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Merge pull request #10 from fasiondog/master

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update 20230612
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pchaos 2023-06-12 18:41:09 +08:00 committed by GitHub
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25 changed files with 158 additions and 362 deletions
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2
.github/workflows/ubuntu.yml vendored
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@ -28,7 +28,7 @@ jobs:
- name: test
run: |
sudo apt-get install -y libhdf5-dev libsqlite3-dev
sudo apt-get install -y libsqlite3-dev
cd ./hikyuu
export BOOST_ROOT=./boost_1_75_0
export BOOST_LIB=./boost_1_75_0/stage/lib

4
README.rst
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@ -76,3 +76,7 @@ Hikyuu Quant Framework是一款基于C++/Python的开源量化交易研究框架
- **安全、自由、隐私，搭建自己的专属云量化平台** 结合 Python + Jupyter 的强大能力与云服务器，可以搭建自己专属的云量化平台。将Jupyter部署在云服务器上，随时随地的访问自己的云平台，即刻实现自己新的想法，如下图所示通过手机访问自己的云平台。结合Python强大成熟的数据分析、人工智能工具（如 numpy、scipy、pandas、TensorFlow)搭建更强大的人工智能平台。
- **数据存储方式可扩展** 目前支持本地HDF5格式、MySQL存储。默认使用HDF5，数据文件体积小、速度更快、备份更便利。截止至2017年4月21日，沪市日线数据文件149M、深市日线数据文件184M、5分钟线数据各不到2G。
.. image:: https://api.star-history.com/svg?repos=fasiondog/hikyuu&type=Date
:target: https://star-history.com/#fasiondog/hikyuu&Date
:alt: Star History Chart

6
docs/source/developer.rst
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@ -71,11 +71,13 @@ Linux、macOSX 执行以下指令安装：
5、Linux下安装依赖软件包
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Linux下需安装依赖的开发软件包：hdf-dev、mysqlclient。如 Ubuntu 下，执行以下命令：
Linux下需安装依赖的开发软件包。如 Ubuntu 下，执行以下命令：
.. code-block:: shell
sudo apt-get install -y libhdf5-dev libhdf5-serial-dev libmysqlclient-dev
sudo apt-get install -y libsqlite3-dev
MacOsx 下需要使用 brew 安装 sqlite3, hdf5, mysqlclient 的开发包（具体包名请自行查询）。
6、转 Visual Studio 工程
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

1
hikyuu/data/common_mysql.py
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@ -145,6 +145,7 @@ def get_table(connect, market, code, ktype):
'15min': 'min15',
'30min': 'min30',
'60min': 'min60',
'hour2': 'hour2',
'min1': 'min',
'min5': 'min5',
'min15': 'min15',

4
hikyuu/data/mysql_upgrade/createdb.sql
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@ -12,8 +12,8 @@ CREATE TABLE `hku_base`.`market` (
COLLATE='utf8_general_ci'
ENGINE=InnoDB
;
INSERT INTO `hku_base`.`market` (marketid,market,name,description,code,lastDate) VALUES (1,'SH','上海证劵交易所','上海市场','000001',19901219);
INSERT INTO `hku_base`.`market` (marketid,market,name,description,code,lastDate) VALUES (2,'SZ','深圳证劵交易所','深圳市场','399001',19901219);
INSERT INTO `hku_base`.`market` (marketid,market,name,description,code,lastDate) VALUES (1,'SH','上海证券交易所','上海市场','000001',19901219);
INSERT INTO `hku_base`.`market` (marketid,market,name,description,code,lastDate) VALUES (2,'SZ','深圳证券交易所','深圳市场','399001',19901219);
CREATE TABLE `hku_base`.`stkweight` (

