hikyuu 2.6.9__py3-none-win_amd64.whl → 2.7.0__py3-none-win_amd64.whl

hikyuu/cpp/__init__.pyi

@@ -1,3 +1,3 @@
 from __future__ import annotations
-from . import core39
-__all__ = ['core39']
+from . import core310
+__all__ = ['core310']

hikyuu/cpp/core310.pyi

@@ -3,7 +3,7 @@ import collections.abc
 import numpy
 import numpy.typing
 import typing
-__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'AGG_COUNT', 'AGG_FUNC', 'AGG_MAD', 'AGG_MAX', 'AGG_MEAN', 'AGG_MEDIAN', 'AGG_MIN', 'AGG_PROD', 'AGG_QUANTILE', 'AGG_STD', 'AGG_SUM', 'AGG_VAR', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'GROUP_COUNT', 'GROUP_FUNC', 'GROUP_MAX', 'GROUP_MEAN', 'GROUP_MIN', 'GROUP_PROD', 'GROUP_SUM', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToHdf5Importer', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NORM_MinMax', 'NORM_NOTHING', 'NORM_Quantile', 'NORM_Quantile_Uniform', 'NORM_Zscore', 'NOT', 'NormalizeBase', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'QUANTILE_TRUNC', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REFX', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SCFilter_AmountLimit', 'SCFilter_Group', 'SCFilter_IgnoreNan', 'SCFilter_LessOrEqualValue', 'SCFilter_Price', 'SCFilter_TopN', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_MultiFactor2', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'ScoresFilterBase', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'dates_to_pa', 'df_to_krecords', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_funds_list', 'get_inds_view', 'get_inds_view_pyarrow', 'get_kdata', 'get_last_version', 'get_log_level', 'get_market_view', 'get_market_view_pyarrow', 'get_spot_from_buffer_server', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'is_valid_license', 'isinf', 'isnan', 'krecords_to_df', 'krecords_to_np', 'krecords_to_pa', 'open_ostream_to_python', 'open_spend_time', 'parallel_run_pf', 'parallel_run_sys', 'positions_to_df', 'positions_to_np', 'positions_to_pa', 'register_extra_ktype', 'release_extra_ktype', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'scorerecords_to_df', 'scorerecords_to_np', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'spot_agent_is_connected', 'spot_agent_is_running', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'systemweights_to_df', 'systemweights_to_np', 'timeline_to_df', 'timeline_to_np', 'timeline_to_pa', 'toPriceList', 'trades_to_df', 'trades_to_np', 'trades_to_pa', 'translist_to_df', 'translist_to_np', 'translist_to_pa', 'view_license', 'weights_to_df', 'weights_to_np', 'weights_to_pa']
+__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'AGG_COUNT', 'AGG_FUNC', 'AGG_MAD', 'AGG_MAX', 'AGG_MEAN', 'AGG_MEDIAN', 'AGG_MIN', 'AGG_PROD', 'AGG_QUANTILE', 'AGG_STD', 'AGG_SUM', 'AGG_VAR', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'GROUP_COUNT', 'GROUP_FUNC', 'GROUP_MAX', 'GROUP_MEAN', 'GROUP_MIN', 'GROUP_PROD', 'GROUP_SUM', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToHdf5Importer', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NORM_MinMax', 'NORM_NOTHING', 'NORM_Quantile', 'NORM_Quantile_Uniform', 'NORM_Zscore', 'NOT', 'NormalizeBase', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'QUANTILE_TRUNC', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REFX', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SCFilter_AmountLimit', 'SCFilter_Group', 'SCFilter_IgnoreNan', 'SCFilter_LessOrEqualValue', 'SCFilter_Price', 'SCFilter_TopN', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_MultiFactor2', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SP_LogNormal', 'SP_Normal', 'SP_TruncNormal', 'SP_Uniform', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'ScoresFilterBase', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'bind_email', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'df_to_krecords', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_expire_date', 'get_funds_list', 'get_kdata', 'get_last_version', 'get_log_level', 'get_spot_from_buffer_server', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'is_valid_license', 'isinf', 'isnan', 'krecords_to_df', 'krecords_to_np', 'open_ostream_to_python', 'open_spend_time', 'parallel_run_pf', 'parallel_run_sys', 'positions_to_df', 'positions_to_np', 'register_extra_ktype', 'release_extra_ktype', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'scorerecords_to_df', 'scorerecords_to_np', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'spot_agent_is_connected', 'spot_agent_is_running', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'systemweights_to_df', 'systemweights_to_np', 'timeline_to_df', 'timeline_to_np', 'toPriceList', 'trades_to_df', 'trades_to_np', 'translist_to_df', 'translist_to_np', 'view_license', 'weights_to_df', 'weights_to_np']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -1214,9 +1214,6 @@ class DatetimeList:
     @staticmethod
     def to_pandas(data: DatetimeList):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -2346,8 +2343,6 @@ class KData:
         """
         将 KData 转换为 NumPy 数组
         """
-    def to_pyarrow(self) -> typing.Any:
-        ...
