continue

hikyuu/extend.py

@@ -2,6 +2,7 @@
 # 对 C++ 引出类和函数进行扩展
 #
 
+from datetime import *
 from hikyuu.cpp.core import *
 
 # ------------------------------------------------------------------
@@ -16,4 +17,221 @@ constant = Constant()
 
 Datetime.__hash__ = lambda self: self.number * 1000000 + self.millisecond * 1000 + self.microsecond
 TimeDelta.__hash__ = lambda self: self.ticks
-Stock.__hash__ = lambda self: self.id
+Stock.__hash__ = lambda self: self.id
+
+# ------------------------------------------------------------------
+# 增强 Datetime
+# ------------------------------------------------------------------
+
+__old_Datetime_init__ = Datetime.__init__
+__old_Datetime_add__ = Datetime.__add__
+__old_Datetime_sub__ = Datetime.__sub__
+
+
+def __new_Datetime_init__(self, *args, **kwargs):
+    """
+    日期时间类（精确到秒），通过以下方式构建：
+
+    - 通过字符串：Datetime("2010-1-1 10:00:00")
+    - 通过 Python 的date：Datetime(date(2010,1,1))
+    - 通过 Python 的datetime：Datetime(datetime(2010,1,1,10)
+    - 通过 YYYYMMDDHHMM 形式的整数：Datetime(201001011000)
+    - Datetime(year, month, day, hour=0, minute=0, second=0, millisecond=0, microsecond=0)
+
+    获取日期列表参见： :py:func:`getDateRange`
+
+    获取交易日日期参见： :py:meth:`StockManager.getTradingCalendar` 
+    """
+    if not args:
+        __old_Datetime_init__(self, **kwargs)
+
+    # datetime实例同时也是date的实例，判断必须放在date之前
+    elif isinstance(args[0], datetime):
+        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
+        )
+    elif isinstance(args[0], date):
+        d = args[0]
+        __old_Datetime_init__(self, d.year, d.month, d.day, 0, 0, 0, 0)
+
+    elif isinstance(args[0], str):
+        __old_Datetime_init__(self, args[0])
+    else:
+        __old_Datetime_init__(self, *args)
+
+
+def __new_Datetime_add__(self, td):
+    """加上指定时长，时长对象可为 TimeDelta 或 datetime.timedelta 类型
+
+    :param TimeDelta td: 时长
+    :rtype: Datetime
+    """
+    if isinstance(td, TimeDelta):
+        return __old_Datetime_add__(self, td)
+    elif isinstance(td, timedelta):
+        return __old_Datetime_add__(self, TimeDelta(td))
+    else:
+        raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(td)))
+
+
+def __new_Datetime_sub__(self, td):
+    """减去指定的时长, 时长对象可为 TimeDelta 或 datetime.timedelta 类型
+
+    :param TimeDelta td: 指定时长
+    :rtype: Datetime
+    """
+    if isinstance(td, TimeDelta):
+        return __old_Datetime_sub__(self, td)
+    elif isinstance(td, timedelta):
+        return __old_Datetime_sub__(self, TimeDelta(td))
+    else:
+        raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(td)))
+
+
+def Datetime_date(self):
+    """转化生成 python 的 date"""
+    return date(self.year, self.month, self.day)
+
+
+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
+    )
+
+
+Datetime.__init__ = __new_Datetime_init__
+Datetime.__add__ = __new_Datetime_add__
+Datetime.__radd__ = __new_Datetime_add__
+Datetime.__sub__ = __new_Datetime_sub__
+Datetime.date = Datetime_date
+Datetime.datetime = Datetime_datetime
+
+# ------------------------------------------------------------------
+# 增强 TimeDelta
+# ------------------------------------------------------------------
+
+__old_TimeDelta_init__ = TimeDelta.__init__
+__old_TimeDelta_add__ = TimeDelta.__add__
+__old_TimeDelta_sub__ = TimeDelta.__sub__
+
+
+def __new_TimeDelta_init__(self, *args, **kwargs):
+    """
+    可通过以下方式构建：
+
+    - 通过 datetime.timedelta 构建。TimdeDelta(timedelta实例)
+    - TimeDelta(days=0, hours=0, minutes=0, seconds=0, milliseconds=0, microseconds=0)
+
+        - -99999999 <= days <= 99999999
+        - -100000 <= hours <= 100000
+        - -100000 <= minutes <= 100000
+        - -8639900 <= seconds <= 8639900
+        - -86399000000 <= milliseconds <= 86399000000
+        - -86399000000 <= microseconds <= 86399000000
+    """
+    if not args:
+        __old_TimeDelta_init__(self, **kwargs)
+    elif isinstance(args[0], timedelta):
+        days = args[0].days
+        secs = args[0].seconds
+        hours = secs // 3600
+        mins = secs // 60 - hours * 60
+        secs = secs - mins * 60 - hours * 3600
+        microsecs = args[0].microseconds
+        millisecs = microsecs // 1000
+        microsecs = microsecs - millisecs * 1000
+        __old_TimeDelta_init__(self, days, hours, mins, secs, millisecs, microsecs)
+    else:
+        __old_TimeDelta_init__(self, *args)
+
+
+def __new_TimeDelta_add__(self, td):
+    """可和 TimeDelta, datetime.timedelta, Datetime执行相加操作"""
+    if isinstance(td, TimeDelta):
+        return __old_TimeDelta_add__(self, td)
+    elif isinstance(td, timedelta):
+        return __old_TimeDelta_add__(self, TimeDelta(td))
+    elif isinstance(td, Datetime):
+        return td + self
+    elif isinstance(td, datetime):
+        return td + Datetime(datetime)
+    else:
+        raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(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)
+    )
+
+
+def TimeDelta_timedelta(self):
+    """ 转化为 datetime.timedelta """
+    return timedelta(
+        days=self.days,
+        hours=self.hours,
+        minutes=self.minutes,
+        seconds=self.seconds,
+        milliseconds=self.milliseconds,
+        microseconds=self.microseconds
+    )
+
+
+TimeDelta.__init__ = __new_TimeDelta_init__
+TimeDelta.__add__ = __new_TimeDelta_add__
+TimeDelta.__sub__ = __new_TimeDelta_sub__
+TimeDelta.timedelta = TimeDelta_timedelta
+
+# ------------------------------------------------------------------
+# 增强 KData 的遍历
+# ------------------------------------------------------------------
+
+
+def KData_getitem(kdata, i):
+    """
+    :param i: int | Datetime | slice | str 类型
+    """
+    if isinstance(i, int):
+        length = len(kdata)
+        index = length + i if i < 0 else i
+        if index < 0 or index >= length:
+            raise IndexError("index out of range: %d" % i)
+        return kdata.getKRecord(index)
+
+    elif isinstance(i, Datetime):
+        return kdata.getKRecordByDate(i)
+
+    elif isinstance(i, str):
+        return kdata.getKRecordByDate(Datetime(i))
+
+    elif isinstance(i, slice):
+        return [kdata.getKRecord(x) for x in range(*i.indices(len(kdata)))]
+
+    else:
+        raise IndexError("Error index type")
+
+
+def KData_iter(kdata):
+    for i in range(len(kdata)):
+        yield kdata[i]
+
+
+def KData_getPos(kdata, datetime):
+    """
+    获取指定时间对应的索引位置
+
+    :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._getPos(datetime)
+    return pos if pos != constant.null_size else None
+
+
+KData.__getitem__ = KData_getitem
+KData.__iter__ = KData_iter
+KData.getPos = KData_getPos

