hikyuu 2.7.1__py3-none-win_amd64.whl → 2.7.2__py3-none-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- hikyuu/__init__.py +4 -1
- hikyuu/__init__.pyi +23 -11
- hikyuu/analysis/__init__.pyi +5 -1
- hikyuu/analysis/analysis.pyi +6 -2
- hikyuu/core.pyi +7 -3
- hikyuu/cpp/core310.pyd +0 -0
- hikyuu/cpp/core310.pyi +55 -6
- hikyuu/cpp/core311.pyd +0 -0
- hikyuu/cpp/core311.pyi +55 -6
- hikyuu/cpp/core312.pyd +0 -0
- hikyuu/cpp/core312.pyi +55 -6
- hikyuu/cpp/core313.pyd +0 -0
- hikyuu/cpp/core313.pyi +55 -6
- hikyuu/cpp/hikyuu.dll +0 -0
- hikyuu/cpp/hikyuu.lib +0 -0
- hikyuu/cpp/i18n/zh_CN/hikyuu.mo +0 -0
- hikyuu/cpp/i18n/zh_CN/hikyuu_plugin.mo +0 -0
- hikyuu/data/clickhouse_upgrade/0001.sql +2 -0
- hikyuu/data/common_clickhouse.py +1 -3
- hikyuu/data/hku_config_template.py +6 -0
- hikyuu/data/mysql_upgrade/0029.sql +2 -0
- hikyuu/data/pytdx_to_clickhouse.py +85 -31
- hikyuu/data/pytdx_to_h5.py +73 -28
- hikyuu/data/pytdx_to_mysql.py +65 -21
- hikyuu/data/pytdx_weight_to_clickhouse.py +2 -0
- hikyuu/data/pytdx_weight_to_mysql.py +2 -0
- hikyuu/data/pytdx_weight_to_sqlite.py +2 -0
- hikyuu/data/sqlite_upgrade/0029.sql +4 -0
- hikyuu/draw/drawplot/bokeh_draw.pyi +10 -6
- hikyuu/draw/drawplot/echarts_draw.pyi +10 -6
- hikyuu/draw/drawplot/matplotlib_draw.py +8 -2
- hikyuu/draw/drawplot/matplotlib_draw.pyi +10 -6
- hikyuu/extend.pyi +8 -4
- hikyuu/gui/HikyuuTDX.py +12 -2
- hikyuu/gui/data/MainWindow.py +166 -142
- hikyuu/hub.pyi +6 -6
- hikyuu/include/hikyuu/StockManager.h +4 -0
- hikyuu/include/hikyuu/StrategyContext.h +4 -4
- hikyuu/include/hikyuu/global/sysinfo.h +24 -5
- hikyuu/include/hikyuu/indicator/IndicatorImp.h +1 -1
- hikyuu/include/hikyuu/plugin/KDataToClickHouseImporter.h +40 -0
- hikyuu/include/hikyuu/plugin/KDataToMySQLImporter.h +40 -0
- hikyuu/include/hikyuu/plugin/checkdata.h +20 -0
- hikyuu/include/hikyuu/plugin/hkuextra.h +2 -0
- hikyuu/include/hikyuu/plugin/interface/CheckDataPluginInterface.h +25 -0
- hikyuu/include/hikyuu/plugin/interface/HkuExtraPluginInterface.h +2 -0
- hikyuu/include/hikyuu/plugin/interface/ImportKDataToClickHousePluginInterface.h +44 -0
- hikyuu/include/hikyuu/plugin/interface/ImportKDataToMySQLPluginInterface.h +42 -0
- hikyuu/include/hikyuu/plugin/interface/plugins.h +6 -0
- hikyuu/include/hikyuu/python/convert_any.h +9 -6
- hikyuu/include/hikyuu/strategy/Strategy.h +1 -1
- hikyuu/include/hikyuu/trade_manage/TradeRecord.h +2 -1
- hikyuu/include/hikyuu/trade_sys/allocatefunds/build_in.h +1 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/crt/AF_FixedAmount.h +26 -0
- hikyuu/include/hikyuu/trade_sys/allocatefunds/imp/FixAmountFunds.h +18 -0
- hikyuu/include/hikyuu/utilities/Log.h +6 -7
- hikyuu/include/hikyuu/utilities/Parameter.h +17 -0
- hikyuu/include/hikyuu/utilities/config.h +28 -0
- hikyuu/include/hikyuu/utilities/plugin/PluginBase.h +17 -2
- hikyuu/include/hikyuu/utilities/plugin/PluginManager.h +41 -22
- hikyuu/include/hikyuu/utilities/thread/GlobalStealThreadPool.h +1 -2
- hikyuu/include/hikyuu/utilities/thread/GlobalThreadPool.h +1 -1
- hikyuu/include/hikyuu/utilities/thread/MQStealThreadPool.h +285 -0
- hikyuu/include/hikyuu/utilities/thread/StealThreadPool.h +296 -0
- hikyuu/include/hikyuu/utilities/thread/WorkStealQueue.h +9 -8
- hikyuu/include/hikyuu/utilities/thread/algorithm.h +64 -14
- hikyuu/include/hikyuu/version.h +4 -4
- hikyuu/plugin/backtest.dll +0 -0
- hikyuu/plugin/checkdata.dll +0 -0
- hikyuu/plugin/clickhousedriver.dll +0 -0
- hikyuu/plugin/dataserver.dll +0 -0
- hikyuu/plugin/dataserver_parquet.dll +0 -0
- hikyuu/plugin/device.dll +0 -0
- hikyuu/plugin/extind.dll +0 -0
- hikyuu/plugin/hkuextra.dll +0 -0
- hikyuu/plugin/import2ch.dll +0 -0
- hikyuu/plugin/import2hdf5.dll +0 -0
- hikyuu/plugin/import2mysql.dll +0 -0
- hikyuu/plugin/tmreport.dll +0 -0
- hikyuu/trade_manage/__init__.pyi +10 -6
- hikyuu/trade_manage/trade.pyi +10 -6
- hikyuu/trade_sys/trade_sys.py +3 -1
- hikyuu/util/__init__.pyi +1 -1
- hikyuu/util/singleton.pyi +1 -1
- {hikyuu-2.7.1.dist-info → hikyuu-2.7.2.dist-info}/METADATA +5 -1
