hikyuu 2.7.2__py3-none-win_amd64.whl → 2.7.5__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_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']
+__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', 'AGG_VWAP', 'ALIGN', 'AMA', 'ASIN', 'ATAN', 'ATR', 'AVEDEV', 'AllocateFundsBase', 'BACKSET', 'BARSCOUNT', 'BARSLAST', 'BARSLASTCOUNT', 'BARSSINCE', 'BARSSINCEN', 'BETWEEN', 'BLOCKSETNUM', 'BUSINESS', 'Block', 'BlockInfoDriver', 'BorrowRecord', 'BrokerPositionRecord', 'CEILING', 'CN_Bool', 'CN_OPLine', 'CONTEXT', 'CONTEXT_K', 'CORR', 'COS', 'COST', 'COUNT', 'CROSS', 'CVAL', 'CYCLE', 'C_AMO', 'C_CLOSE', 'C_HIGH', 'C_KDATA', 'C_LOW', 'C_OPEN', 'C_VOL', 'ConditionBase', 'Constant', 'CostRecord', 'DATE', 'DAY', 'DEBUG', 'DECLINE', 'DEVSQ', 'DIFF', 'DISCARD', 'DMA', 'DOWNNDAY', 'DROPNA', 'DataDriverFactory', 'Datetime', 'DatetimeList', 'Days', 'EMA', 'ERROR', 'EVERY', 'EV_Bool', 'EV_TwoLine', 'EXIST', 'EXP', 'EnvironmentBase', 'FATAL', 'FILTER', 'FINANCE', 'FLOOR', 'FundsRecord', 'GROUP_COUNT', 'GROUP_FUNC', 'GROUP_MAX', 'GROUP_MEAN', 'GROUP_MIN', 'GROUP_PROD', 'GROUP_SUM', 'HHV', 'HHVBARS', 'HKUException', 'HOUR', 'HSL', 'Hours', 'IC', 'ICIR', 'IF', 'INBLOCK', 'INDEXA', 'INDEXADV', 'INDEXC', 'INDEXDEC', 'INDEXH', 'INDEXL', 'INDEXO', 'INDEXV', 'INFO', 'INSUM', 'INTPART', 'IR', 'ISINF', 'ISINFA', 'ISLASTBAR', 'ISNA', 'IndParam', 'Indicator', 'IndicatorImp', 'JUMPDOWN', 'JUMPUP', 'KALMAN', 'KDATA_PART', 'KData', 'KDataDriver', 'KDataToClickHouseImporter', 'KDataToHdf5Importer', 'KDataToMySQLImporter', 'KRecord', 'KRecordList', 'LAST', 'LASTVALUE', 'LIUTONGPAN', 'LLV', 'LLVBARS', 'LN', 'LOG', 'LOG_LEVEL', 'LONGCROSS', 'LoanRecord', 'MA', 'MACD', 'MAX', 'MDD', 'MF_EqualWeight', 'MF_ICIRWeight', 'MF_ICWeight', 'MF_Weight', 'MIN', 'MINUTE', 'MM_FixedCapital', 'MM_FixedCapitalFunds', 'MM_FixedCount', 'MM_FixedCountTps', 'MM_FixedPercent', 'MM_FixedRisk', 'MM_FixedUnits', 'MM_Nothing', 'MM_WilliamsFixedRisk', 'MOD', 'MONTH', 'MRR', 'MarketInfo', 'Microseconds', 'Milliseconds', 'Minutes', 'MoneyManagerBase', 'MultiFactorBase', 'NDAY', 'NORM_MinMax', 'NORM_NOTHING', 'NORM_Quantile', 'NORM_Quantile_Uniform', 'NORM_Zscore', 'NOT', 'NormalizeBase', 'OFF', 'OrderBrokerBase', 'PF_Simple', 'PF_WithoutAF', 'PG_FixedHoldDays', 'PG_FixedPercent', 'PG_NoGoal', 'POS', 'POW', 'PRICELIST', 'Parameter', 'Performance', 'Portfolio', 'PositionRecord', 'PositionRecordList', 'ProfitGoalBase', 'QUANTILE_TRUNC', 'Query', 'RANK', 'RECOVER_BACKWARD', 'RECOVER_EQUAL_BACKWARD', 'RECOVER_EQUAL_FORWARD', 'RECOVER_FORWARD', 'REF', 'REFX', 'REPLACE', 'RESULT', 'REVERSE', 'ROC', 'ROCP', 'ROCR', 'ROCR100', 'ROUND', 'ROUNDDOWN', 'ROUNDUP', 'RSI', 'SAFTYLOSS', 'SCFilter_AmountLimit', 'SCFilter_Group', 'SCFilter_IgnoreNan', 'SCFilter_LessOrEqualValue', 'SCFilter_Price', 'SCFilter_TopN', 'SE_EvaluateOptimal', 'SE_Fixed', 'SE_MaxFundsOptimal', 'SE_MultiFactor', 'SE_MultiFactor2', 'SE_PerformanceOptimal', 'SE_Signal', 'SGN', 'SG_Add', 'SG_AllwaysBuy', 'SG_And', 'SG_Band', 'SG_Bool', 'SG_Buy', 'SG_Cross', 'SG_CrossGold', 'SG_Cycle', 'SG_Div', 'SG_Flex', 'SG_Mul', 'SG_OneSide', 'SG_Or', 'SG_Sell', 'SG_Single', 'SG_Single2', 'SG_Sub', 'SIN', 'SLICE', 'SLOPE', 'SMA', 'SPEARMAN', 'SP_FixedPercent', 'SP_FixedValue', 'SP_LogNormal', 'SP_Normal', 'SP_TruncNormal', 'SP_Uniform', 'SQRT', 'STDEV', 'STDP', 'ST_FixedPercent', 'ST_Indicator', 'ST_Saftyloss', 'SUM', 'SUMBARS', 'SYS_Simple', 'SYS_WalkForward', 'ScoreRecord', 'ScoreRecordList', 'ScoresFilterBase', 'Seconds', 'SelectorBase', 'SignalBase', 'SlippageBase', 'SpotRecord', 'Stock', 'StockManager', 'StockTypeInfo', 'StockWeight', 'StockWeightList', 'StoplossBase', 'Strategy', 'StrategyContext', 'System', 'SystemPart', 'SystemWeight', 'SystemWeightList', 'TAN', 'TA_ACCBANDS', 'TA_ACOS', 'TA_AD', 'TA_ADD', 'TA_ADOSC', 'TA_ADX', 'TA_ADXR', 'TA_APO', 'TA_AROON', 'TA_AROONOSC', 'TA_ASIN', 'TA_ATAN', 'TA_ATR', 'TA_AVGDEV', 'TA_AVGPRICE', 'TA_BBANDS', 'TA_BETA', 'TA_BOP', 'TA_CCI', 'TA_CDL2CROWS', 'TA_CDL3BLACKCROWS', 'TA_CDL3INSIDE', 'TA_CDL3LINESTRIKE', 'TA_CDL3OUTSIDE', 'TA_CDL3STARSINSOUTH', 'TA_CDL3WHITESOLDIERS', 'TA_CDLABANDONEDBABY', 'TA_CDLADVANCEBLOCK', 'TA_CDLBELTHOLD', 'TA_CDLBREAKAWAY', 'TA_CDLCLOSINGMARUBOZU', 'TA_CDLCONCEALBABYSWALL', 'TA_CDLCOUNTERATTACK', 'TA_CDLDARKCLOUDCOVER', 'TA_CDLDOJI', 'TA_CDLDOJISTAR', 'TA_CDLDRAGONFLYDOJI', 'TA_CDLENGULFING', 'TA_CDLEVENINGDOJISTAR', 'TA_CDLEVENINGSTAR', 'TA_CDLGAPSIDESIDEWHITE', 'TA_CDLGRAVESTONEDOJI', 'TA_CDLHAMMER', 'TA_CDLHANGINGMAN', 'TA_CDLHARAMI', 'TA_CDLHARAMICROSS', 'TA_CDLHIGHWAVE', 'TA_CDLHIKKAKE', 'TA_CDLHIKKAKEMOD', 'TA_CDLHOMINGPIGEON', 'TA_CDLIDENTICAL3CROWS', 'TA_CDLINNECK', 'TA_CDLINVERTEDHAMMER', 'TA_CDLKICKING', 'TA_CDLKICKINGBYLENGTH', 'TA_CDLLADDERBOTTOM', 'TA_CDLLONGLEGGEDDOJI', 'TA_CDLLONGLINE', 'TA_CDLMARUBOZU', 'TA_CDLMATCHINGLOW', 