hikyuu/util/unicode.py

@@ -1,32 +0,0 @@
-#!/usr/bin/python
-# -*- coding: utf8 -*-
-# cp936
-
-#===============================================================================
-# 作者：fasiondog
-# 历史：1）20130419, Added by fasiondog
-#===============================================================================
-
-#加入__unicode__和__repr__函数
-import sys
-if sys.version > '3':
-    IS_PY3 = True
-else:
-    IS_PY3 = False
-
-if IS_PY3:
-    unicodeFunc = str
-    def reprFunc(self):
-        return "<%s>"%str(self)
-
-else:        
-    if sys.platform == 'win32':
-        def unicodeFunc(self):
-            return str(self).decode('gb18030')
-        def reprFunc(self):
-            return "<%s>"%unicode(self).encode('gb18030')
-    else:
-        def unicodeFunc(self):
-            return str(self).decode('utf8')
-        def reprFunc(self):
-            return "<%s>"%unicode(self).encode('utf8')

hikyuu_pywrap/_Datetime.cpp

@@ -94,7 +94,7 @@ void export_Datetime() {
       .def(self < self)
 
       .def(self + other<TimeDelta>())
-      .def(other<TimeDelta>() + self)
+      //.def(other<TimeDelta>() + self) 在python里扩展支持
       .def(self - other<TimeDelta>())
 
 #if HKU_PYTHON_SUPPORT_PICKLE

hikyuu_pywrap/_TimeDelta.cpp

@@ -18,73 +18,183 @@ double (TimeDelta::*TimeDelta_div_1)(TimeDelta) const = &TimeDelta::operator/;
 TimeDelta (TimeDelta::*TimeDelta_div_2)(double) const = &TimeDelta::operator/;
 
