继续完善数据驱动内容

libs/Doxyfile

@@ -38,7 +38,7 @@ PROJECT_NAME           = Hikyuu
 # could be handy for archiving the generated documentation or if some version
 # control system is used.
 
-PROJECT_NUMBER         = 0.1
+PROJECT_NUMBER         = 1.0.5
 
 # Using the PROJECT_BRIEF tag one can provide an optional one line description
 # for a project that appears at the top of each page and should give viewer a

libs/hikyuu/data_driver/BaseInfoDriver.cpp

@@ -10,6 +10,21 @@
 
 namespace hku {
 
+HKU_API std::ostream & operator<<(std::ostream& os, const BaseInfoDriver& driver) {
+    os << "BaseInfoDriver(" << driver.name() << ", " << driver.getParameter() << ")";
+    return os;
+}
+
+HKU_API std::ostream & operator<<(std::ostream& os, const BaseInfoDriverPtr& driver) {
+    if (driver) {
+        os << *driver;
+    } else {
+        os << "BaseInfoDriver(NULL)";
+    }
+
+    return os;
+}
+
 BaseInfoDriver::BaseInfoDriver(const string& name)
 : m_name(name) {
     boost::to_upper(m_name);

libs/hikyuu/data_driver/BaseInfoDriver.h

@@ -46,7 +46,6 @@ public:
 
     /**
      * 驱动初始化，具体实现时应注意将之前打开的相关资源关闭。
-     * @param params
      * @return
      */
     virtual bool _init() = 0;
@@ -78,6 +77,9 @@ protected:
 
 typedef shared_ptr<BaseInfoDriver> BaseInfoDriverPtr;
 
+HKU_API std::ostream & operator<<(std::ostream&, const BaseInfoDriver&);
+HKU_API std::ostream & operator<<(std::ostream&, const BaseInfoDriverPtr&);
+
 
 inline const string& BaseInfoDriver::name() const {
     return m_name;

libs/hikyuu/data_driver/BlockInfoDriver.cpp

@@ -10,6 +10,21 @@
 
 namespace hku {
 
+HKU_API std::ostream & operator<<(std::ostream& os, const BlockInfoDriver& driver) {
+    os << "BlockInfoDriver(" << driver.name() << ", " << driver.getParameter() << ")";
+    return os;
+}
+
+HKU_API std::ostream & operator<<(std::ostream& os, const BlockInfoDriverPtr& driver) {
+    if (driver) {
+        os << *driver;
+    } else {
+        os << "BlockInfoDriver(NULL)";
+    }
+
+    return os;
+}
+
 BlockInfoDriver::BlockInfoDriver(const string& name)
 : m_name(name) {
     boost::to_upper(m_name);

libs/hikyuu/data_driver/BlockInfoDriver.h

@@ -65,6 +65,10 @@ protected:
 typedef shared_ptr<BlockInfoDriver> BlockInfoDriverPtr;
 
 
+HKU_API std::ostream & operator<<(std::ostream&, const BlockInfoDriver&);
+HKU_API std::ostream & operator<<(std::ostream&, const BlockInfoDriverPtr&);
+
+
 inline const string& BlockInfoDriver::name() const {
     return m_name;
 }

libs/hikyuu/data_driver/DataDriverFactory.cpp

@@ -8,6 +8,7 @@
 #include <boost/algorithm/string.hpp>
 #include "base_info/sqlite/SQLiteBaseInfoDriver.h"
 #include "block_info/qianlong/QLBlockInfoDriver.h"
+#include "kdata/hdf5/H5KDataDriver.h"
 #include "DataDriverFactory.h"
 #include "KDataDriver.h"
 
@@ -25,9 +26,15 @@ map<string, BlockInfoDriverPtr> default_block_driver() {
     return result;
 }
 