'TA_CDLMATHOLD', 'TA_CDLMORNINGDOJISTAR', 'TA_CDLMORNINGSTAR', 'TA_CDLONNECK', 'TA_CDLPIERCING', 'TA_CDLRICKSHAWMAN', 'TA_CDLRISEFALL3METHODS', 'TA_CDLSEPARATINGLINES', 'TA_CDLSHOOTINGSTAR', 'TA_CDLSHORTLINE', 'TA_CDLSPINNINGTOP', 'TA_CDLSTALLEDPATTERN', 'TA_CDLSTICKSANDWICH', 'TA_CDLTAKURI', 'TA_CDLTASUKIGAP', 'TA_CDLTHRUSTING', 'TA_CDLTRISTAR', 'TA_CDLUNIQUE3RIVER', 'TA_CDLUPSIDEGAP2CROWS', 'TA_CDLXSIDEGAP3METHODS', 'TA_CEIL', 'TA_CMO', 'TA_CORREL', 'TA_COS', 'TA_COSH', 'TA_DEMA', 'TA_DIV', 'TA_DX', 'TA_EMA', 'TA_EXP', 'TA_FLOOR', 'TA_HT_DCPERIOD', 'TA_HT_DCPHASE', 'TA_HT_PHASOR', 'TA_HT_SINE', 'TA_HT_TRENDLINE', 'TA_HT_TRENDMODE', 'TA_IMI', 'TA_KAMA', 'TA_LINEARREG', 'TA_LINEARREG_ANGLE', 'TA_LINEARREG_INTERCEPT', 'TA_LINEARREG_SLOPE', 'TA_LN', 'TA_LOG10', 'TA_MA', 'TA_MACD', 'TA_MACDEXT', 'TA_MACDFIX', 'TA_MAMA', 'TA_MAVP', 'TA_MAX', 'TA_MAXINDEX', 'TA_MEDPRICE', 'TA_MFI', 'TA_MIDPOINT', 'TA_MIDPRICE', 'TA_MIN', 'TA_MININDEX', 'TA_MINMAX', 'TA_MINMAXINDEX', 'TA_MINUS_DI', 'TA_MINUS_DM', 'TA_MOM', 'TA_MULT', 'TA_NATR', 'TA_OBV', 'TA_PLUS_DI', 'TA_PLUS_DM', 'TA_PPO', 'TA_ROC', 'TA_ROCP', 'TA_ROCR', 'TA_ROCR100', 'TA_RSI', 'TA_SAR', 'TA_SAREXT', 'TA_SIN', 'TA_SINH', 'TA_SMA', 'TA_SQRT', 'TA_STDDEV', 'TA_STOCH', 'TA_STOCHF', 'TA_STOCHRSI', 'TA_SUB', 'TA_SUM', 'TA_T3', 'TA_TAN', 'TA_TANH', 'TA_TEMA', 'TA_TRANGE', 'TA_TRIMA', 'TA_TRIX', 'TA_TSF', 'TA_TYPPRICE', 'TA_ULTOSC', 'TA_VAR', 'TA_WCLPRICE', 'TA_WILLR', 'TA_WMA', 'TC_FixedA', 'TC_FixedA2015', 'TC_FixedA2017', 'TC_TestStub', 'TC_Zero', 'TIME', 'TIMELINE', 'TIMELINEVOL', 'TR', 'TRACE', 'TURNOVER', 'TimeDelta', 'TimeLineList', 'TimeLineRecord', 'TradeCostBase', 'TradeManager', 'TradeRecord', 'TradeRecordList', 'TradeRequest', 'TransList', 'TransRecord', 'UPNDAY', 'UTCOffset', 'VAR', 'VARP', 'VIGOR', 'WARN', 'WEAVE', 'WEEK', 'WINNER', 'WITHDAY', 'WITHHALFYEAR', 'WITHHOUR', 'WITHHOUR2', 'WITHHOUR4', 'WITHKTYPE', 'WITHMIN', 'WITHMIN15', 'WITHMIN30', 'WITHMIN5', 'WITHMIN60', 'WITHMONTH', 'WITHQUARTER', 'WITHWEEK', 'WITHYEAR', 'WMA', 'YEAR', 'ZHBOND10', 'ZONGGUBEN', 'ZSCORE', 'active_device', 'backtest', 'batch_calculate_inds', 'bind_email', 'can_upgrade', 'check_data', 'close_ostream_to_python', 'close_spend_time', 'combinate_ind', 'combinate_index', 'constant', 'crtBrokerTM', 'crtSEOptimal', 'crtTM', 'crt_pf_strategy', 'crt_sys_strategy', 'dates_to_np', 'df_to_krecords', 'enable_kdata_cache', '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：
@@ -1571,6 +1571,7 @@ class Indicator:
     """
     技术指标
     """
+    enable_increment_calculate: typing.ClassVar[bool] = True
     @staticmethod
     def _pybind11_conduit_v1_(*args, **kwargs):
         ...
@@ -1825,6 +1826,12 @@ class Indicator:
         """
     def equal(self, arg0: Indicator) -> bool:
         ...
+    def extend(self) -> None:
+        """
+        extend(self)
+        
+            在有上下文时，自动将上下文扩展至当前最新数据并计算
+        """
     def formula(self) -> str:
         """
         formula(self)
@@ -1938,7 +1945,7 @@ class Indicator:
         """
     def have_ind_param(self, arg0: str) -> bool:
         """
-        是否存在指定的动态指标参数
+        是否存在指定的动态周期指标参数
         """
     def have_param(self, arg0: str) -> bool:
         """
@@ -1996,10 +2003,6 @@ class Indicator:
             :type value: int | bool | float | string | Query | KData | Stock | DatetimeList
             :raises logic_error: Unsupported type! 不支持的参数类型
         """
-    def support_ind_param(self) -> bool:
-        """
-        是否支持动态指标参数
-        """
     def to_array(self, result_index: typing.SupportsInt = 0) -> numpy.typing.NDArray[numpy.float64]:
         """
         将指定结果集转化为numpy.array
@@ -2038,6 +2041,9 @@ class Indicator:
     @name.setter
     def name(self, arg1: str) -> None:
         ...
+    @property
+    def optype(self) -> str:
+        ...
 class IndicatorImp:
     """
     指标实现类，定义新指标时，应从此类继承
@@ -2127,8 +2133,6 @@ class IndicatorImp:
         ...
     def set_param(self, arg0: str, arg1: any) -> None:
         ...
-    def support_ind_param(self) -> bool:
-        ...
     @property
     def discard(self) -> int:
         """
@@ -2278,14 +2282,12 @@ class KData:
                 :rtype: KData
         """
     @typing.overload
-    def get_kdata(self, start: typing.SupportsInt, end: typing.SupportsInt = 9223372036854775807) -> KData:
+    def get_kdata(self, arg0: Query) -> KData:
         """
-        get_kdata(self, start, end)
-                   
-                通过索引获取 KData 子集，相当于切片
-                
-                :param int start: 索引起始位置
-                :param int end: 索引结束位置
+        get_kdata(query)
+        
+                通过当前 KData 获取获取另一个 KData，不一定是其子集
+        
                 :rtype: KData
         """
     def get_pos(self, arg0: Datetime) -> typing.Any:
@@ -2322,6 +2324,16 @@ class KData:
         
