <td>11.40</td>\n",
|
|
540
|
+
" <td>11.40</td>\n",
|
|
541
|
+
" <td>NaN</td>\n",
|
|
542
|
+
" <td>1000.0</td>\n",
|
|
543
|
+
" <td>0.0</td>\n",
|
|
544
|
+
" <td>288600.0</td>\n",
|
|
545
|
+
" <td>0.0</td>\n",
|
|
546
|
+
" <td>0.0</td>\n",
|
|
547
|
+
" <td>0.0</td>\n",
|
|
548
|
+
" <td>0.0</td>\n",
|
|
549
|
+
" <td>0.0</td>\n",
|
|
550
|
+
" <td>SG</td>\n",
|
|
551
|
+
" <td></td>\n",
|
|
552
|
+
" </tr>\n",
|
|
553
|
+
" <tr>\n",
|
|
554
|
+
" <th>2</th>\n",
|
|
555
|
+
" <td>SZ000001</td>\n",
|
|
556
|
+
" <td>平安银行</td>\n",
|
|
557
|
+
" <td>2025-02-27</td>\n",
|
|
558
|
+
" <td>SELL</td>\n",
|
|
559
|
+
" <td>11.53</td>\n",
|
|
560
|
+
" <td>11.53</td>\n",
|
|
561
|
+
" <td>NaN</td>\n",
|
|
562
|
+
" <td>1000.0</td>\n",
|
|
563
|
+
" <td>0.0</td>\n",
|
|
564
|
+
" <td>300130.0</td>\n",
|
|
565
|
+
" <td>0.0</td>\n",
|
|
566
|
+
" <td>0.0</td>\n",
|
|
567
|
+
" <td>0.0</td>\n",
|
|
568
|
+
" <td>0.0</td>\n",
|
|
569
|
+
" <td>0.0</td>\n",
|
|
570
|
+
" <td>SG</td>\n",
|
|
571
|
+
" <td></td>\n",
|
|
572
|
+
" </tr>\n",
|
|
573
|
+
" <tr>\n",
|
|
574
|
+
" <th>3</th>\n",
|
|
575
|
+
" <td>SZ000001</td>\n",
|
|
576
|
+
" <td>平安银行</td>\n",
|
|
577
|
+
" <td>2025-02-28</td>\n",
|
|
578
|
+
" <td>BUY</td>\n",
|
|
579
|
+
" <td>11.58</td>\n",
|
|
580
|
+
" <td>11.58</td>\n",
|
|
581
|
+
" <td>NaN</td>\n",
|
|
582
|
+
" <td>1000.0</td>\n",
|
|
583
|
+
" <td>0.0</td>\n",
|
|
584
|
+
" <td>288550.0</td>\n",
|
|
585
|
+
" <td>0.0</td>\n",
|
|
586
|
+
" <td>0.0</td>\n",
|
|
587
|
+
" <td>0.0</td>\n",
|
|
588
|
+
" <td>0.0</td>\n",
|
|
589
|
+
" <td>0.0</td>\n",
|
|
590
|
+
" <td>SG</td>\n",
|
|
591
|
+
" <td></td>\n",
|
|
592
|
+
" </tr>\n",
|
|
593
|
+
" <tr>\n",
|
|
594
|
+
" <th>4</th>\n",
|
|
595
|
+
" <td>SZ000001</td>\n",
|
|
596
|
+
" <td>平安银行</td>\n",
|
|
597
|
+
" <td>2025-03-03</td>\n",
|
|
598
|
+
" <td>SELL</td>\n",
|
|
599
|
+
" <td>11.52</td>\n",
|
|
600
|
+
" <td>11.52</td>\n",
|
|
601
|
+
" <td>NaN</td>\n",
|
|
602
|
+
" <td>1000.0</td>\n",
|
|
603
|
+
" <td>0.0</td>\n",
|
|
604
|
+
" <td>300070.0</td>\n",
|
|
605
|
+
" <td>0.0</td>\n",
|
|
606
|
+
" <td>0.0</td>\n",
|
|
607
|
+
" <td>0.0</td>\n",
|
|
608
|
+
" <td>0.0</td>\n",
|
|
609
|
+
" <td>0.0</td>\n",
|
|
610
|
+
" <td>SG</td>\n",
|
|
611
|
+
" <td></td>\n",
|
|
612
|
+
" </tr>\n",
|
|
613
|
+
" <tr>\n",
|
|
614
|
+
" <th>5</th>\n",
|
|
615
|
+
" <td>SZ000001</td>\n",
|
|
616
|
+
" <td>平安银行</td>\n",
|
|
617
|
+
" <td>2025-03-06</td>\n",
|
|
618
|
+
" <td>BUY</td>\n",
|
|
619
|
+
" <td>11.69</td>\n",
|
|
620
|
+
" <td>11.69</td>\n",
|
|
621
|
+
" <td>NaN</td>\n",
|
|
622
|
+
" <td>1000.0</td>\n",
|
|
623
|
+
" <td>0.0</td>\n",
|
|
624
|
+
" <td>288380.0</td>\n",
|
|
625
|
+
" <td>0.0</td>\n",
|
|
626
|
+
" <td>0.0</td>\n",
|
|
627
|
+
" <td>0.0</td>\n",
|
|
628
|
+
" <td>0.0</td>\n",
|
|
629
|
+
" <td>0.0</td>\n",
|
|
630
|
+
" <td>SG</td>\n",
|
|
631
|
+
" <td></td>\n",
