hikyuu 2.7.0__py3-none-manylinux2014_aarch64.whl → 2.7.3__py3-none-manylinux2014_aarch64.whl

hikyuu/cpp/core313.pyi

@@ -3,7 +3,7 @@ import collections.abc
 import numpy
 import numpy.typing
 import typing
-__all__: list[str] = ['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']
+__all__: list[str] = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedAmount', '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', 'AGG_VWAP', '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', 'KDataToClickHouseImporter', 'KDataToHdf5Importer', 'KDataToMySQLImporter', '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', 'check_data', '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_latest_version_info', '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：
@@ -154,6 +154,8 @@ class BUSINESS:
     
       RETURN_STOCK
     
+      SUOGU
+    
       INVALID
     """
     BONUS: typing.ClassVar[BUSINESS]  # value = <BUSINESS.BONUS: 4>
@@ -167,12 +169,13 @@ class BUSINESS:
     CHECKOUT_STOCK: typing.ClassVar[BUSINESS]  # value = <BUSINESS.CHECKOUT_STOCK: 8>
     GIFT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.GIFT: 3>
     INIT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INIT: 0>
-    INVALID: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INVALID: 15>
+    INVALID: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INVALID: 16>
     RETURN_CASH: typing.ClassVar[BUSINESS]  # value = <BUSINESS.RETURN_CASH: 10>
     RETURN_STOCK: typing.ClassVar[BUSINESS]  # value = <BUSINESS.RETURN_STOCK: 12>
     SELL: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SELL: 2>
     SELL_SHORT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SELL_SHORT: 13>
-    __members__: typing.ClassVar[dict[str, BUSINESS]]  # value = {'INIT': <BUSINESS.INIT: 0>, 'BUY': <BUSINESS.BUY: 1>, 'SELL': <BUSINESS.SELL: 2>, 'BUY_SHORT': <BUSINESS.BUY_SHORT: 14>, 'SELL_SHORT': <BUSINESS.SELL_SHORT: 13>, 'GIFT': <BUSINESS.GIFT: 3>, 'BONUS': <BUSINESS.BONUS: 4>, 'CHECKIN': <BUSINESS.CHECKIN: 5>, 'CHECKOUT': <BUSINESS.CHECKOUT: 6>, 'CHECKIN_STOCK': <BUSINESS.CHECKIN_STOCK: 7>, 'CHECKOUT_STOCK': <BUSINESS.CHECKOUT_STOCK: 8>, 'BORROW_CASH': <BUSINESS.BORROW_CASH: 9>, 'RETURN_CASH': <BUSINESS.RETURN_CASH: 10>, 'BORROW_STOCK': <BUSINESS.BORROW_STOCK: 11>, 'RETURN_STOCK': <BUSINESS.RETURN_STOCK: 12>, 'INVALID': <BUSINESS.INVALID: 15>}
+    SUOGU: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SUOGU: 15>
+    __members__: typing.ClassVar[dict[str, BUSINESS]]  # value = {'INIT': <BUSINESS.INIT: 0>, 'BUY': <BUSINESS.BUY: 1>, 'SELL': <BUSINESS.SELL: 2>, 'BUY_SHORT': <BUSINESS.BUY_SHORT: 14>, 'SELL_SHORT': <BUSINESS.SELL_SHORT: 13>, 'GIFT': <BUSINESS.GIFT: 3>, 'BONUS': <BUSINESS.BONUS: 4>, 'CHECKIN': <BUSINESS.CHECKIN: 5>, 'CHECKOUT': <BUSINESS.CHECKOUT: 6>, 'CHECKIN_STOCK': <BUSINESS.CHECKIN_STOCK: 7>, 'CHECKOUT_STOCK': <BUSINESS.CHECKOUT_STOCK: 8>, 'BORROW_CASH': <BUSINESS.BORROW_CASH: 9>, 'RETURN_CASH': <BUSINESS.RETURN_CASH: 10>, 'BORROW_STOCK': <BUSINESS.BORROW_STOCK: 11>, 'RETURN_STOCK': <BUSINESS.RETURN_STOCK: 12>, 'SUOGU': <BUSINESS.SUOGU: 15>, 'INVALID': <BUSINESS.INVALID: 16>}
     def __eq__(self, other: typing.Any) -> bool:
         ...
     def __getstate__(self) -> int:
@@ -2391,6 +2394,20 @@ class KDataDriver:
         """
         驱动名称
         """
+class KDataToClickHouseImporter:
+    """
+    K线数据导入器
+    """
+    def __init__(self) -> None:
+        ...
+    def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
+        """
+        删除指定时间及其之后的K线数据
+        """
+    def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
+        """
+        设置数据保存路径和数据源列表
+        """
 class KDataToHdf5Importer:
     """
     K线数据导入器
@@ -2425,6 +2442,20 @@ class KDataToHdf5Importer:
         """
         更新索引
         """
+class KDataToMySQLImporter:
+    """
+    K线数据导入器
+    """
+    def __init__(self) -> None:
+        ...
+    def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
+        """
+        删除指定时间及其之后的K线数据
+        """
+    def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
+        """
+        设置数据保存路径和数据源列表
+        """
 class KRecord:
     """
     K线记录，组成K线数据，属性可读写
@@ -3099,7 +3130,7 @@ class MultiFactorBase:
         """
         是否存在指定参数
         """
-    def set_normalize(self, norm: NormalizeBase) -> None:
+    def set_normalize(self, norm: typing.Any) -> None:
         """
         set_normalize(self, norm)
         
