mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-29 18:39:10 +08:00
continue
This commit is contained in:
fasiondog
parent
c69851f8ff
commit
3cd7170768
@ -46,7 +46,7 @@ TimeDelta 的运算规则基本与 datetime.timedelta 相同。
|
||||
|
||||
转化生成 python 的datetime
|
||||
|
||||
.. py:method:: isNull(self)
|
||||
.. py:method:: is_null(self)
|
||||
|
||||
是否是Null值, 即是否等于 constant.null_datetime
|
||||
|
||||
@ -64,118 +64,118 @@ TimeDelta 的运算规则基本与 datetime.timedelta 相同。
|
||||
:param TimeDelta td: 指定时长
|
||||
:rtype: Datetime
|
||||
|
||||
.. py:method:: dayOfWeek(self)
|
||||
.. py:method:: day_of_week(self)
|
||||
|
||||
返回是一周中的第几天，周日为0，周一为1
|
||||
|
||||
:rtype: int
|
||||
|
||||
.. py:method:: dateOfWeek(self, day)
|
||||
.. py:method:: date_of_week(self, day)
|
||||
|
||||
返回指定的本周中第几天的日期，周日为0天，周六为第6天
|
||||
|
||||
:param int day: 指明本周的第几天，如小于则认为为第0天，如大于6则认为为第6天
|
||||
:rtype: Datetime
|
||||
|
||||
.. py:method:: dayOfYear(self)
|
||||
.. py:method:: day_of_year(self)
|
||||
|
||||
返回一年中的第几天，1月1日为一年中的第1天
|
||||
|
||||
:rtype: int
|
||||
|
||||
.. py:method:: startOfDay(self)
|
||||
.. py:method:: start_of_day(self)
|
||||
|
||||
返回当天 0点0分0秒
|
||||
|
||||
.. py:method:: endOfDay(self)
|
||||
.. py:method:: end_of_day(self)
|
||||
|
||||
返回当日 23点59分59秒
|
||||
|
||||
.. py:method:: startOfWeek(self)
|
||||
.. py:method:: start_of_week(self)
|
||||
|
||||
返回周起始日期（周一）
|
||||
|
||||
.. py:method:: endOfWeek(self)
|
||||
.. py:method:: end_of_week(self)
|
||||
|
||||
返回周结束日期（周日）
|
||||
|
||||
.. py:method:: startOfMonth(self)
|
||||
.. py:method:: start_of_month(self)
|
||||
|
||||
返回月度起始日期
|
||||
|
||||
.. py:method:: endOfMonth(self)
|
||||
.. py:method:: end_of_month(self)
|
||||
|
||||
返回月末最后一天日期
|
||||
|
||||
.. py:method:: startOfQuarter(self)
|
||||
.. py:method:: start_of_quarter(self)
|
||||
|
||||
返回季度起始日期
|
||||
|
||||
.. py:method:: endOfQuarter(self)
|
||||
.. py:method:: end_of_quarter(self)
|
||||
|
||||
返回季度结束日期
|
||||
|
||||
.. py:method:: startOfHalfyear(self)
|
||||
.. py:method:: start_of_halfyear(self)
|
||||
|
||||
返回半年度起始日期
|
||||
|
||||
.. py:method:: endOfHalfyear(self)
|
||||
.. py:method:: end_of_halfyear(self)
|
||||
|
||||
返回半年度结束日期
|
||||
|
||||
.. py:method:: startOfYear(self)
|
||||
.. py:method:: start_of_year(self)
|
||||
|
||||
返回年度起始日期
|
||||
|
||||
.. py:method:: endOfYear(self)
|
||||
.. py:method:: end_of_year(self)
|
||||
|
||||
返回年度结束日期
|
||||
|
||||
.. py:method:: nextDay(self)
|
||||
.. py:method:: next_day(self)
|
||||
|
||||
返回下一自然日
|
||||
|
||||
.. py:method:: nextWeek(self)
|
||||
.. py:method:: next_week(self)
|
||||
|
||||
返回下周周一日期
|
||||
|
||||
.. py:method:: nextMonth(self)
|
||||
.. py:method:: next_month(self)
|
||||
|
||||
返回下月首日日期
|
||||
|
||||
.. py:method:: nextQuarter(self)
|
||||
.. py:method:: next_quarter(self)
|
||||
|
||||
返回下一季度首日日期
|
||||
|
||||
.. py:method:: nextHalfyear(self)
|
||||
.. py:method:: next_halfyear(self)
|
||||
|
||||
返回下一半年度首日日期
|
||||
|
||||
.. py:method:: nextYear(self)
|
||||
.. py:method:: next_year(self)
|
||||
|
||||
返回下一年度首日日期
|
||||
|
||||
.. py:method:: preDay(self)
|
||||
|
||||
.. py:method:: pre_day(self)
|
||||
|
||||
返回前一自然日日期
|
||||
|
||||
.. py:method:: preWeek(self)
|
||||
.. py:method:: pre_week(self)
|
||||
|
||||
返回上周周一日期
|
||||
|
||||
.. py:method:: preMonth(self)
|
||||