- {hikyuu-2.7.1.dist-info → hikyuu-2.7.2.dist-info}/RECORD +89 -73
- hikyuu/data/pytdx_to_taos.py +0 -736
- {hikyuu-2.7.1.dist-info → hikyuu-2.7.2.dist-info}/WHEEL +0 -0
- {hikyuu-2.7.1.dist-info → hikyuu-2.7.2.dist-info}/entry_points.txt +0 -0
- {hikyuu-2.7.1.dist-info → hikyuu-2.7.2.dist-info}/top_level.txt +0 -0
hikyuu/cpp/core310.pyi
CHANGED
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import numpy
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import numpy.typing
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import typing
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__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', '
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__all__ = ['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', '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']
|
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class AllocateFundsBase:
|
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"""
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资产分配算法基类, 子类接口:
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"""
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BONUS: typing.ClassVar[BUSINESS] # value = <BUSINESS.BONUS: 4>
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CHECKOUT_STOCK: typing.ClassVar[BUSINESS] # value = <BUSINESS.CHECKOUT_STOCK: 8>
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GIFT: typing.ClassVar[BUSINESS] # value = <BUSINESS.GIFT: 3>
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INIT: typing.ClassVar[BUSINESS] # value = <BUSINESS.INIT: 0>
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INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID:
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INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID: 16>
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RETURN_CASH: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_CASH: 10>
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RETURN_STOCK: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_STOCK: 12>
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SELL: typing.ClassVar[BUSINESS] # value = <BUSINESS.SELL: 2>
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SUOGU: typing.ClassVar[BUSINESS] # value = <BUSINESS.SUOGU: 15>
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__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>}
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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@@ -2459,6 +2462,23 @@ class KDataDriver:
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"""
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驱动名称
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"""
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class KDataToClickHouseImporter:
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"""
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K线数据导入器
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"""
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
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"""
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删除指定时间及其之后的K线数据
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"""
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def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
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K线数据导入器
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@@ -2496,6 +2516,23 @@ class KDataToHdf5Importer:
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"""
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更新索引
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"""
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class KDataToMySQLImporter:
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"""
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K线数据导入器
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"""
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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...
