优化 INSUM, BLOCKSETNUM 可直接输入 stock list, 可以忽略 query 参数

hikyuu_cpp/hikyuu/indicator/crt/BLOCKSETNUM.h

@@ -18,14 +18,6 @@ namespace hku {
  * @return Indicator
  */
 Indicator HKU_API BLOCKSETNUM(const Block& blk, const KQuery& query);
-
+Indicator HKU_API BLOCKSETNUM(const Block& blk);
-/**
- * 横向统计（返回板块股个数）
- * @param category 板块分类
- * @param name 板块名称
- * @param query 统计范围
- * @return Indicator
- */
-Indicator HKU_API BLOCKSETNUM(const string& category, const string& name, const KQuery& query);
 
 }  // namespace hku

hikyuu_cpp/hikyuu/indicator/crt/INSUM.h

@@ -23,14 +23,11 @@ Indicator HKU_API INSUM(const Block& block, const KQuery& query, const Indicator
 
 /**
  * 返回板块各成分该指标相应输出按计算类型得到的计算值.计算类型:0-累加,1-平均数,2-最大值,3-最小值.
- * @param category 板块类别
+ * @param block 指定板块
- * @param category 板块名称
- * @param query 指定范围
  * @param ind 指定指标
  * @param mode 计算类型:0-累加,1-平均数,2-最大值,3-最小值.
  * @return Indicator
  */
-Indicator HKU_API INSUM(const string& category, const string& name, const KQuery& query,
+Indicator HKU_API INSUM(const Block& block, const Indicator& ind, int mode);
-                        const Indicator& ind, int mode);
 
 }  // namespace hku

hikyuu_cpp/hikyuu/indicator/imp/IBlockSetNum.cpp

@@ -43,7 +43,9 @@ void IBlockSetNum::_calculate(const Indicator& ind) {
         dates = k.getDatetimeList();
     } else {
         KQuery q = getParam<KQuery>("query");
-        dates = StockManager::instance().getTradingCalendar(q, getParam<string>("market"));
+        if (q != KQuery(0, 0)) {
+            dates = StockManager::instance().getTradingCalendar(q, getParam<string>("market"));
+        }
     }
 
     size_t total = dates.size();
@@ -72,17 +74,13 @@ Indicator HKU_API BLOCKSETNUM(const Block& block, const KQuery& query) {
     IndicatorImpPtr p = make_shared<IBlockSetNum>();
     p->setParam<KQuery>("query", query);
     p->setParam<Block>("block", block);
-    if (query == Null<KQuery>()) {
+    p->setParam<bool>("ignore_context", false);
-        p->setParam<bool>("ignore_context", true);
+    p->calculate();
-    } else {
-        p->calculate();
-    }
     return Indicator(p);
 }
 
-Indicator HKU_API BLOCKSETNUM(const string& category, const string& name, const KQuery& query) {
+Indicator HKU_API BLOCKSETNUM(const Block& block) {
-    Block block = StockManager::instance().getBlock(category, name);
+    return BLOCKSETNUM(block, KQuery(0, 0));
-    return BLOCKSETNUM(block, query);
 }
 
 } /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/IInSum.cpp

@@ -20,7 +20,7 @@ BOOST_CLASS_EXPORT(hku::IInSum)
 namespace hku {
 
 IInSum::IInSum() : IndicatorImp("INSUM", 1) {
-    setParam<KQuery>("query", KQueryByIndex(-100));
+    setParam<KQuery>("query", KQuery(0, 0));
     setParam<Block>("block", Block());
     setParam<int>("mode", 0);
     setParam<string>("market", "SH");
@@ -138,7 +138,14 @@ static void insum_max(const IndicatorList& inds, Indicator::value_t* dst, size_t
 
 static void insum_min(const IndicatorList& inds, Indicator::value_t* dst, size_t len) {
     for (const auto& value : inds) {
-        HKU_ASSERT(value.size() == len);
+        if (value.empty()) {
+            continue;
+        }
+        if (value.size() != len) {
+            HKU_WARN("Ignore stock: {}, value len: {}, dst len: {}, stk: {}",
+                     value.getContext().getStock().name(), value.size(), len);
+            continue;
+        }
         const auto* data = value.data();
         for (size_t i = 0; i < len; i++) {
             if (!std::isnan(data[i])) {
@@ -163,7 +170,9 @@ void IInSum::_calculate(const Indicator& ind) {
         dates = k.getDatetimeList();
     } else {
         q = getParam<KQuery>("query");
-        dates = StockManager::instance().getTradingCalendar(q, getParam<string>("market"));
+        if (q != KQuery(0, 0)) {
+            dates = StockManager::instance().getTradingCalendar(q, getParam<string>("market"));
+        }
     }
 
     size_t total = dates.size();
@@ -193,16 +202,12 @@ Indicator HKU_API INSUM(const Block& block, const KQuery& query, const Indicator
     p->setParam<KQuery>("query", query);
     p->setParam<Block>("block", block);
     p->setParam<int>("mode", mode);
-    if (query == Null<KQuery>()) {
+    p->setParam<bool>("ignore_context", false);
-        p->setParam<bool>("ignore_context", true);
-    }
     return Indicator(p)(ind);
 }
 