.. py:method:: pre_month(self)
|
||||
|
||||
返回上月首日日期
|
||||
|
||||
.. py:method:: preQuarter(self)
|
||||
.. py:method:: pre_quarter(self)
|
||||
|
||||
返回上一季度首日日期
|
||||
|
||||
.. py:method:: preHalfyear(self)
|
||||
.. py:method:: pre_halfyear(self)
|
||||
|
||||
返回上一半年度首日日期
|
||||
|
||||
.. py:method:: preYear(self)
|
||||
.. py:method:: pre_year(self)
|
||||
|
||||
返回上一年度首日日期
|
||||
|
||||
@ -363,21 +363,21 @@ K线数据
|
||||
|
||||
.. py:class:: KData
|
||||
|
||||
通过 Stock.getKData 获取的K线数据，由 KRecord 组成的数组，可象 list 一样进行遍历
|
||||
通过 Stock.get_kdata 获取的K线数据，由 KRecord 组成的数组，可象 list 一样进行遍历
|
||||
|
||||
.. py:attribute:: startPos
|
||||
.. py:attribute:: start_pos
|
||||
|
||||
获取在原始K线记录中对应的起始位置，如果KData为空返回0
|
||||
|
||||
.. py:attribute:: lastPos
|
||||
.. py:attribute:: last_pos
|
||||
|
||||
获取在原始K线记录中对应的最后一条记录的位置，如果为空返回0,其他等于endPos - 1
|
||||
|
||||
.. py:attribute:: endPos
|
||||
.. py:attribute:: end_pos
|
||||
|
||||
获取在原始K线记录中对应范围的下一条记录的位置，如果为空返回0,其他等于lastPos + 1
|
||||
|
||||
.. py:method:: getDatetimeList()
|
||||
.. py:method:: get_date_list()
|
||||
|
||||
返回交易日期列表
|
||||
|
||||
@ -390,14 +390,14 @@ K线数据
|
||||
:param int pos: 位置索引
|
||||
:rtype: KRecord
|
||||
|
||||
.. py:method:: getByDate(datetime)
|
||||
.. py:method:: get_by_date(datetime)
|
||||
|
||||
获取指定时间的K线记录。
|
||||
|
||||
:param Datetime datetime: 指定的日期
|
||||
:rtype: KRecord
|
||||
|
||||
.. py:method:: getPos(datetime)
|
||||
.. py:method:: get_pos(datetime)
|
||||
|
||||
获取指定时间对应的索引位置
|
||||
|
||||
@ -410,13 +410,13 @@ K线数据
|
||||
|
||||
:rtype: bool
|
||||
|
||||
.. py:method:: getQuery()
|
||||
.. py:method:: get_query()
|
||||
|
||||
获取关联的查询条件
|
||||
|
||||
:rtype: Query
|
||||
|
||||
.. py:method:: getStock()
|
||||
.. py:method:: get_stock()
|
||||
|
||||
获取关联的Stock
|
||||
|
||||
|
||||
@ -7,30 +7,6 @@
|
||||
构建K线查询条件
|
||||
-----------------
|
||||
|
||||
.. py:function:: QueryByDate([start=None, end=None, kType=Query.DAY, recoverType=Query.NO_RECOVER])
|
||||
|
||||
构建按日期 [start, end) 方式获取K线数据条件
|
||||
|
||||
:param Datetime start: 起始日期
|
||||
:param Datetime end: 结束日期
|
||||
:param Query.KType kType: K线数据类型（如日线、分钟线等）
|
||||
:param Query.RecoverType recoverType: 复权类型
|
||||
:return: 查询条件
|
||||
:rtype: Query
|
||||
|
||||
|
||||
.. py:class:: QueryByIndex([start=0, end=None, kType=Query.KType.DAT, recoverType=Query.RecoverType.NO_RECOVER])
|
||||
|
||||
构建按索引 [start, end) 方式获取K线数据条件，等同于直接使用 Query 构造
|
||||
|
||||
:param ind start: 起始日期
|
||||
:param ind end: 结束日期
|
||||
:param Query.KType kType: K线数据类型（如日线、分钟线等）
|
||||
:param Query.RecoverType recoverType: 复权类型
|
||||
:return: 查询条件
|
||||
:rtype: Query
|
||||
|
||||
|
||||
.. py:class:: Query
|
||||
|
||||
对 Query 的简单包装，并简化定义相关常量，可视同为 :py:class:`Query`
|
||||
@ -70,23 +46,23 @@
|
||||
|
||||
结束索引，当按日期查询方式创建时无效，为 constant.null_int64
|
||||
|
||||
.. py:attribute:: startDatetime
|
||||
.. py:attribute:: start_date
|
||||
|
||||
起始日期，当按索引查询方式创建时无效，为 constant.null_datetime
|
||||
|
||||
.. py:attribute:: endDatetime
|
||||
.. py:attribute:: end_date
|
||||
|
||||
结束日期，当按索引查询方式创建时无效，为 constant.null_datetime
|
||||
|
||||
.. py:attribute:: queryType
|
||||
.. py:attribute:: query_type
|
||||
|
||||
查询方式
|
||||
|
||||
.. py:attribute:: kType
|
||||
.. py:attribute:: ktype
|
||||
|
||||
查询的K线类型
|
||||
|
||||
.. py:attribute:: recoverType
|
