hikyuu 2.7.1__py3-none-win_amd64.whl → 2.7.2__py3-none-win_amd64.whl

hikyuu/cpp/core313.pyi

@@ -3,7 +3,7 @@ import collections.abc
 import numpy
 import numpy.typing
 import typing
-__all__ = ['ABS', 'ACOS', 'AD', 'ADVANCE', 'AF_EqualWeight', 'AF_FixedWeight', 'AF_FixedWeightList', 'AF_MultiFactor', 'AGG_COUNT', 'AGG_FUNC', 'AGG_MAD', 'AGG_MAX', 'AGG_MEAN', 'AGG_MEDIAN', 'AGG_MIN', 'AGG_PROD', 'AGG_QUANTILE', 'AGG_STD', 'AGG_SUM', 'AGG_VAR', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'GROUP_COUNT', 'GROUP_FUNC', 'GROUP_MAX', 'GROUP_MEAN', 'GROUP_MIN', 'GROUP_PROD', 'GROUP_SUM', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToHdf5Importer', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NORM_MinMax', 'NORM_NOTHING', 'NORM_Quantile', 'NORM_Quantile_Uniform', 'NORM_Zscore', 'NOT', 'NormalizeBase', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'QUANTILE_TRUNC', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REFX', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SCFilter_AmountLimit', 'SCFilter_Group', 'SCFilter_IgnoreNan', 'SCFilter_LessOrEqualValue', 'SCFilter_Price', 'SCFilter_TopN', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_MultiFactor2', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SP_LogNormal', 'SP_Normal', 'SP_TruncNormal', 'SP_Uniform', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'ScoresFilterBase', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'bind_email', 'can_upgrade', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'df_to_krecords', 'fetch_trial_license', 'find_optimal_system', 'find_optimal_system_multi', 'get_block', 'get_business_name', 'get_data_from_buffer_server', 'get_date_range', 'get_expire_date', 'get_funds_list', 'get_kdata', 'get_last_version', 'get_log_level', 'get_spot_from_buffer_server', 'get_stock', 'get_system_part_enum', 'get_system_part_name', 'get_version', 'get_version_git', 'get_version_with_build', 'hikyuu_init', 'inner_analysis_sys_list', 'inner_combinate_ind_analysis', 'inner_combinate_ind_analysis_with_block', 'is_valid_license', 'isinf', 'isnan', 'krecords_to_df', 'krecords_to_np', 'open_ostream_to_python', 'open_spend_time', 'parallel_run_pf', 'parallel_run_sys', 'positions_to_df', 'positions_to_np', 'register_extra_ktype', 'release_extra_ktype', 'remove_license', 'roundDown', 'roundEx', 'roundUp', 'run_in_strategy', 'scorerecords_to_df', 'scorerecords_to_np', 'set_log_level', 'set_python_in_interactive', 'set_python_in_jupyter', 'spot_agent_is_connected', 'spot_agent_is_running', 'start_data_server', 'start_spot_agent', 'stop_data_server', 'stop_spot_agent', 'systemweights_to_df', 'systemweights_to_np', 'timeline_to_df', 'timeline_to_np', 'toPriceList', 'trades_to_df', 'trades_to_np', 'translist_to_df', 'translist_to_np', 'view_license', 'weights_to_df', 'weights_to_np']
+__all__ = ['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']
 class AllocateFundsBase:
     """
     资产分配算法基类, 子类接口：
@@ -157,6 +157,8 @@ class BUSINESS:
     