     def tocsv(self, arg0: str) -> None:
         """
         tocsv(self, filename)
@@ -2607,9 +2602,6 @@ class KRecordList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -3900,8 +3892,6 @@ class PositionRecordList:
         ...
     def to_pandas(self):
         ...
-    def to_pyarrow(self):
-        ...
 class ProfitGoalBase:
     """
     盈利目标策略基类
@@ -5881,9 +5871,6 @@ class StockWeightList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -7099,9 +7086,6 @@ class TimeLineList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -8064,8 +8048,6 @@ class TradeRecordList:
         ...
     def to_pandas(self):
         ...
-    def to_pyarrow(self):
-        ...
 class TradeRequest:
     """
     交易请求记录。系统内部在实现延迟操作时登记的交易请求信息。暴露该结构的主要目的是用于
@@ -8152,9 +8134,6 @@ class TransList:
     @staticmethod
     def to_pandas(data):
         ...
-    @staticmethod
-    def to_pyarrow(data):
-        ...
     def __bool__(self) -> bool:
         """
         Check whether the list is nonempty
@@ -11478,6 +11457,48 @@ def SP_FixedValue(value: typing.SupportsFloat = 0.01) -> SlippageBase:
         :param float p: 偏移价格
         :return: 移滑价差算法实例
     """
+def SP_LogNormal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_LogNormal([mean=0.0, stddev=0.05])
+    
+        对数正态分布随机价格移滑价差算法, 买入和卖出操作是价格在对数正态分布[mean, stddev]范围内的随机偏移
+    
+        :param float mean: 对数正态分布的均值
+        :param float stddev: 对数正态分布的标准差
+        :return: 移滑价差算法实例
+    """
+def SP_Normal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_Normal([mean=0.0, stddev=0.05])
+    
+        正态分布随机价格移滑价差算法, 买入和卖出操作是价格在正态分布[mean, stddev]范围内的随机偏移
+        
+        :param float mean: 正态分布的均值
+        :param float stddev: 正态分布的标准差
+        :return: 移滑价差算法实例
+    """
+def SP_TruncNormal(mean: typing.SupportsFloat = 0.0, stddev: typing.SupportsFloat = 0.05, min_value: typing.SupportsFloat = -0.11, max_value: typing.SupportsFloat = 0.1) -> SlippageBase:
+    """
+    SP_TruncNormal([mean=0.0, stddev=0.05, min_value=-0.1, max_value=0.1])
+             
+        截断正态分布随机价格移滑价差算法, 买入和卖出操作是价格在截断正态分布[mean, stddev, min_value, max_value]范围内的随机偏移
+        
+        :param float mean: 截断正态分布的均值
+        :param float stddev: 截断正态分布的标准差
+        :param float min_value: 最小截断值
+        :param float max_value: 最大截断值
+        :return: 移滑价差算法实例
+    """
+def SP_Uniform(min_value: typing.SupportsFloat = -0.05, max_value: typing.SupportsFloat = 0.05) -> SlippageBase:
+    """
+    SP_Uniform([min_value=-0.05, max_value=0.05])
+    
+        均匀分布随机价格移滑价差算法, 买入和卖出操作是价格在[min_value, max_value]范围内的均匀分布随机偏移
+        
+        :param float min_value: 最小偏移价格
+        :param float max_value: 最大偏移价格
+        :return: 移滑价差算法实例
+    """
 @typing.overload
 def SQRT() -> Indicator:
     ...
