update

.gitignore

@@ -10,6 +10,7 @@
 .metadata
 .settings
 /build
+/tools/hikyuu/docs/build
 /docs/docs-web/build
 /docs/reference
 /docs/test-doc

libs/hikyuu/indicator/IndicatorImp.cpp

@@ -41,9 +41,6 @@ IndicatorImp::IndicatorImp(const string& name, size_t result_num)
 : m_name(name), m_discard(0) {
     memset(m_pBuffer, NULL, sizeof(PriceList*) * MAX_RESULT_NUM);
     m_result_num = result_num < MAX_RESULT_NUM ? result_num : MAX_RESULT_NUM;
-    for (size_t i = 0; i < m_result_num; ++i) {
-        m_pBuffer[i] = new PriceList();
-    }
 }
 
 void IndicatorImp::_readyBuffer(size_t len, size_t result_num) {
@@ -55,33 +52,22 @@ void IndicatorImp::_readyBuffer(size_t len, size_t result_num) {
 
     price_t null_price = Null<price_t>();
 
-    if (m_result_num <= result_num) {
+    for (size_t i = 0; i < result_num; ++i) {
-        for (size_t i = 0; i < m_result_num; ++i) {
+        if (!m_pBuffer[i]) {
-            m_pBuffer[i]->clear();
-            m_pBuffer[i]->reserve(len);
-            for (size_t j = 0; j < len; ++j) {
-                m_pBuffer[i]->push_back(null_price);
-            }
-        }
-
-        for (size_t i = m_result_num; i < result_num; ++i) {
             m_pBuffer[i] = new PriceList(len, null_price);
-        }
 
-    } else {
+        } else {
-        //if (m_result_num > result_num)
-        for (size_t i = 0; i < result_num; ++i) {
             m_pBuffer[i]->clear();
             m_pBuffer[i]->reserve(len);
             for (size_t j = 0; j < len; ++j) {
                 m_pBuffer[i]->push_back(null_price);
             }
         }
+    }
 
-        for (size_t i = result_num; i < m_result_num; ++i) {
+    for (size_t i = result_num; i < m_result_num; ++i) {
-            delete m_pBuffer[i];
+        delete m_pBuffer[i];
-            m_pBuffer[i] = NULL;
+        m_pBuffer[i] = NULL;
-        }
     }
 
     m_result_num = result_num;

libs/hikyuu/indicator/IndicatorImp.h

@@ -124,7 +124,15 @@ private:
         ar & BOOST_SERIALIZATION_NVP(m_params);
         ar & BOOST_SERIALIZATION_NVP(m_discard);
         ar & BOOST_SERIALIZATION_NVP(m_result_num);
-        for (size_t i = 0; i < m_result_num; ++i) {
+        int act_result_num = 0;
+        size_t i = 0;
+        while (i < m_result_num) {
+            if (m_pBuffer[i++])
+                act_result_num++;
+        }
+        ar & BOOST_SERIALIZATION_NVP(act_result_num);
+
+        for (size_t i = 0; i < act_result_num; ++i) {
             std::stringstream buf;
             buf << "result_" << i;
             ar & bs::make_nvp<PriceList>(buf.str().c_str(), *m_pBuffer[i]);
@@ -138,7 +146,9 @@ private:
         ar & BOOST_SERIALIZATION_NVP(m_params);
         ar & BOOST_SERIALIZATION_NVP(m_discard);
         ar & BOOST_SERIALIZATION_NVP(m_result_num);
-        for (size_t i = 0; i < m_result_num; ++i) {
+        int act_result_num = 0;
+        ar & BOOST_SERIALIZATION_NVP(act_result_num);
+        for (size_t i = 0; i < act_result_num; ++i) {
             m_pBuffer[i] = new PriceList();
             std::stringstream buf;
             buf << "result_" << i;

libs/hikyuu/indicator/imp/Ema.cpp

@@ -43,7 +43,7 @@ void Ema::_calculate(const Indicator& indicator) {
 
     price_t multiplier = 2.0 / (n + 1);
     for (size_t i = startPos + 1; i < total; ++i) {
-        ema = indicator[i] * multiplier + ema - ema * multiplier;
+        ema = (indicator[i] - ema) * multiplier + ema;
         _set(ema, i);
     }
 }

libs/hikyuu/indicator/imp/Macd.cpp

@@ -56,8 +56,8 @@ void Macd::_calculate(const Indicator& data) {
     _set(dea, 0, 2);
 
     for (size_t  i = 1; i < total; ++i) {
-        ema1 = data[i] * m1 + ema1 - ema1 * m1;
+        ema1 = (data[i] - ema1) * m1 + ema1;
-        ema2 = data[i] * m2 + ema2 - ema2 * m2;
+        ema2 = (data[i] - ema2) * m2 + ema2;
         diff = ema1 - ema2;
         dea = diff * m3 + dea - dea * m3;
         bar = diff - dea;

libs/hikyuu/trade_manage/TradeManager.h

@@ -90,6 +90,9 @@ public:
     /** 获取交易算法指针 */
     TradeCostPtr costFunc() const { return m_costfunc; }
 
