实现select; 增加setContext直接以KData为参数; kaufman画图小调整

hikyuu/interactive/interactive.py

@@ -173,6 +173,46 @@ zsbk_zz100 = sm.getBlock("指数板块", "沪深300")
 use_draw_engine('matplotlib')
 
 
+#==============================================================================
+#
+# 粗略的选股函数
+#
+#==============================================================================            
+
+def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=True):
+    """
+    示例：
+    #选出涨停股
+    C = CLOSE()
+    x = select(C / REF(C, 1) - 1 >= 0.0995))
+
+    :param Indicator cond: 条件指标
+    :param Datetime start: 起始日期
+    :param Datetime end: 结束日期
+    :param bool print_out: 打印选中的股票
+    :rtype: 选中的股票列表
+    """
+    q = QueryByDate(start, end)
+    d = sm.getTradingCalendar(q, 'SH')
+    if len(d) == 0:
+        return
+
+    result = []
+    for s in blocka:
+        if not s.valid:
+            continue
+        
+        q = QueryByDate(start, end)
+        k = s.getKData(q)
+        cond.setContext(k)
+        if len(cond) > 0 and cond[-1] and len(k) > 0 and k[-1].datetime == d[-1]:
+            result.append(s)
+            if print_out:
+                print(d[-1], s)
+                
+    return result
+
+
 #==============================================================================
 #
 # 增加临时的实时数据更新函数 realtimeUpdate

hikyuu/interactive/kaufman.py

@@ -174,22 +174,16 @@ def draw2(block, query = Query(-130),
     c = CLOSE(kdata)
     CVAL(c, 0.8).plot(axes=ax2,color='r',linestyle='--')
     CVAL(c, 0.2).plot(axes=ax2,color='r',linestyle='--')
-    #ax2.hlines(0.8,0,len(kdata),color='r',linestyle='--')    
-    #ax2.hlines(0.2,0,len(kdata),color='r',linestyle='--')
     
     if ama1.name == "AMA":
         cer = PRICELIST(cama, 1)
         label = "ER(%s)" % cer[-1]
         cer.plot(axes=ax3, color='b', marker='.', label=label, 
                  legend_on=False, text_on=True)
-        CVAL(c, 0.8).plot(axes=ax2,color='r',linestyle='--')
-        CVAL(c, -0.6).plot(axes=ax2,color='r',linestyle='--')
-        CVAL(c, -0.8).plot(axes=ax2,color='r',linestyle='--')
-        CVAL(c, 0).plot(axes=ax2,color='k',linestyle='-')
-        #ax3.hlines(0.8,0,len(kdata),color='r',linestyle='--')    
-        #ax3.hlines(-0.6,0,len(kdata),color='r',linestyle='--')
-        #ax3.hlines(-0.8,0,len(kdata),color='r',linestyle='--')
-        #ax3.hlines(0,0,len(kdata))
+        CVAL(c, 0.8).plot(axes=ax3,color='r',linestyle='--')
+        CVAL(c, -0.6).plot(axes=ax3,color='r',linestyle='--')
+        CVAL(c, -0.8).plot(axes=ax3,color='r',linestyle='--')
+        CVAL(c, 0).plot(axes=ax3,color='k',linestyle='-')
     else:
         ax_draw_macd(ax2, kdata)
     #ax2.set_ylim(-1, 1)

hikyuu_cpp/hikyuu/Context.cpp

@@ -20,6 +20,10 @@ void HKU_API setGlobalContext(const Stock& stock, const KQuery& query) {
     }
 }
 
+void HKU_API setGlobalContext(const KData& k) {
+    g_hikyuu_context.set<KData>("kdata", k);
+}
+
 KData HKU_API getGlobalContextKData() {
     return g_hikyuu_context.get<KData>("kdata");
 }

hikyuu_cpp/hikyuu/Context.h

@@ -16,6 +16,8 @@ namespace hku {
 
 void HKU_API setGlobalContext(const Stock&, const KQuery&);
 