||||
.. py:attribute:: recover_type
|
||||
|
||||
查询的复权类型
|
||||
|
||||
@ -123,47 +99,6 @@
|
||||
- EQUAL_FORWARD - 等比前向复权
|
||||
- EQUAL_BACKWARD - 等比后向复权
|
||||
|
||||
.. py:staticmethod:: getQueryTypeName(queryType)
|
||||
|
||||
获取queryType名称，用于显示输出
|
||||
|
||||
:param Query.QueryType queryType: 查询类型
|
||||
:rtype: str
|
||||
|
||||
.. py:staticmethod:: getKTypeName(kType)
|
||||
|
||||
获取KType名称，用于显示输出
|
||||
|
||||
:param Query.KType kType: K线类型
|
||||
:rtype: str
|
||||
|
||||
.. py:staticmethod:: getRecoverTypeName(recoverType)
|
||||
|
||||
获取recoverType名称，用于显示输出
|
||||
|
||||
:param Query.RecoverType recoverType: 复权类型
|
||||
:rtype: str
|
||||
|
||||
.. py:staticmethod:: getQueryTypeEnum(queryType)
|
||||
|
||||
根据字符串名称获取相应的queryType枚举值
|
||||
|
||||
:param str queryType: 字符串名称，如“DATE”
|
||||
:rtype: Query.QueryType
|
||||
|
||||
.. py:staticmethod:: getKTypeEnum(ktype)
|
||||
|
||||
根据字符串名称，获取相应的枚举值
|
||||
|
||||
:param str ktype: 字符串名称，如“DAY”
|
||||
:rtype: Query.KType
|
||||
|
||||
.. py:staticmethod:: getRecoverTypeEnum(recoverType)
|
||||
|
||||
根据字符串名称，获取相应的枚举值
|
||||
|
||||
:param str recoverType: 字符串名称，如“NO_RECOVER”
|
||||
:rtype: Query.RecoverType
|
||||
|
||||
|
||||
StockManager/Block/Stock
|
||||
@ -587,7 +522,7 @@ StockManager/Block/Stock
|
||||
.. py:attribute:: name : 市场全称
|
||||
.. py:attribute:: description :描述说明
|
||||
.. py:attribute:: code : 该市场对应的主要指数，用于获取交易日历
|
||||
.. py:attribute:: lastDate : 该市场K线数据最后交易日期
|
||||
.. py:attribute:: last_date : 该市场K线数据最后交易日期
|
||||
|
||||
|
||||
|
||||
|
||||
@ -165,32 +165,6 @@ zsbk_sz180 = sm.getBlock("指数板块", "上证180")
|
||||
zsbk_hs300 = sm.getBlock("指数板块", "沪深300")
|
||||
zsbk_zz100 = sm.getBlock("指数板块", "沪深300")
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# 重定义Query
|
||||
# ------------------------------------------------------------------
|
||||
Query.INDEX = Query.QueryType.INDEX
|
||||
Query.DATE = Query.QueryType.DATE
|
||||
Query.DAY = "DAY"
|
||||
Query.WEEK = "WEEK"
|
||||
Query.MONTH = "MONTH"
|
||||
Query.QUARTER = "QUARTER"
|
||||
Query.HALFYEAR = "HALFYEAR"
|
||||
Query.YEAR = "YEAR"
|
||||
Query.MIN = "MIN"
|
||||
Query.MIN5 = "MIN5"
|
||||
Query.MIN15 = "MIN15"
|
||||
Query.MIN30 = "MIN30"
|
||||
Query.MIN60 = "MIN60"
|
||||
Query.HOUR2 = "HOUR2"
|
||||
Query.HOUR4 = "HOUR4"
|
||||
Query.HOUR6 = "HOUR6"
|
||||
Query.HOUR12 = "HOUR12"
|
||||
Query.NO_RECOVER = Query.RecoverType.NO_RECOVER
|
||||
Query.FORWARD = Query.RecoverType.FORWARD
|
||||
Query.BACKWARD = Query.RecoverType.BACKWARD
|
||||
Query.EQUAL_FORWARD = Query.RecoverType.EQUAL_FORWARD
|
||||
Query.EQUAL_BACKWARD = Query.RecoverType.EQUAL_BACKWARD
|
||||
|
||||
# ==============================================================================
|
||||
#
|
||||
# 设置关键类型简称
|
||||
|
||||
@ -25,10 +25,13 @@ def deprecated_attr(name_dict):
|
||||
def wrapfunc(self, name):
|
||||
clzname = self.__class__.__name__
|
||||
if name in name_dict:
|
||||
print(
|
||||
'Deprecated warning: the "{}.{}" will be deprecated, please use: "{}.{}"'.
|
||||
format(clzname, name, clzname, name_dict[name])
|
||||
)
|
||||
if name_dict[name] is None:
|
||||
print('Removed warning: the {}.{} will be removed!'.format(clzname, name))
|
||||
else:
|
||||
print(
|
||||
'Deprecated warning: the "{}.{}" will be deprecated, please use: "{}.{}"'.