 TimeDelta (TimeDelta::*TimeDelta_pos)() const = &TimeDelta::operator+;
-TimeDelta (TimeDelta::*TimeDelta_add)(TimeDelta) const = &TimeDelta::operator+;
 TimeDelta (TimeDelta::*TimeDelta_neg)() const = &TimeDelta::operator-;
-TimeDelta (TimeDelta::*TimeDelta_sub)(TimeDelta) const = &TimeDelta::operator-;
 
 void export_TimeDelta() {
-    class_<TimeDelta>("TimeDelta", init<>())
+    class_<TimeDelta>("TimeDelta",
+                      R"(时间时长，用于时间计算。可通过以下方式构建：
+
+    - 通过 datetime.timedelta 构建。TimdeDelta(timedelta实例)
+    - TimeDelta(days=0, hours=0, minutes=0, seconds=0, milliseconds=0, microseconds=0)
+
+        - -99999999 <= days <= 99999999
+        - -100000 <= hours <= 100000
+        - -100000 <= minutes <= 100000
+        - -8639900 <= seconds <= 8639900
+        - -86399000000 <= milliseconds <= 86399000000
+        - -86399000000 <= microseconds <= 86399000000
+
+    以上参数限制，主要为防止求总微秒数时可能出现溢出的情况。如只使用一个参数不希望存在上述限制时，可使用快捷函数：
+    Days, Hours, Minutes, Seconds, Milliseconds, Microseconds)")
+
+      .def(init<>())
       .def(init<int64_t, int64_t, int64_t, int64_t, int64_t, int64_t>(
-        (arg("days") = 0, arg("hours") = 0, arg("minutes") = 0, arg("seconds") = 0, arg("milliseconds") = 0,
-         arg("microseconds") = 0)))
-      //.def(self_ns::str(self))
+        (arg("days") = 0, arg("hours") = 0, arg("minutes") = 0, arg("seconds") = 0,
+         arg("milliseconds") = 0, arg("microseconds") = 0)))
+
       .def("__str__", &TimeDelta::str)
       .def("__repr__", &TimeDelta::repr)
-      .add_property("days", &TimeDelta::days)
-      .add_property("hours", &TimeDelta::hours)
-      .add_property("minutes", &TimeDelta::minutes)
-      .add_property("seconds", &TimeDelta::seconds)
-      .add_property("milliseconds", &TimeDelta::milliseconds)
-      .add_property("microseconds", &TimeDelta::microseconds)
-      .add_property("ticks", &TimeDelta::ticks)
-      .def("isNegative", &TimeDelta::isNegative)
-      .def("total_days", &TimeDelta::total_days)
-      .def("total_hours", &TimeDelta::total_hours)
-      .def("total_minutes", &TimeDelta::total_minutes)
-      .def("total_seconds", &TimeDelta::total_seconds)
-      .def("total_milliseconds", &TimeDelta::total_milliseconds)
 
-      .def("max", &TimeDelta::max)
+      .add_property("days", &TimeDelta::days, "天数 [-99999999, 99999999]")
+      .add_property("hours", &TimeDelta::hours, "小时数 [0, 23]")
+      .add_property("minutes", &TimeDelta::minutes, "分钟数 [0, 59]")
+      .add_property("seconds", &TimeDelta::seconds, "秒数 [0, 59]")
+      .add_property("milliseconds", &TimeDelta::milliseconds, "毫秒数 [0, 999]")
+      .add_property("microseconds", &TimeDelta::microseconds, "微秒数 [0, 999]")
+      .add_property("ticks", &TimeDelta::ticks, "同总微秒数")
+
+      .def("isNegative", &TimeDelta::isNegative, R"(isNegative(self)
+
+    是否为负时长
+
+    :rtype: bool)")
+
+      .def("total_days", &TimeDelta::total_days, R"(total_days(self)
+
+    获取带小数的总天数
+
+    :rtype: float)")
+
+      .def("total_hours", &TimeDelta::total_hours, R"(total_hours(self)
+
+    获取带小数的总小时数
+
+    :rtype: float)")
+
+      .def("total_minutes", &TimeDelta::total_minutes, R"(total_minutes(self)
+
+    获取带小数的总分钟数
+
+    :rtype: float)")
+
+      .def("total_seconds", &TimeDelta::total_seconds, R"(total_seconds(self)
+
+    获取带小数的总秒数
+
+    :rtype: float)")
+
+      .def("total_milliseconds", &TimeDelta::total_milliseconds, R"(total_milliseconds(self)
+
+    获取带小数的总毫秒数
+
+    :rtype: float)")
+
+      .def("max", &TimeDelta::max, R"(max()
+
+    支持的最大时长
+
+    :return: TimeDelta(99999999, 23, 59, 59, 999, 999))")
       .staticmethod("max")
-      .def("min", &TimeDelta::min)
+
+      .def("min", &TimeDelta::min, R"(min()
+
+    支持的最小时长
+
+    :return: TimeDelta(-99999999, 0, 0, 0, 0, 0))")
       .staticmethod("min")
-      .def("resolution", &TimeDelta::resolution)
+
+      .def("resolution", &TimeDelta::resolution, R"(resolution()
+
+    支持的最小精度
+        
+    :return: TimeDelta(0, 0, 0, 0, 0, 1))")
       .staticmethod("resolution")
-      .def("maxTicks", &TimeDelta::maxTicks)
+
+      .def("maxTicks", &TimeDelta::maxTicks, R"(maxTicks()
+
+    支持的最大 ticks （即微秒数）
+
+    :rtype: int)")
       .staticmethod("maxTicks")
-      .def("minTicks", &TimeDelta::minTicks)
+
+      .def("minTicks", &TimeDelta::minTicks, R"(minTicks()
+
+    支持的最小 ticks （即微秒数）
+
+    :rtype: int)")
       .staticmethod("minTicks")
-      .def("fromTicks", &TimeDelta::fromTicks)
+
+      .def("fromTicks", &TimeDelta::fromTicks, R"(fromTicks(ticks)
+
+    使用 ticks（即微秒数） 值创建
+
+    :param int ticks: 微秒数
+    :rtype: TimeDelta)")
       .staticmethod("fromTicks")
 