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def __init__(self) -> None:
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def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
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删除指定时间及其之后的K线数据
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def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
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"""
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设置数据保存路径和数据源列表
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"""
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class KRecord:
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"""
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K线记录,组成K线数据,属性可读写
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@@ -8348,6 +8385,14 @@ def AF_EqualWeight() -> AllocateFundsBase:
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等权重资产分配,对选中的资产进行等比例分配
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"""
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def AF_FixedAmount(amount: typing.SupportsFloat = 20000.0) -> AllocateFundsBase:
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+
"""
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AF_FixedAmount(amount)
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等金额资产分配,对选中的资产进行等金额分配
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:param float amount: 交易最大金额
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"""
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def AF_FixedWeight(weight: typing.SupportsFloat = 0.1) -> AllocateFundsBase:
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|
"""
|
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|
AF_FixedWeight(weight)
|
|
@@ -10165,13 +10210,13 @@ def MF_Weight() -> MultiFactorBase:
|
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10165
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|
@typing.overload
|
|
10166
10211
|
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:
|
|
10167
10212
|
"""
|
|
10168
|
-
|
|
10213
|
+
MF_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
|
|
10169
10214
|
|
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10215
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按指定权重合成因子 = ind1 * weight1 + ind2 * weight2 + ... + indn * weightn
|
|
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10216
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|
10172
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:param sequense(Indicator) inds: 原始因子列表
|
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|
-
:param sequense(float) weights: 权重列表(需和 inds 等长)
|
|
10174
10218
|
:param sequense(stock) stks: 计算证券列表
|
|
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|
+
:param sequense(float) weights: 权重列表(需和 inds 等长)
|
|
10175
10220
|
:param Query query: 日期范围
|
|
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|
:param Stock ref_stk: 参考证券 (未指定时,默认为 sh000300 沪深300)
|
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|
:param int ic_n: 默认 IC 对应的 N 日收益率
|
|
@@ -14253,6 +14298,10 @@ def bind_email(arg0: str, arg1: str) -> None:
|
|
|
14253
14298
|
"""
|
|
14254
14299
|
def can_upgrade() -> bool:
|
|
14255
14300
|
...
|
|
14301
|
+
def check_data(stock_list: collections.abc.Sequence, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
|
|
14302
|
+
"""
|
|
14303
|
+
检查数据
|
|
14304
|
+
"""
|
|
14256
14305
|
def close_ostream_to_python() -> None:
|
|
14257
14306
|
...
|
|
14258
14307
|
def close_spend_time() -> None:
|
|
@@ -14413,7 +14462,7 @@ def get_kdata(market_code: str, start: Datetime = ..., end: Datetime = ..., ktyp
|
|
|
14413
14462
|
:param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
|
|
14414
14463
|
:param Query.RecoverType recover_type: 复权类型
|
|
14415
14464
|
"""
|
|
14416
|
-
def
|
|
14465
|
+
def get_latest_version_info() -> dict:
|
|
14417
14466
|
...