+map<string, KDataDriverPtr> default_kdata_driver() {
+    map<string, KDataDriverPtr> result;
+    result["HDF5"] = make_shared<H5KDataDriver>();
+    return result;
+}
+
 map<string, BaseInfoDriverPtr> DataDriverFactory::m_baseInfoDrivers(default_baseinfo_driver());
 map<string, BlockInfoDriverPtr> DataDriverFactory::m_blockDrivers(default_block_driver());
-map<string, KDataDriverPtr> DataDriverFactory::m_kdataDrivers;
+map<string, KDataDriverPtr> DataDriverFactory::m_kdataDrivers(default_kdata_driver());
 map<Parameter, KDataDriverPtr> DataDriverFactory::m_param_kdataDrivers;
 
 
@@ -53,21 +60,9 @@ BaseInfoDriverPtr DataDriverFactory
     BaseInfoDriverPtr result;
     if (iter != m_baseInfoDrivers.end()) {
         result = iter->second;
-    } else {
-        HKU_INFO("Can't get the type(" << type
-                << ") of BaseInfoDriver! "
-                        "Will use default sqlite3 BaseInfoDriver! "
-                        "[DataDriverFactory::getBaseInfoDriver]");
-        iter = m_baseInfoDrivers.find("SQLITE3");
-        if (iter != m_baseInfoDrivers.end()) {
-            result = m_baseInfoDrivers["SQLITE3"];
-        } else {
-            result = make_shared<SQLiteBaseInfoDriver>();
-            m_baseInfoDrivers["SQLITE3"] = result;
-        }
+        result->init(params);
     }
 
-    result->init(params);
     return result;
 }
 
@@ -91,21 +86,9 @@ BlockInfoDriverPtr DataDriverFactory::getBlockDriver(const Parameter& params) {
     iter = m_blockDrivers.find(name);
     if (iter != m_blockDrivers.end()) {
         result = iter->second;
-    } else {
-        HKU_INFO("Can't get the type(" << name
-                << ") of BlockInfoDriver! "
-                        "Will use default qianlong BaseInfoDriver! "
-                        "[DataDriverFactory::getBlockDriver]");
-        iter = m_blockDrivers.find("QIANLONG");
-        if (iter != m_blockDrivers.end()) {
-            result = iter->second;
-        } else {
-            result = make_shared<QLBlockInfoDriver>();
-            m_blockDrivers["QIANLONG"] = result;
-        }
+        result->init(params);
     }
 
-    result->init(params);
     return result;
 }
 

libs/hikyuu/data_driver/DataDriverFactory.h

@@ -14,6 +14,10 @@
 
 namespace hku {
 
+/**
+ * 数据驱动工厂类
+ * @ingroup DataDriver
+ */
 class HKU_API DataDriverFactory {
 public:
     //DataDriverFactory();

libs/hikyuu/data_driver/KDataDriver.cpp

@@ -10,6 +10,21 @@
 
 namespace hku {
 
+HKU_API std::ostream & operator<<(std::ostream& os, const KDataDriver& driver) {
+    os << "KDataDriver(" << driver.name() << ", " << driver.getParameter() << ")";
+    return os;
+}
+
+HKU_API std::ostream & operator<<(std::ostream& os, const KDataDriverPtr& driver) {
+    if (driver) {
+        os << *driver;
+    } else {
+        os << "KDataDriver(NULL)";
+    }
+
+    return os;
+}
+
 KDataDriver::KDataDriver(): m_name("") {
 
 }

libs/hikyuu/data_driver/KDataDriver.h

@@ -94,6 +94,9 @@ private:
 typedef shared_ptr<KDataDriver> KDataDriverPtr;
 
 
+HKU_API std::ostream & operator<<(std::ostream&, const KDataDriver&);
+HKU_API std::ostream & operator<<(std::ostream&, const KDataDriverPtr&);
+
 inline const string& KDataDriver::name() const {
     return m_name;
 }

libs/hikyuu/doc.h

@@ -12,6 +12,17 @@
  * 该文件仅用于doxygen生成文档
  *****************************************************************************/
 