                 :rtype: Stock
         """
+    def get_sub_kdata(self, start: typing.SupportsInt, end: typing.SupportsInt = 9223372036854775807) -> KData:
+        """
+        get_sub_kdata(start, end = Null<int64_t>)
+        
+                通过索引获取自身子集
+        
+                :param int start: 起始索引
+                :param int end: 结束索引
+                :rtype: KData
+        """
     def to_df(self, with_stock: bool = False) -> typing.Any:
         """
         to_df(self, with_stock=False) -> pandas.DataFrame
@@ -3102,7 +3114,7 @@ class MultiFactorBase:
         ...
     def __str__(self) -> str:
         ...
-    def add_special_normalize(self, name: str, norm: NormalizeBase = None, category: str = '', style_inds: collections.abc.Sequence[Indicator] = []) -> None:
+    def add_special_normalize(self, name: str, norm: typing.Any = None, category: str = '', style_inds: collections.abc.Sequence[Indicator] = []) -> None:
         """
         add_special_normalize(self, name[, norm=None, category="", style_inds=[]])
                 
@@ -3217,7 +3229,7 @@ class MultiFactorBase:
         """
         是否存在指定参数
         """
-    def set_normalize(self, norm: NormalizeBase) -> None:
+    def set_normalize(self, norm: typing.Any) -> None:
         """
         set_normalize(self, norm)
         