@@ -3517,7 +3548,7 @@ class Portfolio:
         设置或获取资产分配算法
         """
     @af.setter
-    def af(self, arg1: AllocateFundsBase) -> None:
+    def af(self, arg1: typing.Any) -> None:
         ...
     @property
     def name(self) -> str:
@@ -3546,7 +3577,7 @@ class Portfolio:
         设置或获取交易对象选择算法
         """
     @se.setter
-    def se(self, arg1: SelectorBase) -> None:
+    def se(self, arg1: typing.Any) -> None:
         ...
     @property
     def tm(self) -> TradeManager:
@@ -3554,7 +3585,7 @@ class Portfolio:
         设置或获取交易管理对象
         """
     @tm.setter
-    def tm(self, arg1: TradeManager) -> None:
+    def tm(self, arg1: typing.Any) -> None:
         ...
 class PositionRecord:
     """
@@ -3837,8 +3868,8 @@ class ProfitGoalBase:
         
             【重载接口】获取盈利目标价格，返回constant.null_price时，表示未限定目标；返回0意味着需要卖出
         
-            :param Datetime datetime: 买入时间
-            :param float price: 买入价格
+            :param Datetime datetime: 当前时间
+            :param float price: 当前价格
             :return: 目标价格
             :rtype: float
         """
@@ -5116,7 +5147,7 @@ class Stock:
         
                 :param Query.KType ktype: K线类型
         """
-    def set_kdata_from_df(self, df: typing.Any, cols: collections.abc.Sequence[str], ktype: str = 'DAY') -> None:
+    def set_kdata_from_df(self, df: typing.Any, cols: collections.abc.Sequence[str] = ['datetime', 'open', 'high', 'low', 'close', 'amount', 'volume'], ktype: str = 'DAY') -> None:
         """
         set_kdata_from_df(self, df, cols, [ktype=Query.DAY])
         
