hikyuu 2.7.0__py3-none-manylinux2014_aarch64.whl → 2.7.5__py3-none-manylinux2014_aarch64.whl

hikyuu/include/hikyuu/python/convert_any.h

@@ -104,12 +104,12 @@ public:
         }
 
         if (PyLong_Check(src)) {
-            int overflow;
-            long tmp = PyLong_AsLongAndOverflow(src, &overflow);
-            if (overflow == 0) {
-                value = static_cast<int>(tmp);
+            long long ll_val = PyLong_AsLongLong(src);
+            if (ll_val < std::numeric_limits<int>::min() ||
+                ll_val > std::numeric_limits<int>::max()) {
+                value = static_cast<int64_t>(ll_val);
             } else {
-                value = PyLong_AsLongLong(src);
+                value = static_cast<int>(ll_val);
             }
             return true;
         }
@@ -192,8 +192,11 @@ public:
             } else {
                 Py_RETURN_FALSE;
             }
+        } else if (x.type() == typeid(int64_t)) {
+            long long ll_val = (long long)boost::any_cast<int64_t>(x);
+            return PyLong_FromLongLong(ll_val);
         } else if (x.type() == typeid(int)) {
-            return Py_BuildValue("n", boost::any_cast<int>(x));
+            return Py_BuildValue("i", boost::any_cast<int>(x));
         } else if (x.type() == typeid(double)) {
             return Py_BuildValue("d", boost::any_cast<double>(x));
         } else if (x.type() == typeid(std::string)) {

hikyuu/include/hikyuu/python/pybind_utils.h

@@ -10,6 +10,7 @@
 #define HIKYUU_PYTHON_BIND_UTILS_H
 
 #include <hikyuu/config.h>
+#include <hikyuu/Stock.h>
 #include <pybind11/pybind11.h>
 
 #include <pybind11/operators.h>
@@ -100,11 +101,6 @@ public:
             return std::shared_ptr<classname>(keep_python_state_alive, ptr);     \
         }                                                                        \
         return this->_clone();                                                   \
-    }                                                                            \
-                                                                                 \
-protected:                                                                       \
-    inline bool isPythonObject() const override {                                \
-        return true;                                                             \
     }
 
 // 用于检查以 py::object 方式传递的函数参数个数是否符合预期
@@ -124,6 +120,27 @@ inline bool check_pyfunction_arg_num(const py::object& func, size_t arg_num) {
  */
 size_t utf8_to_utf32(const std::string& utf8_str, int32_t* out, size_t out_len) noexcept;
 
+// 从 python 对象获取 StockList 列表
+inline StockList get_stock_list_from_python(const py::object& stks) {
+    StockList ret;
+    HKU_IF_RETURN(stks.is_none(), ret);
+
+    if (py::isinstance<StockList>(stks)) {
+        ret = stks.cast<StockList>();
+    } else if (py::isinstance<Block>(stks)) {
+        const auto& blk = stks.cast<Block&>();
+        ret = blk.getStockList();
+    } else if (py::isinstance<StockManager>(stks)) {
+        const auto& sm = stks.cast<StockManager&>();
+        ret = sm.getStockList();
+    } else if (py::isinstance<py::sequence>(stks)) {
+        ret = python_list_to_vector<Stock>(stks);
+    } else {
+        HKU_THROW("Failed get StockList! Input stks must be Block, sm or sequenc(Stock)!");
+    }
+    return ret;
+}
+
 }  // namespace hku
 
 #endif  // HIKYUU_PYTHON_BIND_UTILS_H

hikyuu/include/hikyuu/strategy/Strategy.h

@@ -35,7 +35,7 @@ public:
     Strategy();
     explicit Strategy(const string& name, const string& config_file = "");
     Strategy(const vector<string>& codeList, const vector<KQuery::KType>& ktypeList,
-             const unordered_map<string, int>& preloadNum = {}, const string& name = "Strategy",
+             const unordered_map<string, int64_t>& preloadNum = {}, const string& name = "Strategy",
              const string& config_file = "");
     explicit Strategy(const StrategyContext& context, const string& name = "Strategy",
                       const string& config_file = "");

hikyuu/include/hikyuu/trade_manage/TradeCostBase.h

@@ -107,12 +107,13 @@ public:
     virtual TradeCostPtr _clone() = 0;
 
 protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
-private:
+protected:
     string m_name;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -123,6 +124,7 @@ private:
     template <class Archive>
     void serialize(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 #endif /* HKU_SUPPORT_SERIALIZATION */

hikyuu/include/hikyuu/trade_manage/TradeManagerBase.h

@@ -37,6 +37,8 @@ class HKU_API TradeManagerBase : public enable_shared_from_this<TradeManagerBase
 public:
     TradeManagerBase() : TradeManagerBase("", TC_Zero()) {}
 