|
|
632
|
+
" </tr>\n",
|
|
633
|
+
" <tr>\n",
|
|
634
|
+
" <th>6</th>\n",
|
|
635
|
+
" <td>SZ000001</td>\n",
|
|
636
|
+
" <td>平安银行</td>\n",
|
|
637
|
+
" <td>2025-03-19</td>\n",
|
|
638
|
+
" <td>SELL</td>\n",
|
|
639
|
+
" <td>11.48</td>\n",
|
|
640
|
+
" <td>11.48</td>\n",
|
|
641
|
+
" <td>NaN</td>\n",
|
|
642
|
+
" <td>1000.0</td>\n",
|
|
643
|
+
" <td>0.0</td>\n",
|
|
644
|
+
" <td>299860.0</td>\n",
|
|
645
|
+
" <td>0.0</td>\n",
|
|
646
|
+
" <td>0.0</td>\n",
|
|
647
|
+
" <td>0.0</td>\n",
|
|
648
|
+
" <td>0.0</td>\n",
|
|
649
|
+
" <td>0.0</td>\n",
|
|
650
|
+
" <td>SG</td>\n",
|
|
651
|
+
" <td></td>\n",
|
|
652
|
+
" </tr>\n",
|
|
653
|
+
" <tr>\n",
|
|
654
|
+
" <th>7</th>\n",
|
|
655
|
+
" <td>SZ000001</td>\n",
|
|
656
|
+
" <td>平安银行</td>\n",
|
|
657
|
+
" <td>2025-04-21</td>\n",
|
|
658
|
+
" <td>BUY</td>\n",
|
|
659
|
+
" <td>11.00</td>\n",
|
|
660
|
+
" <td>11.00</td>\n",
|
|
661
|
+
" <td>NaN</td>\n",
|
|
662
|
+
" <td>1000.0</td>\n",
|
|
663
|
+
" <td>0.0</td>\n",
|
|
664
|
+
" <td>288860.0</td>\n",
|
|
665
|
+
" <td>0.0</td>\n",
|
|
666
|
+
" <td>0.0</td>\n",
|
|
667
|
+
" <td>0.0</td>\n",
|
|
668
|
+
" <td>0.0</td>\n",
|
|
669
|
+
" <td>0.0</td>\n",
|
|
670
|
+
" <td>SG</td>\n",
|
|
671
|
+
" <td></td>\n",
|
|
672
|
+
" </tr>\n",
|
|
673
|
+
" <tr>\n",
|
|
674
|
+
" <th>8</th>\n",
|
|
675
|
+
" <td>SZ000001</td>\n",
|
|
676
|
+
" <td>平安银行</td>\n",
|
|
677
|
+
" <td>2025-04-24</td>\n",
|
|
678
|
+
" <td>SELL</td>\n",
|
|
679
|
+
" <td>11.00</td>\n",
|
|
680
|
+
" <td>11.00</td>\n",
|
|
681
|
+
" <td>NaN</td>\n",
|
|
682
|
+
" <td>1000.0</td>\n",
|
|
683
|
+
" <td>0.0</td>\n",
|
|
684
|
+
" <td>299860.0</td>\n",
|
|
685
|
+
" <td>0.0</td>\n",
|
|
686
|
+
" <td>0.0</td>\n",
|
|
687
|
+
" <td>0.0</td>\n",
|
|
688
|
+
" <td>0.0</td>\n",
|
|
689
|
+
" <td>0.0</td>\n",
|
|
690
|
+
" <td>SG</td>\n",
|
|
691
|
+
" <td></td>\n",
|
|
692
|
+
" </tr>\n",
|
|
693
|
+
" <tr>\n",
|
|
694
|
+
" <th>9</th>\n",
|
|
695
|
+
" <td>SZ000001</td>\n",
|
|
696
|
+
" <td>平安银行</td>\n",
|
|
697
|
+
" <td>2025-05-09</td>\n",
|
|
698
|
+
" <td>BUY</td>\n",
|
|
699
|
+
" <td>11.07</td>\n",
|
|
700
|
+
" <td>11.07</td>\n",
|
|
701
|
+
" <td>NaN</td>\n",
|
|
702
|
+
" <td>1000.0</td>\n",
|
|
703
|
+
" <td>0.0</td>\n",
|
|
704
|
+
" <td>288790.0</td>\n",
|
|
705
|
+
" <td>0.0</td>\n",
|
|
706
|
+
" <td>0.0</td>\n",
|
|
707
|
+
" <td>0.0</td>\n",
|
|
708
|
+
" <td>0.0</td>\n",
|
|
709
|
+
" <td>0.0</td>\n",
|
|
710
|
+
" <td>SG</td>\n",
|
|
711
|
+
" <td></td>\n",
|
|
712
|
+
" </tr>\n",
|
|
713
|
+
" <tr>\n",
|
|
714
|
+
" <th>10</th>\n",
|
|
715
|
+
" <td>SZ000001</td>\n",
|
|
716
|
+
" <td>平安银行</td>\n",
|
|
717
|
+
" <td>2025-06-12</td>\n",
|
|
718
|
+
" <td>BONUS</td>\n",
|
|
719
|
+
" <td>362.00</td>\n",
|
|
720
|
+
" <td>362.00</td>\n",
|
|
721
|
+
" <td>0.0</td>\n",
|
|
722
|
+
" <td>0.0</td>\n",
|
|
723
|
+
" <td>0.0</td>\n",
|
|
724
|
+