@@ -3650,7 +3662,7 @@ class Portfolio:
         设置或获取资产分配算法
         """
     @af.setter
-    def af(self, arg1: AllocateFundsBase) -> None:
+    def af(self, arg1: typing.Any) -> None:
         ...
     @property
     def name(self) -> str:
@@ -3679,7 +3691,7 @@ class Portfolio:
         设置或获取交易对象选择算法
         """
     @se.setter
-    def se(self, arg1: SelectorBase) -> None:
+    def se(self, arg1: typing.Any) -> None:
         ...
     @property
     def tm(self) -> TradeManager:
@@ -3687,7 +3699,7 @@ class Portfolio:
         设置或获取交易管理对象
         """
     @tm.setter
-    def tm(self, arg1: TradeManager) -> None:
+    def tm(self, arg1: typing.Any) -> None:
         ...
 class PositionRecord:
     """
@@ -4552,7 +4564,7 @@ class SelectorBase:
         """
         子类复位操作实现
         """
-    def add_scores_filter(self, arg0: ScoresFilterBase) -> None:
+    def add_scores_filter(self, arg0: typing.Any) -> None:
         """
         add_scores_filter(self, filter)
                 
@@ -4569,7 +4581,7 @@ class SelectorBase:
             :param Stock stock: 加入的初始标的
             :param System sys: 系统策略原型
         """
-    def add_stock_list(self, stk_list: collections.abc.Sequence, sys: ...) -> None:
+    def add_stock_list(self, stk_list: typing.Any, sys: ...) -> None:
         """
         add_stock_list(self, stk_list, sys)
         
@@ -4642,7 +4654,7 @@ class SelectorBase:
             :param value: 参数值
             :raises logic_error: Unsupported type! 不支持的参数类型
         """
-    def set_scores_filter(self, arg0: ScoresFilterBase) -> None:
+    def set_scores_filter(self, arg0: typing.Any) -> None:
         """
         set_scores_filter(self, filter)
                    