@@ -5310,6 +5341,10 @@ class StockManager:
             :return: 加入的Stock
             :rtype: Stock
         """
+    def cancel_load(self) -> None:
+        """
+        取消所有数据加载
+        """
     def datadir(self) -> str:
         """
         datadir(self) -> str
@@ -5345,6 +5380,16 @@ class StockManager:
             :return: 板块列表
             :rtype: BlockList
         """
+    def get_block_list_by_index_stock(self, index_stk: ...) -> list[...]:
+        """
+        get_block_list_by_index_stock(self, index_stk)
+        
+            获取指定指数的板块列表
+        
+            :param Stock index_stk: 指数
+            :return: 板块列表
+            :rtype: BlockList
+        """
     def get_block_parameter(self) -> ...:
         """
         获取当前板块信息驱动参数
@@ -6337,7 +6382,7 @@ class System:
         系统有效条件
         """
     @cn.setter
-    def cn(self, arg1: ConditionBase) -> None:
+    def cn(self, arg1: typing.Any) -> None:
         ...
     @property
     def ev(self) -> EnvironmentBase:
@@ -6345,7 +6390,7 @@ class System:
         市场环境判断策略
         """
     @ev.setter
-    def ev(self, arg1: EnvironmentBase) -> None:
+    def ev(self, arg1: typing.Any) -> None:
         ...
     @property
     def mm(self) -> MoneyManagerBase:
@@ -6353,7 +6398,7 @@ class System:
         资金管理策略
         """
     @mm.setter
-    def mm(self, arg1: MoneyManagerBase) -> None:
+    def mm(self, arg1: typing.Any) -> None:
         ...
     @property
     def name(self) -> str:
@@ -6369,7 +6414,7 @@ class System:
         盈利目标策略
         """
     @pg.setter
-    def pg(self, arg1: ProfitGoalBase) -> None:
+    def pg(self, arg1: typing.Any) -> None:
         ...
     @property
     def query(self) -> Query:
@@ -6382,7 +6427,7 @@ class System:
         信号指示器
         """
     @sg.setter
-    def sg(self, arg1: SignalBase) -> None:
+    def sg(self, arg1: typing.Any) -> None:
         ...
     @property
     def sp(self) -> SlippageBase:
@@ -6390,7 +6435,7 @@ class System:
         移滑价差算法
         """
     @sp.setter
-    def sp(self, arg1: SlippageBase) -> None:
+    def sp(self, arg1: typing.Any) -> None:
         ...
     @property
     def st(self) -> StoplossBase:
@@ -6398,7 +6443,7 @@ class System:
         止损策略
         """
     @st.setter
-    def st(self, arg1: StoplossBase) -> None:
+    def st(self, arg1: typing.Any) -> None:
         ...
     @property
     def tm(self) -> TradeManager:
@@ -6406,7 +6451,7 @@ class System:
         关联的交易管理实例
         """
     @tm.setter
-    def tm(self, arg1: TradeManager) -> None:
+    def tm(self, arg1: typing.Any) -> None:
         ...
     @property
     def to(self) -> KData:
@@ -6422,7 +6467,7 @@ class System:
         止盈策略
         """
     @tp.setter
-    def tp(self, arg1: StoplossBase) -> None:
+    def tp(self, arg1: typing.Any) -> None:
         ...
 class SystemPart:
     """
@@ -8126,6 +8171,14 @@ def AF_EqualWeight() -> AllocateFundsBase:
         
         等权重资产分配，对选中的资产进行等比例分配
     """
+def AF_FixedAmount(amount: typing.SupportsFloat = 20000.0) -> AllocateFundsBase:
+    """
+    AF_FixedAmount(amount)
+        
+        等金额资产分配，对选中的资产进行等金额分配
+    
+        :param float amount: 交易最大金额
+    """
 def AF_FixedWeight(weight: typing.SupportsFloat = 0.1) -> AllocateFundsBase:
     """
     AF_FixedWeight(weight)
@@ -8250,6 +8303,19 @@ def AGG_VAR(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: t
         :return: 指标数据
         :rtype: Indicator
     """
+def AGG_VWAP(ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    AGG_VWAP([ktype=Query.MIN, fill_null=False, unit=1])
+    
+        聚合其他K线成交量加权平均价格(Volume Weighted Average Price)
+        VWAP 是成交量加权的平均价格，计算方式是将每一分钟（或单位时间）的成交量乘以该分钟的成交价格，然后对所有乘积求和，最后除以总成交量。
+    
+        :param KQuery.KType ktype: 聚合的K线周期
+        :param bool fill_null: 是否填充缺失值
+        :param int unit: 聚合周期单位 (上下文K线分组单位, 使用日线计算分钟线聚合时, unit=2代表聚合2天的分钟线)
+        :return: 指标数据
+        :rtype: Indicator
+    """
 @typing.overload
 def ALIGN(ref: DatetimeList, fill_null: bool = True) -> Indicator:
     ...
@@ -9943,13 +10009,13 @@ def MF_Weight() -> MultiFactorBase:
 @typing.overload
 def MF_Weight(inds: collections.abc.Sequence, stks: collections.abc.Sequence, weights: collections.abc.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
-    MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
+    MF_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
     