" <td>289514.0</td>\n",
|
|
725
|
+
" <td>0.0</td>\n",
|
|
726
|
+
" <td>0.0</td>\n",
|
|
727
|
+
" <td>0.0</td>\n",
|
|
728
|
+
" <td>0.0</td>\n",
|
|
729
|
+
" <td>0.0</td>\n",
|
|
730
|
+
" <td>--</td>\n",
|
|
731
|
+
" <td></td>\n",
|
|
732
|
+
" </tr>\n",
|
|
733
|
+
" <tr>\n",
|
|
734
|
+
" <th>11</th>\n",
|
|
735
|
+
" <td>SZ000001</td>\n",
|
|
736
|
+
" <td>平安银行</td>\n",
|
|
737
|
+
" <td>2025-07-23</td>\n",
|
|
738
|
+
" <td>SELL</td>\n",
|
|
739
|
+
" <td>12.46</td>\n",
|
|
740
|
+
" <td>12.46</td>\n",
|
|
741
|
+
" <td>NaN</td>\n",
|
|
742
|
+
" <td>1000.0</td>\n",
|
|
743
|
+
" <td>0.0</td>\n",
|
|
744
|
+
" <td>301612.0</td>\n",
|
|
745
|
+
" <td>0.0</td>\n",
|
|
746
|
+
" <td>0.0</td>\n",
|
|
747
|
+
" <td>0.0</td>\n",
|
|
748
|
+
" <td>0.0</td>\n",
|
|
749
|
+
" <td>0.0</td>\n",
|
|
750
|
+
" <td>SG</td>\n",
|
|
751
|
+
" <td></td>\n",
|
|
752
|
+
" </tr>\n",
|
|
753
|
+
" <tr>\n",
|
|
754
|
+
" <th>12</th>\n",
|
|
755
|
+
" <td>SZ000001</td>\n",
|
|
756
|
+
" <td>平安银行</td>\n",
|
|
757
|
+
" <td>2025-08-08</td>\n",
|
|
758
|
+
" <td>BUY</td>\n",
|
|
759
|
+
" <td>12.48</td>\n",
|
|
760
|
+
" <td>12.48</td>\n",
|
|
761
|
+
" <td>NaN</td>\n",
|
|
762
|
+
" <td>1000.0</td>\n",
|
|
763
|
+
" <td>0.0</td>\n",
|
|
764
|
+
" <td>289132.0</td>\n",
|
|
765
|
+
" <td>0.0</td>\n",
|
|
766
|
+
" <td>0.0</td>\n",
|
|
767
|
+
" <td>0.0</td>\n",
|
|
768
|
+
" <td>0.0</td>\n",
|
|
769
|
+
" <td>0.0</td>\n",
|
|
770
|
+
" <td>SG</td>\n",
|
|
771
|
+
" <td></td>\n",
|
|
772
|
+
" </tr>\n",
|
|
773
|
+
" <tr>\n",
|
|
774
|
+
" <th>13</th>\n",
|
|
775
|
+
" <td>SZ000001</td>\n",
|
|
776
|
+
" <td>平安银行</td>\n",
|
|
777
|
+
" <td>2025-08-11</td>\n",
|
|
778
|
+
" <td>SELL</td>\n",
|
|
779
|
+
" <td>12.40</td>\n",
|
|
780
|
+
" <td>12.40</td>\n",
|
|
781
|
+
" <td>NaN</td>\n",
|
|
782
|
+
" <td>1000.0</td>\n",
|
|
783
|
+
" <td>0.0</td>\n",
|
|
784
|
+
" <td>301532.0</td>\n",
|
|
785
|
+
" <td>0.0</td>\n",
|
|
786
|
+
" <td>0.0</td>\n",
|
|
787
|
+
" <td>0.0</td>\n",
|
|
788
|
+
" <td>0.0</td>\n",
|
|
789
|
+
" <td>0.0</td>\n",
|
|
790
|
+
" <td>SG</td>\n",
|
|
791
|
+
" <td></td>\n",
|
|
792
|
+
" </tr>\n",
|
|
793
|
+
" </tbody>\n",
|
|
794
|
+
"</table>\n",
|
|
795
|
+
"</div>"
|
|
796
|
+
],
|
|
797
|
+
"text/plain": [
|
|
798
|
+
" 证券代码 证券名称 交易时间 业务名称 计划交易价格 实际成交价格 目标价格 交易数量 止损价 \\\n",
|
|
799
|
+
"0 2017-01-01 INIT 300000.00 300000.00 0.0 0.0 0.0 \n",
|
|
800
|
+
"1 SZ000001 平安银行 2025-02-11 BUY 11.40 11.40 NaN 1000.0 0.0 \n",
|
|
801
|
+
"2 SZ000001 平安银行 2025-02-27 SELL 11.53 11.53 NaN 1000.0 0.0 \n",
|
|
802
|
+
"3 SZ000001 平安银行 2025-02-28 BUY 11.58 11.58 NaN 1000.0 0.0 \n",
|
|
803
|
+
"4 SZ000001 平安银行 2025-03-03 SELL 11.52 11.52 NaN 1000.0 0.0 \n",
|
|
804
|
+
"5 SZ000001 平安银行 2025-03-06 BUY 11.69 11.69 NaN 1000.0 0.0 \n",
|
|
805
|
+
"6 SZ000001 平安银行 2025-03-19 SELL 11.48 11.48 NaN 1000.0 0.0 \n",
|
|
806
|
+
"7 SZ000001 平安银行 2025-04-21 BUY 11.00 11.00 NaN 1000.0 0.0 \n",