|
||||
format(clzname, name, clzname, name_dict[name])
|
||||
)
|
||||
return func(self, name_dict[name])
|
||||
return func(self, name)
|
||||
|
||||
@ -54,6 +57,26 @@ def getStock(querystr):
|
||||
pass
|
||||
|
||||
|
||||
@deprecated_func(Query, 'KQuery', 'Query')
|
||||
def KQuery(*args, **kwargs):
|
||||
pass
|
||||
|
||||
|
||||
@deprecated_func(Query, 'QueryByIndex', 'Query')
|
||||
def QueryByIndex(*args, **kwargs):
|
||||
pass
|
||||
|
||||
|
||||
@deprecated_func(Query, 'QueryByDate', 'Query')
|
||||
def QueryByDate(*args, **kwargs):
|
||||
pass
|
||||
|
||||
|
||||
@deprecated_func(get_date_range, 'getDateRange', 'get_date_range')
|
||||
def getDateRange(*args, **kwargs):
|
||||
pass
|
||||
|
||||
|
||||
#--------------------------------------------------------------------
|
||||
#
|
||||
# 待废弃属性
|
||||
@ -61,6 +84,45 @@ def getStock(querystr):
|
||||
#--------------------------------------------------------------------
|
||||
|
||||
|
||||
@deprecated_attr(
|
||||
{
|
||||
'isNull': 'is_null',
|
||||
'dayOfWeek': 'day_of_week',
|
||||
'dayOfYear': 'day_of_year',
|
||||
'startOfDay': 'start_of_day',
|
||||
'endOfDay': 'end_of_day',
|
||||
'nextDay': 'next_day',
|
||||
'nextWeek': 'next_week',
|
||||
'nextMonth': 'next_month',
|
||||
'nextQuarter': 'next_quarter',
|
||||
'nextHalfyear': 'next_halfyear',
|
||||
'nextYear': 'next_year',
|
||||
'preDay': 'pre_day',
|
||||
'preWeek': 'pre_week',
|
||||
'preMonth': 'pre_month',
|
||||
'preQuarter': 'pre_quarter',
|
||||
'preHalfyear': 'pre_halfyear',
|
||||
'preYear': 'pre_year',
|
||||
'dateOfWeek': 'date_of_week',
|
||||
'startOfWeek': 'start_of_week',
|
||||
'endOfWeek': 'end_of_week',
|
||||
'startOfMonth': 'start_of_month',
|
||||
'endOfMonth': 'end_of_month',
|
||||
'startOfQuarter': 'start_of_quarter',
|
||||
'endOfQuarter': 'end_of_quarter',
|
||||
'startOfHalfyear': 'start_of_halfyear',
|
||||
'endOfHalfyear': 'end_of_halfyear',
|
||||
'startOfYear': 'start_of_year',
|
||||
'endOfYear': 'end_of_year'
|
||||
}
|
||||
)
|
||||
def Datetime_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
|
||||
|
||||
Datetime.__getattr__ = Datetime_getattr
|
||||
|
||||
|
||||
@deprecated_attr({'size': '__len__', 'get': '__getitem__'})
|
||||
def Block_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
@ -69,6 +131,25 @@ def Block_getattr(self, name):
|
||||
Block.__getattr__ = Block_getattr
|
||||
|
||||
|
||||
@deprecated_attr(
|
||||
{
|
||||
'startPos': 'start_pos',
|
||||
'endPos': 'end_pos',
|
||||
'lastPos': 'last_pos',
|
||||
'getPos': 'get_pos',
|
||||
'getDatetimeList': 'get_date_list',
|
||||
'getByDate': 'get_by_date',
|
||||
'getQuery': 'get_query',
|
||||
'getStock': 'get_stock',
|
||||
}
|
||||
)
|
||||
def KData_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
|
||||
|
||||
KData.__getattr__ = KData_getattr
|
||||
|
||||
|
||||
@deprecated_attr(
|
||||
{
|
||||
'openPrice': 'open',
|
||||
@ -86,6 +167,30 @@ def KRecord_getattr(self, name):
|
||||
KRecord.__getattr__ = KRecord_getattr
|
||||
|
||||
|
||||
@deprecated_attr({'lastDate': 'last_date'})
|
||||
def MarketInfo_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
|
||||
|
||||
MarketInfo.__getattr__ = MarketInfo_getattr
|
||||
|
||||
|
||||
@deprecated_attr(
|
||||
{
|
||||
'startDatetime': 'start_date',
|
||||
'endDatetime': 'end_date',
|
||||
'queryType': 'query_type',
|
||||
'kType': 'ktype',
|
||||
'recoverType': 'recover_type'
|
||||
}
|
||||
)
|
||||
def Query_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
|
||||
|
||||
Query.__getattr__ = Query_getattr
|
||||
|
||||
|
||||
@deprecated_attr({'getKData': 'get_kdata'})
|
||||
def Stock_getattr(self, name):
|
||||
return getattr(self, name)
|
||||
|
||||
@ -35,9 +35,7 @@
|
||||
from pylab import plot
|
||||
from numpy import mean
|
||||
|
||||
from hikyuu import (
|
||||
QueryByIndex, constant, Indicator, CLOSE, EMA, MACD, VIGOR, SAFTYLOSS, CVAL, PRICELIST