4
hikyuu/data/sqlite_upgrade/createdb.sql
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@ -25,8 +25,8 @@ INSERT INTO `stocktypeinfo` (tickValue,precision,id,type,description,tick,minTra
INSERT INTO `stocktypeinfo` (tickValue,precision,id,type,description,tick,minTradeNumber,maxTradeNumber) VALUES (0.01,2,8,8,'创业板',0.01,100,1000000);
CREATE TABLE Stock (stockid INTEGER PRIMARY KEY, marketid INTEGER, code VARCHAR(20), name VARCHAR(60), type INTEGER, valid INTEGER, startDate INTEGER, endDate INTEGER);
CREATE TABLE Market (marketid INTEGER PRIMARY KEY, market VARCHAR(10), name VARCHAR(60), description VARCHAR(100), code VARCHAR(20), lastDate INTEGER);
INSERT INTO `Market` (marketid,market,name,description,code,lastDate) VALUES (1,'SH','上海证劵交易所','上海市场','000001',19901219);
INSERT INTO `Market` (marketid,market,name,description,code,lastDate) VALUES (2,'SZ','深圳证劵交易所','深圳市场','399001',19901219);
INSERT INTO `Market` (marketid,market,name,description,code,lastDate) VALUES (1,'SH','上海证券交易所','上海市场','000001',19901219);
INSERT INTO `Market` (marketid,market,name,description,code,lastDate) VALUES (2,'SZ','深圳证券交易所','深圳市场','399001',19901219);
CREATE TABLE CodeRuleType (id INTEGER PRIMARY KEY, marketid INTEGER, codepre VARCHAR(20), type INTEGER, description VARCHAR(100));
INSERT INTO `coderuletype` (id,marketid,codepre,type,description) VALUES (1,1,'000',2,'上证指数');

12
hikyuu/draw/drawplot/__init__.py
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@ -57,7 +57,6 @@ from .bokeh_draw import ax_draw_macd as bk_ax_draw_macd
from .bokeh_draw import ax_draw_macd2 as bk_ax_draw_macd2
from .bokeh_draw import sgplot as bk_sgplot
g_draw_engine = 'matplotlib'
@ -249,6 +248,13 @@ def ax_set_locator_formatter(axes, dates, typ):
use_draw_engine('matplotlib')
__all__ = [
'use_draw_engine', 'get_current_draw_engine', 'create_figure', 'gcf', 'show_gcf', 'gca',
'ax_draw_macd', 'ax_draw_macd2'
'use_draw_engine',
'get_current_draw_engine',
'create_figure',
'gcf',
'show_gcf',
'gca',
'ax_draw_macd',
'ax_draw_macd2',
'use_bokeh_in_notebook',
]

10
hikyuu/draw/drawplot/bokeh_draw.py
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@ -7,7 +7,7 @@
from hikyuu import *
from .common import get_draw_title
from bokeh.plotting import Figure, figure, ColumnDataSource
from bokeh.plotting import figure, ColumnDataSource
from bokeh.models import DatetimeTickFormatter, HoverTool, Title, Label
from bokeh.layouts import column
from bokeh.io import output_notebook, output_file, show
@ -31,10 +31,6 @@ def ax_fill_between(self, *args, **kwargs):
pass
Figure.set_xlim = ax_set_xlim
Figure.set_ylim = ax_set_ylim
Figure.fill_between = ax_fill_between
g_use_in_notbook = False
g_figure = None
g_axes = None
@ -212,8 +208,8 @@ def kplot(kdata, new=True, axes=None, colorup='r', colordown='g'):
)
label = Label(
x=axes.plot_width * 0.01,
y=axes.plot_height * 0.82,
x=axes.width * 0.01,
y=axes.height * 0.82,
x_units='screen',
y_units='screen',
text=text,

2
hikyuu/test/MarketInfo.py
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@ -16,7 +16,7 @@ class MarketInfoTest(unittest.TestCase):
def test_market(self):
market = sm.get_market_info("Sh")
self.assertEqual(market.market, "SH")
self.assertEqual(market.name, u"上海证劵交易所")
self.assertEqual(market.name, u"上海证券交易所")
self.assertEqual(market.description, u"上海市场")
self.assertEqual(market.code, "000001")
self.assertEqual(market.last_datetime, Datetime(201112060000))

