mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 03:48:19 +08:00
KData 添加 getPosInStock 方法
This commit is contained in:
parent
969681277d
commit
3c51c375c2
@ -404,6 +404,13 @@ K线数据
|
||||
:param Datetime datetime: 指定的时间
|
||||
:return: 对应的索引位置,如果不在数据范围内,则返回 None
|
||||
|
||||
.. py:method:: get_pos_in_stock(datetime)
|
||||
|
||||
获取指定时间对应原始 K 线中的索引位置
|
||||
|
||||
:param Datetime datetime: 指定的时间
|
||||
:return: 对应的索引位置,如果不在数据范围内,则返回 None
|
||||
|
||||
.. py:method:: empty()
|
||||
|
||||
判断是否为空
|
||||
|
@ -51,9 +51,7 @@ def __new_Datetime_init__(self, *args, **kwargs):
|
||||
d = args[0]
|
||||
milliseconds = d.microsecond // 1000
|
||||
microseconds = d.microsecond - milliseconds * 1000
|
||||
__old_Datetime_init__(
|
||||
self, d.year, d.month, d.day, d.hour, d.minute, d.second, milliseconds, microseconds
|
||||
)
|
||||
__old_Datetime_init__(self, d.year, d.month, d.day, d.hour, d.minute, d.second, milliseconds, microseconds)
|
||||
elif isinstance(args[0], date):
|
||||
d = args[0]
|
||||
__old_Datetime_init__(self, d.year, d.month, d.day, 0, 0, 0, 0)
|
||||
@ -101,9 +99,7 @@ def Datetime_date(self):
|
||||
|
||||
def Datetime_datetime(self):
|
||||
"""转化生成 python 的 datetime"""
|
||||
return datetime(
|
||||
self.year, self.month, self.day, self.hour, self.minute, self.second, self.microsecond
|
||||
)
|
||||
return datetime(self.year, self.month, self.day, self.hour, self.minute, self.second, self.microsecond)
|
||||
|
||||
|
||||
Datetime.__init__ = __new_Datetime_init__
|
||||
@ -168,9 +164,7 @@ def __new_TimeDelta_add__(self, td):
|
||||
|
||||
def __new_TimeDelta_sub__(self, td):
|
||||
"""可减去TimeDelta, datetime.timedelta"""
|
||||
return __old_TimeDelta_sub__(self, td) if isinstance(td, TimeDelta) else __old_TimeDelta_sub__(
|
||||
self, TimeDelta(td)
|
||||
)
|
||||
return __old_TimeDelta_sub__(self, td) if isinstance(td, TimeDelta) else __old_TimeDelta_sub__(self, TimeDelta(td))
|
||||
|
||||
|
||||
def TimeDelta_timedelta(self):
|
||||
@ -235,9 +229,21 @@ def KData_getPos(kdata, datetime):
|
||||
return pos if pos != constant.null_size else None
|
||||
|
||||
|
||||
def KData_getPosInStock(kdata, datetime):
|
||||
"""
|
||||
获取指定时间对应的原始K线中的索引位置
|
||||
|
||||
:param Datetime datetime: 指定的时间
|
||||
:return: 对应的索引位置,如果不在数据范围内,则返回 None
|
||||
"""
|
||||
pos = kdata._getPosInStock(datetime)
|
||||
return pos if pos != constant.null_size else None
|
||||
|
||||
|
||||
KData.__getitem__ = KData_getitem
|
||||
KData.__iter__ = KData_iter
|
||||
KData.get_pos = KData_getPos
|
||||
KData.get_pos_in_stock = KData_getPosInStock
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# 封装增强其他C++ vector类型的遍历、打印
|
||||
@ -346,11 +352,7 @@ try:
|
||||
}
|
||||
)
|
||||
return np.array(
|
||||
[
|
||||
(k.datetime.datetime(), k.open, k.high, k.low, k.close, k.amount, k.volume)
|
||||
for k in kdata
|
||||
],
|
||||
dtype=k_type
|
||||
[(k.datetime.datetime(), k.open, k.high, k.low, k.close, k.amount, k.volume) for k in kdata], dtype=k_type
|
||||
)
|
||||
|
||||
def KData_to_df(kdata):
|
||||
@ -384,12 +386,7 @@ try:
|
||||
|
||||
def TimeLine_to_np(data):
|
||||
"""转化为numpy结构数组"""
|
||||
t_type = np.dtype(
|
||||
{
|
||||
'names': ['datetime', 'price', 'vol'],
|
||||
'formats': ['datetime64[ms]', 'd', 'd']
|
||||
}
|
||||
)
|
||||
t_type = np.dtype({'names': ['datetime', 'price', 'vol'], 'formats': ['datetime64[ms]', 'd', 'd']})
|
||||
return np.array([(t.date.datetime(), t.price, t.vol) for t in data], dtype=t_type)
|
||||
|
||||
def TimeLine_to_df(kdata):
|
||||
|
@ -37,6 +37,11 @@ bool KData::operator==(const KData& thr) {
|
||||
(getStock() == thr.getStock() && getQuery() == thr.getQuery());
|
||||
}
|
||||
|
||||
size_t KData::getPosInstock(Datetime datetime) const {
|
||||
size_t pos = getPos(datetime);
|
||||
return pos == Null<size_t>() ? Null<size_t>() : pos + startPos();
|
||||
}
|
||||
|
||||
void KData::tocsv(const string& filename) {
|
||||
std::ofstream file(filename.c_str());
|
||||
HKU_ERROR_IF_RETURN(!file, void(), "Can't open file! ({})", filename);
|
||||
|
@ -51,9 +51,12 @@ public:
|
||||
return getKRecord(datetime);
|
||||
}
|
||||
|
||||
/** 按日期查询对应的索引位置 */
|
||||
/** 按日期查询对应的索引位置,注:是 KData 中的位置,不是在 Stock 中原始K记录的位置 */
|
||||
size_t getPos(const Datetime& datetime) const;
|
||||
|
||||
/** 按日期获取在原始 K 线记录中的位置 */
|
||||
size_t getPosInstock(Datetime datetime) const;
|
||||
|
||||
/** 获取关联的KQuery */
|
||||
KQuery getQuery() const;
|
||||
|
||||
|
@ -61,6 +61,8 @@ void export_KData() {
|
||||
|
||||
.def("_getPos", &KData::getPos) // python中需要将Null的情况改写为None
|
||||
|
||||
.def("_getPosInStock", &KData::getPosInstock)
|
||||
|
||||
.def("empty", &KData::empty, R"(empty(self)
|
||||
|
||||
判断是否为空
|
||||
|
Loading…
Reference in New Issue
Block a user