历史财务信息加载(continue)

hikyuu_cpp/hikyuu/Stock.h

@@ -245,6 +245,9 @@ struct HKU_API Stock::Data {
     StockWeightList m_weightList;  // 权息信息列表
     std::mutex m_weight_mutex;
 
+    vector<vector<float>> m_history_finance;  // 历史财务信息 [财务报告日期, 字段1, 字段2, ...]
+    std::mutex m_history_finance_mutex;
+
     price_t m_tick;
     price_t m_tickValue;
     price_t m_unit;

hikyuu_cpp/hikyuu/StockManager.cpp

@@ -125,6 +125,7 @@ void StockManager::init(const Parameter& baseInfoParam, const Parameter& blockPa
     loadAllStocks();
     loadAllStockWeights();
     loadAllZhBond10();
+    loadHistoryFinanceField();
 
     // 获取板块驱动
     m_blockDriver = DataDriverFactory::getBlockDriver(blockParam);
@@ -273,6 +274,7 @@ void StockManager::reload() {
     loadAllStocks();
     loadAllStockWeights();
     loadAllZhBond10();
+    loadHistoryFinanceField();
 
     m_blockDriver->load();
 
@@ -589,4 +591,12 @@ void StockManager::loadAllZhBond10() {
     m_zh_bond10 = m_baseInfoDriver->getAllZhBond10();
 }
 
+void StockManager::loadHistoryFinanceField() {
+    auto fields = m_baseInfoDriver->getHistoryFinanceField();
+    for (const auto& field : fields) {
+        m_field_ix_to_name[field.first] = field.second;
+        m_field_name_to_ix[field.second] = field.first;
+    }
+}
+
 }  // namespace hku

hikyuu_cpp/hikyuu/StockManager.h

@@ -161,6 +161,11 @@ public:
      */
     bool isHoliday(const Datetime& d) const;
 
+    const string& getHistoryFinanceFieldName(size_t ix) const;
+    size_t getHistoryFinanceFieldIndex(const string& name) const;
+
+    vector<vector<float>> getHistoryFinance(const Stock& stk, Datetime start, Datetime end);
+
     /**
      * 添加Stock，仅供临时增加的特殊Stock使用
      * @param stock
@@ -233,6 +238,9 @@ private:
     /** 加载10年期中国国债收益率数据 */
     void loadAllZhBond10();
 
+    /** 加载历史财经字段索引 */
+    void loadHistoryFinanceField();
+
 private:
     StockManager();
 
@@ -261,6 +269,9 @@ private:
 
     ZhBond10List m_zh_bond10;  // 10年期中国国债收益率数据
 
+    unordered_map<string, size_t> m_field_name_to_ix;  // 财经字段名称到字段索引映射
+    unordered_map<size_t, string> m_field_ix_to_name;  // 财经字段索引到字段名称映射
+
     Parameter m_baseInfoDriverParam;
     Parameter m_blockDriverParam;
     Parameter m_kdataDriverParam;
@@ -309,6 +320,19 @@ inline BaseInfoDriverPtr StockManager::getBaseInfoDriver() const {
     return m_baseInfoDriver;
 }
 
+inline const string& StockManager::getHistoryFinanceFieldName(size_t ix) const {
+    return m_field_ix_to_name.at(ix);
+}
+
+inline size_t StockManager::getHistoryFinanceFieldIndex(const string& name) const {
+    return m_field_name_to_ix.at(name);
+}
+
+inline vector<vector<float>> StockManager::getHistoryFinance(const Stock& stk, Datetime start,
+                                                             Datetime end) {
+    return m_baseInfoDriver->getHistoryFinance(stk.market(), stk.code(), start, end);
+}
+
 }  // namespace hku
 
 #endif /* STOCKMANAGER_H_ */

hikyuu_cpp/hikyuu/data_driver/BaseInfoDriver.h

@@ -117,6 +117,26 @@ public:
         return ret;
     }
 
+    /**
+     * 获取历史财务信息
+     * @param market 市场简称
+     * @param code 证券代码
+     * @param start 财务报告发布起始日期
+     * @return vector<float> [[财务报告发布日期(ymd), 字段1, 字段2, ...], ...]
+     */
+    virtual vector<vector<float>> getHistoryFinance(const string& market, const string& code,
+                                                    Datetime start, Datetime end) {
+        return vector<vector<float>>();
+    }
+
+    /**
+     * 获取历史财务信息字段序号与名称
+     * @return vector<std::pair<size_t, string>>
+     */
+    virtual vector<std::pair<size_t, string>> getHistoryFinanceField() {
+        return vector<std::pair<size_t, string>>();
+    }
+
     /**
      * 获取当前财务信息
      * @param market 市场标识

hikyuu_cpp/hikyuu/data_driver/base_info/mysql/MySQLBaseInfoDriver.cpp

@@ -17,6 +17,8 @@
 #include "../table/StockTable.h"
 #include "../table/HolidayTable.h"
 #include "../table/ZhBond10Table.h"
+#include "../table/HistoryFinanceTable.h"
+#include "../table/HistoryFinanceFieldTable.h"
 
 namespace hku {
 
@@ -368,4 +370,22 @@ ZhBond10List MySQLBaseInfoDriver::getAllZhBond10() {
     return result;
 }
 