+    /** 设置交易算法指针 */
+    void costFunc(const TradeCostPtr& func) { m_costfunc = func; }
+
     /**
      * 返回当前现金
      * @note 仅返回当前信息，不会根据权息进行调整

libs/hikyuu/trade_sys/signal/crt/Single_SG.h

@@ -8,7 +8,7 @@
 #ifndef TRADE_SYS_SIGNAL_CRT_SINGLE_SG_H_
 #define TRADE_SYS_SIGNAL_CRT_SINGLE_SG_H_
 
-#include "../../../indicator/Indicator.h"
+#include "../../../indicator/Operand.h"
 #include "../SignalBase.h"
 
 namespace hku {
@@ -22,7 +22,7 @@ namespace hku {
  * @return
  * @ingroup Signal
  */
-SignalPtr HKU_API Single_SG(const Indicator& ind,
+SignalPtr HKU_API Single_SG(const Operand& ind,
         int filter_n = 20, double filter_p = 0.1,
         const string& kpart = "CLOSE");
 

libs/hikyuu/trade_sys/signal/imp/SingleSignal.cpp

@@ -18,7 +18,7 @@ SingleSignal::SingleSignal(): SignalBase("SINGLE") {
     setParam<string>("kpart", "CLOSE");
 }
 
-SingleSignal::SingleSignal(const Indicator& ind)
+SingleSignal::SingleSignal(const Operand& ind)
 : SignalBase("SINGLE"), m_ind(ind) {
     setParam<int>("filter_n", 20);
     setParam<double>("filter_p", 0.1);
@@ -62,7 +62,7 @@ void SingleSignal::_calculate() {
     }
 }
 
-SignalPtr HKU_API Single_SG(const Indicator& ind,
+SignalPtr HKU_API Single_SG(const Operand& ind,
         int filter_n, double filter_p, const string& kpart) {
     SingleSignal *p = new SingleSignal(ind);
     p->setParam<int>("filter_n", filter_n);

libs/hikyuu/trade_sys/signal/imp/SingleSignal.h

@@ -8,7 +8,7 @@
 #ifndef TRADE_SYS_SIGNAL_IMP_SINGLESIGNAL_H_
 #define TRADE_SYS_SIGNAL_IMP_SINGLESIGNAL_H_
 
-#include "../../../indicator/Indicator.h"
+#include "../../../indicator/Operand.h"
 #include "../SignalBase.h"
 
 namespace hku {
@@ -16,14 +16,14 @@ namespace hku {
 class SingleSignal: public SignalBase {
 public:
     SingleSignal();
-    SingleSignal(const Indicator& ind);
+    SingleSignal(const Operand& ind);
     virtual ~SingleSignal();
 
     virtual SignalPtr _clone();
     virtual void _calculate();
 
 private:
-    Indicator m_ind;
+    Operand m_ind;
 
     //============================================
     // 序列化支持

libs/hikyuu_python/_KData.cpp

@@ -24,7 +24,9 @@ void export_KData() {
 
             .def("getDatetimeList", &KData::getDatetimeList)
             .def("getKRecord", &KData::getKRecord)
+            .def("get", &KData::getKRecord)
             .def("getKRecordByDate", &KData::getKRecordByDate)
+            .def("getByDate", &KData::getKRecordByDate)
             .def("_getPos", &KData::getPos) //python中需要将Null的情况改写为None
 
             .def("size", &KData::size)

libs/hikyuu_python/trade_manage/_TradeManager.cpp

@@ -13,23 +13,6 @@
 using namespace boost::python;
 using namespace hku;
 