         按指定权重合成因子 = ind1 * weight1 + ind2 * weight2 + ... + indn * weightn
     
         :param sequense(Indicator) inds: 原始因子列表
-        :param sequense(float) weights: 权重列表(需和 inds 等长)
         :param sequense(stock) stks: 计算证券列表
+        :param sequense(float) weights: 权重列表(需和 inds 等长)
         :param Query query: 日期范围
         :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
         :param int ic_n: 默认 IC 对应的 N 日收益率
@@ -10203,7 +10269,7 @@ def NOT(arg0: Indicator) -> Indicator:
         :param Indicator data: 输入数据
         :rtype: Indicator
     """
-def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFundsBase = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Portfolio:
+def PF_Simple(tm: typing.Any = None, se: typing.Any = ..., af: typing.Any = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Portfolio:
     """
     PF_Simple([tm, se, af, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True])
     
@@ -10226,7 +10292,7 @@ def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFunds
         :param str adjust_mode: 调仓模式
         :param bool delay_to_trading_day: 如果当日不是交易日将会被顺延至当前周期内的第一个交易日
     """
-def PF_WithoutAF(tm: TradeManager = None, se: SelectorBase = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True, trade_on_close: bool = True, sys_use_self_tm: bool = False, sell_at_not_selected: bool = False) -> Portfolio:
+def PF_WithoutAF(tm: typing.Any = None, se: typing.Any = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True, trade_on_close: bool = True, sys_use_self_tm: bool = False, sell_at_not_selected: bool = False) -> Portfolio:
     """
     PF_WithoutAF([tm, se, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True, trade_on_close=True, sys_use_self_tm=False,sell_at_not_selected=False])
         
@@ -14031,6 +14097,10 @@ def bind_email(arg0: str, arg1: str) -> None:
     """
 def can_upgrade() -> bool:
     ...
+def check_data(stock_list: collections.abc.Sequence, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
+    """
+    检查数据
+    """
 def close_ostream_to_python() -> None:
     ...
 def close_spend_time() -> None:
@@ -14191,7 +14261,7 @@ def get_kdata(market_code: str, start: Datetime = ..., end: Datetime = ..., ktyp
         :param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
         :param Query.RecoverType recover_type: 复权类型
     """
-def get_last_version() -> str:
+def get_latest_version_info() -> dict:
     ...
 def get_log_level() -> LOG_LEVEL:
     """

hikyuu/data/clickhouse_upgrade/0001.sql

@@ -0,0 +1,2 @@
+ALTER TABLE `hku_base`.`stocktypeinfo` UPDATE `minTradeNumber`=100 WHERE `type`=5 AND `description`='ETF';
+ALTER TABLE `hku_base`.`version` UPDATE `version`=1 WHERE `id`=0;

hikyuu/data/common_clickhouse.py

@@ -69,11 +69,9 @@ def create_database(connect):
              and int(x.stem) > db_version and not x.is_dir()]
     files.sort()
     for file in files:
-        print(file)
         sql = file.read_text(encoding='utf8')
         statements = sql.split(';')
         for stmt in statements:
-            print(stmt)
             stmt = stmt.strip()
             if stmt:  # 跳过空语句
                 try:
@@ -163,7 +161,7 @@ def get_last_krecord(connect, tablename):
         # hku_info(f"{tablename} {a}")
         if not a:
             return None
-        return (Datetime.from_timestamp_utc(a[0][0]*1000000).ymdhm, a[0][1]*0.001, a[0][2]*0.001, a[0][3]*0.001, a[0][4]*0.001, a[0][5]*0.001, a[0][6]*0.001)
+        return (Datetime.from_timestamp_utc(a[0][0]*1000000).ymdhm, a[0][1]*0.001, a[0][2]*0.001, a[0][3]*0.001, a[0][4]*0.001, float(a[0][5]), a[0][6]*0.001)
     except:
         return None
 

hikyuu/data/download_block.py

@@ -333,7 +333,7 @@ def download_all_zsbk_info():
 
 
 def download_block_info():
-    down_em_all_hybk_info()
+    # down_em_all_hybk_info()
     # down_em_all_dybk_info()
     # down_em_all_gnbk_info()
     download_all_zsbk_info()

hikyuu/data/hku_config_template.py

@@ -26,7 +26,9 @@ hdf5_template = """
 [hikyuu]
 tmpdir = {dir}/tmp
 datadir = {dir}
+reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = sqlite3
@@ -52,6 +54,8 @@ min15 = {min15}
 min30 = {min30}
 min60 = {min60}
 hour2= {hour2}
+timeline = {timeline}
+trans = {trans}
 day_max = {day_max}
 week_max = {week_max}
 month_max = {month_max}
@@ -64,6 +68,8 @@ min15_max = {min15_max}
 min30_max = {min30_max}
 min60_max = {min60_max}
 hour2_max = {hour2_max}
+timeline_max = {timeline_max}
+trans_max = {trans_max}
 
