test/hikyuu2
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fasiondog 2019-03-23 02:27:28 +08:00
parent 529bf2d690
commit cf2d987c52
8 changed files with 68 additions and 49 deletions
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24
hikyuu/indicator/indicator.py
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@ -53,8 +53,8 @@ Indicator.__ge__ = indicator_ge
Indicator.__le__ = indicator_le
Indicator.__gt__ = indicator_gt
Indicator.__lt__ = indicator_lt
Indicator.__and__ = IND_AND
Indicator.__or__ = IND_OR
Indicator.__and__ = indicator_and
Indicator.__or__ = indicator_or
Indicator.__radd__ = lambda self, other: self.__add__(other)
Indicator.__rsub__ = lambda self, other: CVAL(self, other).__sub__(self)
@ -71,26 +71,6 @@ Indicator.__rand__ = lambda self, other: CVAL(self, other).__and__(self)
Indicator.__ror__ = lambda self, other: CVAL(self, other).__or__(self)
Operand.__radd__ = lambda self, other: self.__add__(other)
Operand.__rsub__ = lambda self, other: Operand(CVAL(other)).__sub__(self)
Operand.__rmul__ = lambda self, other: self.__mul__(other)
Operand.__rdiv__ = lambda self, other: Operand(CVAL(other)).__div__(self)
Operand.__rtruediv__ = lambda self, other: Operand(CVAL(other)).__truediv__(self)
Operand.__req__ = lambda self, other: self.__eq__(other)
Operand.__rne__ = lambda self, other: self.__ne__(other)
Operand.__rgt__ = lambda self, other: Operand(CVAL(other)).__gt__(self)
Operand.__rlt__ = lambda self, other: Operand(CVAL(other)).__lt__(self)
Operand.__rge__ = lambda self, other: Operand(CVAL(other)).__ge__(self)
Operand.__rle__ = lambda self, other: Operand(CVAL(other)).__le__(self)
Operand.__and__ = OP_AND
Operand.__or__ = OP_OR
Operand.__rand__ = lambda self, other: CVAL(self, other).__and__(self)
Operand.__ror__ = lambda self, other: CVAL(self, other).__or__(self)
OP = Operand
def PRICELIST(data, result_num=0, discard=0):
"""
将 list、tuple、Indicator 转化为普通的 Indicator

4
hikyuu/interactive/elder.py
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@ -112,11 +112,11 @@ def draw(stock, query=QueryByIndex(-130), ma_n=22, ma_w='auto', vigor_n=13):
up = int(umax / umean)
lp = int(lmin / lmean)
for i in range(up):
CVAL(umean * (i + 1), len(kdata)).plot(axes=ax3, color='r', linestyle='--')
CVAL(close, umean * (i + 1)).plot(axes=ax3, color='r', linestyle='--')
#ax3.hlines(umean * (i + 1),0,len(kdata),color='r',linestyle='--')
for i in range(lp):
CVAL(lmean * (i + 1), len(kdata)).plot(axes=ax3, color='g', linestyle='--')
CVAL(close, lmean * (i + 1)).plot(axes=ax3, color='g', linestyle='--')
#ax3.hlines(lmean * (i + 1),0,len(kdata),color='g',linestyle='--')
ax1.set_xlim((0, len(kdata)))