-      .def("__eq__", &TimeDelta::operator==)
-      .def("__ne__", &TimeDelta::operator!=)
-      .def("__gt__", &TimeDelta::operator>)
-      .def("__lt__", &TimeDelta::operator<)
-      .def("__ge__", &TimeDelta::operator>=)
-      .def("__le__", &TimeDelta::operator>=)
+      .def(self == self)
+      .def(self != self)
+      .def(self >= self)
+      .def(self <= self)
+      .def(self > self)
+      .def(self < self)
+      .def(-self)
+      .def(+self)
+      .def(self + self)
+      .def(self - self)
+      .def(self % self)
+      .def(self * float())
 
       .def("__abs__", &TimeDelta::abs)
-      .def("__add__", TimeDelta_add)
-      .def("__pos__", TimeDelta_pos)
-      .def("__sub__", TimeDelta_sub)
-      .def("__neg__", TimeDelta_neg)
-      .def("__mul__", &TimeDelta::operator*)
       .def("__rmul__", &TimeDelta::operator*)
       .def("__truediv__", TimeDelta_div_1)
       .def("__truediv__", TimeDelta_div_2)
       .def("__floordiv__", &TimeDelta::floorDiv)
-      .def("__mod__", &TimeDelta::operator%)
 
 #if HKU_PYTHON_SUPPORT_PICKLE
       .def_pickle(normal_pickle_suite<TimeDelta>())
 #endif
       ;
 
-    def("Days", Days);
-    def("Hours", Hours);
-    def("Minutes", Minutes);
-    def("Seconds", Seconds);
-    def("Milliseconds", Milliseconds);
-    def("Microseconds", Microseconds);
+    def("Days", Days, R"(Days(days)
+
+      TimeDelta 快捷创建函数
+
+      :param int days: 天数 [-99999999, 99999999]
+      :rtype: TimeDelta)");
+
+    def("Hours", Hours, R"(Hours(hours)
+
+      TimeDelta 快捷创建函数
+
+      :param int hours: 小时数
+      :rtype: TimeDelta)");
+
+    def("Minutes", Minutes, R"(Minutes(mins)
+
+      TimeDelta 快捷创建函数
+
+      :param int mins: 分钟数
+      :rtype: TimeDelta)");
+
+    def("Seconds", Seconds, R"(Seconds(secs)
+
+      TimeDelta 快捷创建函数
+
+      :param int secs: 秒数
+      :rtype: TimeDelta)");
+
+    def("Milliseconds", Milliseconds, R"(Milliseconds(milliseconds)
+
+      TimeDelta 快捷创建函数
+
+      :param int milliseconds: 毫秒数
+      :rtype: TimeDelta)");
+
+    def("Microseconds", Microseconds, R"(Microseconds(microsecs)
+
+      TimeDelta 快捷创建函数
+
+      :param int microsecs: 微秒数
+      :rtype: TimeDelta)");
 }

hikyuu_pywrap/_util.cpp

@@ -20,5 +20,3 @@ void export_util() {
     def("roundUp", roundUp, roundUp_overload());
     def("roundDown", roundDown, roundDown_overload());
 }
-
-