       RETURN_STOCK
     
+      SUOGU
+    
       INVALID
     """
     BONUS: typing.ClassVar[BUSINESS]  # value = <BUSINESS.BONUS: 4>
@@ -170,12 +172,13 @@ class BUSINESS:
     CHECKOUT_STOCK: typing.ClassVar[BUSINESS]  # value = <BUSINESS.CHECKOUT_STOCK: 8>
     GIFT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.GIFT: 3>
     INIT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INIT: 0>
-    INVALID: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INVALID: 15>
+    INVALID: typing.ClassVar[BUSINESS]  # value = <BUSINESS.INVALID: 16>
     RETURN_CASH: typing.ClassVar[BUSINESS]  # value = <BUSINESS.RETURN_CASH: 10>
     RETURN_STOCK: typing.ClassVar[BUSINESS]  # value = <BUSINESS.RETURN_STOCK: 12>
     SELL: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SELL: 2>
     SELL_SHORT: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SELL_SHORT: 13>
-    __members__: typing.ClassVar[dict[str, BUSINESS]]  # value = {'INIT': <BUSINESS.INIT: 0>, 'BUY': <BUSINESS.BUY: 1>, 'SELL': <BUSINESS.SELL: 2>, 'BUY_SHORT': <BUSINESS.BUY_SHORT: 14>, 'SELL_SHORT': <BUSINESS.SELL_SHORT: 13>, 'GIFT': <BUSINESS.GIFT: 3>, 'BONUS': <BUSINESS.BONUS: 4>, 'CHECKIN': <BUSINESS.CHECKIN: 5>, 'CHECKOUT': <BUSINESS.CHECKOUT: 6>, 'CHECKIN_STOCK': <BUSINESS.CHECKIN_STOCK: 7>, 'CHECKOUT_STOCK': <BUSINESS.CHECKOUT_STOCK: 8>, 'BORROW_CASH': <BUSINESS.BORROW_CASH: 9>, 'RETURN_CASH': <BUSINESS.RETURN_CASH: 10>, 'BORROW_STOCK': <BUSINESS.BORROW_STOCK: 11>, 'RETURN_STOCK': <BUSINESS.RETURN_STOCK: 12>, 'INVALID': <BUSINESS.INVALID: 15>}
+    SUOGU: typing.ClassVar[BUSINESS]  # value = <BUSINESS.SUOGU: 15>
+    __members__: typing.ClassVar[dict[str, BUSINESS]]  # value = {'INIT': <BUSINESS.INIT: 0>, 'BUY': <BUSINESS.BUY: 1>, 'SELL': <BUSINESS.SELL: 2>, 'BUY_SHORT': <BUSINESS.BUY_SHORT: 14>, 'SELL_SHORT': <BUSINESS.SELL_SHORT: 13>, 'GIFT': <BUSINESS.GIFT: 3>, 'BONUS': <BUSINESS.BONUS: 4>, 'CHECKIN': <BUSINESS.CHECKIN: 5>, 'CHECKOUT': <BUSINESS.CHECKOUT: 6>, 'CHECKIN_STOCK': <BUSINESS.CHECKIN_STOCK: 7>, 'CHECKOUT_STOCK': <BUSINESS.CHECKOUT_STOCK: 8>, 'BORROW_CASH': <BUSINESS.BORROW_CASH: 9>, 'RETURN_CASH': <BUSINESS.RETURN_CASH: 10>, 'BORROW_STOCK': <BUSINESS.BORROW_STOCK: 11>, 'RETURN_STOCK': <BUSINESS.RETURN_STOCK: 12>, 'SUOGU': <BUSINESS.SUOGU: 15>, 'INVALID': <BUSINESS.INVALID: 16>}
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
@@ -2448,6 +2451,23 @@ class KDataDriver:
         """
         驱动名称
         """
+class KDataToClickHouseImporter:
+    """
+    K线数据导入器
+    """
+    @staticmethod
+    def _pybind11_conduit_v1_(*args, **kwargs):
+        ...
+    def __init__(self) -> None:
+        ...
+    def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
+        """
+        删除指定时间及其之后的K线数据
+        """
+    def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
+        """
+        设置数据保存路径和数据源列表
+        """
 class KDataToHdf5Importer:
     """
     K线数据导入器
@@ -2485,6 +2505,23 @@ class KDataToHdf5Importer:
         """
         更新索引
         """
+class KDataToMySQLImporter:
+    """
+    K线数据导入器
+    """
+    @staticmethod
+    def _pybind11_conduit_v1_(*args, **kwargs):
+        ...
+    def __init__(self) -> None:
+        ...
+    def remove(self, arg0: str, arg1: str, arg2: str, arg3: Datetime) -> None:
+        """
+        删除指定时间及其之后的K线数据
+        """
+    def set_config(self, host: str, port: typing.SupportsInt = 9000, usr: str = 'default', pwd: str = '') -> bool:
+        """
+        设置数据保存路径和数据源列表
+        """
 class KRecord:
     """
     K线记录，组成K线数据，属性可读写
@@ -8327,6 +8364,14 @@ def AF_EqualWeight() -> AllocateFundsBase:
         
         等权重资产分配，对选中的资产进行等比例分配
     """
+def AF_FixedAmount(amount: typing.SupportsFloat = 20000.0) -> AllocateFundsBase:
+    """
+    AF_FixedAmount(amount)
+        
+        等金额资产分配，对选中的资产进行等金额分配
+    
+        :param float amount: 交易最大金额
+    """
 def AF_FixedWeight(weight: typing.SupportsFloat = 0.1) -> AllocateFundsBase:
     """
     AF_FixedWeight(weight)
@@ -10144,13 +10189,13 @@ def MF_Weight() -> MultiFactorBase:
 @typing.overload
 def MF_Weight(inds: collections.abc.Sequence, stks: collections.abc.Sequence, weights: collections.abc.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
-    MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5])
+    MF_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
     