3
hikyuu_cpp/demo/demo.cpp
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@ -19,8 +19,9 @@ int main(int argc, char* argv[]) {
SetConsoleOutputCP(CP_UTF8);
#endif
//配置文件的位置自行修改
// 配置文件的位置自行修改
hikyuu_init("C:\\Users\\admin\\.hikyuu\\hikyuu.ini");
// hikyuu_init("/home/fasiondog/.hikyuu/hikyuu.ini");
StockManager& sm = StockManager::instance();

2
hikyuu_cpp/demo/xmake.lua
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@ -11,7 +11,7 @@ target("demo")
set_default(false)
end
add_packages("spdlog", "fmt", "flatbuffers")
add_packages("boost", "spdlog", "fmt", "flatbuffers")
add_includedirs("..")
if is_plat("windows") then

2
hikyuu_cpp/hikyuu/MarketInfo.h
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@ -99,7 +99,7 @@ private:
/**
* 输出市场信息，如：
* MarketInfo(SH, 上海证劵交易所, 上海市场, 000001, 2011-Dec-06 00:00:00)
* MarketInfo(SH, 上海证券交易所, 上海市场, 000001, 2011-Dec-06 00:00:00)
* @ingroup StockManage
*/
HKU_API std::ostream& operator<<(std::ostream&, const MarketInfo&);

32
hikyuu_cpp/hikyuu/xmake.lua
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@ -5,8 +5,8 @@ target("hikyuu")
set_kind("shared")
end
add_packages("fmt", "spdlog", "flatbuffers", "nng", "nlohmann_json", "cpp-httplib")
if is_plat("windows", "linux") then
add_packages("boost", "fmt", "spdlog", "flatbuffers", "nng", "nlohmann_json", "cpp-httplib")
if is_plat("windows", "linux", "cross") then
add_packages("sqlite3")
end
@ -38,12 +38,8 @@ target("hikyuu")
add_packages("mysql")
end
if is_plat("linux") then
if is_plat("linux", "cross") then
add_packages("hdf5", "mysql")
add_links("boost_date_time")
add_links("boost_filesystem")
add_links("boost_serialization")
add_links("boost_system")
end
if is_plat("macosx") then
@ -51,6 +47,7 @@ target("hikyuu")
add_links("iconv")
add_includedirs("/usr/local/opt/hdf5/include")
add_linkdirs("/usr/local/opt/hdf5/lib")
add_links("hdf5", "hdf5_cpp")
if os.exists("/usr/local/opt/mysql-client") then
add_includedirs("/usr/local/opt/mysql-client/include")
add_linkdirs("/usr/local/opt/mysql-client/lib")
@ -63,30 +60,13 @@ target("hikyuu")
end
add_links("mysqlclient")
add_links("sqlite3")
add_links("boost_date_time")
add_links("boost_filesystem")
add_links("boost_serialization")
add_links("boost_system")
end
if is_plat("windows") then
-- nng 静态链接需要的系统库
add_syslinks("ws2_32", "advapi32")
end
-- add files
add_files("./**.cpp")
add_headerfiles("../(hikyuu/**.h)|**doc.h")
on_load(function(target)
assert(os.getenv("BOOST_ROOT"), [[Missing environment variable: BOOST_ROOT
You need to specify where the boost headers is via the BOOST_ROOT variable!]])
assert(os.getenv("BOOST_LIB"), [[Missing environment variable: BOOST_LIB
You need to specify where the boost library is via the BOOST_LIB variable!]])
end)
before_build(function(target)
if is_plat("macosx") then
if not os.exists("/usr/local/include/mysql") then
@ -100,10 +80,6 @@ You need to specify where the boost library is via the BOOST_LIB variable!]])
end)
after_build(function(target)
if is_plat("linux") then
os.cp("$(env BOOST_LIB)/libboost_*.so.*", "$(buildir)/$(mode)/$(plat)/$(arch)/lib/")
end
-- 不同平台的库后缀名
local lib_suffix = ".so"
if is_plat("windows") then

2
hikyuu_cpp/hikyuu_server/xmake.lua
View File

@ -1,7 +1,7 @@
target("hkuserver")
set_kind("binary")
add_packages("fmt", "spdlog", "flatbuffers", "nng", "nlohmann_json", "sqlite3", "zlib")
add_packages("boost", "fmt", "spdlog", "flatbuffers", "nng", "nlohmann_json", "sqlite3", "zlib")
add_deps("hikyuu")
add_includedirs(".")