+    explicit TradeManagerBase(const string& name) : TradeManagerBase(name, TC_Zero()) {}
+
     TradeManagerBase(const string& name, const TradeCostPtr& costFunc)
     : m_name(name), m_costfunc(costFunc), m_broker_last_datetime(Datetime::now()) {
         setParam<int>("precision", 2);  // 计算精度
@@ -169,6 +171,7 @@ public:
         HKU_CHECK(p, "Invalid ptr from _clone!");
         p->m_params = m_params;
         p->m_name = m_name;
+        p->m_is_python_object = m_is_python_object;
         p->m_broker_last_datetime = m_broker_last_datetime;
         p->m_costfunc = m_costfunc;
         p->m_broker_list = m_broker_list;
@@ -769,9 +772,8 @@ public:
     std::vector<std::pair<Datetime, double>> getProfitPercentYearly(
       const Datetime& datetime = Datetime::now());
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -781,6 +783,8 @@ protected:
     Datetime m_broker_last_datetime;     // 订单代理最近一次执行操作的时刻,当前启动运行时间
     list<OrderBrokerPtr> m_broker_list;  // 订单代理列表
 
+    bool m_is_python_object{false};
+
 //============================================
 // 序列化支持
 //============================================
@@ -794,6 +798,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_costfunc);
         ar& BOOST_SERIALIZATION_NVP(m_broker_last_datetime);
         ar& BOOST_SERIALIZATION_NVP(m_broker_list);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -803,6 +808,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_costfunc);
         ar& BOOST_SERIALIZATION_NVP(m_broker_last_datetime);
         ar& BOOST_SERIALIZATION_NVP(m_broker_list);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_manage/TradeRecord.h

@@ -38,7 +38,8 @@ enum BUSINESS {
     BUSINESS_RETURN_STOCK = 12,  /**< 归还股票资产 */
     BUSINESS_SELL_SHORT = 13,    /**< 卖空 */
     BUSINESS_BUY_SHORT = 14,     /**< 卖空后回补 */
-    BUSINESS_INVALID = 15        /**< 无效类型 */
+    BUSINESS_SUOGU = 15,         /**< 缩扩股 */
+    BUSINESS_INVALID = 16        /**< 无效类型 */
 };
 
 /**

hikyuu/include/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h

@@ -101,9 +101,8 @@ public:
     static void adjustWeight(SystemWeightList& sw_list, double can_allocate_weight,
                              bool auto_adjust, bool ignore_zero);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -117,6 +116,9 @@ private:
     void _adjust_without_running(const Datetime& date, const SystemWeightList& se_list,
                                  const std::unordered_set<SYSPtr>& running_list);
 
+protected:
+    bool m_is_python_object{false};
+
 private:
     string m_name;    // 组件名称
     KQuery m_query;   // 查询条件
@@ -131,6 +133,7 @@ private:
     friend class boost::serialization::access;
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_query);
@@ -138,6 +141,7 @@ private:
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_query);
@@ -148,7 +152,7 @@ private:
 };
 
 #if HKU_SUPPORT_SERIALIZATION
-BOOST_SERIALIZATION_ASSUME_ABSTRACT(SelectorBase)
+BOOST_SERIALIZATION_ASSUME_ABSTRACT(AllocateFundsBase)
 #endif
 
 #if HKU_SUPPORT_SERIALIZATION

hikyuu/include/hikyuu/trade_sys/allocatefunds/build_in.h

@@ -13,5 +13,6 @@
 #include "crt/AF_FixedWeight.h"
 #include "crt/AF_FixedWeightList.h"
 #include "crt/AF_MultiFactor.h"
+#include "crt/AF_FixedAmount.h"
 
 #endif /* TRADE_SYS_ALLOCATEFUNDS_BUILD_IN_H_ */

hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_FixedAmount.h

@@ -0,0 +1,26 @@
+/*
+ * Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2025年12月9日
+ *      Author: stone
+ */
+
+#pragma once
+#ifndef TRADE_SYS_ALLOCATEFUNDS_CRT_AF_FIXEDAMOUNT_H_
+#define TRADE_SYS_ALLOCATEFUNDS_CRT_AF_FIXEDAMOUNT_H_
+
+#include "../AllocateFundsBase.h"
+
+namespace hku {
+
+/**
+ * @brief 固定金额分配，每个选中的资产都不能超过此金额交易
+ * @param amount 指定的固定交易金额
+ * @return AFPtr
+ * @ingroup AllocateFunds
+ */
+AFPtr HKU_API AF_FixedAmount(double amount = 20000.0);
+
+} /* namespace hku */
+
+#endif /* TRADE_SYS_ALLOCATEFUNDS_CRT_AF_FIXEDAMOUNT_H_ */

hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/FixAmountFunds.h

@@ -0,0 +1,18 @@
+#pragma once
+#include "../AllocateFundsBase.h"
+
+namespace hku {
+
+class FixedAmountFunds : public AllocateFundsBase {
+    ALLOCATEFUNDS_IMP(FixedAmountFunds)
+    ALLOCATEFUNDS_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    FixedAmountFunds();
+    virtual ~FixedAmountFunds();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+
+

hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h

@@ -109,9 +109,8 @@ public:
         return m_values.cend();
     }
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -121,6 +120,7 @@ protected:
     SGPtr m_sg;
     map<Datetime, size_t> m_date_index;
     vector<price_t> m_values;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -134,6 +134,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_kdata/m_tm/m_sg是系统运行时临时设置，不需要序列化
     }
 
@@ -143,6 +144,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_kdata/m_tm/m_sg是系统运行时临时设置，不需要序列化
     }
 

hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h

@@ -93,9 +93,8 @@ public:
     /** 子类克隆接口 */
     virtual EnvironmentPtr _clone() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -105,6 +104,8 @@ protected:
     vector<price_t> m_values;
     mutable std::shared_mutex m_mutex;
 
+    bool m_is_python_object{false};
+
 //============================================
 // 序列化支持
 //============================================
@@ -119,6 +120,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_query);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -128,6 +130,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_query);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/moneymanager/MoneyManagerBase.h

@@ -152,9 +152,8 @@ public:
     /** 子类克隆私有变量接口 */
     virtual MoneyManagerPtr _clone() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -162,6 +161,7 @@ protected:
     KQuery m_query;
     TradeManagerPtr m_tm;
     unordered_map<Stock, std::pair<size_t, size_t>> m_buy_sell_counts;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -173,6 +173,7 @@ private:
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_query、m_tm都是系统运行时临时设置，不需要序列化
         // ar & BOOST_SERIALIZATION_NVP(m_query);
         // ar & BOOST_SERIALIZATION_NVP(m_tm);
@@ -182,6 +183,7 @@ private:
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h

@@ -164,35 +164,44 @@ public:
     virtual MultiFactorPtr _clone() = 0;
     virtual IndicatorList _calculate(const vector<IndicatorList>&) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
-private:
-    /** 执行计算 */
+    /**
+     * 执行计算。默认取结果时，会自动计算。但并行使用mf时，应主动调用该接口
+     * @note 因获取scores非常频繁，所以为使用锁。
+     * 这样的话，在并行时并不完备。在需要并行计算时可主动调用该接口。
+     */
     void calculate();
 
+private:
     void initParam();
 
     // 构造每个指标构造行业哑变量，以便进行行业中性化处理
     unordered_map<string, PriceList> _buildDummyIndex();
 
-    void _buildIndex();      // 计算完成后创建截面索引
-    void _buildIndexDesc();  // 创建降序排列的索引
-    void _buildIndexAsc();   // 创建升序排列的索引
-    void _buildIndexNone();  // build index when no index
+    void _buildIndex();  // 计算完成后创建截面索引
 
-    IndicatorList _getAllReturns(int ndays) const;
     void _checkData();
 
 protected:
+    IndicatorList _getAllReturns(int ndays) const;
+
+protected:
+    bool m_is_python_object{false};
     string m_name;
-    IndicatorList m_inds;  // 输入的原始因子列表
+    IndicatorList m_inds;  // 输入的原始因子公式列表
     StockList m_stks;      // 证券组合
-    Stock m_ref_stk;       // 指定的参考证券
+    Stock m_ref_stk;       // 指定的参考证券, 仅为对齐日期
     KQuery m_query;        // 计算的日期范围条件
 
+    NormPtr m_norm;                                    // 全局标准化/归一化操作
+    unordered_map<string, NormPtr> m_special_norms;    // 对特定指标执行特定的标准化操作
+    unordered_map<string, string> m_special_category;  // 对特定指标执行行业中性化时指定的板块分类
+    unordered_map<string, IndicatorList>
+      m_special_style_inds;  // 对特定指标执行风格因子中性化时指定的风格因子
+
     // 以下变量为计算后生成
     DatetimeList m_ref_dates;  // 依据参考证券和query计算的参考日期，合成因子和该日期对齐
     unordered_map<Stock, size_t> m_stk_map;  // 证券->合成后因子位置索引
@@ -201,12 +210,6 @@ protected:
     vector<ScoreRecordList> m_stk_factor_by_date;
     Indicator m_ic;
 