|
||||
)
|
||||
from hikyuu import (Query, constant, Indicator, CLOSE, EMA, MACD, VIGOR, SAFTYLOSS, CVAL, PRICELIST)
|
||||
from .drawplot import (
|
||||
create_figure, show_gcf, ax_draw_macd2, adjust_axes_show, ax_set_locator_formatter
|
||||
)
|
||||
@ -99,7 +97,7 @@ def _draw_ema_pipe(axes, kdata, ema, n=22, w=0.10):
|
||||
axes.fill_between(range(emas_len), fy1, fy2, alpha=0.2, color='y')
|
||||
|
||||
|
||||
def draw(stock, query=QueryByIndex(-130), ma_n=22, ma_w='auto', vigor_n=13):
|
||||
def draw(stock, query=Query(-130), ma_n=22, ma_w='auto', vigor_n=13):
|
||||
"""绘制亚历山大.艾尔德交易系统图形"""
|
||||
kdata = stock.getKData(query)
|
||||
close = CLOSE(kdata)
|
||||
|
||||
@ -234,7 +234,7 @@ def KData_getPos(kdata, datetime):
|
||||
|
||||
KData.__getitem__ = KData_getitem
|
||||
KData.__iter__ = KData_iter
|
||||
KData.getPos = KData_getPos
|
||||
KData.get_pos = KData_getPos
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# 封装增强其他C++ vector类型的遍历、打印
|
||||
@ -282,6 +282,58 @@ TransList.__repr__ = lambda self: repr(list(self))
|
||||
TimeLineList.__str__ = lambda self: str(list(self))
|
||||
TimeLineList.__repr__ = lambda self: repr(list(self))
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# 重定义Query
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
Query.INDEX = Query.QueryType.INDEX
|
||||
Query.DATE = Query.QueryType.DATE
|
||||
Query.DAY = "DAY"
|
||||
Query.WEEK = "WEEK"
|
||||
Query.MONTH = "MONTH"
|
||||
Query.QUARTER = "QUARTER"
|
||||
Query.HALFYEAR = "HALFYEAR"
|
||||
Query.YEAR = "YEAR"
|
||||
Query.MIN = "MIN"
|
||||
Query.MIN5 = "MIN5"
|
||||
Query.MIN15 = "MIN15"
|
||||
Query.MIN30 = "MIN30"
|
||||
Query.MIN60 = "MIN60"
|
||||
Query.HOUR2 = "HOUR2"
|
||||
Query.HOUR4 = "HOUR4"
|
||||
Query.HOUR6 = "HOUR6"
|
||||
Query.HOUR12 = "HOUR12"
|
||||
Query.NO_RECOVER = Query.RecoverType.NO_RECOVER
|
||||
Query.FORWARD = Query.RecoverType.FORWARD
|
||||
Query.BACKWARD = Query.RecoverType.BACKWARD
|
||||
Query.EQUAL_FORWARD = Query.RecoverType.EQUAL_FORWARD
|
||||
Query.EQUAL_BACKWARD = Query.RecoverType.EQUAL_BACKWARD
|
||||
|
||||
old_Query_init = Query.__init__
|
||||
|
||||
|
||||
def new_Query_init(self, start=0, end=None, ktype=Query.DAY, recover_type=Query.NO_RECOVER):
|
||||
"""
|
||||
构建按索引 [start, end) 方式获取K线数据条件。start，end应同为 int 或 同为 Datetime 类型。
|
||||
|
||||
:param int|Datetime start: 起始索引位置或起始日期
|
||||
:param int|Datetime end: 结束索引位置或结束日期
|
||||
:param Query.KType ktype: K线数据类型（如日线、分钟线等）
|
||||
:param Query.RecoverType recover_type: 复权类型
|
||||
:return: 查询条件
|
||||
:rtype: KQuery
|
||||
"""
|
||||
if isinstance(start, int):
|
||||
end_pos = constant.null_int64 if end is None else end
|
||||
elif isinstance(start, Datetime):
|
||||
end_pos = constant.null_datetime if end is None else end
|
||||
else:
|
||||
raise TypeError('Incorrect parameter type error!')
|
||||
old_Query_init(self, start, end_pos, ktype, recover_type)
|
||||
|
||||
|
||||
Query.__init__ = new_Query_init
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
# 增加转化为 np.array、pandas.DataFrame 的功能
|
||||
# ------------------------------------------------------------------
|
||||
|
||||
@ -43,39 +43,39 @@ void export_Datetime() {
|
||||
.add_property("microsecond", &Datetime::microsecond, "微秒")
|
||||
.add_property("number", &Datetime::number)
|
||||
|
||||
.def("isNull", &Datetime::isNull, "\n是否是Null值，等于 Datetime() 直接创建的对象")
|
||||
.def("is_null", &Datetime::isNull, "\n是否是Null值，等于 Datetime() 直接创建的对象")
|
||||
|
||||
.def("dayOfWeek", &Datetime::dayOfWeek, "\n返回是一周中的第几天，周日为0，周一为1")
|
||||
.def("dayOfYear", &Datetime::dayOfYear, "\n返回一年中的第几天，1月1日为一年中的第1天")
|
||||
.def("startOfDay", &Datetime::startOfDay, "\n返回当天 0点0分0秒")
|
||||
.def("endOfDay", &Datetime::endOfDay, "\n返回当日 23点59分59秒")
|
||||
.def("nextDay", &Datetime::nextDay, "\n返回下一自然日")
|
||||
.def("nextWeek", &Datetime::nextWeek, "\n返回下周周一日期")
|
||||