|
|
14418
14467
|
def get_log_level() -> LOG_LEVEL:
|
|
14419
14468
|
"""
|
hikyuu/cpp/core311.pyd
CHANGED
|
Binary file
|
hikyuu/cpp/core311.pyi
CHANGED
|
@@ -3,7 +3,7 @@ import collections.abc
|
|
|
3
3
|
import numpy
|
|
4
4
|
import numpy.typing
|
|
5
5
|
import typing
|
|
6
|
-
__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', '
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__all__ = ['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', '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']
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class AllocateFundsBase:
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资产分配算法基类, 子类接口:
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INIT: typing.ClassVar[BUSINESS] # value = <BUSINESS.INIT: 0>
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INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID:
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INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID: 16>
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RETURN_CASH: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_CASH: 10>
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RETURN_STOCK: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_STOCK: 12>
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SELL: typing.ClassVar[BUSINESS] # value = <BUSINESS.SELL: 2>
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SELL_SHORT: typing.ClassVar[BUSINESS] # value = <BUSINESS.SELL_SHORT: 13>
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SUOGU: typing.ClassVar[BUSINESS] # value = <BUSINESS.SUOGU: 15>
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__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>}
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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@@ -2459,6 +2462,23 @@ class KDataDriver:
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"""
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驱动名称
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"""
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class KDataToClickHouseImporter:
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"""
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K线数据导入器
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"""
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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def __init__(self) -> None:
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def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
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删除指定时间及其之后的K线数据
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class KDataToHdf5Importer:
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K线数据导入器
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@@ -2496,6 +2516,23 @@ class KDataToHdf5Importer:
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"""
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更新索引
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"""
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class KDataToMySQLImporter:
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"""
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K线数据导入器
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"""
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@staticmethod
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def _pybind11_conduit_v1_(*args, **kwargs):
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...
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def __init__(self) -> None:
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def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
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"""
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删除指定时间及其之后的K线数据
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"""
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def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
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"""
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设置数据保存路径和数据源列表
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"""
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class KRecord:
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"""
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K线记录,组成K线数据,属性可读写
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@@ -8348,6 +8385,14 @@ def AF_EqualWeight() -> AllocateFundsBase:
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等权重资产分配,对选中的资产进行等比例分配
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"""
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def AF_FixedAmount(amount: typing.SupportsFloat = 20000.0) -> AllocateFundsBase:
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"""
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AF_FixedAmount(amount)
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等金额资产分配,对选中的资产进行等金额分配
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:param float amount: 交易最大金额
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"""
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def AF_FixedWeight(weight: typing.SupportsFloat = 0.1) -> AllocateFundsBase:
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"""
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AF_FixedWeight(weight)
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@@ -10165,13 +10210,13 @@ def MF_Weight() -> MultiFactorBase:
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@typing.overload
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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:
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"""
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MF_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
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按指定权重合成因子 = ind1 * weight1 + ind2 * weight2 + ... + indn * weightn
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:param sequense(Indicator) inds: 原始因子列表
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:param sequense(float) weights: 权重列表(需和 inds 等长)
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:param sequense(stock) stks: 计算证券列表
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:param sequense(float) weights: 权重列表(需和 inds 等长)
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:param Query query: 日期范围
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:param Stock ref_stk: 参考证券 (未指定时,默认为 sh000300 沪深300)
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:param int ic_n: 默认 IC 对应的 N 日收益率
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@@ -14253,6 +14298,10 @@ def bind_email(arg0: str, arg1: str) -> None:
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"""
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def can_upgrade() -> bool:
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def check_data(stock_list: collections.abc.Sequence, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
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"""
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检查数据
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"""
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def close_ostream_to_python() -> None:
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def close_spend_time() -> None:
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@@ -14413,7 +14462,7 @@ def get_kdata(market_code: str, start: Datetime = ..., end: Datetime = ..., ktyp
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:param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
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:param Query.RecoverType recover_type: 复权类型
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"""
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def
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def get_latest_version_info() -> dict:
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def get_log_level() -> LOG_LEVEL:
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"""
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hikyuu/cpp/core312.pyd
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hikyuu/cpp/core312.pyi
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@@ -3,7 +3,7 @@ import collections.abc
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import numpy
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import numpy.typing
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import typing
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__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', '
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__all__ = ['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', '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']
|
|
7
7
|
class AllocateFundsBase:
|
|
8
8
|
"""
|
|
9
9
|
资产分配算法基类, 子类接口:
|
|
@@ -157,6 +157,8 @@ class BUSINESS:
|
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157
157
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|
RETURN_STOCK
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159
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160
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+
SUOGU
|
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161
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+
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INVALID
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|
161
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|
"""
|
|
162
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|
BONUS: typing.ClassVar[BUSINESS] # value = <BUSINESS.BONUS: 4>
|
|
@@ -170,12 +172,13 @@ class BUSINESS:
|
|
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170
172
|
CHECKOUT_STOCK: typing.ClassVar[BUSINESS] # value = <BUSINESS.CHECKOUT_STOCK: 8>
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171
173
|
GIFT: typing.ClassVar[BUSINESS] # value = <BUSINESS.GIFT: 3>
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172
174
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INIT: typing.ClassVar[BUSINESS] # value = <BUSINESS.INIT: 0>
|
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173
|
-
INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID:
|
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175
|
+
INVALID: typing.ClassVar[BUSINESS] # value = <BUSINESS.INVALID: 16>
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|
174
176
|
RETURN_CASH: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_CASH: 10>
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175
177
|
RETURN_STOCK: typing.ClassVar[BUSINESS] # value = <BUSINESS.RETURN_STOCK: 12>
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176
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SELL: typing.ClassVar[BUSINESS] # value = <BUSINESS.SELL: 2>
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SELL_SHORT: typing.ClassVar[BUSINESS] # value = <BUSINESS.SELL_SHORT: 13>
|
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178
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-
|
|
180
|
+
SUOGU: typing.ClassVar[BUSINESS] # value = <BUSINESS.SUOGU: 15>
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181
|
+
__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>}
|
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179
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|
@staticmethod
|
|
180
183
|
def _pybind11_conduit_v1_(*args, **kwargs):
|
|
181
184
|
...
|
|
@@ -2459,6 +2462,23 @@ class KDataDriver:
|
|
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2459
2462
|
"""
|
|
2460
2463
|
驱动名称
|
|
2461
2464
|
"""
|
|
2465
|
+
class KDataToClickHouseImporter:
|
|
2466
|
+
"""
|
|
2467
|
+
K线数据导入器
|
|
2468
|
+
"""
|
|
2469
|
+
@staticmethod
|
|
2470
|
+
def _pybind11_conduit_v1_(*args, **kwargs):
|
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2471
|
+
...
|
|
2472
|
+
def __init__(self) -> None:
|
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2473
|
+
...
|
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2474
|
+
def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
|
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2475
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+
"""
|
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2476
|
+
删除指定时间及其之后的K线数据
|
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2477
|
+
"""
|
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2478
|
+
def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
|
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2479
|
+
"""
|
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2480
|
+
设置数据保存路径和数据源列表
|
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2481
|
+
"""
|
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2462
2482
|
class KDataToHdf5Importer:
|
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2463
2483
|
"""
|
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2464
2484
|
K线数据导入器
|
|
@@ -2496,6 +2516,23 @@ class KDataToHdf5Importer:
|
|
|
2496
2516
|
"""
|
|
2497
2517
|
更新索引
|
|
2498
2518
|
"""
|
|
2519
|
+
class KDataToMySQLImporter:
|
|
2520
|
+
"""
|
|
2521
|
+
K线数据导入器
|
|
2522
|
+
"""
|
|
2523
|
+
@staticmethod
|
|
2524
|
+
def _pybind11_conduit_v1_(*args, **kwargs):
|
|
2525
|
+
...
|
|
2526
|
+
def __init__(self) -> None:
|
|
2527
|
+
...