|
|
807
|
+
"8 SZ000001 平安银行 2025-04-24 SELL 11.00 11.00 NaN 1000.0 0.0 \n",
|
|
808
|
+
"9 SZ000001 平安银行 2025-05-09 BUY 11.07 11.07 NaN 1000.0 0.0 \n",
|
|
809
|
+
"10 SZ000001 平安银行 2025-06-12 BONUS 362.00 362.00 0.0 0.0 0.0 \n",
|
|
810
|
+
"11 SZ000001 平安银行 2025-07-23 SELL 12.46 12.46 NaN 1000.0 0.0 \n",
|
|
811
|
+
"12 SZ000001 平安银行 2025-08-08 BUY 12.48 12.48 NaN 1000.0 0.0 \n",
|
|
812
|
+
"13 SZ000001 平安银行 2025-08-11 SELL 12.40 12.40 NaN 1000.0 0.0 \n",
|
|
813
|
+
"\n",
|
|
814
|
+
" 现金余额 交易总成本 佣金 印花税 过户费 其它成本 信号来源 备注 \n",
|
|
815
|
+
"0 300000.0 0.0 0.0 0.0 0.0 0.0 -- \n",
|
|
816
|
+
"1 288600.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
817
|
+
"2 300130.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
818
|
+
"3 288550.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
819
|
+
"4 300070.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
820
|
+
"5 288380.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
821
|
+
"6 299860.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
822
|
+
"7 288860.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
823
|
+
"8 299860.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
824
|
+
"9 288790.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
825
|
+
"10 289514.0 0.0 0.0 0.0 0.0 0.0 -- \n",
|
|
826
|
+
"11 301612.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
827
|
+
"12 289132.0 0.0 0.0 0.0 0.0 0.0 SG \n",
|
|
828
|
+
"13 301532.0 0.0 0.0 0.0 0.0 0.0 SG "
|
|
829
|
+
]
|
|
830
|
+
},
|
|
831
|
+
"execution_count": 10,
|
|
832
|
+
"metadata": {},
|
|
833
|
+
"output_type": "execute_result"
|
|
834
|
+
}
|
|
835
|
+
],
|
|
836
|
+
"source": [
|
|
837
|
+
"my_tm.get_trade_list().to_df()"
|
|
838
|
+
]
|
|
839
|
+
},
|
|
840
|
+
{
|
|
841
|
+
"cell_type": "code",
|
|
842
|
+
"execution_count": 11,
|
|
843
|
+
"metadata": {
|
|
844
|
+
"scrolled": true
|
|
845
|
+
},
|
|
846
|
+
"outputs": [
|
|
847
|
+
{
|
|
848
|
+
"data": {
|
|
849
|
+
"text/plain": [
|
|
850
|
+
"array([('', '', '2017-01-01T00:00:00.000000000', 'INIT', 3.000e+05, 3.000e+05, 0., 0., 0., 300000., 0., 0., 0., 0., 0., '--', ''),\n",
|
|
851
|
+
" ('SZ000001', '平安银行', '2025-02-11T00:00:00.000000000', 'BUY', 1.140e+01, 1.140e+01, nan, 1000., 0., 288600., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
852
|
+
" ('SZ000001', '平安银行', '2025-02-27T00:00:00.000000000', 'SELL', 1.153e+01, 1.153e+01, nan, 1000., 0., 300130., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
853
|
+
" ('SZ000001', '平安银行', '2025-02-28T00:00:00.000000000', 'BUY', 1.158e+01, 1.158e+01, nan, 1000., 0., 288550., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
854
|
+
" ('SZ000001', '平安银行', '2025-03-03T00:00:00.000000000', 'SELL', 1.152e+01, 1.152e+01, nan, 1000., 0., 300070., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
855
|
+