.def("nextMonth", &Datetime::nextMonth, "\n返回下月首日日期")
|
||||
.def("nextQuarter", &Datetime::nextQuarter, "\n返回下一季度首日日期")
|
||||
.def("nextHalfyear", &Datetime::nextHalfyear, "\n返回下一半年度首日日期")
|
||||
.def("nextYear", &Datetime::nextYear, "\n返回下一年度首日日期")
|
||||
.def("preDay", &Datetime::preDay, "\n返回前一自然日日期")
|
||||
.def("preWeek", &Datetime::preWeek, "\n返回上周周一日期")
|
||||
.def("preMonth", &Datetime::preMonth, "\n返回上月首日日期")
|
||||
.def("preQuarter", &Datetime::preQuarter, "\n返回上一季度首日日期")
|
||||
.def("preHalfyear", &Datetime::preHalfyear, "\n返回上一半年度首日日期")
|
||||
.def("preYear", &Datetime::preYear, "\n返回上一年度首日日期")
|
||||
.def("dateOfWeek", &Datetime::dateOfWeek,
|
||||
.def("day__of_week", &Datetime::dayOfWeek, "\n返回是一周中的第几天，周日为0，周一为1")
|
||||
.def("day_of_year", &Datetime::dayOfYear, "\n返回一年中的第几天，1月1日为一年中的第1天")
|
||||
.def("start_of_day", &Datetime::startOfDay, "\n返回当天 0点0分0秒")
|
||||
.def("end__of_day", &Datetime::endOfDay, "\n返回当日 23点59分59秒")
|
||||
.def("next_day", &Datetime::nextDay, "\n返回下一自然日")
|
||||
.def("next_week", &Datetime::nextWeek, "\n返回下周周一日期")
|
||||
.def("next_month", &Datetime::nextMonth, "\n返回下月首日日期")
|
||||
.def("next_quarter", &Datetime::nextQuarter, "\n返回下一季度首日日期")
|
||||
.def("next_halfyear", &Datetime::nextHalfyear, "\n返回下一半年度首日日期")
|
||||
.def("next_year", &Datetime::nextYear, "\n返回下一年度首日日期")
|
||||
.def("pre_day", &Datetime::preDay, "\n返回前一自然日日期")
|
||||
.def("pre_week", &Datetime::preWeek, "\n返回上周周一日期")
|
||||
.def("pre_month", &Datetime::preMonth, "\n返回上月首日日期")
|
||||
.def("pre_quarter", &Datetime::preQuarter, "\n返回上一季度首日日期")
|
||||
.def("pre_halfyear", &Datetime::preHalfyear, "\n返回上一半年度首日日期")
|
||||
.def("pre_year", &Datetime::preYear, "\n返回上一年度首日日期")
|
||||
.def("date_of_week", &Datetime::dateOfWeek,
|
||||
R"(
|
||||
返回指定的本周中第几天的日期，周日为0天，周六为第6天
|
||||
|
||||
:param int day: 指明本周的第几天，如小于则认为为第0天，如大于6则认为为第6天)")
|
||||
|
||||
.def("startOfWeek", &Datetime::startOfWeek, "\n返回周起始日期（周一）")
|
||||
.def("endOfWeek", &Datetime::endOfWeek, "\n返回周结束日期（周日）")
|
||||
.def("startOfMonth", &Datetime::startOfMonth, "\n返回月度起始日期")
|
||||
.def("endOfMonth", &Datetime::endOfMonth, "\n返回月末最后一天日期")
|
||||
.def("startOfQuarter", &Datetime::startOfQuarter, "\n返回季度起始日期")
|
||||
.def("endOfQuarter", &Datetime::endOfQuarter, "\n返回季度结束日期")
|
||||
.def("startOfHalfyear", &Datetime::startOfHalfyear, "\n返回半年度起始日期")
|
||||
.def("endOfHalfyear", &Datetime::endOfHalfyear, "\n返回半年度结束日期")
|
||||
.def("startOfYear", &Datetime::startOfYear, "\n返回年度起始日期")
|
||||
.def("start_of_week", &Datetime::startOfWeek, "\n返回周起始日期（周一）")
|
||||
.def("end_of_week", &Datetime::endOfWeek, "\n返回周结束日期（周日）")
|
||||
.def("start_of_month", &Datetime::startOfMonth, "\n返回月度起始日期")
|
||||
.def("end_of_month", &Datetime::endOfMonth, "\n返回月末最后一天日期")
|
||||
.def("start_of_quarter", &Datetime::startOfQuarter, "\n返回季度起始日期")
|
||||
.def("end_of_quarter", &Datetime::endOfQuarter, "\n返回季度结束日期")
|
||||
.def("start_of_halfyear", &Datetime::startOfHalfyear, "\n返回半年度起始日期")
|
||||
.def("end_of_halfyear", &Datetime::endOfHalfyear, "\n返回半年度结束日期")
|
||||
.def("start_of_year", &Datetime::startOfYear, "\n返回年度起始日期")
|
||||
.def("endOfYear", &Datetime::endOfYear, "\n返回年度结束日期")
|
||||
.def("min", &Datetime::min, "\n获取支持的最小日期, Datetime(1400, 1, 1)")
|
||||
.staticmethod("min")
|
||||
@ -102,5 +102,5 @@ void export_Datetime() {
|
||||
#endif
|
||||
;
|
||||
|
||||
def("getDateRange", getDateRange, (arg("start"), arg("end")));
|
||||
def("get_date_range", getDateRange, (arg("start"), arg("end")));
|
||||
}
|
||||
|
||||
@ -21,13 +21,14 @@ void export_KData() {
|
||||
.def("__str__", &KData::toString)
|
||||
.def("__repr__", &KData::toString)
|
||||
|
||||
.add_property("startPos", &KData::startPos,
|
||||
.add_property("start_pos", &KData::startPos,
|
||||
"获取在原始K线记录中对应的起始位置，如果KData为空返回0")
|
||||
.add_property(
|
||||
"endPos", &KData::endPos,
|
||||
"end_pos", &KData::endPos,
|
||||
"获取在原始K线记录中对应范围的下一条记录的位置，如果为空返回0,其他等于lastPos + 1")