@@ -14221,6 +14242,15 @@ def batch_calculate_inds(arg0: collections.abc.Sequence, arg1: KData) -> list:
         :return: 指标计算结果列表
         :rtype: list
     """
+def bind_email(arg0: str, arg1: str) -> None:
+    """
+    bind_email(email: str, code: str)
+    
+        绑定邮箱和授权码
+        
+        :param str email: 邮箱地址
+        :param str code: 授权码
+    """
 def can_upgrade() -> bool:
     ...
 def close_ostream_to_python() -> None:
@@ -14281,10 +14311,6 @@ def dates_to_np(arg0: DatetimeList) -> numpy.ndarray:
     """
     将 DatetimeList 转换为 NumPy 元组
     """
-def dates_to_pa(arg0: DatetimeList) -> typing.Any:
-    """
-    将日期列表转换为 pyarrow.Table 对象
-    """
 def df_to_krecords(df: typing.Any, columns: collections.abc.Sequence[str] = ['datetime', 'open', 'high', 'low', 'close', 'amount', 'volume']) -> KRecordList:
     """
     df_to_krecords(df: pd.DataFrame[, columns: dict]) -> KRecordList
@@ -14298,7 +14324,7 @@ def df_to_krecords(df: typing.Any, columns: collections.abc.Sequence[str] = ['da
 def fetch_trial_license(arg0: str) -> str:
     """
     fetch_trial_license(email: str)
-            
+    
         获取试用授权码
         
         :param str email: 邮箱地址
@@ -14346,6 +14372,12 @@ def get_date_range(start: Datetime, end: Datetime) -> DatetimeList:
         :param Datetime end: 结束日期
         :rtype: DatetimeList
     """
+def get_expire_date() -> Datetime:
+    """
+    get_expire_date() -> Datetime
+            
+        查看授权到期时间
+    """
 def get_funds_list(arg0: collections.abc.Sequence[TradeManager], arg1: DatetimeList) -> list[list[FundsRecord]]:
     """
     get_funds_list(tm_list: list, ref_dates: DatetimeList) -> list[Funds])
@@ -14357,37 +14389,6 @@ def get_funds_list(arg0: collections.abc.Sequence[TradeManager], arg1: DatetimeL
         :return: 账户资金列表
     """
 @typing.overload
-def get_inds_view(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], query: Query, market: str = 'SH') -> typing.Any:
-    ...
-@typing.overload
-def get_inds_view(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], date: Datetime, cal_len: typing.SupportsInt = 100, ktype: str = 'DAY', market: str = 'SH') -> typing.Any:
-    """
-    get_inds_view(stks, inds, date[, cal_len=100, ktype=Query.DAY, market='SH']) -> pandas.DataFrame)
-        
-        方式1: 获取指定日期的各证券的各指标结果
-    
-          :param stks: 证券列表
-          :param list[Indicator] inds: 指标列表
-          :param Datetime date: 指定日期
-          :param int cal_len: 计算需要的数据长度
-          :param str ktype: k线类型
-          :param str market: 指定行情市场（用于日期对齐）
-    
-        方式2: 获取按指定Query查询计算的各证券的各指标结果, 结果中将包含指定 Query 包含的所有指定市场交易日日期
-        get_inds_view(stks, inds, query, market='SH'])
-    
-          :param stks: 指定证券列表
-          :param list[Indicator] inds: 指定指标列表
-          :param Query query: 查询条件
-          :param str market: 指定行情市场（用于日期对齐）
-    """
-@typing.overload
-def get_inds_view_pyarrow(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], query: Query, market: str = 'SH') -> typing.Any:
-    ...
-@typing.overload
-def get_inds_view_pyarrow(stks: collections.abc.Sequence, inds: collections.abc.Sequence[Indicator], date: Datetime, cal_len: typing.SupportsInt = 100, ktype: str = 'DAY', market: str = 'SH') -> typing.Any:
-    ...
-@typing.overload
 def get_kdata(arg0: str, arg1: Query) -> KData:
     ...