14
hikyuu/interactive/kaufman.py
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@ -35,7 +35,7 @@
"""
from hikyuu import Query, StockManager
from hikyuu.indicator import (OP, AMA, STDEV, CVAL, PRICELIST, EMA, CLOSE,
from hikyuu.indicator import (AMA, STDEV, CVAL, PRICELIST, EMA, CLOSE,
HIGH, LOW, OPEN, KDATA, POS)
from hikyuu.trade_sys.signal import SG_Single, SG_Cross, SG_Flex
from hikyuu.trade_manage import BUSINESS
@ -75,8 +75,8 @@ def draw(stock, query = Query(-130),
lama.plot(axes = ax1, color = 'g', legend_on = True)
if sg_type == 'CROSS':
fast_op = OP(AMA(n = n))
slow_op = OP(OP(EMA(n = 2*n)), fast_op)
fast_op = AMA(n = n)
slow_op = EMA(n = 2*n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes = ax1, kdata = kdata)
ind = slow_op(KDATA(kdata))
@ -149,8 +149,8 @@ def draw2(block, query = Query(-130),
lama.plot(axes = ax1, color = 'g', legend_on = True)
if sg_type == 'CROSS':
fast_op = OP(OP(AMA(n = n)))
slow_op = OP(OP(EMA(n = 2*n)), fast_op)
fast_op = AMA(n = n)
slow_op = EMA(n = 2*n)(fast_op)
sg = SG_Cross(fast_op, slow_op)
sg.plot(axes = ax1, kdata = kdata)
ind = slow_op(KDATA(kdata))
@ -164,10 +164,10 @@ def draw2(block, query = Query(-130),
else:
print("sg_type only in ('CORSS', 'SINGLE')")
a = POS(block, query, SG_Flex(OP(AMA(n = 3)), 6))
a = POS(block, query, SG_Flex(AMA(n = 3), 6))
a.name = "POS(3)"
a.plot(axes=ax2, color='b', marker='.', legend_on=True)
a = POS(block, query, SG_Flex(OP(AMA(n = 30)), 60))
a = POS(block, query, SG_Flex(AMA(n = 30), 60))
a.name = "POS(30)"
a.plot(axes=ax2, color='g', marker='.', legend_on=True)

4
hikyuu/interactive/volume.py
View File

@ -34,7 +34,7 @@
"""
from hikyuu import Query
from hikyuu.util.mylog import escapetime
from hikyuu.indicator import Indicator, MA, CLOSE, VOL, OP, CVAL, PRICELIST
from hikyuu.indicator import Indicator, MA, CLOSE, VOL, CVAL, PRICELIST
from hikyuu.trade_sys.signal import SG_Cross
from hikyuu.interactive.drawplot import (create_figure,
get_current_draw_engine,
@ -62,7 +62,7 @@ def draw(stock, query=Query(-130), ma1_n=5, ma2_n=10, ma3_n=20, ma4_n=60,
ma4.plot(axes=ax1, legend_on=True)
ma5.plot(axes=ax1, legend_on=True)
sg = SG_Cross(OP(MA(n=ma1_n, type=ma_type)), OP(MA(n=ma2_n, type=ma_type)))
sg = SG_Cross(MA(n=ma1_n, type=ma_type), MA(n=ma2_n, type=ma_type))
sg.setTO(kdata)
sg.plot(axes=ax1, kdata=kdata)

17
hikyuu_cpp/hikyuu/indicator/Indicator.cpp
View File

@ -293,4 +293,21 @@ HKU_API Indicator operator<=(price_t val, const Indicator& ind) {
return CVAL(ind, val) <= ind;
}
HKU_API Indicator operator&(const Indicator& ind, price_t val) {
return ind & CVAL(ind, val);
}
HKU_API Indicator operator&(price_t val, const Indicator& ind) {
return CVAL(ind, val) & ind;
}
HKU_API Indicator operator|(const Indicator& ind, price_t val) {
return ind | CVAL(ind, val);
}
HKU_API Indicator operator|(price_t val, const Indicator& ind) {
return CVAL(ind, val) | ind;
}
} /* namespace hku */

6
hikyuu_cpp/hikyuu/indicator/Indicator.h
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@ -178,5 +178,11 @@ HKU_API Indicator operator>=(price_t, const Indicator&);
HKU_API Indicator operator<=(const Indicator&, price_t);
HKU_API Indicator operator<=(price_t, const Indicator&);
HKU_API Indicator operator&(const Indicator&, price_t);
HKU_API Indicator operator&(price_t, const Indicator&);
HKU_API Indicator operator|(const Indicator&, price_t);
HKU_API Indicator operator|(price_t, const Indicator&);
} /* namespace hku */
#endif /* INDICATOR_H_ */