+void HKU_API setGlobalContext(const KData&);
+
 KData HKU_API getGlobalContextKData();
 
 } /* namespace */

hikyuu_cpp/hikyuu/indicator/Indicator.cpp

@@ -35,6 +35,10 @@ void Indicator::setContext(const Stock& stock, const KQuery& query) {
     if (m_imp) m_imp->setContext(stock, query);
 }
 
+void Indicator::setContext(const KData& k) {
+    if (m_imp) m_imp->setContext(k);
+}
+
 Indicator& Indicator::operator=(const Indicator& indicator) {
     if (this == &indicator)
         return *this;

hikyuu_cpp/hikyuu/indicator/Indicator.h

@@ -59,6 +59,7 @@ public:
     Indicator clone() const;
 
     void setContext(const Stock&, const KQuery&);
+    void setContext(const KData&);
 
     KData getCurrentKData() const {
         return m_imp ? m_imp->getCurrentKData() : KData();

hikyuu_cpp/hikyuu/indicator/IndicatorImp.cpp

@@ -75,6 +75,24 @@ void IndicatorImp::setContext(const Stock& stock, const KQuery& query) {
     calculate();
 }
 
+void IndicatorImp::setContext(const KData& k) {
+    m_need_calculate = true;
+
+    //子节点设置上下文
+    if (m_left) m_left->setContext(k);
+    if (m_right) m_right->setContext(k);
+    if (m_three) m_three->setContext(k);
+
+    //如果该节点依赖上下文
+    if (isNeedContext()) {
+        //如果上下文有变化则重设上下文
+        setParam<KData>("kdata", k);        
+    }
+
+    //启动重新计算
+    calculate();
+}
+
 KData IndicatorImp::getCurrentKData() {
     KData kdata = getParam<KData>("kdata");
     if (kdata.getStock().isNull()) {

hikyuu_cpp/hikyuu/indicator/IndicatorImp.h

@@ -137,6 +137,8 @@ public:
 
     void setContext(const Stock&, const KQuery&);
 
+    void setContext(const KData&);
+
     KData getCurrentKData();
 
     void add(OPType, IndicatorImpPtr left, IndicatorImpPtr right);

hikyuu_pywrap/_Context.cpp

@@ -11,8 +11,12 @@
 using namespace boost::python;
 using namespace hku;
 
+void (*setGlobalContext_1)(const Stock&, const KQuery&) = setGlobalContext;
+void (*setGlobalContext_2)(const KData&) = setGlobalContext;
+
 void export_context() {
-    def("set_current_context", setGlobalContext);
+    def("set_current_context", setGlobalContext_1);
+    def("set_current_context", setGlobalContext_2);
     def("get_current_context", getGlobalContextKData);
 }
 

hikyuu_pywrap/indicator/_Indicator.cpp

@@ -45,6 +45,9 @@ Indicator (*indicator_or2)(const Indicator&, price_t) = operator|;
 string (Indicator::*ind_read_name)() const = &Indicator::name;
 void (Indicator::*ind_write_name)(const string&) = &Indicator::name;
 
+void (Indicator::*setContext_1)(const Stock&, const KQuery&) = &Indicator::setContext;
+void (Indicator::*setContext_2)(const KData&) = &Indicator::setContext;
+
 void export_Indicator() {
 
     class_<Indicator>("Indicator", init<>())
@@ -64,7 +67,8 @@ void export_Indicator() {
         .def("get", &Indicator::get, get_overloads())
         .def("getResult", &Indicator::getResult)
         .def("getResultAsPriceList", &Indicator::getResultAsPriceList)
-        .def("setContext", &Indicator::setContext)
+        .def("setContext", setContext_1)
+        .def("setContext", setContext_2)
         .def("getCurrentKData", &Indicator::getCurrentKData)
         .def("getImp", &Indicator::getImp)
         .def("__len__", &Indicator::size)