         按指定权重合成因子 = ind1 * weight1 + ind2 * weight2 + ... + indn * weightn
     
         :param sequense(Indicator) inds: 原始因子列表
-        :param sequense(float) weights: 权重列表(需和 inds 等长)
         :param sequense(stock) stks: 计算证券列表
+        :param sequense(float) weights: 权重列表(需和 inds 等长)
         :param Query query: 日期范围
         :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
         :param int ic_n: 默认 IC 对应的 N 日收益率
@@ -14232,6 +14277,10 @@ def bind_email(arg0: str, arg1: str) -> None:
     """
 def can_upgrade() -> bool:
     ...
+def check_data(stock_list: collections.abc.Sequence, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
+    """
+    检查数据
+    """
 def close_ostream_to_python() -> None:
     ...
 def close_spend_time() -> None:
@@ -14392,7 +14441,7 @@ def get_kdata(market_code: str, start: Datetime = ..., end: Datetime = ..., ktyp
         :param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
         :param Query.RecoverType recover_type: 复权类型
     """
-def get_last_version() -> str:
+def get_latest_version_info() -> dict:
     ...
 def get_log_level() -> LOG_LEVEL:
     """

hikyuu/data/clickhouse_upgrade/0001.sql

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

hikyuu/data/common_clickhouse.py

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

hikyuu/data/hku_config_template.py

@@ -28,6 +28,7 @@ tmpdir = {dir}/tmp
 datadir = {dir}
 reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = sqlite3
@@ -97,6 +98,7 @@ tmpdir = {dir}
 datadir = {dir}
 reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = mysql
@@ -153,6 +155,7 @@ tmpdir = {dir}
 datadir = {dir}
 reload_time = {reload_time}
 quotation_server = {quotation_server}
+lazy_preload = {lazy_preload}
 
 [block]
 type = clickhouse
@@ -272,6 +275,9 @@ phase1_end = 11:35:00
 phase2_start = 12:00:00
 phase2_end = 15:05:00
 
+[lazy_preload]
+enable = False
+
 [preload]
 day = True
 week = True

hikyuu/data/mysql_upgrade/0029.sql

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

hikyuu/data/pytdx_to_clickhouse.py

@@ -23,13 +23,15 @@
 # SOFTWARE.
 
 import sys
+import os
 import math
 import datetime
 from pytdx.hq import TDXParams
+from configparser import ConfigParser
 
 from hikyuu.util import hku_error, hku_debug, hku_run_ignore_exception
 
-from hikyuu import Datetime, roundEx
+from hikyuu import Datetime, roundEx, is_valid_license, KDataToClickHouseImporter
 from hikyuu.data.common import *
 from hikyuu.data.common_pytdx import to_pytdx_market, pytdx_get_day_trans
 from hikyuu.data.common_clickhouse import (
@@ -134,6 +136,9 @@ def import_stock_name(connect, api, market, quotations=None):
         if code not in deSet:
             newStockDict[code] = stock["name"]
 
+    # 号码前缀
+    codepre_list = get_codepre_list(connect, market, quotations)
+
     stktype_list = get_stktype_list(quotations)
     stktype_list = list(stktype_list)
     stktype_list.remove(STOCKTYPE.INDEX)  # 移除指数类型
@@ -149,23 +154,29 @@ def import_stock_name(connect, api, market, quotations=None):
 
         oldname, oldtype, oldvalid, oldstartDate, oldendDate = oldstock[2], oldstock[3], oldstock[4], oldstock[5], oldstock[6]
 
+        # 检测是否类型发生变化
+        newtype = oldtype
+        for codepre in codepre_list:
+            length = len(codepre[0])
+            if oldcode[:length] == codepre[0]:
+                if oldtype != codepre[1]:
+                    newtype = codepre[1]
+                break
+
         # 新的代码表中无此股票，则置为无效
-        # if (oldvalid == 1) and (oldcode not in newStockDict):
         if (oldvalid == 1) and ((oldcode not in newStockDict) or oldcode in deSet):
             sql = f"delete from hku_base.stock where market='{market}' and code='{oldcode}'"
             connect.command(sql)
-            insert_records.append((market, oldcode, oldname, oldtype, 0, oldstartDate, oldendDate))
+            insert_records.append((market, oldcode, oldname, newtype, 0, oldstartDate, oldendDate))
 