@@ -4655,6 +4667,9 @@ class SelectorBase:
         """
         获取关联的 MF
         """
+    @mf.setter
+    def mf(self, arg1: typing.Any) -> None:
+        ...
     @property
     def name(self) -> str:
         """
@@ -5291,7 +5306,7 @@ class Stock:
         
                 :param Query.KType ktype: K线类型
         """
-    def set_kdata_from_df(self, df: typing.Any, cols: collections.abc.Sequence[str], ktype: str = 'DAY') -> None:
+    def set_kdata_from_df(self, df: typing.Any, cols: collections.abc.Sequence[str] = ['datetime', 'open', 'high', 'low', 'close', 'amount', 'volume'], ktype: str = 'DAY') -> None:
         """
         set_kdata_from_df(self, df, cols, [ktype=Query.DAY])
         
@@ -5488,6 +5503,10 @@ class StockManager:
             :return: 加入的Stock
             :rtype: Stock
         """
+    def cancel_load(self) -> None:
+        """
+        取消所有数据加载
+        """
     def datadir(self) -> str:
         """
         datadir(self) -> str
@@ -5523,6 +5542,16 @@ class StockManager:
             :return: 板块列表
             :rtype: BlockList
         """
+    def get_block_list_by_index_stock(self, index_stk: ...) -> list[...]:
+        """
+        get_block_list_by_index_stock(self, index_stk)
+        
+            获取指定指数的板块列表
+        
+            :param Stock index_stk: 指数
+            :return: 板块列表
+            :rtype: BlockList
+        """
     def get_block_parameter(self) -> ...:
         """
         获取当前板块信息驱动参数
@@ -6536,7 +6565,7 @@ class System:
         系统有效条件
         """
     @cn.setter
-    def cn(self, arg1: ConditionBase) -> None:
+    def cn(self, arg1: typing.Any) -> None:
         ...
     @property
     def ev(self) -> EnvironmentBase:
@@ -6544,7 +6573,7 @@ class System:
         市场环境判断策略
         """
     @ev.setter
-    def ev(self, arg1: EnvironmentBase) -> None:
+    def ev(self, arg1: typing.Any) -> None:
         ...
     @property
     def mm(self) -> MoneyManagerBase:
@@ -6552,7 +6581,7 @@ class System:
         资金管理策略
         """
     @mm.setter
-    def mm(self, arg1: MoneyManagerBase) -> None:
+    def mm(self, arg1: typing.Any) -> None:
         ...
     @property
     def name(self) -> str:
@@ -6568,7 +6597,7 @@ class System:
         盈利目标策略
         """
     @pg.setter
-    def pg(self, arg1: ProfitGoalBase) -> None:
+    def pg(self, arg1: typing.Any) -> None:
         ...
     @property
     def query(self) -> Query:
@@ -6581,7 +6610,7 @@ class System:
         信号指示器
         """
     @sg.setter
-    def sg(self, arg1: SignalBase) -> None:
+    def sg(self, arg1: typing.Any) -> None:
         ...
     @property
     def sp(self) -> SlippageBase:
@@ -6589,7 +6618,7 @@ class System:
         移滑价差算法
         """
     @sp.setter
-    def sp(self, arg1: SlippageBase) -> None:
+    def sp(self, arg1: typing.Any) -> None:
         ...
     @property
     def st(self) -> StoplossBase:
@@ -6597,7 +6626,7 @@ class System:
         止损策略
         """
     @st.setter
-    def st(self, arg1: StoplossBase) -> None:
+    def st(self, arg1: typing.Any) -> None:
         ...
     @property
     def tm(self) -> TradeManager:
@@ -6605,7 +6634,7 @@ class System:
         关联的交易管理实例
         """
     @tm.setter
-    def tm(self, arg1: TradeManager) -> None:
+    def tm(self, arg1: typing.Any) -> None:
         ...
     @property
     def to(self) -> KData:
@@ -6621,7 +6650,7 @@ class System:
         止盈策略
         """
     @tp.setter
-    def tp(self, arg1: StoplossBase) -> None:
+    def tp(self, arg1: typing.Any) -> None:
         ...
 class SystemPart:
     """
@@ -8402,7 +8431,7 @@ def AGG_FUNC(ind: Indicator, agg_func: typing.Any, ktype: str = 'MIN', fill_null
     """
     AGG_FUNC(ind, agg_func[, ktype=Query.MIN, fill_null=False, unit=1]
           
-        使用自定函数聚合其他K线周期的指标。虽然支持python自定义函数, 但python函数需要GIL, 速度会慢。建议最好直接使用 C++ 自定义聚合函数。
+        使用自定函数聚合其他K线周期的指标。
         
         示例, 计算日线时聚合分钟线收盘价的和:
     