 @typing.overload
@@ -14418,23 +14419,6 @@ def get_log_level() -> LOG_LEVEL:
     """
     获取当前日志级别
     """
-def get_market_view(stks: collections.abc.Sequence, date: Datetime = ..., market: str = 'SH') -> typing.Any:
-    """
-    get_market_view(stks[, date=Datetime(), market='SH']) -> pandas.DataFrame
-    
-        获取指定股票集合在指定交易日的行情数据，不包含当日停牌无数据的股票。如未指定日期，则返回最后交易日行情数据，
-        如同时接收了行情数据，则为实时行情。
-    
-        注: 此函数依赖于日线数据
-        
-        :param list[Stock] stks: 股票列表
-        :param Datetime date: 获取指定日期的行情数据
-        :param str market: 市场代码
-        :return: 指定股票列表最后行情数据
-        :rtype: pandas.DataFrame
-    """
-def get_market_view_pyarrow(stks: collections.abc.Sequence, date: Datetime = ..., market: str = 'SH') -> typing.Any:
-    ...
 def get_spot_from_buffer_server(arg0: str, arg1: str, arg2: str, arg3: Datetime) -> list[SpotRecord]:
     """
     get_spot_from_buffer_server(addr: str, market: str, code: str, datetime: str)
@@ -14521,10 +14505,6 @@ def krecords_to_df(arg0: KRecordList) -> typing.Any:
     ...
 def krecords_to_np(arg0: KRecordList) -> numpy.ndarray:
     ...
-def krecords_to_pa(arg0: KRecordList) -> typing.Any:
-    """
-    将KRecordList转换为parraw.Table
-    """
 def open_ostream_to_python() -> None:
     ...
 def open_spend_time() -> None:
@@ -14570,10 +14550,6 @@ def positions_to_np(arg0: PositionRecordList) -> numpy.ndarray:
         
         注意: 其中的当前市值、利润、盈亏等计算值均以日线计算, 如使用日线一下级别回测时, 对未清仓的持仓记录需要自行重新计算！
     """
-def positions_to_pa(arg0: PositionRecordList) -> typing.Any:
-    """
-    将交易记录列表转换为 pyarrow.Table 对象
-    """
 @typing.overload
 def register_extra_ktype(ktype: str, basetype: str, minutes: typing.SupportsInt, get_phase_end: collections.abc.Callable[[Datetime], Datetime]) -> None:
     ...
@@ -14617,7 +14593,7 @@ def release_extra_ktype() -> None:
 def remove_license() -> None:
     """
     remove_license()
-            
+    
         移除当前授权
     """
 @typing.overload
@@ -14758,10 +14734,6 @@ def timeline_to_np(arg0: TimeLineList) -> numpy.ndarray:
     """
     将分时线记录转换为NumPy元组
     """
-def timeline_to_pa(arg0: TimeLineList) -> typing.Any:
-    """
-    将分时线记录转换为 pyarrow.Table 对象
-    """
 def toPriceList(arg0: collections.abc.Sequence) -> list[float]:
     """
     将 python list/tuple/np.arry 对象转化为 PriceList 对象
@@ -14778,10 +14750,6 @@ def trades_to_df(arg0: TradeRecordList) -> typing.Any:
     """
 def trades_to_np(arg0: TradeRecordList) -> numpy.ndarray:
     ...
-def trades_to_pa(arg0: TradeRecordList) -> typing.Any:
-    """
-    将交易记录列表转换为 pyarrow.Table 对象
-    """
 def translist_to_df(arg0: TransList) -> typing.Any:
     """
     将分笔记录转换为 DataFrame
@@ -14790,10 +14758,6 @@ def translist_to_np(arg0: TransList) -> numpy.ndarray:
     """
     将分笔记录转换为NumPy元组
     """
-def translist_to_pa(arg0: TransList) -> typing.Any:
-    """
-    将分笔记录转换为 pyarrow.Table 对象
-    """
 def view_license() -> str:
     """
     view_license()
@@ -14804,10 +14768,6 @@ def weights_to_df(arg0: StockWeightList) -> typing.Any:
     ...
 def weights_to_np(arg0: StockWeightList) -> numpy.ndarray:
     ...
-def weights_to_pa(arg0: StockWeightList) -> typing.Any:
-    """
-    将权息记录列表转换为 pyarrow.Table 对象
-    """
 DEBUG: LOG_LEVEL  # value = <LOG_LEVEL.DEBUG: 1>
 ERROR: LOG_LEVEL  # value = <LOG_LEVEL.ERROR: 4>
 FATAL: LOG_LEVEL  # value = <LOG_LEVEL.FATAL: 5>