+/**
+ * @mainpage 测试
+ * Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架，用于策略分析及回测 （目前
+ * 用于国内证券市场）。其核心思想基于当前成熟的系统化交易方法，将整个系统化交易抽象为由市场环境判断策略、
+ * 系统有效条件、信号指示器、止损/止盈策略、资金管理策略、盈利目标策略、移滑价差算法七大组件，你可以分别
+ * 构建这些组件的策略资产库，在实际研究中对它们自由组合来观察系统的有效性、稳定性以及单一种类策略的效果。
+ *
+ * 更多信息，请访问：<a href="http://hikyuu.org">http://hikyuu.org</a>
+ */
+
+
 /**
  * 核心库，包含股票数据的管理、指标实现、交易系统框架等
  * @defgroup Hikyuu Hikyuu 核心引擎库
@@ -32,6 +43,11 @@
  * @details 证券管理类、证券类等
  * @ingroup Base
  *
+ * @defgroup DataDriver Data-Driver 数据驱动引擎
+ * 读取市场信息、证券信息、板块数据、K线数据等
+ * @details 读取市场信息、证券信息、板块数据、K线数据等；可根据需要实现自定义的数据驱动引擎。
+ * @ingroup Base
+ *
  * @defgroup Common-Utilities Common-Utilities 公共小工具
  * 独立的一些小函数、对象工具集合
  * @details 附加的公共工具集

libs/hikyuu_python/_StockManager.cpp

@@ -27,6 +27,7 @@ void export_StockManager(){
             .def("instance", &StockManager::instance,
                  return_value_policy<reference_existing_object>())
             .staticmethod("instance")
+            .def("init", &StockManager::init)
             .def("tmpdir", &StockManager::tmpdir)
             .def("getAllMarket", &StockManager::getAllMarket)
             .def("getMarketInfo", &StockManager::getMarketInfo)

libs/hikyuu_python/data_driver/_BaseInfoDriver.cpp

@@ -37,6 +37,7 @@ void export_BaseInfoDriver() {
 
     class_<BaseInfoDriverWrap, boost::noncopyable>("BaseInfoDriver",
                 init<const string&>())
+            .def(self_ns::str(self))
             .add_property("name", make_function(&BaseInfoDriver::name,
                     return_value_policy<copy_const_reference>()))
             .def("getParam", &BaseInfoDriver::getParam<boost::any>)

libs/hikyuu_python/data_driver/_BlockInfoDriver.cpp

@@ -41,6 +41,7 @@ void export_BlockInfoDriver() {
 
     class_<BlockInfoDriverWrap, boost::noncopyable>("BlockInfoDriver",
                 init<const string&>())
+            .def(self_ns::str(self))
             .add_property("name", make_function(&BlockInfoDriver::name,
                     return_value_policy<copy_const_reference>()))
             .def("getParam", &BlockInfoDriver::getParam<boost::any>)

libs/hikyuu_python/data_driver/_DataDriverFactory.cpp

@@ -32,7 +32,6 @@ void export_DataDriverFactory() {
         .staticmethod("removeBlockDriver")
         ;
 
-    register_ptr_to_python<BlockInfoDriverPtr>();
 }
 
 

libs/hikyuu_python/data_driver/_KDataDriver.cpp

@@ -96,6 +96,7 @@ void export_KDataDriver() {
 
     class_<KDataDriverWrap, boost::noncopyable>("KDataDriver", init<>())
             .def(init<const string&>())
+            .def(self_ns::str(self))
             .add_property("name", make_function(&KDataDriver::name,
                             return_value_policy<copy_const_reference>()))
             .def("getParam", &KDataDriver::getParam<boost::any>)

tools/hikyuu/data_driver/__init__.py

@@ -48,4 +48,12 @@ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 SOFTWARE.
 """
 
-from .data_driver import *
+from .data_driver import (DataDriverFactory,
+                          BaseInfoDriver,
+                          BlockInfoDriver,
+                          KDataDriver)
+
+__all__ = ['DataDriverFactory', 
+           'BaseInfoDriver', 
+           'BlockInfoDriver',
+           'KDataDriver']

tools/hikyuu/data_driver/data_driver.py

@@ -26,8 +26,18 @@
 
 
 