-TradeManagerPtr (*crtTM1)(const Datetime&, price_t, const TradeCostPtr&, const string&) = crtTM;
-BOOST_PYTHON_FUNCTION_OVERLOADS(crtTM1_overloads, crtTM, 0, 4);
-
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(cash_overload, cash, 1, 2);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFundsCurve_overload, getFundsCurve, 1, 2);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getProfitCurve_overload, getProfitCurve, 1, 2);
-
-FundsRecord (TradeManager::*getFunds_1)(KQuery::KType) const = &TradeManager::getFunds;
-FundsRecord (TradeManager::*getFunds_2)(const Datetime&, KQuery::KType) = &TradeManager::getFunds;
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_1_overload, TradeManager::getFunds, 0, 1);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_2_overload, TradeManager::getFunds, 1, 2);
-
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buy_overload, buy, 4, 8);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sell_overload, sell, 3, 8);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buyShort_overload, buyShort, 3, 8);
-BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sellShort_overload, sellShort, 4, 8);
-
 #if HKU_PYTHON_SUPPORT_PICKLE
 struct TradeManager_pickle_suite : bp::pickle_suite {
     static
@@ -59,6 +42,27 @@ struct TradeManager_pickle_suite : bp::pickle_suite {
 #endif /* HKU_PYTHON_SUPPORT_PICKLE */
 
 
+TradeManagerPtr (*crtTM1)(const Datetime&, price_t, const TradeCostPtr&, const string&) = crtTM;
+BOOST_PYTHON_FUNCTION_OVERLOADS(crtTM1_overloads, crtTM, 0, 4);
+
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(cash_overload, cash, 1, 2);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFundsCurve_overload, getFundsCurve, 1, 2);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getProfitCurve_overload, getProfitCurve, 1, 2);
+
+FundsRecord (TradeManager::*getFunds_1)(KQuery::KType) const = &TradeManager::getFunds;
+FundsRecord (TradeManager::*getFunds_2)(const Datetime&, KQuery::KType) = &TradeManager::getFunds;
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_1_overload, TradeManager::getFunds, 0, 1);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_2_overload, TradeManager::getFunds, 1, 2);
+
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buy_overload, buy, 4, 8);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sell_overload, sell, 3, 8);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buyShort_overload, buyShort, 3, 8);
+BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sellShort_overload, sellShort, 4, 8);
+
+TradeCostPtr (TradeManager::*get_costFunc)() const = &TradeManager::costFunc;
+void (TradeManager::*set_costFunc)(const TradeCostPtr&) = &TradeManager::costFunc;
+
+
 void export_TradeManager() {
 
     class_<TradeManager>("TradeManager", init<const Datetime&, price_t,
@@ -76,7 +80,7 @@ void export_TradeManager() {
             .add_property("lastDatetime", &TradeManager::lastDatetime)
             .add_property("reinvest", &TradeManager::reinvest)
             .add_property("precision", &TradeManager::precision)
-            .add_property("costFunc", &TradeManager::costFunc)
+            .add_property("costFunc", get_costFunc, set_costFunc)
 
             .def("getParam", &TradeManager::getParam<boost::any>)
             .def("setParam", &TradeManager::setParam<object>)

libs/hikyuu_python/trade_sys/_Signal.cpp

@@ -49,7 +49,6 @@ void export_Signal() {
             .def(init<const string&>())
             .def(self_ns::str(self))
             .add_property("name", get_name, set_name)
-            .add_property("kdata", &SignalBase::getTO)
             //因为Indicator无法使用params['name']的形式，所以统一使用setParm/getParam
             //.add_property("params",
             //        make_function(&SignalBase::getParameter,

notepad_workshop

@@ -72,8 +72,8 @@
             <File name="tools\hikyuu\docs\source\user\signal.rst" />
         </Folder>
         <File name="tools\hikyuu\docs\source\conf.py" />
-        <File name="tools\hikyuu\docs\source\developer_guide.rst" />
         <File name="tools\hikyuu\docs\source\index.rst" />
+        <File name="tools\hikyuu\docs\source\developer_guide.rst" />
         <File name="tools\hikyuu\docs\source\user_guide.rst" />
     </Project>
 </NotepadPlus>

tools/hikyuu/docs/source/conf.py

@@ -192,7 +192,7 @@ html_static_path = ['_static']
 # Sphinx supports the following languages:
 #   'da', 'de', 'en', 'es', 'fi', 'fr', 'h', 'it', 'ja'
 #   'nl', 'no', 'pt', 'ro', 'r', 'sv', 'tr'
-#html_search_language = 'en'
+html_search_language = 'zh'
 
 # A dictionary with options for the search language support, empty by default.
 # Now only 'ja' uses this config value

tools/hikyuu/docs/source/developer/FAQ.rst

@@ -50,22 +50,3 @@
 ::
 
