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

hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -88,7 +88,7 @@ public:
 
     /** 克隆操作 */
     typedef shared_ptr<Portfolio> PortfolioPtr;
-    PortfolioPtr clone() const;
+    PortfolioPtr clone();
 
     /** 运行前准备 */
     void readyForRun();
@@ -99,7 +99,7 @@ public:
     virtual string str() const;
 
     virtual void _reset() {}
-    virtual PortfolioPtr _clone() const {
+    virtual PortfolioPtr _clone() {
         return std::make_shared<Portfolio>();
     }
 
@@ -113,6 +113,10 @@ public:
      */
     virtual json lastSuggestion() const;
 
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
+    }
+
 private:
     void initParam();
 
@@ -122,10 +126,6 @@ private:
                                      const string& mode);
 
 protected:
-    virtual bool isPythonObject() const {
-        return false;
-    }
-
     // 跟踪打印当前TM持仓情况
     void traceMomentTMAfterRunAtOpen(const Datetime& date);
     void traceMomentTMAfterRunAtClose(const Datetime& date);
@@ -139,6 +139,7 @@ protected:
 
     KQuery m_query;         // 关联的查询条件
     bool m_need_calculate;  // 是否需要计算标志
+    bool m_is_python_object{false};
 
     SystemList m_real_sys_list;  // 所有实际运行的子系统列表
 
@@ -160,6 +161,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_se);
         ar& BOOST_SERIALIZATION_NVP(m_af);
         ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -171,19 +173,20 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_se);
         ar& BOOST_SERIALIZATION_NVP(m_af);
         ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()
 #endif /* HKU_SUPPORT_SERIALIZATION */
 };
 
-#define PORTFOLIO_IMP(classname)                   \
-public:                                            \
-    virtual PortfolioPtr _clone() const override { \
-        return std::make_shared<classname>();      \
-    }                                              \
-    virtual void _reset() override;                \
-    virtual void _readyForRun() override;          \
+#define PORTFOLIO_IMP(classname)              \
+public:                                       \
+    virtual PortfolioPtr _clone() override {  \
+        return std::make_shared<classname>(); \
+    }                                         \
+    virtual void _reset() override;           \
+    virtual void _readyForRun() override;     \
     virtual void _runMoment(const Datetime& date, const Datetime& nextCycle, bool adjust) override;
 
 /**

hikyuu/include/hikyuu/trade_sys/profitgoal/ProfitGoalBase.h

@@ -62,8 +62,8 @@ public:
 
     /**
      * 买入时计算目标价格
-     * @param datetime 买入时间
-     * @param price 买入价格
+     * @param datetime 当前时间
+     * @param price 当前价格
      * @return 返回Null<price_t>时，表示未限定目标; 返回0，意味着需要卖出
      */
     virtual price_t getGoal(const Datetime& datetime, price_t price) = 0;
@@ -80,13 +80,14 @@ public:
     virtual ProfitGoalPtr _clone() = 0;
 
     /** 子类计算接口，由setTO调用 */
-    virtual void _calculate() = 0;
+    virtual void _calculate() {}
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
+    bool m_is_python_object{false};
+
 protected:
     string m_name;
     KData m_kdata;
@@ -143,13 +144,12 @@ private:                                                         \
 #define PROFIT_GOAL_NO_PRIVATE_MEMBER_SERIALIZATION
 #endif
 
-#define PROFITGOAL_IMP(classname)                               \
-public:                                                         \
-    virtual ProfitGoalPtr _clone() override {                   \
-        return std::make_shared<classname>();                   \
-    }                                                           \
-    virtual price_t getGoal(const Datetime&, price_t) override; \
-    virtual void _calculate() override;
+#define PROFITGOAL_IMP(classname)             \
+public:                                       \
+    virtual ProfitGoalPtr _clone() override { \
+        return std::make_shared<classname>(); \
+    }                                         \
+    virtual price_t getGoal(const Datetime&, price_t) override;
 