-from ._data_driver import (DataDriverFactory,BaseInfoDriver,KDataDriver)
+from ._data_driver import (DataDriverFactory,
+                           BaseInfoDriver,
+                           BlockInfoDriver,
+                           KDataDriver)
 from hikyuu.util.unicode import (unicodeFunc, reprFunc)
 
 
+BaseInfoDriver.__unicode__ = unicodeFunc
+BaseInfoDriver.__repr__ = reprFunc
 
+BlockInfoDriver.__unicode__ = unicodeFunc
+BlockInfoDriver.__repr__ = reprFunc
+
+KDataDriver.__unicode__ = unicodeFunc
+KDataDriver.__repr__ = reprFunc

tools/hikyuu/data_driver/pytdx_data_driver.py

@@ -0,0 +1,72 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2010-2017 fasiondog
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+
+from ._data_driver import KDataDriver
+from hikyuu import KRecord, Query
+
+from pytdx.hq import TdxHq_API
+
+
+class PytdxKDataDriver(KDataDriver):
+    def __init__(self):
+        super(PytdxKDataDriver, self).__init__('pytdx')
+        
+    def _init(self):
+        ip = self.getParam('ip')
+        port = self.getParam('port')
+        self._tdx = TdxHq_API(heartbeat=True)
+        return self._tdx.connect(ip, port)
+    
+    def loadKData(self, market, code, ktype, start_ix, end_ix, out_buffer):
+        new_market = self._trans_market(market)
+        pass
+    
+    def getCount(self, market, code, ktype):
+        return 0
+    
+    def getIndexRangeByDate(self, market, code, query, out_start, out_end):
+        pass
+    
+    def getKRecord(self, market, code, pos, ktype):
+        return KRecord()
+    
+    def _trans_market(self, market):
+        market_map = {'SH': 1, 'SZ': 0}
+        return market_map[market.upper()]
+    
+    def _trans_ktype(self, ktype):
+        ktype_map = {Query.MIN5: 0,
+                     Query.MIN15: 1,
+                     Query.MIN30: 2,
+                     Query.MIN60: 3,
+                     Query.DAY: 9,
+                     Query.WEEK: 5,
+                     Query.MONTH: 6,
+                     Query.MIN: 8,
+                     Query.QUARTER: 10,
+                     Query.YEAR: 11}
+        return ktype_map[ktype]

tools/hikyuu/interactive/interactive.py

@@ -78,10 +78,41 @@ else:
 
 #starttime = time.time()
 #print "Loading Day Data ..."
-hikyuu_init(config_file)
-sm = StockManager.instance()
+#hikyuu_init(config_file)
+#sm = StockManager.instance()
 #endtime = time.time()
 #print "%.2fs" % (endtime-starttime)
+import configparser
+ini = configparser.ConfigParser()
+ini.read(config_file)
+hku_param = Parameter()
+hku_param.set("tmpdir", ini.get('hikyuu', 'tmpdir'))
+if ini.has_option('hikyuu', 'logger'):
+    hku_param.set("logger", ini['hikyuu']['logger'])
+    
+base_param = Parameter()
+base_info_config = ini.options('baseinfo')
+for p in base_info_config:
+    base_param.set(p, ini.get('baseinfo', p))
+    
+block_param = Parameter()
+block_config = ini.options('block')
+for p in block_config:
+    block_param.set(p, ini.get('block', p))
+    
+preload_param = Parameter()
+preload_config = ini.options('preload')
+for p in preload_config:
+    #注意：proload参数是布尔类型
+    preload_param.set(p, ini.getboolean('preload', p))
+    
+kdata_param = Parameter()
+kdata_config = ini.options('kdata')
+for p in kdata_config:
+    kdata_param.set(p, ini.get('kdata', p))
+
+sm = StockManager.instance()
+sm.init(base_param, block_param, kdata_param, preload_param, hku_param)
 
 
 #==============================================================================