         # 股票名称发生变化，更新股票名称;如果原无效，则置为有效
         if oldcode in newStockDict:
-            if oldname != newStockDict[oldcode] or oldvalid == 0:
+            if oldname != newStockDict[oldcode] or oldvalid == 0 or oldtype != newtype:
                 sql = f"delete from hku_base.stock where market='{market}' and code='{oldcode}'"
                 connect.command(sql)
-                insert_records.append((market, oldcode, newStockDict[oldcode], oldtype, 1, oldstartDate, 99999999))
+                insert_records.append((market, oldcode, newStockDict[oldcode], newtype, 1, oldstartDate, 99999999))
 
     # 处理新出现的股票
-    codepre_list = get_codepre_list(connect, market, quotations)
-
     today = datetime.date.today()
     today = today.year * 10000 + today.month * 100 + today.day
     count = 0
@@ -274,10 +285,10 @@ def import_one_stock_data(
             today.year * 10000 + today.month * 100 + today.day
         ) * 10000 + 1500
     else:
-        return 0
+        return (0, True, Datetime(last_datetime))
 
     if today_datetime <= last_datetime:
-        return 0
+        return (0, True, Datetime(last_datetime))
 
     get_bars = (
         api.get_index_bars if stktype == STOCKTYPE.INDEX else api.get_security_bars
@@ -312,27 +323,27 @@ def import_one_stock_data(
                 if abs(last_krecord[1] - bar["open"]) / last_krecord[1] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord open: {last_krecord[1]}, bar: {bar['open']}")
-                    return 0
+                    return (0, False, Datetime(last_datetime))
                 if abs(last_krecord[2] - bar["high"]) / last_krecord[2] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord high: {last_krecord[2]}, bar: {bar['high']}")
-                    return 0
+                    return (0, False,  Datetime(last_datetime))
                 if abs(last_krecord[3] - bar["low"]) / last_krecord[3] > 0.01 and abs(last_krecord[3] - bar["low"]) > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord low: {last_krecord[3]}, bar: {bar['low']}")
-                    return 0
+                    return (0, False, Datetime(last_datetime))
                 if abs(last_krecord[4] - bar["close"]) / last_krecord[4] > 0.01:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord close: {last_krecord[4]}, bar: {bar['close']}")
-                    return 0
-                if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[5] - bar["amount"]*0.001) / last_krecord[5] > 0.1:
+                    return (0, False, Datetime(last_datetime))
+                if ktype == 'DAY' and last_krecord[5] != 0.0 and abs(last_krecord[5] - bar["amount"]) > 10000:
                     hku_error(
-                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord amount: {last_krecord[5]}, bar: {bar['amount']*0.001}")
-                    return 0
-                if ktype == 'DAY' and last_krecord[6] != 0.0 and last_krecord[5] != 0.0 and abs(last_krecord[6] - bar["vol"]) / last_krecord[6] > 0.1:
+                        f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord amount: {last_krecord[5]}, bar: {bar['amount']}")
+                    return (0, False, Datetime(last_datetime))
+                if ktype == 'DAY' and last_krecord[6] != 0.0 and last_krecord[6] != 0.0 and abs(last_krecord[6] - bar["vol"]) > 10000:
                     hku_error(
                         f"fetch data from tdx error! {bar_datetime} {ktype} {market}{code} last_krecord count: {last_krecord[6]}, bar: {bar['vol']}")
-                    return 0
+                    return (0, False, Datetime(last_datetime))
                 continue
 
             if (
@@ -365,7 +376,7 @@ def import_one_stock_data(
                                            data=buf)
         connect.insert(context=ic, settings={"prefer_warmed_unmerged_parts_seconds": 86400})
 
-    return len(buf)
+    return (len(buf), True, Datetime(last_datetime))
 
 
 def update_stock_info(connect, market):
@@ -409,7 +420,7 @@ def clear_extern_data(connect, market, data_type):
         index_list = ('min15', 'min30', 'min60', 'hour2')
         lastdate = connect.command(
             f"select toInt32(max(date)) from hku_data.min5_k where market='SH' and code='000001'")
-        lastdate = Datetime.from_timestamp_utc(lastdate*1000000).start_of_day()
+        lastdate = Datetime.from_timestamp_utc(int(lastdate*1000000)).start_of_day()
         last_timestamp = Datetime(lastdate).timestamp_utc()//1000000
         for index_type in index_list:
             sql = f"delete from hku_data.{index_type}_k where market='{market}' and date>={last_timestamp}"
@@ -420,6 +431,16 @@ def clear_extern_data(connect, market, data_type):
         hku_info(f"清理 {market} {data_type} 线扩展数据完毕")
 