+vector<std::pair<size_t, string>> MySQLBaseInfoDriver::getHistoryFinanceField() {
+    vector<std::pair<size_t, string>> result;
+    auto con = m_pool->getConnect();
+    try {
+        vector<HistoryFinanceFieldTable> fields;
+        con->batchLoad(fields);
+        size_t total = fields.size();
+        result.resize(total);
+        for (size_t i = 0; i < total; i++) {
+            result[i].first = size_t(fields[i].id());
+            result[i].second = std::move(fields[i].name);
+        }
+
+    } catch (...) {
+    }
+    return result;
+}
+
 } /* namespace hku */

hikyuu_cpp/hikyuu/data_driver/base_info/mysql/MySQLBaseInfoDriver.h

@@ -41,6 +41,8 @@ public:
     virtual std::unordered_set<Datetime> getAllHolidays() override;
     virtual ZhBond10List getAllZhBond10() override;
 
+    virtual vector<std::pair<size_t, string>> getHistoryFinanceField() override;
+
 private:
     ConnectPool<MySQLConnect>* m_pool;
 };

hikyuu_cpp/hikyuu/data_driver/base_info/sqlite/SQLiteBaseInfoDriver.cpp

@@ -16,6 +16,8 @@
 #include "../table/StockTable.h"
 #include "../table/HolidayTable.h"
 #include "../table/ZhBond10Table.h"
+#include "../table/HistoryFinanceTable.h"
+#include "../table/HistoryFinanceFieldTable.h"
 
 namespace hku {
 
@@ -358,4 +360,59 @@ ZhBond10List SQLiteBaseInfoDriver::getAllZhBond10() {
     return result;
 }
 
+vector<std::pair<size_t, string>> SQLiteBaseInfoDriver::getHistoryFinanceField() {
+    vector<std::pair<size_t, string>> result;
+    auto con = m_pool->getConnect();
+    try {
+        vector<HistoryFinanceFieldTable> fields;
+        con->batchLoad(fields);
+        size_t total = fields.size();
+        result.resize(total);
+        for (size_t i = 0; i < total; i++) {
+            result[i].first = size_t(fields[i].id());
+            result[i].second = std::move(fields[i].name);
+        }
+
+    } catch (...) {
+    }
+    return result;
+}
+
+vector<vector<float>> SQLiteBaseInfoDriver::getHistoryFinance(const string& market,
+                                                              const string& code, Datetime start,
+                                                              Datetime end) {
+    vector<vector<float>> result;
+
+    Datetime new_start = start.isNull() ? Datetime::min() : start;
+    Datetime new_end = end.isNull() ? Datetime::max() : end;
+    HKU_IF_RETURN(start >= end, result);
+
+    auto con = m_pool->getConnect();
+    try {
+        string market_code(fmt::format("{}{}", market, code));
+        to_upper(market_code);
+        vector<HistoryFinanceTable> finances;
+        con->batchLoad(finances, ((Field("market_code") == market_code) &
+                                  (Field("report_date") >= start.ymd())) +
+                                   ASC("report_date"));
+        size_t total = finances.size();
+        result.resize(total);
+        for (size_t i = 0; i < total; i++) {
+            const auto& finance = finances[i];
+            auto& cur = result[i];
+            size_t len = finance.values.size() / sizeof(float);
+            cur.resize(len + 1);
+            auto* data = cur.data();
+            data[0] = static_cast<float>(finance.report_date);
+            memcpy(data + 1, finance.values.data(), len * sizeof(float));
+        }
+
+    } catch (const std::exception& e) {
+        HKU_ERROR(e.what());
+    } catch (...) {
+    }
+
+    return result;
+}
+
 }  // namespace hku

hikyuu_cpp/hikyuu/data_driver/base_info/sqlite/SQLiteBaseInfoDriver.h

@@ -37,6 +37,10 @@ public:
     virtual std::unordered_set<Datetime> getAllHolidays() override;
     virtual ZhBond10List getAllZhBond10() override;
 
+    virtual vector<std::pair<size_t, string>> getHistoryFinanceField() override;
+    virtual vector<vector<float>> getHistoryFinance(const string& market, const string& code,
+                                                    Datetime start, Datetime end) override;
+
 private:
     // 股票基本信息数据库实例
     ConnectPool<SQLiteConnect>* m_pool;

hikyuu_cpp/hikyuu/data_driver/base_info/table/HistoryFinanceFieldTable.h

@@ -0,0 +1,19 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-13
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/db_connect/TableMacro.h"
+
+namespace hku {
+
+struct HistoryFinanceFieldTable {
+    TABLE_BIND1(HistoryFinanceFieldTable, HistoryFinanceField, name)
+    std::string name;
+};
+
+}

hikyuu_cpp/hikyuu/data_driver/base_info/table/HistoryFinanceTable.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-13
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/db_connect/TableMacro.h"
+
+namespace hku {
+
+struct HistoryFinanceTable {
+    TABLE_BIND4(HistoryFinanceTable, HistoryFinanceField, file_date, market_code, report_date,
+                values)
+    uint64_t file_date;
+    uint64_t report_date;
+    std::string market_code;
+    std::string values;
+};
+
+}  // namespace hku