34
hikyuu_cpp/unit_test/hikyuu/datetime/test_TimeDelta.cpp
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@ -29,33 +29,33 @@ namespace bd = boost::gregorian;
/** @par 检测点 */
TEST_CASE("test_TimeDelta") {
/** @arg days 超出限定值 */
CHECK_THROWS_AS(TimeDelta(99999999LL + 1), hku::exception);
CHECK_THROWS_AS(TimeDelta(-99999999LL - 1), hku::exception);
CHECK_THROWS(TimeDelta(99999999LL + 1));
CHECK_THROWS(TimeDelta(-99999999LL - 1));
#if !HKU_DISABLE_ASSERT
/** @arg hours 超出限定值 */
CHECK_THROWS_AS(TimeDelta(0, 100001), hku::exception);
CHECK_THROWS_AS(TimeDelta(0, -100001), hku::exception);
CHECK_THROWS(TimeDelta(0, 100001));
CHECK_THROWS(TimeDelta(0, -100001));
/** @arg minutes 超出限定值 */
CHECK_THROWS_AS(TimeDelta(0, 0, 100001), hku::exception);
CHECK_THROWS_AS(TimeDelta(0, 0, -100001), hku::exception);
CHECK_THROWS(TimeDelta(0, 0, 100001));
CHECK_THROWS(TimeDelta(0, 0, -100001));
/** @arg seconds 超出限定值 */
CHECK_THROWS_AS(TimeDelta(0, 0, 0, 8640000), hku::exception);
CHECK_THROWS_AS(TimeDelta(0, 0, 0, -8640000), hku::exception);
CHECK_THROWS(TimeDelta(0, 0, 0, 8640000));
CHECK_THROWS(TimeDelta(0, 0, 0, -8640000));
/** @arg milliseconds 超出限定值 */
CHECK_THROWS_AS(TimeDelta(0, 0, 0, 0, 8640000000000), hku::exception);
CHECK_THROWS_AS(TimeDelta(0, 0, 0, 0, -8640000000000), hku::exception);
CHECK_THROWS(TimeDelta(0, 0, 0, 0, 8640000000000));
CHECK_THROWS(TimeDelta(0, 0, 0, 0, -8640000000000));
/** @arg microseconds 超出限定值 */
CHECK_THROWS_AS(TimeDelta(0, 0, 0, 0, 0, 8640000000000), hku::exception);
CHECK_THROWS_AS(TimeDelta(0, 0, 0, 0, 0, -8640000000000), hku::exception);
CHECK_THROWS(TimeDelta(0, 0, 0, 0, 0, 8640000000000));
CHECK_THROWS(TimeDelta(0, 0, 0, 0, 0, -8640000000000));
#endif
/** @arg microseconds总值超出限定值 */
CHECK_THROWS_AS(TimeDelta(99999999LL, 23, 59, 60, 999, 999), hku::exception);
CHECK_THROWS(TimeDelta(99999999LL, 23, 59, 60, 999, 999));
/** @arg 正常初始化，时分秒毫秒微秒都在各自的进制范围内 */
TimeDelta td(7, 10, 20, 3, 5, 7);
@ -298,7 +298,7 @@ TEST_CASE("test_TimeDelta_operator") {
CHECK(td == TimeDelta(2));
/** @arg 除以 0 */
CHECK_THROWS_AS(TimeDelta(1) / 0, hku::exception);
CHECK_THROWS(TimeDelta(1) / 0);
/** @arg 正常除法 */
CHECK(TimeDelta(2) / 2 == TimeDelta(1));
@ -307,16 +307,16 @@ TEST_CASE("test_TimeDelta_operator") {
CHECK(Microseconds(2) / 3 == Microseconds(1));
/** @arg 地板除 */
CHECK_THROWS_AS(TimeDelta(1).floorDiv(0), hku::exception);
CHECK_THROWS(TimeDelta(1).floorDiv(0));
CHECK(TimeDelta(2).floorDiv(2) == TimeDelta(1));
CHECK(Microseconds(1).floorDiv(3) == TimeDelta(0));
CHECK(Microseconds(2).floorDiv(3) == TimeDelta(0));
/** @arg 除以 zero TimeDelta */
CHECK_THROWS_AS(TimeDelta(1) / TimeDelta(), hku::exception);
CHECK_THROWS(TimeDelta(1) / TimeDelta());
/** @arg 对零时长取余 */
CHECK_THROWS_AS(TimeDelta(1) % TimeDelta(), hku::exception);
CHECK_THROWS(TimeDelta(1) % TimeDelta());
/** @arg 取余 */
CHECK(TimeDelta(3) % TimeDelta(2) == TimeDelta(1));