@@ -8496,6 +8525,19 @@ def AGG_VAR(ind: Indicator, ktype: str = 'MIN', fill_null: bool = False, unit: t
         :return: 指标数据
         :rtype: Indicator
     """
+def AGG_VWAP(ktype: str = 'MIN', fill_null: bool = False, unit: typing.SupportsInt = 1) -> Indicator:
+    """
+    AGG_VWAP([ktype=Query.MIN, fill_null=False, unit=1])
+    
+        聚合其他K线成交量加权平均价格(Volume Weighted Average Price)
+        VWAP 是成交量加权的平均价格，计算方式是将每一分钟（或单位时间）的成交量乘以该分钟的成交价格，然后对所有乘积求和，最后除以总成交量。
+    
+        :param KQuery.KType ktype: 聚合的K线周期
+        :param bool fill_null: 是否填充缺失值
+        :param int unit: 聚合周期单位 (上下文K线分组单位, 使用日线计算分钟线聚合时, unit=2代表聚合2天的分钟线)
+        :return: 指标数据
+        :rtype: Indicator
+    """
 @typing.overload
 def ALIGN(ref: DatetimeList, fill_null: bool = True) -> Indicator:
     ...
@@ -8774,10 +8816,10 @@ def BLOCKSETNUM(block: Block, query: Query) -> Indicator:
         :param Query query: 统计范围
     """
 @typing.overload
-def BLOCKSETNUM(stks: collections.abc.Sequence) -> Indicator:
+def BLOCKSETNUM(stks: typing.Any) -> Indicator:
     ...
 @typing.overload
-def BLOCKSETNUM(stks: collections.abc.Sequence, query: Query) -> Indicator:
+def BLOCKSETNUM(stks: typing.Any, query: Query) -> Indicator:
     """
     BLOCKSETNUM(block, query)
         
@@ -8844,12 +8886,26 @@ def CONTEXT(ind: Indicator, fill_null: bool = False, use_self_ktype: bool = Fals
         :param bool use_self_recover_type: 公式计算时使用自身独立上下文中的RECOVER_TYPE
         :rtype: Indicator
     """
+@typing.overload
+def CONTEXT(ind: Indicator, stock: Stock, fill_null: bool = False) -> Indicator:
+    """
+    CONTEXT(ind, stock[, fill_null=False]) 
+              
+        通过指定股票，设置指标独立上下文指标, 忽略传入ind自身上下文, 直接使用stock的作为上下文
+    
+        :param Indicator ind: 指标对象
+        :param Stock stock: 股票对象
+        :param bool fill_null: 日期对齐时，缺失日期对应填充空值，否则使用前值填充。
+        :rtype: Indicator
+    """
 def CONTEXT_K(arg0: Indicator) -> KData:
     """
     CONTEXT_K(ind)
     
         获取指标上下文。Indicator::getContext()方法获取的是当前的上下文，但对于 CONTEXT 独立上下文指标无法获取其指定的独立上下文，需用此方法获取
     
+        该指标一旦作为公式，参与计算，其上下文可能发生变化，但其stock保持不变，仅query范围发生改变
+    
         :param Indicator ind: 指标对象
         :rtype: KData
     """
@@ -9401,7 +9457,7 @@ def GROUP_FUNC(ind: Indicator, group_func: typing.Any, ktype: str = 'DAY', unit:
     """
     GROUP_FUNC(ind, group_func[, ktype=Query.DAY,  unit=1])
           
-        自定义分组累积计算指标。虽然支持python自定义函数, 但python函数需要GIL, 速度较慢。建议最好直接使用 C++ 自定义分组累积函数。
+        自定义分组累积计算指标。
         
         示例, 计算日线时聚合分钟线收盘价的和:
     
@@ -9520,9 +9576,9 @@ def Hours(arg0: typing.SupportsInt) -> TimeDelta:
           :param int hours: 小时数
           :rtype: TimeDelta
     """
-def IC(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, spearman: bool = True, strict: bool = False) -> Indicator:
+def IC(ind: Indicator, stks: typing.Any, n: typing.SupportsInt = 1, spearman: bool = True, strict: bool = False) -> Indicator:
     """
-    IC(ind, stks, query, ref_stk[, n=1, spearman=True, strict=False]) -> Indicator
+    IC(ind, stks[, n=1, spearman=True, strict=False]) -> Indicator
     
         计算指定的因子相对于参考证券的 IC (实际为 RankIC)
     
@@ -9533,22 +9589,18 @@ def IC(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing
         
         :param Indicator ind: 输入因子
         :param sequence(stock)|Block stks 证券组合
-        :param Query query: 查询条件
-        :param Stock ref_stk: 参照证券，通常使用 sh000300 沪深300
         :param int n: 时间窗口
         :param bool spearman: 使用 spearman 相关系数，否则为 pearson
         :param bool strict: 严格模式
     """
-def ICIR(ind: Indicator, stks: typing.Any, query: Query, ref_stk: Stock, n: typing.SupportsInt = 1, rolling_n: typing.SupportsInt = 120, spearman: bool = True, strict: bool = False) -> Indicator:
+def ICIR(ind: Indicator, stks: typing.Any, n: typing.SupportsInt = 1, rolling_n: typing.SupportsInt = 120, spearman: bool = True, strict: bool = False) -> Indicator:
     """
-    ICIR(ind, stks, query, ref_stk[, n=1, rolling_n=120, spearman=True, strict=False])
+    ICIR(ind, stks[, n=1, rolling_n=120, spearman=True, strict=False])
     