" ('SZ000001', '平安银行', '2025-03-06T00:00:00.000000000', 'BUY', 1.169e+01, 1.169e+01, nan, 1000., 0., 288380., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
856
|
+
" ('SZ000001', '平安银行', '2025-03-19T00:00:00.000000000', 'SELL', 1.148e+01, 1.148e+01, nan, 1000., 0., 299860., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
857
|
+
" ('SZ000001', '平安银行', '2025-04-21T00:00:00.000000000', 'BUY', 1.100e+01, 1.100e+01, nan, 1000., 0., 288860., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
858
|
+
" ('SZ000001', '平安银行', '2025-04-24T00:00:00.000000000', 'SELL', 1.100e+01, 1.100e+01, nan, 1000., 0., 299860., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
859
|
+
" ('SZ000001', '平安银行', '2025-05-09T00:00:00.000000000', 'BUY', 1.107e+01, 1.107e+01, nan, 1000., 0., 288790., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
860
|
+
" ('SZ000001', '平安银行', '2025-06-12T00:00:00.000000000', 'BONUS', 3.620e+02, 3.620e+02, 0., 0., 0., 289514., 0., 0., 0., 0., 0., '--', ''),\n",
|
|
861
|
+
" ('SZ000001', '平安银行', '2025-07-23T00:00:00.000000000', 'SELL', 1.246e+01, 1.246e+01, nan, 1000., 0., 301612., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
862
|
+
" ('SZ000001', '平安银行', '2025-08-08T00:00:00.000000000', 'BUY', 1.248e+01, 1.248e+01, nan, 1000., 0., 289132., 0., 0., 0., 0., 0., 'SG', ''),\n",
|
|
863
|
+
" ('SZ000001', '平安银行', '2025-08-11T00:00:00.000000000', 'SELL', 1.240e+01, 1.240e+01, nan, 1000., 0., 301532., 0., 0., 0., 0., 0., 'SG', '')],\n",
|
|
864
|
+
" dtype=[('证券代码', '<U10'), ('证券名称', '<U20'), ('交易时间', '<M8[ns]'), ('业务名称', '<U20'), ('计划交易价格', '<f8'), ('实际成交价格', '<f8'), ('目标价格', '<f8'), ('交易数量', '<f8'), ('止损价', '<f8'), ('现金余额', '<f8'), ('交易总成本', '<f8'), ('佣金', '<f8'), ('印花税', '<f8'), ('过户费', '<f8'), ('其它成本', '<f8'), ('信号来源', '<U20'), ('备注', '<U100')])"
|
|
865
|
+
]
|
|
866
|
+
},
|
|
867
|
+
"execution_count": 11,
|
|
868
|
+
"metadata": {},
|
|
869
|
+
"output_type": "execute_result"
|
|
870
|
+
}
|
|
871
|
+
],
|
|
872
|
+
"source": [
|
|
873
|
+
"my_tm.get_trade_list().to_np()"
|
|
874
|
+
]
|
|
875
|
+
},
|
|
876
|
+
{
|
|
877
|
+
"cell_type": "code",
|
|
878
|
+
"execution_count": 12,
|
|
879
|
+
"metadata": {},
|
|
880
|
+
"outputs": [
|
|
881
|
+
{
|
|
882
|
+
"data": {
|
|
883
|
+
"text/html": [
|
|
884
|
+
"<div>\n",
|
|
885
|
+
"<style scoped>\n",
|
|
886
|
+
" .dataframe tbody tr th:only-of-type {\n",
|
|
887
|
+
" vertical-align: middle;\n",
|
|
888
|
+
" }\n",
|
|
889
|
+
"\n",
|
|
890
|
+
" .dataframe tbody tr th {\n",
|
|
891
|
+
" vertical-align: top;\n",
|
|
892
|
+
" }\n",
|
|
893
|
+
"\n",
|
|
894
|
+
" .dataframe thead th {\n",
|
|
895
|
+
" text-align: right;\n",
|
|
896
|
+
" }\n",
|
|
897
|
+
"</style>\n",
|
|
898
|
+
"<table border=\"1\" class=\"dataframe\">\n",
|
|
899
|
+
" <thead>\n",
|
|
900
|
+
" <tr style=\"text-align: right;\">\n",
|
|
901
|
+
" <th></th>\n",
|
|
902
|
+
" <th>证券代码</th>\n",
|
|
903
|
+
" <th>证券名称</th>\n",
|
|
904
|
+