   > xelatex -interaction=nonstopmode Hikyuu.tex
-
-如何去除
-d:\workspace\fasiondog\trunk\libs\galaxy\galaxy\tradesys\cost\../TradeCostBase.h : warning C4819: 该文件包含
-不能在当前代码页(936)中表示的字符。请将该文件保存为 Unicode 格式以防止数据丢失
-rule configure-version-specific ( toolset : version : conditions )
-{
-    toolset.push-checking-for-flags-module unchecked ;
-    # Starting with versions 7.0, the msvc compiler have the /Zc:forScope and
-    # /Zc:wchar_t options that improve C++ standard conformance, but those
-    # options are off by default. If we are sure that the msvc version is at
-    # 7.*, add those options explicitly. We can be sure either if user specified
-    # version 7.* explicitly or if we auto-detected the version ourselves.
-    if ! [ MATCH ^(6\\.) : $(version) ]
-    {
-        toolset.flags $(toolset).compile CFLAGS $(conditions) : /Zc:forScope /Zc:wchar_t ;
-        toolset.flags $(toolset).compile.c++ C++FLAGS $(conditions) : /wd4675 ;
-        toolset.flags $(toolset).compile.c++ C++FLAGS $(conditions) : /wd4819 ;
-
-b2 -j 4 release link=shared address-model=64

tools/hikyuu/docs/source/index.rst

@@ -11,11 +11,11 @@ Welcome to Hikyuu's documentation!
 
    user_guide
    developer_guide
+   
 
 Indices and tables
 ==================
 
 * :ref:`genindex`
 * :ref:`modindex`
-* :ref:`search`
+* :ref:`search`   
-

tools/hikyuu/docs/source/user/signal.rst

@@ -5,7 +5,8 @@
 信号指示器
 ==========
 
-信号指示器模块，包括各种信号指示器构造函数。信号指示器负责产生买入、卖出信号。
+信号指示器负责产生买入、卖出信号。
+
 
 通用信号指示器
 --------------
@@ -31,12 +32,20 @@
 自定义信号指示器
 ----------------
 
+自定义信号指示器，必须实现 :py:meth:`SignalBase._clone` 和 :py:meth:`SignalBase_calculate`  方法（如示例1）。如果含有私有属性，还需实现 :py:meth:`SignalBase._reset` 方法（如示例2）。
+
+示例1（不含私有变量，海龟交易策略）:
+
+.. literalinclude:: ../../../examples/Turtle_SG.py                
+                
+示例2（含私有属性）:
+
 ::
 
     class SignalPython(SignalBase):
         def __init__(self):
             super(SignalPython, self).__init__("SignalPython")
-            self._x = 0
+            self._x = 0 #私有属性
             self.setParam("test", 30)
         
         def _reset(self):
@@ -55,16 +64,16 @@
 信号指示器基类
 --------------
 
-自定义的信号指示器，应实现_clone, _reset, _calculate接口。
+自定义的信号指示器，应实现 :py:meth:`SignalBase._clone`, :py:meth:`SignalBase._reset`, :py:meth:`SignalBase._calculate` 接口。
 
-.. py:class:: SignalBase
+.. py:class:: SignalBase([name])
 
     信号指示器基类
     
     .. py:attribute:: name
     
         信号指示器名称
-    
+        
     .. py:method:: getParam(name)
 
         获取指定的参数
@@ -86,7 +95,7 @@
     
         :param KData k: 设置交易对象
         
-    .. py:method:: getTO
+    .. py:method:: getTO()
     
         :return: 交易对象
         :rtype: KData

tools/hikyuu/examples/Turtle_SG.py

@@ -4,7 +4,7 @@
 
 #===============================================================================
 # Aothor: fasiondog
-# History: 20130128, Added by fasiondog
+# History: 20160407, Added by fasiondog
 #===============================================================================
 
 from hikyuu.trade_sys.signal import SignalBase
@@ -22,8 +22,8 @@ class TurtleSignal(SignalBase):
         n = self.getParam("n")
         k = self.getTO()
         c = CLOSE(k)
-        h = REF(HHV(c, n), 1)
+        h = REF(HHV(c, n), 1) #前n日高点
-        L = REF(LLV(c, n), 1)
+        L = REF(LLV(c, n), 1) #前n日低点
         for i in range(h.discard, len(k)):
             if (c[i] >= h[i]):
                 self._addBuySignal(k[i].datetime)
@@ -40,6 +40,6 @@ if __name__ == "__main__":
     dates = k.getDatetimeList()
     for d in dates:
         if (sg.shouldBuy(d)):
-            print("买入：%s" % str(d))
+            print("买入：%s" % d)
         elif (sg.shouldSell(d)):
-            print("卖出: %s" % str(d))
+            print("卖出: %s" % d)