46
hikyuu_pywrap/indicator/_Indicator.cpp
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@ -15,7 +15,7 @@ using namespace hku;
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(get_overloads, get, 1, 2)
/*Indicator (*indicator_add1)(const Indicator&, const Indicator&) = operator+;
Indicator (*indicator_add1)(const Indicator&, const Indicator&) = operator+;
Indicator (*indicator_sub1)(const Indicator&, const Indicator&) = operator-;
Indicator (*indicator_mul1)(const Indicator&, const Indicator&) = operator*;
Indicator (*indicator_div1)(const Indicator&, const Indicator&) = operator/;
@ -25,6 +25,8 @@ Indicator (*indicator_gt1)(const Indicator&, const Indicator&) = operator>;
Indicator (*indicator_lt1)(const Indicator&, const Indicator&) = operator<;
Indicator (*indicator_ge1)(const Indicator&, const Indicator&) = operator>=;
Indicator (*indicator_le1)(const Indicator&, const Indicator&) = operator<=;
Indicator (*indicator_and1)(const Indicator&, const Indicator&) = operator&;
Indicator (*indicator_or1)(const Indicator&, const Indicator&) = operator|;
Indicator (*indicator_add2)(const Indicator&, price_t) = operator+;
Indicator (*indicator_sub2)(const Indicator&, price_t) = operator-;
@ -36,7 +38,9 @@ Indicator (*indicator_gt2)(const Indicator&, price_t) = operator>;
Indicator (*indicator_lt2)(const Indicator&, price_t) = operator<;
Indicator (*indicator_ge2)(const Indicator&, price_t) = operator>=;
Indicator (*indicator_le2)(const Indicator&, price_t) = operator<=;
*/
Indicator (*indicator_and2)(const Indicator&, price_t) = operator&;
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;
@ -60,22 +64,34 @@ void export_Indicator() {
.def("getResultAsPriceList", &Indicator::getResultAsPriceList)
.def("__len__", &Indicator::size)
.def("__call__", &Indicator::operator())
/* .def("__add__", &Indicator::operator+)
.def("__sub__", &Indicator::operator-)
.def("__mul__", &Indicator::operator*)
.def("__div__", &Indicator::operator/)
.def("__truediv__", &Indicator::operator/)
.def("__eq__", &Indicator::operator==)
.def("__ne__", &Indicator::operator!=)
.def("__gt__", &Indicator::operator>)
.def("__lt__", &Indicator::operator<)
.def("__ge__", &Indicator::operator>=)
.def("__le__", &Indicator::operator<=)*/
#if HKU_PYTHON_SUPPORT_PICKLE
.def_pickle(normal_pickle_suite<Indicator>())
#endif
;
def("indicator_add", indicator_add1);
def("indicator_sub", indicator_sub1);
def("indicator_mul", indicator_mul1);
def("indicator_div", indicator_div1);
def("indicator_eq", indicator_eq1);
def("indicator_ne", indicator_ne1);
def("indicator_gt", indicator_gt1);
def("indicator_lt", indicator_lt1);
def("indicator_ge", indicator_ge1);
def("indicator_le", indicator_le1);
def("indicator_and", indicator_and1);
def("indicator_or", indicator_or1);
def("indicator_add", indicator_add2);
def("indicator_sub", indicator_sub2);
def("indicator_mul", indicator_mul2);
def("indicator_div", indicator_div2);
def("indicator_eq", indicator_eq2);
def("indicator_ne", indicator_ne2);
def("indicator_gt", indicator_gt2);
def("indicator_lt", indicator_lt2);
def("indicator_ge", indicator_ge2);
def("indicator_le", indicator_le2);
def("indicator_and", indicator_and2);
def("indicator_or", indicator_or2);
}

2
xmake.lua
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@ -78,7 +78,7 @@ end
add_subdirs("./hikyuu_cpp/hikyuu_utils")
-- add_subdirs("./hikyuu_cpp/importdata")
add_subdirs("./hikyuu_cpp/hikyuu")
--add_subdirs("./hikyuu_pywrap")
add_subdirs("./hikyuu_pywrap")
add_subdirs("./hikyuu_cpp/unit_test")
add_subdirs("./hikyuu_cpp/demo")