-    NormPtr m_norm;                                    // 全局标准化/归一化操作
-    unordered_map<string, NormPtr> m_special_norms;    // 对特定指标执行特定的标准化操作
-    unordered_map<string, string> m_special_category;  // 对特定指标执行行业中性化时指定的板块分类
-    unordered_map<string, IndicatorList>
-      m_special_style_inds;  // 对特定指标执行风格因子中性化时指定的风格因子
-
 private:
     std::mutex m_mutex;
     bool m_calculated{false};
@@ -219,13 +222,13 @@ private:
     friend class boost::serialization::access;
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_inds);
         ar& BOOST_SERIALIZATION_NVP(m_stks);
         ar& BOOST_SERIALIZATION_NVP(m_ref_stk);
         ar& BOOST_SERIALIZATION_NVP(m_query);
-        ar& BOOST_SERIALIZATION_NVP(m_ref_dates);
         ar& BOOST_SERIALIZATION_NVP(m_special_norms);
         ar& BOOST_SERIALIZATION_NVP(m_special_category);
         // 以下不需要保存，加载后重新计算
@@ -239,13 +242,13 @@ private:
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_inds);
         ar& BOOST_SERIALIZATION_NVP(m_stks);
         ar& BOOST_SERIALIZATION_NVP(m_ref_stk);
         ar& BOOST_SERIALIZATION_NVP(m_query);
-        ar& BOOST_SERIALIZATION_NVP(m_ref_dates);
         ar& BOOST_SERIALIZATION_NVP(m_special_norms);
         ar& BOOST_SERIALIZATION_NVP(m_special_category);
         // ar& BOOST_SERIALIZATION_NVP(m_stk_map);

hikyuu/include/hikyuu/trade_sys/multifactor/NormalizeBase.h

@@ -42,13 +42,13 @@ public:
 
     virtual PriceList normalize(const PriceList& data) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -59,12 +59,14 @@ private:
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 
@@ -73,7 +75,7 @@ private:
 };
 
 #if HKU_SUPPORT_SERIALIZATION
-BOOST_SERIALIZATION_ASSUME_ABSTRACT(MultiFactorBase)
+BOOST_SERIALIZATION_ASSUME_ABSTRACT(NormalizeBase)
 #endif
 
 #if HKU_SUPPORT_SERIALIZATION

hikyuu/include/hikyuu/trade_sys/multifactor/ScoresFilterBase.h

@@ -49,14 +49,14 @@ public:
 public:
     friend HKU_API ScoresFilterPtr operator|(const ScoresFilterPtr& a, const ScoresFilterPtr& b);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
     ScoresFilterPtr m_child;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -69,6 +69,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_child);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -76,6 +77,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_child);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_EqualWeight.h

@@ -15,7 +15,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券, 用于日期对齐, 未指定时为 SH000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -23,8 +23,8 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_EqualWeight(const IndicatorList& inds, const StockList& stks,
-                                      const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                      bool spearman = true, int mode = 0,
+                                      const KQuery& query, const Stock& ref_stk = Stock(),
+                                      int ic_n = 5, bool spearman = true, int mode = 0,
                                       bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_EqualWeight();

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICIRWeight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
@@ -25,9 +25,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICIRWeight(const IndicatorList& inds, const StockList& stks,
-                                     const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                     int ic_rolling_n = 120, bool spearman = true, int mode = 0,
-                                     bool save_all_factors = false);
+                                     const KQuery& query, const Stock& ref_stk = Stock(),
+                                     int ic_n = 5, int ic_rolling_n = 120, bool spearman = true,
+                                     int mode = 0, bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_ICIRWeight();
 }  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICWeight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
@@ -25,9 +25,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICWeight(const IndicatorList& inds, const StockList& stks,
-                                   const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                   int ic_rolling_n = 120, bool spearman = true, int mode = 0,
-                                   bool save_all_factors = false);
+                                   const KQuery& query, const Stock& ref_stk = Stock(),
+                                   int ic_n = 5, int ic_rolling_n = 120, bool spearman = true,
+                                   int mode = 0, bool save_all_factors = false);
 MultiFactorPtr HKU_API MF_ICWeight();
 
 }  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_Weight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param weights 权重列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -24,9 +24,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_Weight(const IndicatorList& inds, const PriceList& weights,
-                                 const StockList& stks, const KQuery& query, const Stock& ref_stk,
-                                 int ic_n = 5, bool spearman = true, int mode = 0,
-                                 bool save_all_factors = false);
+                                 const StockList& stks, const KQuery& query,
+                                 const Stock& ref_stk = Stock(), int ic_n = 5, bool spearman = true,
+                                 int mode = 0, bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_Weight();