 [baseinfo]
 type = sqlite3
@@ -94,7 +100,9 @@ mysql_template = """
 [hikyuu]
 tmpdir = {dir}
 datadir = {dir}
+reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = mysql
@@ -116,6 +124,8 @@ min15 = {min15}
 min30 = {min30}
 min60 = {min60}
 hour2 = {hour2}
+timeline = {timeline}
+trans = {trans}
 day_max = {day_max}
 week_max = {week_max}
 month_max = {month_max}
@@ -128,6 +138,8 @@ min15_max = {min15_max}
 min30_max = {min30_max}
 min60_max = {min60_max}
 hour2_max = {hour2_max}
+timeline_max = {timeline_max}
+trans_max = {trans_max}
 
 [baseinfo]
 type = mysql
@@ -149,7 +161,9 @@ clickhouse_template = """
 [hikyuu]
 tmpdir = {dir}
 datadir = {dir}
+reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = clickhouse
@@ -171,6 +185,8 @@ min15 = {min15}
 min30 = {min30}
 min60 = {min60}
 hour2 = {hour2}
+timeline = {timeline}
+trans = {trans}
 day_max = {day_max}
 week_max = {week_max}
 month_max = {month_max}
@@ -183,6 +199,8 @@ min15_max = {min15_max}
 min30_max = {min30_max}
 min60_max = {min60_max}
 hour2_max = {hour2_max}
+timeline_max = {timeline_max}
+trans_max = {trans_max}
 
 [baseinfo]
 type = clickhouse
@@ -269,6 +287,9 @@ phase1_end = 11:35:00
 phase2_start = 12:00:00
 phase2_end = 15:05:00
 
+[lazy_preload]
+enable = False
+
 [preload]
 day = True
 week = True
@@ -282,6 +303,8 @@ min15 = False
 min30 = False
 min60 = False
 hour2 = False
+timeline = False
+trans = False
 day_max = 100000
 week_max = 100000
 month_max = 100000
@@ -294,6 +317,8 @@ min15_max = 5120
 min30_max = 5120
 min60_max = 5120
 hour2_max = 5120
+timeline_max = 5120
+trans_max = 5120
 """
 
 
@@ -304,14 +329,16 @@ def generate_default_config():
     from hikyuu.data.hku_config_template import hdf5_template
     user_dir = os.path.expanduser('~')
     data_dir = "c:\\stock" if sys.platform == 'win32' else f"{user_dir}/stock"
-    hdf5_config = hdf5_template.format(dir=data_dir, quotation_server='ipc:///tmp/hikyuu_real.ipc',
+    hdf5_config = hdf5_template.format(dir=data_dir, reload_time="00:00", quotation_server='ipc:///tmp/hikyuu_real.ipc',
                                        day=True, week=False,
                                        month=False, quarter=False, halfyear=False, year=False,
                                        min1=False, min5=False, min15=False, min30=False,
-                                       min60=False, hour2=False, day_max=100000, week_max=100000,
+                                       min60=False, hour2=False, timeline=False, trans=False,
+                                       day_max=100000, week_max=100000,
                                        month_max=100000, quarter_max=100000, halfyear_max=100000,
                                        year_max=100000, min1_max=5120, min5_max=5120, min15_max=5120,
-                                       min30_max=5120, min60_max=5120, hour2_max=5120)
+                                       min30_max=5120, min60_max=5120, hour2_max=5120,
+                                       timeline_max=5120, trans_max=5120)
     config_dir = f"{user_dir}/.hikyuu"
     if not os.path.lexists(config_dir):
         os.makedirs(config_dir)

hikyuu/data/mysql_upgrade/0029.sql

@@ -0,0 +1,2 @@
+update `hku_base`.`stocktypeinfo` set `minTradeNumber`=100 where `type`=5 and `description`='ETF';
+UPDATE `hku_base`.`version` set `version` = 29;