         计算 IC 因子 IR = IC的多周期均值/IC的标准方差
     
         :param Indicator ind: 输入因子
         :param sequence(stock)|Block stks 证券组合
-        :param Query query: 查询条件
-        :param Stock ref_stk: 参照证券，通常使用 sh000300 沪深300
         :param int n: 计算IC时对应的 n 日收益率
         :param int rolling_n: 滚动周期
         :param bool spearman: 使用 spearman 相关系数，否则为 pearson
@@ -10125,7 +10177,7 @@ def MDD(arg0: Indicator) -> Indicator:
 def MF_EqualWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_EqualWeight(inds: collections.abc.Sequence, stks: 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:
+def MF_EqualWeight(inds: collections.abc.Sequence, stks: typing.Any, 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])
     
@@ -10134,7 +10186,7 @@ def MF_EqualWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequenc
         :param sequense(Indicator) inds: 原始因子列表
         :param sequense(stock) stks: 计算证券列表
         :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 Stock ref_stk: 参考证券用于日期对齐 (未指定时，默认为 sh000001)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
         :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -10145,16 +10197,16 @@ def MF_EqualWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequenc
 def MF_ICIRWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_ICIRWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, ic_rolling_n: typing.SupportsInt = 120, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
+def MF_ICIRWeight(inds: collections.abc.Sequence, stks: typing.Any, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, ic_rolling_n: typing.SupportsInt = 120, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
-    MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
+    MF_ICIRWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
     
         滚动ICIR权重合成因子
     
         :param sequense(Indicator) inds: 原始因子列表
         :param sequense(stock) stks: 计算证券列表
         :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 Stock ref_stk: 用于日期对齐的参考证券 (未指定时，默认为 sh000001)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param int ic_rolling_n: IC 滚动周期
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
@@ -10166,16 +10218,16 @@ def MF_ICIRWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequence
 def MF_ICWeight() -> MultiFactorBase:
     ...
 @typing.overload
-def MF_ICWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequence, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, ic_rolling_n: typing.SupportsInt = 120, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
+def MF_ICWeight(inds: collections.abc.Sequence, stks: typing.Any, query: Query, ref_stk: typing.Any = None, ic_n: typing.SupportsInt = 5, ic_rolling_n: typing.SupportsInt = 120, spearman: bool = True, mode: typing.SupportsInt = 0, save_all_factors: bool = False) -> MultiFactorBase:
     """
-    MF_EqualWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
+    MF_ICWeight(inds, stks, query, ref_stk[, ic_n=5, ic_rolling_n=120])
     
         滚动IC权重合成因子
     
         :param sequense(Indicator) inds: 原始因子列表
         :param sequense(stock) stks: 计算证券列表
         :param Query query: 日期范围
-        :param Stock ref_stk:  (未指定时，默认为 sh000300 沪深300)
+        :param Stock ref_stk: 用于日期对齐的参考证券 (未指定时，默认为 sh000001)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param int ic_rolling_n: IC 滚动周期
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
@@ -10187,7 +10239,7 @@ def MF_ICWeight(inds: collections.abc.Sequence, stks: collections.abc.Sequence,
 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:
+def MF_Weight(inds: collections.abc.Sequence, stks: typing.Any, 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_Weight(inds, stks, weights, query, ref_stk[, ic_n=5, spearman=True, mode=0, save_all_factors=False])
     
@@ -10197,7 +10249,7 @@ def MF_Weight(inds: collections.abc.Sequence, stks: collections.abc.Sequence, we
         :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 Stock ref_stk: 参考证券用于日期对齐 (未指定时，默认为 sh000001)
         :param int ic_n: 默认 IC 对应的 N 日收益率
         :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
         :param int mode: 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -10449,7 +10501,7 @@ def NOT(arg0: Indicator) -> Indicator:
         :param Indicator data: 输入数据
         :rtype: Indicator
     """
-def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFundsBase = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Portfolio:
+def PF_Simple(tm: typing.Any = None, se: typing.Any = ..., af: typing.Any = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True) -> Portfolio:
     """
     PF_Simple([tm, se, af, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True])
     