2
hikyuu_cpp/unit_test/hikyuu/hikyuu/test_StockManager.cpp
View File

@ -72,7 +72,7 @@ TEST_CASE("test_StockManager_getMarketInfo") {
CHECK_NE(marketInfo, Null<MarketInfo>());
CHECK_EQ(marketInfo.market(), "SH");
CHECK_EQ(marketInfo.code(), "000001");
CHECK_EQ(marketInfo.name(), "上海证劵交易所");
CHECK_EQ(marketInfo.name(), "上海证券交易所");
CHECK_EQ(marketInfo.description(), "上海市场");
CHECK_EQ(marketInfo.lastDate(), Datetime(201112060000L));
CHECK_EQ(marketInfo.openTime1(), TimeDelta(0, 9, 30));

16
hikyuu_cpp/unit_test/xmake.lua
View File

@ -40,7 +40,7 @@ target("unit-test")
set_kind("binary")
set_default(false)
add_packages("fmt", "spdlog", "doctest", "mysql", "sqlite3")
add_packages("boost", "fmt", "spdlog", "doctest", "mysql", "sqlite3")
add_includedirs("..")
@ -64,9 +64,9 @@ target("unit-test")
add_deps("hikyuu")
if is_plat("linux") or is_plat("macosx") then
add_links("boost_unit_test_framework")
add_links("boost_filesystem")
add_links("boost_serialization")
-- add_links("boost_unit_test_framework")
-- add_links("boost_filesystem")
-- add_links("boost_serialization")
add_links("sqlite3")
add_shflags("-Wl,-rpath=$ORIGIN", "-Wl,-rpath=$ORIGIN/../lib")
end
@ -86,7 +86,7 @@ target("small-test")
set_kind("binary")
set_default(false)
add_packages("fmt", "spdlog", "doctest", "mysql", "sqlite3")
add_packages("boost", "fmt", "spdlog", "doctest", "mysql", "sqlite3")
add_includedirs("..")
--add_defines("BOOST_TEST_DYN_LINK")
@ -111,9 +111,9 @@ target("small-test")
add_deps("hikyuu")
if is_plat("linux") or is_plat("macosx") then
add_links("boost_unit_test_framework")
add_links("boost_filesystem")
add_links("boost_atomic")
-- add_links("boost_unit_test_framework")
-- add_links("boost_filesystem")
-- add_links("boost_atomic")
add_shflags("-Wl,-rpath=$ORIGIN", "-Wl,-rpath=$ORIGIN/../lib")
end