|
|
2528
|
+
def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
|
|
2529
|
+
"""
|
|
2530
|
+
删除指定时间及其之后的K线数据
|
|
2531
|
+
"""
|
|
2532
|
+
def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
|
|
2533
|
+
"""
|
|
2534
|
+
设置数据保存路径和数据源列表
|
|
2535
|
+
"""
|
|
2499
2536
|
class KRecord:
|
|
2500
2537
|
"""
|
|
2501
2538
|
K线记录,组成K线数据,属性可读写
|
|
@@ -8348,6 +8385,14 @@ def AF_EqualWeight() -> AllocateFundsBase:
|
|
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8348
8385
|
|
|
8349
8386
|
等权重资产分配,对选中的资产进行等比例分配
|
|
8350
8387
|
"""
|
|
8388
|
+
def AF_FixedAmount(amount: typing.SupportsFloat = 20000.0) -> AllocateFundsBase:
|
|
8389
|
+
"""
|
|
8390
|
+
AF_FixedAmount(amount)
|
|
8391
|
+
|
|
8392
|
+
等金额资产分配,对选中的资产进行等金额分配
|
|
8393
|
+
|
|
8394
|
+
:param float amount: 交易最大金额
|
|
8395
|
+
"""
|
|
8351
8396
|
def AF_FixedWeight(weight: typing.SupportsFloat = 0.1) -> AllocateFundsBase:
|
|
8352
8397
|
"""
|
|
8353
8398
|
AF_FixedWeight(weight)
|
|
@@ -10165,13 +10210,13 @@ def MF_Weight() -> MultiFactorBase:
|
|
|
10165
10210
|
@typing.overload
|
|
10166
10211
|
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:
|
|
10167
10212
|
"""
|
|
10168
|
-
|
|
10213
|
+
MF_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
|
|
10169
10214
|
|
|
10170
10215
|
按指定权重合成因子 = ind1 * weight1 + ind2 * weight2 + ... + indn * weightn
|
|
10171
10216
|
|
|
10172
10217
|
:param sequense(Indicator) inds: 原始因子列表
|
|
10173
|
-
:param sequense(float) weights: 权重列表(需和 inds 等长)
|
|
10174
10218
|
:param sequense(stock) stks: 计算证券列表
|
|
10219
|
+
:param sequense(float) weights: 权重列表(需和 inds 等长)
|
|
10175
10220
|
:param Query query: 日期范围
|
|
10176
10221
|
:param Stock ref_stk: 参考证券 (未指定时,默认为 sh000300 沪深300)
|
|
10177
10222
|
:param int ic_n: 默认 IC 对应的 N 日收益率
|
|
@@ -14253,6 +14298,10 @@ def bind_email(arg0: str, arg1: str) -> None:
|
|
|
14253
14298
|
"""
|
|
14254
14299
|
def can_upgrade() -> bool:
|
|
14255
14300
|
...
|
|
14301
|
+
def check_data(stock_list: collections.abc.Sequence, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
|
|
14302
|
+
"""
|
|
14303
|
+
检查数据
|
|
14304
|
+
"""
|
|
14256
14305
|
def close_ostream_to_python() -> None:
|
|
14257
14306
|
...
|
|
14258
14307
|
def close_spend_time() -> None:
|
|
@@ -14413,7 +14462,7 @@ def get_kdata(market_code: str, start: Datetime = ..., end: Datetime = ..., ktyp
|
|
|
14413
14462
|
:param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
|
|
14414
14463
|
:param Query.RecoverType recover_type: 复权类型
|
|
14415
14464
|
"""
|
|
14416
|
-
def
|
|
14465
|
+
def get_latest_version_info() -> dict:
|
|
14417
14466
|
...
|
|
14418
14467
|
def get_log_level() -> LOG_LEVEL:
|
|
14419
14468
|
"""
|
hikyuu/cpp/core313.pyd
CHANGED
|
Binary file
|