@@ -10472,7 +10524,7 @@ def PF_Simple(tm: TradeManager = None, se: SelectorBase = ..., af: AllocateFunds
         :param str adjust_mode: 调仓模式
         :param bool delay_to_trading_day: 如果当日不是交易日将会被顺延至当前周期内的第一个交易日
     """
-def PF_WithoutAF(tm: TradeManager = None, se: SelectorBase = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True, trade_on_close: bool = True, sys_use_self_tm: bool = False, sell_at_not_selected: bool = False) -> Portfolio:
+def PF_WithoutAF(tm: typing.Any = None, se: typing.Any = ..., adjust_cycle: typing.SupportsInt = 1, adjust_mode: str = 'query', delay_to_trading_day: bool = True, trade_on_close: bool = True, sys_use_self_tm: bool = False, sell_at_not_selected: bool = False) -> Portfolio:
     """
     PF_WithoutAF([tm, se, adjust_cycle=1, adjust_mode="query", delay_to_trading_day=True, trade_on_close=True, sys_use_self_tm=False,sell_at_not_selected=False])
         
@@ -10590,7 +10642,7 @@ def QUANTILE_TRUNC(data: Indicator, n: typing.SupportsInt = 60, quantial_min: ty
         :rtype: Indicator
     """
 @typing.overload
-def RANK(stks: collections.abc.Sequence, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
+def RANK(stks: typing.Any, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
     ...
 @typing.overload
 def RANK(stks: collections.abc.Sequence, ref_ind: Indicator, mode: typing.SupportsInt = 0, fill_null: bool = True, market: str = 'SH') -> Indicator:
@@ -11012,7 +11064,7 @@ def SE_EvaluateOptimal(arg0: typing.Any) -> SelectorBase:
 def SE_Fixed(weight: typing.SupportsFloat = 1.0) -> SelectorBase:
     ...
 @typing.overload
-def SE_Fixed(stk_list: collections.abc.Sequence, sys: ..., weight: typing.SupportsFloat = 1.0) -> SelectorBase:
+def SE_Fixed(stk_list: typing.Any, sys: ..., weight: typing.SupportsFloat = 1.0) -> SelectorBase:
     """
     SE_Fixed([stk_list, sys])
     
@@ -11046,7 +11098,7 @@ def SE_MultiFactor(inds: collections.abc.Sequence, topn: typing.SupportsInt = 10
           :param int topn: 只选取时间截面中前 topn 个系统，小于等于0时代表不限制
           :param int ic_n: 默认 IC 对应的 N 日收益率
           :param int ic_rolling_n: IC 滚动周期
-          :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
+          :param Stock ref_stk: 参考证券,用于日期对齐，未指定时为 sh000001
           :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
           :param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
     """
@@ -11067,7 +11119,7 @@ def SE_MultiFactor2(inds: collections.abc.Sequence, ic_n: typing.SupportsInt = 5
           :param sequense(Indicator) inds: 原始因子列表
           :param int ic_n: 默认 IC 对应的 N 日收益率
           :param int ic_rolling_n: IC 滚动周期
-          :param Stock ref_stk: 参考证券 (未指定时，默认为 sh000300 沪深300)
+          :param Stock ref_stk: 参考证券,用于日期对齐，未指定时为 sh000001
           :param bool spearman: 默认使用 spearman 计算相关系数，否则为 pearson
           :param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
     """
@@ -14277,7 +14329,7 @@ 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:
+def check_data(stock_list: typing.Any, start_date: Datetime, end_date: Datetime, ktype: str) -> tuple:
     """
     检查数据
     """
@@ -14349,6 +14401,15 @@ def df_to_krecords(df: typing.Any, columns: collections.abc.Sequence[str] = ['da
         :param dict columns: 指定DataFrame的列名，对应KRecord的成员变量名称
         :return: 转换后的KRecordList
     """
+def enable_kdata_cache(enable: bool) -> None:
+    """
+    enable_kdata_cache(enable)
+    
+        启用或禁用K线数据缓存
+    
+        :param bool enable: 是否启用K线数据缓存
+        :return: None
+    """
 def fetch_trial_license(arg0: str) -> str:
     """
     fetch_trial_license(email: str)

hikyuu/data/clickhouse_upgrade/0002.sql

@@ -0,0 +1,9 @@
+ALTER TABLE `hku_base`.`stocktypeinfo` 
+UPDATE `minTradeNumber` = CASE
+    WHEN `type` = 9 AND `description` = '科创板' THEN 200
+    WHEN `type` = 11 AND `description` = '北交所' THEN 100
+    ELSE `minTradeNumber`
+END
+WHERE (`type` = 9 AND `description` = '科创板') 
+   OR (`type` = 11 AND `description` = '北交所');
+ALTER TABLE `hku_base`.`version` UPDATE `version`=2 WHERE `id`=0;

hikyuu/data/common_mysql.py

@@ -502,7 +502,7 @@ def update_extern_data(connect, market, code, data_type):
         if insert_buffer:
             cur = connect.cursor()
             cur.executemany(
-                "insert into {} (date, open, high, low, close, amount, count) \
+                "replace into {} (date, open, high, low, close, amount, count) \
                  values (%s, %s, %s, %s, %s, %s, %s)".format(index_table), insert_buffer
             )
             connect.commit()