" <th>买入时间</th>\n",
|
|
905
|
+
" <th>持仓天数</th>\n",
|
|
906
|
+
" <th>持仓数量</th>\n",
|
|
907
|
+
" <th>投入金额</th>\n",
|
|
908
|
+
" <th>当前市值</th>\n",
|
|
909
|
+
" <th>盈亏金额</th>\n",
|
|
910
|
+
" <th>盈亏百分比</th>\n",
|
|
911
|
+
" <th>止损价</th>\n",
|
|
912
|
+
" <th>目标价</th>\n",
|
|
913
|
+
" <th>清仓时间</th>\n",
|
|
914
|
+
" <th>累计持有数量</th>\n",
|
|
915
|
+
" <th>累计成本</th>\n",
|
|
916
|
+
" <th>累计风险</th>\n",
|
|
917
|
+
" <th>累计买入金额</th>\n",
|
|
918
|
+
" <th>累计卖出金额</th>\n",
|
|
919
|
+
" </tr>\n",
|
|
920
|
+
" </thead>\n",
|
|
921
|
+
" <tbody>\n",
|
|
922
|
+
" <tr>\n",
|
|
923
|
+
" <th>0</th>\n",
|
|
924
|
+
" <td>SZ000001</td>\n",
|
|
925
|
+
" <td>平安银行</td>\n",
|
|
926
|
+
" <td>2025-02-11</td>\n",
|
|
927
|
+
" <td>16</td>\n",
|
|
928
|
+
" <td>0.0</td>\n",
|
|
929
|
+
" <td>-130.0</td>\n",
|
|
930
|
+
" <td>0.0</td>\n",
|
|
931
|
+
" <td>130.0</td>\n",
|
|
932
|
+
" <td>-100.0</td>\n",
|
|
933
|
+
" <td>0.0</td>\n",
|
|
934
|
+
" <td>NaN</td>\n",
|
|
935
|
+
" <td>2025-02-27</td>\n",
|
|
936
|
+
" <td>1000.0</td>\n",
|
|
937
|
+
" <td>0.0</td>\n",
|
|
938
|
+
" <td>11400.0</td>\n",
|
|
939
|
+
" <td>11400.0</td>\n",
|
|
940
|
+
" <td>11530.0</td>\n",
|
|
941
|
+
" </tr>\n",
|
|
942
|
+
" <tr>\n",
|
|
943
|
+
" <th>1</th>\n",
|
|
944
|
+
" <td>SZ000001</td>\n",
|
|
945
|
+
" <td>平安银行</td>\n",
|
|
946
|
+
" <td>2025-02-28</td>\n",
|
|
947
|
+
" <td>3</td>\n",
|
|
948
|
+
" <td>0.0</td>\n",
|
|
949
|
+
" <td>60.0</td>\n",
|
|
950
|
+
" <td>0.0</td>\n",
|
|
951
|
+
" <td>-60.0</td>\n",
|
|
952
|
+
" <td>-100.0</td>\n",
|
|
953
|
+
" <td>0.0</td>\n",
|
|
954
|
+
" <td>NaN</td>\n",
|
|
955
|
+
" <td>2025-03-03</td>\n",
|
|
956
|
+
" <td>1000.0</td>\n",
|
|
957
|
+
" <td>0.0</td>\n",
|
|
958
|
+
" <td>11580.0</td>\n",
|
|
959
|
+
" <td>11580.0</td>\n",
|
|
960
|
+
" <td>11520.0</td>\n",
|
|
961
|
+
" </tr>\n",
|
|
962
|
+
" <tr>\n",
|
|
963
|
+
" <th>2</th>\n",
|
|
964
|
+
" <td>SZ000001</td>\n",
|
|
965
|
+
" <td>平安银行</td>\n",
|
|
966
|
+
" <td>2025-03-06</td>\n",
|
|
967
|
+
" <td>13</td>\n",
|
|
968
|
+
" <td>0.0</td>\n",
|
|
969
|
+
" <td>210.0</td>\n",
|
|
970
|
+
" <td>0.0</td>\n",
|
|
971
|
+
" <td>-210.0</td>\n",
|
|
972
|
+
" <td>-100.0</td>\n",
|
|
973
|
+
" <td>0.0</td>\n",
|
|
974
|
+
" <td>NaN</td>\n",
|
|
975
|
+
" <td>2025-03-19</td>\n",
|
|
976
|
+
" <td>1000.0</td>\n",
|
|
977
|
+
" <td>0.0</td>\n",
|
|
978
|
+
" <td>11690.0</td>\n",
|
|
979
|
+
" <td>11690.0</td>\n",
|
|
980
|
+
" <td>11480.0</td>\n",
|
|
981
|
+
" </tr>\n",
|
|
982
|
+
" <tr>\n",
|
|
983
|
+
" <th>3</th>\n",
|
|
984
|
+
" <td>SZ000001</td>\n",
|
|
985
|
+
" <td>平安银行</td>\n",
|
|
986
|
+
" <td>2025-04-21</td>\n",
|
|
987
|
+
" <td>3</td>\n",
|
|
988
|
+
" <td>0.0</td>\n",
|
|
989
|
+
" <td>0.0</td>\n",
|
|
990
|
+
" <td>0.0</td>\n",
|
|
991
|
+
" <td>0.0</td>\n",
|
|
992
|
+
" <td>0.0</td>\n",
|
|
993
|
+
" <td>0.0</td>\n",
|
|
994
|
+
" <td>NaN</td>\n",
|
|
995
|
+