 
+@hku_catch(ret=None)
+def get_clickhouse_importer():
+    filename = os.path.expanduser('~') + '/.hikyuu/hikyuu.ini'
+    config = ConfigParser()
+    config.read(filename, encoding='utf-8')
+    importer = KDataToClickHouseImporter()
+    return importer if importer.set_config(config.get("kdata", "host"), config.getint("kdata", "port", fallback=9000),
+                                           config.get("kdata", "usr"), config.get("kdata", "pwd")) else None
+
+
 @hku_catch(trace=True, re_raise=True)
 def import_data(
     connect,
@@ -460,6 +481,9 @@ def import_data(
             for index_type in index_list:
                 update_data[index_type] = []
 
+    failed_limit = 20
+    failed_count = 0
+    failed_list = []
     total = len(stock_list)
     # market, code, valid, type
     for i, stock in enumerate(stock_list):
@@ -468,9 +492,15 @@ def import_data(
                 progress(i, total)
             continue
 
-        this_count = import_one_stock_data(
+        this_count, success, lastdate = import_one_stock_data(
             connect, api, market, ktype, stock, startDate
         )
+        if not success:
+            failed_count += 1
+            failed_list.append((market, stock[1], lastdate))
+        if failed_count >= failed_limit:
+            # hku_error(f"{market} {ktype} 连续失败20个股票，已停止导入, 建议重新导入")
+            break
         add_record_count += this_count
         if ktype in ("DAY", "5MIN"):
             if ktype == "DAY":
@@ -490,6 +520,9 @@ def import_data(
         if progress:
             progress(i, total)
 
+    if total > 0 and progress:
+        progress(total, total)
+
     if ktype in ("DAY", "5MIN"):
         for index_type in index_list:
             if len(update_data[index_type]) > 0:
@@ -501,6 +534,25 @@ def import_data(
                 update_data[index_type].clear()
         update_data.clear()
 
+    if 0 < failed_count < failed_limit and is_valid_license():
+        # 删除最后记录
+        ktype_dict = {
+            'DAY': 'DAY',
+            '1MIN': 'MIN',
+            '5MIN': 'MIN5'
+        }
+        nktype = ktype_dict[ktype]
+        ch_importer = get_clickhouse_importer()
+        if ch_importer is not None:
+            for r in failed_list:
+                hku_warn(f"清理 {r[0]} {r[1]} {nktype} {r[2].start_of_day()}")
+                ch_importer.remove(r[0], r[1], nktype, r[2].start_of_day())
+            hku_warn(f"已清理 {market} {failed_count} 个失败股票的最后记录，建议重新导入")
+
+    if failed_count >= failed_limit:
+        hku_error(f"{market} {ktype} 连续失败20个股票，已停止导入, 建议重新导入")
+        return add_record_count
+
     cur_year = Datetime.today().year
     if ktype == "DAY":
         update_stock_info(connect, market)
@@ -592,15 +644,16 @@ def import_on_stock_trans(connect, api, market, stock_record, max_days):
                 if second > 59:
                     continue
 
-                trans_buf.append(
-                    (
-                        market, code,
-                        Datetime(cur_date * 1000000 + minute * 100 + second).timestamp_utc()//1000000,
-                        int(roundEx(record["price"], 3) * 1000.0),
-                        int(record["vol"]),
-                        record["buyorsell"],
+                if record['price'] > 0.0 and record['vol'] >= 0.0:
+                    trans_buf.append(
+                        (
+                            market, code,
+                            Datetime(cur_date * 1000000 + minute * 100 + second).timestamp_utc()//1000000,
+                            int(roundEx(record["price"], 3) * 1000.0),
+                            int(record["vol"]),
+                            record["buyorsell"],
+                        )
                     )
-                )
             except Exception as e:
                 hku_error("Failed trans to record! {}", e)
 
@@ -701,8 +754,9 @@ def import_on_stock_time(connect, api, market, stock_record, max_days):
             elif time == 1360:
                 time = 1400
             try:
-                time_buf.append((market, code, Datetime(this_date + time).timestamp_utc() //
-                                ticks, int(roundEx(record['price'], 3) * 1000.0), int(record['vol'])))
+                if record['price'] > 0.0 and record['vol'] >= 0.0:
+                    time_buf.append((market, code, Datetime(this_date + time).timestamp_utc() //
+                                     ticks, int(roundEx(record['price'], 3) * 1000.0), int(record['vol'])))
                 time += 1
             except Exception as e:
                 hku_error("Failed trans record {}! {}".format(record, e))