 /**
  * 客户程序都应使用该指针类型

hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h

@@ -153,6 +153,11 @@ public:
         return m_mf;
     }
 
+    void setMF(const MFPtr& mf) {
+        m_mf = mf;
+        m_calculated = false;
+    }
+
     ScoresFilterPtr getScoresFilter() const {
         return m_sc_filter;
     }
@@ -163,9 +168,8 @@ public:
     /** 在已有过滤基础上追加过滤，仅用于 MF 相关的 Selector，从 MF 获取 Score 列表时进行过滤 */
     void addScoresFilter(const ScoresFilterPtr& filter);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -177,6 +181,7 @@ protected:
 
 protected:
     string m_name;
+    bool m_is_python_object{false};
     bool m_calculated{false};  // 是否已计算过
     bool m_proto_calculated{false};
     KQuery m_query;
@@ -196,6 +201,7 @@ 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);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
         ar& BOOST_SERIALIZATION_NVP(m_sc_filter);
@@ -205,6 +211,7 @@ private:
     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);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
         ar& BOOST_SERIALIZATION_NVP(m_sc_filter);
@@ -281,10 +288,12 @@ inline const SystemList& SelectorBase::getProtoSystemList() const {
 
 inline void SelectorBase::setScoresFilter(const ScoresFilterPtr& filter) {
     m_sc_filter = filter;
+    m_calculated = false;
 }
 
 inline void SelectorBase::addScoresFilter(const ScoresFilterPtr& filter) {
     m_sc_filter = m_sc_filter | filter;
+    m_calculated = false;
 }
 
 } /* namespace hku */

hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor.h

@@ -27,7 +27,7 @@ SelectorPtr HKU_API SE_MultiFactor(const MFPtr& mf, int topn = 10);
  * @param topn 只选取时间截面中前 topn 个系统，小于等于0时代表不限制
  * @param ic_n ic 对应的 ic_n 日收益率
  * @param ic_rolling_n 计算滚动 IC （即 IC 的 n 日移动平均）周期
- * @param ref_stk 参照对比证券，未指定时，默认使用 sh000300 沪深300指数
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
  * @return SelectorPtr

hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor2.h

@@ -26,7 +26,7 @@ SelectorPtr HKU_API SE_MultiFactor2(const MFPtr& mf,
  * @param src_inds 原始因子公式
  * @param ic_n ic 对应的 ic_n 日收益率
  * @param ic_rolling_n 计算滚动 IC （即 IC 的 n 日移动平均）周期
- * @param ref_stk 参照对比证券，未指定时，默认使用 sh000300 沪深300指数
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
  * @return SelectorPtr

hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h

@@ -27,6 +27,7 @@ public:
     void setIndicators(const IndicatorList& inds) {
         HKU_ASSERT(!inds.empty());
         m_inds = inds;
+        m_calculated = false;
     }
 
 private:

hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector2.h

@@ -27,6 +27,7 @@ public:
     void setIndicators(const IndicatorList& inds) {
         HKU_ASSERT(!inds.empty());
         m_inds = inds;
+        m_calculated = false;
     }
 
 private:

hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/OptimalSelectorBase.h

@@ -54,8 +54,6 @@ public:
 
 private:
     void _initParams();
-    void _calculate_single(const vector<std::pair<size_t, size_t>>& train_ranges,
-                           const DatetimeList& dates, size_t test_len, bool trace);
 
     void _calculate_parallel(const vector<std::pair<size_t, size_t>>& train_ranges,
                              const DatetimeList& dates, size_t test_len, bool trace);

hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h

@@ -27,10 +27,6 @@ public:
     virtual void _reset() override;
 
 private:
-    void _calculate_single(const vector<std::pair<size_t, size_t>>& train_ranges,
-                           const DatetimeList& dates, const string& key, int mode, size_t test_len,
-                           bool trace);
-
     void _calculate_parallel(const vector<std::pair<size_t, size_t>>& train_ranges,
                              const DatetimeList& dates, const string& key, int mode,
                              size_t test_len, bool trace);

hikyuu/include/hikyuu/trade_sys/signal/SignalBase.h

@@ -130,9 +130,8 @@ public:
     /** 子类计算接口，在setTO中调用 */
     virtual void _calculate(const KData&) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -141,6 +140,7 @@ private:
 protected:
     string m_name;
     KData m_kdata;
+    bool m_is_python_object{false};
     bool m_calculated{false};  // 仅针对 setTO 时的计算
 