19
hikyuu_extern_libs/packages/h/hdf5/xmake.lua
View File

@ -5,21 +5,24 @@ package("hdf5")
set_license("BSD-3-Clause")
if is_plat("windows") then
add_urls("https://github.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5-$(version)-win-x64.zip")
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-win-x64.zip")
add_versions("1.12.2", "388d455c917b153f3410e8ca0c857ee37a575d859a70ecb6e16d4fb43b1d201c")
add_versions("1.10.4", "253b23baada1d9c86cb4424595eba366b6844c384a5e0aafebf0893a1148f25f")
elseif is_plat("linux") then
add_urls("https://github.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5-$(version)-linux-x64.zip",
"https://gitee.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5-$(version)-linux-x64.zip")
elseif is_plat("linux") and is_arch("x86_64") then
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-linux-x64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-linux-x64.zip")
add_versions("1.12.2", "e0f4357ea7bfa0132c3edba9b517635736191f920ce7a3aeef5e89dbe5b2dd27")
elseif is_plat("linux", "cross") and is_arch("aarch64", "arm64.*") then
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-linux-aarch64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5-$(version)-linux-aarch64.zip")
add_versions("1.12.2", "d73a880d9dfede0d5db1e30555fa251ca82efa437a0d93b46f5e64e87e71fc63")
end
on_load("windows", "linux", function (package)
on_load("windows", "linux", "cross", function (package)
package:add("defines", "H5_BUILT_AS_DYNAMIC_LIB")
end)
on_install("windows", "linux", function (package)
on_install("windows", "linux", "cross", function (package)
os.cp("include", package:installdir())
os.cp("lib", package:installdir())
if package:is_plat("windows") then

5
hikyuu_extern_libs/packages/h/hdf5_D/xmake.lua
View File

@ -5,10 +5,9 @@ package("hdf5_D")
set_license("BSD-3-Clause")
if is_plat("windows") then
add_urls("https://github.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5_D-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu/releases/download/1.1.9/hdf5_D-$(version)-win-x64.zip")
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5_D-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/hdf5_D-$(version)-win-x64.zip")
add_versions("1.12.2", "6ea3ab5a4b0bb0f48eaef28cfe747ac5c072c06519a4888c1a59cfaf75399049")
add_versions("1.10.4", "5b1bd27e054f885bf9cac0beffcacbe180e251c5d8c12c0652a96055f2784b46")
end
on_load("windows", function (package)

16
hikyuu_extern_libs/packages/m/mysql/xmake.lua
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@ -4,16 +4,20 @@ package("mysql")
set_description("Open source relational database management system.")
if is_plat("windows") then
add_urls("https://github.com/fasiondog/hikyuu/releases/download/1.1.9/mysql-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu/attach_files/935339/download/mysql-$(version)-win-x64.zip")
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-win-x64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-win-x64.zip")
add_versions("8.0.21", "de21694aa230a00b52b28babbce9bb150d990ba1f539edf8d193586dce3844ae")
elseif is_plat("linux") then
add_urls("https://github.com/fasiondog/hikyuu/releases/download/1.1.9/mysql-$(version)-linux-x86_64.zip",
"https://gitee.com/fasiondog/hikyuu/releases/download/1.1.9/mysql-$(version)-linux-x86_64.zip")
elseif is_plat("linux") and is_arch("x86_64") then
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-linux-x86_64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-linux-x86_64.zip")
add_versions("8.0.31", "1775a94f4a59cfb03593e6e70891de33a0cc8713573afdfc9ca0482415a8ecd3")
elseif is_plat("linux", "cross") and is_arch("aarch64", "arm64.*") then
add_urls("https://github.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-linux-aarch64.zip",
"https://gitee.com/fasiondog/hikyuu_extern_libs/releases/download/1.0.0/mysql-$(version)-linux-aarch64.zip")
add_versions("8.0.21", "5ceb31ddc75bfaa0ec5324fa1564dae3abdb7ea9d3f0763f10d06e871d21d7d4")
end
on_install("windows", "linux", function (package)
on_install("windows", "linux", "cross", function (package)
os.cp("include", package:installdir())
os.cp("lib", package:installdir())
if package:is_plat("windows") then