|
||||
.add_property("lastPos", &KData::lastPos,
|
||||
.add_property("last_pos", &KData::lastPos,
|
||||
"获取在原始K线记录中对应的最后一条记录的位置，如果为空返回0,其他等于endPos - 1")
|
||||
|
||||
.add_property("open", &KData::open, "返回包含开盘价的 Indicator 实例，相当于 OPEN(k)")
|
||||
.add_property("close", &KData::close, "返回包含收盘价的 Indicator 实例，相当于 CLOSE(k)")
|
||||
.add_property("high", &KData::high, "返回包含最高价的 Indicator 实例，相当于 HIGH(k)")
|
||||
@ -35,7 +36,7 @@ void export_KData() {
|
||||
.add_property("amo", &KData::amo, "返回包含成交金额的 Indicator 实例，相当于 AMO(k)")
|
||||
.add_property("vol", &KData::vol, "返回包含成交量的 Indicator 实例，相当于 VOL(k)")
|
||||
|
||||
.def("getDatetimeList", &KData::getDatetimeList, R"(getDatetimeList(self)
|
||||
.def("get_date_list", &KData::getDatetimeList, R"(get_date_list(self)
|
||||
|
||||
返回交易日期列表
|
||||
|
||||
@ -48,7 +49,7 @@ void export_KData() {
|
||||
:param int pos: 位置索引
|
||||
:rtype: KRecord)")
|
||||
|
||||
.def("getByDate", &KData::getKRecordByDate, R"(getByDate(self, datetime)
|
||||
.def("get_by_date", &KData::getKRecordByDate, R"(get_by_date(self, datetime)
|
||||
|
||||
获取指定时间的K线记录。
|
||||
|
||||
@ -63,13 +64,13 @@ void export_KData() {
|
||||
|
||||
:rtype: bool)")
|
||||
|
||||
.def("getQuery", &KData::getQuery, R"(getQuery(self)
|
||||
.def("get_query", &KData::getQuery, R"(get_query(self)
|
||||
|
||||
获取关联的查询条件
|
||||
|
||||
:rtype: KQuery)")
|
||||
|
||||
.def("getStock", &KData::getStock, R"(getStock(self)
|
||||
.def("get_stock", &KData::getStock, R"(get_stock(self)
|
||||
|
||||
获取关联的Stock
|
||||
|
||||
|
||||
@ -12,38 +12,27 @@
|
||||
using namespace boost::python;
|
||||
using namespace hku;
|
||||
|
||||
// BOOST_PYTHON_FUNCTION_OVERLOADS(KQueryByDate_overload, KQueryByDate, 0, 4);
|
||||
BOOST_PYTHON_FUNCTION_OVERLOADS(KQueryByIndex_overload, KQueryByIndex, 0, 4);
|
||||
|
||||
void export_KQuery() {
|
||||
// def("QueryByDate", KQueryByDate, KQueryByDate_overload());
|
||||
|
||||
def("QueryByIndex", KQueryByIndex, KQueryByIndex_overload());
|
||||
|
||||
scope in_Query =
|
||||
class_<KQuery>("Query", init<>())
|
||||
class_<KQuery>("Query", "K线数据查询条件", init<>())
|
||||
.def(init<int64, optional<int64, KQuery::KType, KQuery::RecoverType> >())
|
||||
.def(init<Datetime, optional<Datetime, KQuery::KType, KQuery::RecoverType> >())
|
||||
|
||||
.def(self_ns::str(self))
|
||||
.add_property("start", &KQuery::start)
|
||||
.add_property("end", &KQuery::end)
|
||||
.add_property("startDatetime", &KQuery::startDatetime)
|
||||
.add_property("endDatetime", &KQuery::endDatetime)
|
||||
.add_property("queryType", &KQuery::queryType)
|
||||
.add_property("kType", &KQuery::kType)
|
||||
.add_property("recoverType", &KQuery::recoverType)
|
||||
.def("getQueryTypeName", &KQuery::getQueryTypeName)
|
||||
.staticmethod("getQueryTypeName")
|
||||
.def("getKTypeName", &KQuery::getKTypeName)
|
||||
.staticmethod("getKTypeName")
|
||||
.def("getRecoverTypeName", &KQuery::getRecoverTypeName)
|
||||
.staticmethod("getRecoverTypeName")
|
||||
.def("getQueryTypeEnum", &KQuery::getQueryTypeEnum)
|
||||
.staticmethod("getQueryTypeEnum")
|
||||
.def("getKTypeEnum", &KQuery::getKTypeEnum)
|
||||
.staticmethod("getKTypeEnum")
|
||||
.def("getRecoverTypeEnum", &KQuery::getRecoverTypeEnum)
|
||||
.staticmethod("getRecoverTypeEnum")
|
||||
.def(self_ns::repr(self))
|
||||
|
||||
.add_property("start", &KQuery::start,
|
||||
"起始索引，当按日期查询方式创建时无效，为 constant.null_int64")
|
||||
.add_property("end", &KQuery::end,
|
||||
"结束索引，当按日期查询方式创建时无效，为 constant.null_int64")
|
||||
.add_property("start_date", &KQuery::startDatetime,
|
||||
"起始日期，当按索引查询方式创建时无效，为 constant.null_datetime")
|
||||
.add_property("end_date", &KQuery::endDatetime,
|
||||
"结束日期，当按索引查询方式创建时无效，为 constant.null_datetime")
|
||||
.add_property("query_type", &KQuery::queryType, "查询方式 Query.QueryType")
|
||||
.add_property("ktype", &KQuery::kType, "查询的K线类型 Query.KType")
|
||||