" <td>2025-04-24</td>\n",
|
|
996
|
+
" <td>1000.0</td>\n",
|
|
997
|
+
" <td>0.0</td>\n",
|
|
998
|
+
" <td>11000.0</td>\n",
|
|
999
|
+
" <td>11000.0</td>\n",
|
|
1000
|
+
" <td>11000.0</td>\n",
|
|
1001
|
+
" </tr>\n",
|
|
1002
|
+
" <tr>\n",
|
|
1003
|
+
" <th>4</th>\n",
|
|
1004
|
+
" <td>SZ000001</td>\n",
|
|
1005
|
+
" <td>平安银行</td>\n",
|
|
1006
|
+
" <td>2025-05-09</td>\n",
|
|
1007
|
+
" <td>75</td>\n",
|
|
1008
|
+
" <td>0.0</td>\n",
|
|
1009
|
+
" <td>-1752.0</td>\n",
|
|
1010
|
+
" <td>0.0</td>\n",
|
|
1011
|
+
" <td>1752.0</td>\n",
|
|
1012
|
+
" <td>-100.0</td>\n",
|
|
1013
|
+
" <td>0.0</td>\n",
|
|
1014
|
+
" <td>NaN</td>\n",
|
|
1015
|
+
" <td>2025-07-23</td>\n",
|
|
1016
|
+
" <td>1000.0</td>\n",
|
|
1017
|
+
" <td>0.0</td>\n",
|
|
1018
|
+
" <td>11070.0</td>\n",
|
|
1019
|
+
" <td>11070.0</td>\n",
|
|
1020
|
+
" <td>12822.0</td>\n",
|
|
1021
|
+
" </tr>\n",
|
|
1022
|
+
" <tr>\n",
|
|
1023
|
+
" <th>5</th>\n",
|
|
1024
|
+
" <td>SZ000001</td>\n",
|
|
1025
|
+
" <td>平安银行</td>\n",
|
|
1026
|
+
" <td>2025-08-08</td>\n",
|
|
1027
|
+
" <td>3</td>\n",
|
|
1028
|
+
" <td>0.0</td>\n",
|
|
1029
|
+
" <td>80.0</td>\n",
|
|
1030
|
+
" <td>0.0</td>\n",
|
|
1031
|
+
" <td>-80.0</td>\n",
|
|
1032
|
+
" <td>-100.0</td>\n",
|
|
1033
|
+
" <td>0.0</td>\n",
|
|
1034
|
+
" <td>NaN</td>\n",
|
|
1035
|
+
" <td>2025-08-11</td>\n",
|
|
1036
|
+
" <td>1000.0</td>\n",
|
|
1037
|
+
" <td>0.0</td>\n",
|
|
1038
|
+
" <td>12480.0</td>\n",
|
|
1039
|
+
" <td>12480.0</td>\n",
|
|
1040
|
+
" <td>12400.0</td>\n",
|
|
1041
|
+
" </tr>\n",
|
|
1042
|
+
" </tbody>\n",
|
|
1043
|
+
"</table>\n",
|
|
1044
|
+
"</div>"
|
|
1045
|
+
],
|
|
1046
|
+
"text/plain": [
|
|
1047
|
+
" 证券代码 证券名称 买入时间 持仓天数 持仓数量 投入金额 当前市值 盈亏金额 盈亏百分比 止损价 \\\n",
|
|
1048
|
+
"0 SZ000001 平安银行 2025-02-11 16 0.0 -130.0 0.0 130.0 -100.0 0.0 \n",
|
|
1049
|
+
"1 SZ000001 平安银行 2025-02-28 3 0.0 60.0 0.0 -60.0 -100.0 0.0 \n",
|
|
1050
|
+
"2 SZ000001 平安银行 2025-03-06 13 0.0 210.0 0.0 -210.0 -100.0 0.0 \n",
|
|
1051
|
+
"3 SZ000001 平安银行 2025-04-21 3 0.0 0.0 0.0 0.0 0.0 0.0 \n",
|
|
1052
|
+
"4 SZ000001 平安银行 2025-05-09 75 0.0 -1752.0 0.0 1752.0 -100.0 0.0 \n",
|
|
1053
|
+
"5 SZ000001 平安银行 2025-08-08 3 0.0 80.0 0.0 -80.0 -100.0 0.0 \n",
|
|
1054
|
+
"\n",
|
|
1055
|
+
" 目标价 清仓时间 累计持有数量 累计成本 累计风险 累计买入金额 累计卖出金额 \n",
|
|
1056
|
+
"0 NaN 2025-02-27 1000.0 0.0 11400.0 11400.0 11530.0 \n",
|
|
1057
|
+
"1 NaN 2025-03-03 1000.0 0.0 11580.0 11580.0 11520.0 \n",
|
|
1058
|
+
"2 NaN 2025-03-19 1000.0 0.0 11690.0 11690.0 11480.0 \n",
|
|
1059
|
+
"3 NaN 2025-04-24 1000.0 0.0 11000.0 11000.0 11000.0 \n",
|
|
1060
|
+
"4 NaN 2025-07-23 1000.0 0.0 11070.0 11070.0 12822.0 \n",
|
|
1061
|
+
"5 NaN 2025-08-11 1000.0 0.0 12480.0 12480.0 12400.0 "
|
|
1062
|
+
]
|
|
1063
|
+
},
|
|
1064
|
+
"execution_count": 12,
|
|
1065
|
+
"metadata": {},
|
|
1066
|
+
"output_type": "execute_result"
|
|
1067
|
+
}
|
|
1068
|
+
],
|