     /* 多头持仓 */
@@ -165,6 +165,7 @@ 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);
         ar& BOOST_SERIALIZATION_NVP(m_hold_long);
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);
@@ -178,6 +179,7 @@ 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);
         ar& BOOST_SERIALIZATION_NVP(m_hold_long);
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);

hikyuu/include/hikyuu/trade_sys/slippage/SlippageBase.h

@@ -71,14 +71,14 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
     KData m_kdata;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -89,12 +89,14 @@ 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);
     }
 

hikyuu/include/hikyuu/trade_sys/stoploss/StoplossBase.h

@@ -86,12 +86,12 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
+    bool m_is_python_object{false};
     string m_name;
     TradeManagerPtr m_tm;
     KData m_kdata;
@@ -104,6 +104,7 @@ 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);
         // m_kdata都是系统运行时临时设置，不需要序列化
@@ -112,6 +113,7 @@ 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);
         // m_kdata都是系统运行时临时设置，不需要序列化

hikyuu/include/hikyuu/trade_sys/system/System.h

@@ -36,7 +36,7 @@ class HKU_API WalkForwardSystem;
  * 交易系统基类
  * @ingroup System
  */
-class HKU_API System {
+class HKU_API System : public enable_shared_from_this<System> {
     PARAMETER_SUPPORT_WITH_CHECK
     friend class HKU_API Portfolio;
     friend class HKU_API AllocateFundsBase;
@@ -276,9 +276,8 @@ public:
     // 处理延迟买入请求，仅供 PF 调用
     virtual TradeRecord pfProcessDelayBuyRequest(const Datetime& date);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -352,6 +351,7 @@ protected:
     KData m_kdata;
     KData m_src_kdata;  // 未复权的原始 K 线数据
 
+    bool m_is_python_object{false};
     bool m_calculated;  // 控制是否需要重新计算
     bool m_pre_ev_valid;
     bool m_pre_cn_valid;
@@ -394,6 +394,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_kdata);
         ar& BOOST_SERIALIZATION_NVP(m_stock);
 
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_calculated);
         ar& BOOST_SERIALIZATION_NVP(m_pre_ev_valid);
         ar& BOOST_SERIALIZATION_NVP(m_pre_cn_valid);
@@ -428,6 +429,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_kdata);
         ar& BOOST_SERIALIZATION_NVP(m_stock);
 
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_calculated);
         ar& BOOST_SERIALIZATION_NVP(m_pre_ev_valid);
         ar& BOOST_SERIALIZATION_NVP(m_pre_cn_valid);

hikyuu/include/hikyuu/utilities/Log.h

@@ -343,13 +343,12 @@ std::shared_ptr<spdlog::logger> HKU_UTILS_API getHikyuuLogger();
     }
 
 /** 用于 catch (...) 中打印，减少编译后代码大小 */
-extern std::string g_unknown_error_msg;
-#define HKU_THROW_UNKNOWN HKU_THROW("{}", g_unknown_error_msg);
-#define HKU_TRACE_UNKNOWN HKU_TRACE("{}", g_unknown_error_msg)
-#define HKU_DEBUG_UNKNOWN HKU_DEBUG("{}", g_unknown_error_msg)
-#define HKU_INFO_UNKNOWN HKU_INFO("{}", g_unknown_error_msg)
-#define HKU_ERROR_UNKNOWN HKU_ERROR("{}", g_unknown_error_msg)
-#define HKU_FATAL_UNKNOWN HKU_FATAL("{}", g_unknown_error_msg)
+#define HKU_THROW_UNKNOWN HKU_THROW("Unknown error!")
+#define HKU_TRACE_UNKNOWN HKU_TRACE("Unknown error!")
+#define HKU_DEBUG_UNKNOWN HKU_DEBUG("Unknown error!")
+#define HKU_INFO_UNKNOWN HKU_INFO("Unknown error!");
+#define HKU_ERROR_UNKNOWN HKU_ERROR("Unknown error!");
+#define HKU_FATAL_UNKNOWN HKU_FATAL("Unknown error!");
 
 #if CPP_STANDARD >= CPP_STANDARD_20
 #define CLASS_LOGGER_IMP(cls) \