-Indicator HKU_API INSUM(const string& category, const string& name, const KQuery& query,
+Indicator HKU_API INSUM(const Block& block, const Indicator& ind, int mode) {
-                        const Indicator& ind, int mode) {
+    return INSUM(block, KQuery(0, 0), ind, mode);
-    Block block = StockManager::instance().getBlock(category, name);
-    return INSUM(block, query, ind, mode);
 }
 
 } /* namespace hku */

hikyuu_pywrap/indicator/_build_in.cpp

@@ -1849,6 +1849,7 @@ void export_Indicator_build_in(py::module& m) {
     :param int ix: 历史财务信息字段索引
     :param int name: 历史财务信息字段名称)");
 
+    m.def("BLOCKSETNUM", py::overload_cast<const Block&>(BLOCKSETNUM), py::arg("block"));
     m.def("BLOCKSETNUM", py::overload_cast<const Block&, const KQuery&>(BLOCKSETNUM),
           py::arg("block"), py::arg("query"), R"(BLOCKSETNUM(block, query)
     
@@ -1858,15 +1859,29 @@ void export_Indicator_build_in(py::module& m) {
     :param Query query: 统计范围)");
 
     m.def(
-      "BLOCKSETNUM", py::overload_cast<const string&, const string&, const KQuery&>(BLOCKSETNUM),
+      "BLOCKSETNUM",
-      py::arg("category"), py::arg("name"), py::arg("query"), R"(BLOCKSETNUM(category, name, query)
+      [](const py::sequence& stks) {
+          Block blk;
+          blk.add(python_list_to_vector<Stock>(stks));
+          return BLOCKSETNUM(blk);
+      },
+      py::arg("stks"));
+    m.def(
+      "BLOCKSETNUM",
+      [](const py::sequence& stks, const KQuery& query) {
+          Block blk;
+          blk.add(python_list_to_vector<Stock>(stks));
+          return BLOCKSETNUM(blk, query);
+      },
+      py::arg("stks"), py::arg("query"), R"(BLOCKSETNUM(block, query)
     
     横向统计（返回板块股个数）
 
-    :param str category: 板块类别
+    :param Sequence stks: stock list
-    :param str name: 板块名称
+    :param Query query: 统计范围)");
-    :param query 统计范围)");
 
+    m.def("INSUM", py::overload_cast<const Block&, const Indicator&, int>(INSUM), py::arg("block"),
+          py::arg("ind"), py::arg("mode"));
     m.def("INSUM", py::overload_cast<const Block&, const KQuery&, const Indicator&, int>(INSUM),
           py::arg("block"), py::arg("query"), py::arg("ind"), py::arg("mode"),
           R"(INSUM(block, query, ind, mode)
@@ -1881,14 +1896,25 @@ void export_Indicator_build_in(py::module& m) {
 
     m.def(
       "INSUM",
-      py::overload_cast<const string&, const string&, const KQuery&, const Indicator&, int>(INSUM),
+      [](const py::sequence stks, const Indicator& ind, int mode) {
-      py::arg("category"), py::arg("name"), py::arg("query"), py::arg("ind"), py::arg("mode"),
+          Block blk;
-      R"(INSUM(category, name, ind, mode)
+          blk.add(python_list_to_vector<Stock>(stks));
+          return INSUM(blk, ind, mode);
+      },
+      py::arg("stks"), py::arg("ind"), py::arg("mode"));
+    m.def(
+      "INSUM",
+      [](const py::sequence stks, const KQuery& query, const Indicator& ind, int mode) {
+          Block blk;
+          blk.add(python_list_to_vector<Stock>(stks));
+          return INSUM(blk, query, ind, mode);
+      },
+      py::arg("stks"), py::arg("query"), py::arg("ind"), py::arg("mode"),
+      R"(INSUM(stks, query, ind, mode)
 
     返回板块各成分该指标相应输出按计算类型得到的计算值.计算类型:0-累加,1-平均数,2-最大值,3-最小值.
 
-    :param str category: 板块类别
+    :param Sequence stks: stock list
-    :param str name: 板块名称
     :param Query query: 指定范围
     :param Indicator ind: 指定指标
     :param int mode: 计算类型:0-累加,1-平均数,2-最大值,3-最小值.