|
1069
|
+
"source": [
|
|
1070
|
+
"my_tm.get_history_position_list().to_df()"
|
|
1071
|
+
]
|
|
1072
|
+
},
|
|
1073
|
+
{
|
|
1074
|
+
"cell_type": "code",
|
|
1075
|
+
"execution_count": 13,
|
|
1076
|
+
"metadata": {},
|
|
1077
|
+
"outputs": [
|
|
1078
|
+
{
|
|
1079
|
+
"data": {
|
|
1080
|
+
"text/plain": [
|
|
1081
|
+
"array([('SZ000001', '平安银行', '2025-02-11T00:00:00.000000000', 16, 0., -130., 0., 130., -100., 0., nan, '2025-02-27T00:00:00.000000000', 1000., 0., 11400., 11400., 11530.),\n",
|
|
1082
|
+
" ('SZ000001', '平安银行', '2025-02-28T00:00:00.000000000', 3, 0., 60., 0., -60., -100., 0., nan, '2025-03-03T00:00:00.000000000', 1000., 0., 11580., 11580., 11520.),\n",
|
|
1083
|
+
" ('SZ000001', '平安银行', '2025-03-06T00:00:00.000000000', 13, 0., 210., 0., -210., -100., 0., nan, '2025-03-19T00:00:00.000000000', 1000., 0., 11690., 11690., 11480.),\n",
|
|
1084
|
+
" ('SZ000001', '平安银行', '2025-04-21T00:00:00.000000000', 3, 0., 0., 0., 0., 0., 0., nan, '2025-04-24T00:00:00.000000000', 1000., 0., 11000., 11000., 11000.),\n",
|
|
1085
|
+
" ('SZ000001', '平安银行', '2025-05-09T00:00:00.000000000', 75, 0., -1752., 0., 1752., -100., 0., nan, '2025-07-23T00:00:00.000000000', 1000., 0., 11070., 11070., 12822.),\n",
|
|
1086
|
+
" ('SZ000001', '平安银行', '2025-08-08T00:00:00.000000000', 3, 0., 80., 0., -80., -100., 0., nan, '2025-08-11T00:00:00.000000000', 1000., 0., 12480., 12480., 12400.)],\n",
|
|
1087
|
+
" dtype=[('证券代码', '<U10'), ('证券名称', '<U20'), ('买入时间', '<M8[ns]'), ('持仓天数', '<i8'), ('持仓数量', '<f8'), ('投入金额', '<f8'), ('当前市值', '<f8'), ('盈亏金额', '<f8'), ('盈亏百分比', '<f8'), ('止损价', '<f8'), ('目标价', '<f8'), ('清仓时间', '<M8[ns]'), ('累计持有数量', '<f8'), ('累计成本', '<f8'), ('累计风险', '<f8'), ('累计买入金额', '<f8'), ('累计卖出金额', '<f8')])"
|
|
1088
|
+
]
|
|
1089
|
+
},
|
|
1090
|
+
"execution_count": 13,
|
|
1091
|
+
"metadata": {},
|
|
1092
|
+
"output_type": "execute_result"
|
|
1093
|
+
}
|
|
1094
|
+
],
|
|
1095
|
+
"source": [
|
|
1096
|
+
"my_tm.get_history_position_list().to_np()"
|
|
1097
|
+
]
|
|
1098
|
+
},
|
|
1099
|
+
{
|
|
1100
|
+
"cell_type": "code",
|
|
1101
|
+
"execution_count": null,
|
|
1102
|
+
"metadata": {},
|
|
1103
|
+
"outputs": [],
|
|
1104
|
+
"source": []
|
|
1105
|
+
}
|
|
1106
|
+
],
|
|
1107
|
+
"metadata": {
|
|
1108
|
+
"kernelspec": {
|
|
1109
|
+
"display_name": "Python 3 (ipykernel)",
|
|
1110
|
+
"language": "python",
|
|
1111
|
+
"name": "python3"
|
|
1112
|
+
},
|
|
1113
|
+
"language_info": {
|
|
1114
|
+
"codemirror_mode": {
|
|
1115
|
+
"name": "ipython",
|
|
1116
|
+
"version": 3
|
|
1117
|
+
},
|
|
1118
|
+
"file_extension": ".py",
|
|
1119
|
+
"mimetype": "text/x-python",
|
|
1120
|
+
"name": "python",
|
|
1121
|
+
"nbconvert_exporter": "python",
|
|
1122
|
+
"pygments_lexer": "ipython3",
|
|
1123
|
+
"version": "3.12.9"
|
|
1124
|
+
}
|
|
1125
|
+
},
|
|
1126
|
+
"nbformat": 4,
|
|
1127
|
+
"nbformat_minor": 4
|
|
1128
|
+
}
|