.add_property("recover_type", &KQuery::recoverType, "查询的复权类型 Query.RecoverType")
|
||||
|
||||
#if HKU_PYTHON_SUPPORT_PICKLE
|
||||
.def_pickle(normal_pickle_suite<KQuery>())
|
||||
#endif
|
||||
|
||||
@ -13,17 +13,14 @@ using namespace hku;
|
||||
|
||||
void export_log() {
|
||||
enum_<LOG_LEVEL>("LOG_LEVEL")
|
||||
.value("DEBUG", LOG_LEVEL::DEBUG)
|
||||
.value("TRACE", LOG_LEVEL::TRACE)
|
||||
.value("INFO", LOG_LEVEL::INFO)
|
||||
.value("WARN", LOG_LEVEL::WARN)
|
||||
.value("ERROR", LOG_LEVEL::ERROR)
|
||||
.value("FATAL", LOG_LEVEL::FATAL)
|
||||
.value("OFF", LOG_LEVEL::OFF)
|
||||
;
|
||||
.value("DEBUG", LOG_LEVEL::DEBUG)
|
||||
.value("TRACE", LOG_LEVEL::TRACE)
|
||||
.value("INFO", LOG_LEVEL::INFO)
|
||||
.value("WARN", LOG_LEVEL::WARN)
|
||||
.value("ERROR", LOG_LEVEL::ERROR)
|
||||
.value("FATAL", LOG_LEVEL::FATAL)
|
||||
.value("OFF", LOG_LEVEL::OFF);
|
||||
|
||||
def("get_log_level", get_log_level);
|
||||
def("set_log_level", set_log_level);
|
||||
def("get_log_level", get_log_level, "获取当前日志级别");
|
||||
def("set_log_level", set_log_level, "设置当前日志级别");
|
||||
}
|
||||
|
||||
|
||||
|
||||
@ -13,19 +13,32 @@ using namespace boost::python;
|
||||
using namespace hku;
|
||||
|
||||
void export_MarketInfo() {
|
||||
class_<MarketInfo>("MarketInfo", init<>())
|
||||
.def(init<const string&, const string&, const string&, const string&, const Datetime&>())
|
||||
//.def(self_ns::str(self))
|
||||
.def("__str__", &MarketInfo::toString)
|
||||
.add_property("market", make_function(&MarketInfo::market, return_value_policy<copy_const_reference>()))
|
||||
.add_property("name", make_function(&MarketInfo::name, return_value_policy<copy_const_reference>()))
|
||||
.add_property("description", make_function(&MarketInfo::description, return_value_policy<copy_const_reference>()))
|
||||
.add_property("code", make_function(&MarketInfo::code, return_value_policy<copy_const_reference>()))
|
||||
.add_property("lastDate", &MarketInfo::lastDate)
|
||||
class_<MarketInfo>("MarketInfo", "市场信息记录", init<>())
|
||||
.def(init<const string&, const string&, const string&, const string&, const Datetime&>())
|
||||
//.def(self_ns::str(self))
|
||||
.def("__str__", &MarketInfo::toString)
|
||||
|
||||
.add_property("market",
|
||||
make_function(&MarketInfo::market, return_value_policy<copy_const_reference>()),
|
||||
"市场标识（如：沪市“SH”, 深市“SZ”）")
|
||||
|
||||
.add_property("name",
|
||||
make_function(&MarketInfo::name, return_value_policy<copy_const_reference>()),
|
||||
"市场全称")
|
||||
|
||||
.add_property(
|
||||
"description",
|
||||
make_function(&MarketInfo::description, return_value_policy<copy_const_reference>()),
|
||||
"描述说明")
|
||||
|
||||
.add_property("code",
|
||||
make_function(&MarketInfo::code, return_value_policy<copy_const_reference>()),
|
||||
"该市场对应的主要指数代码，用于获取交易日历")
|
||||
|
||||
.add_property("last_date", &MarketInfo::lastDate, "该市场K线数据最后交易日期")
|
||||
|
||||
#if HKU_PYTHON_SUPPORT_PICKLE
|
||||
.def_pickle(normal_pickle_suite<MarketInfo>())
|
||||
.def_pickle(normal_pickle_suite<MarketInfo>())
|
||||
#endif
|
||||
;
|
||||
;
|
||||
}
|
||||
|
||||
|
||||
|
||||
@ -153,19 +153,4 @@ BOOST_PYTHON_MODULE(core) {
|
||||
:param Query query: 查询条件
|
||||
:return: 满足查询条件的K线数据
|
||||
:rtype: KData)");
|
||||
|
||||
py::def(
|
||||
"QueryByDate", KQueryByDate,
|
||||
(py::arg("start") = Datetime::min(), py::arg("end") = Datetime(),
|
||||
py::arg("ktype") = KQuery::DAY, py::arg("recover_type") = KQuery::NO_RECOVER),
|
||||
R"(QueryByDate([start=Datetime.min(), end=Datetime(), ktype=Query.DAY, recover_type=Query.NO_RECOVER])
|
||||
|
||||
构建按日期 [start, end) 方式获取K线数据条件
|
||||
|
||||
:param Datetime start: 起始日期
|
||||
:param Datetime end: 结束日期
|
||||
:param Query.KType ktype: K线数据类型（如日线、分钟线等）
|
||||
:param Query.RecoverType recover_type: 复权类型
|
||||
:return: 查询条件
|
||||
:rtype: KQuery)");
|
||||
}
|
||||
|
||||
Loading…
Reference in New Issue
Block a user