129
hikyuu_pywrap/xmake.lua
View File

@ -1,38 +1,18 @@
option("boost-python-suffix")
set_default("3X")
option("pyver")
set_default("3.9")
set_showmenu(true)
set_category("hikyuu")
set_description("Set suffix of libboost_python. ",
"Boost.python 1.67 later use 3x like libboost_python35, ",
"but older is libboost_python3",
" - 3X autocheck for 35, 36, 37, 3x")
set_description("Use python version xy")
option_end()
add_includedirs("../hikyuu_cpp")
-- Can't use static boost.python lib, the function that using 'arg' will load failed!
--add_defines("BOOST_PYTHON_STATIC_LIB")
if is_plat("windows") then
add_defines("HKU_API=__declspec(dllimport)")
add_cxflags("-wd4566")
end
local cc = get_config("cc")
local cxx = get_config("cxx")
if (cc and string.find(cc, "clang")) or (cxx and string.find(cxx, "clang")) then
add_cxflags("-Wno-error=parentheses-equality -Wno-error=missing-braces")
end
--on_load("xmake_on_load")
target("core")
set_kind("shared")
if is_mode("debug") then
set_default(false) --会默认禁用这个target的编译，除非显示指定xmake build _hikyuu才会去编译，但是target还存在，里面的files会保留到vcproj
--set_enable(false) --set_enable(false)会彻底禁用这个target，连target的meta也不会被加载，vcproj不会保留它
end
add_packages("fmt", "spdlog", "flatbuffers", "cpp-httplib")
add_packages("boost", "fmt", "spdlog", "flatbuffers", "cpp-httplib")
add_deps("hikyuu")
if is_plat("windows") then
set_filename("core.pyd")
@ -40,71 +20,40 @@ target("core")
else
set_filename("core.so")
end
if is_plat("windows") then
add_defines("HKU_API=__declspec(dllimport)")
add_cxflags("-wd4566")
end
local cc = get_config("cc")
local cxx = get_config("cxx")
if (cc and string.find(cc, "clang")) or (cxx and string.find(cxx, "clang")) then
add_cxflags("-Wno-error=parentheses-equality -Wno-error=missing-braces")
end
add_includedirs("../hikyuu_cpp")
add_files("./**.cpp")
add_rpathdirs("$ORIGIN", "$ORIGIN/lib", "$ORIGIN/../lib")
on_load(function(target)
import("lib.detect.find_tool")
if is_plat("windows") then
-- detect installed python3
local python = assert(find_tool("python3", {version = true}), "python not found, please install it first! note: python version must > 3.0")
assert(python.version > "3", python.version .. " python version must > 3.0, please use python3.0 or later!")
-- find python include and libs directory
local pydir = os.iorun("python -c \"import sys; print(sys.executable)\"")
pydir = path.directory(pydir)
target:add("includedirs", pydir .. "/include")
target:add("linkdirs", pydir .. "/libs")
return
end
if is_plat("macosx") then
local libdir = os.iorun("python3-config --prefix"):trim() .. "/lib"
target:add("linkdirs", libdir)
local out, err = os.iorun("python3 --version")
local ver = (out .. err):trim()
local python_lib = format("python%s.%sm", string.sub(ver,8,8), string.sub(ver,10,10))
local pyver = tonumber(format("%s.%s", string.sub(ver,8,8), string.sub(ver,10,10)))
if pyver >= 3.8 then
python_lib = format("python%s.%s", string.sub(ver,8,8), string.sub(ver,10,10))
end
target:add("links", python_lib)
end
-- get python include directory.
local pydir = try { function () return os.iorun("python3-config --includes"):trim() end }
assert(pydir, "python3-config not found!")
target:add("cxflags", pydir)
-- get suffix configure for link libboost_pythonX.so
local suffix = get_config("boost-python-suffix")
if suffix == nil then
raise("You need to config --boost-python-suffix specify libboost_python suffix")
end
suffix = string.upper(suffix)
if suffix == "3X" then
local out, err = os.iorun("python3 --version")
local ver = (out .. err):trim()
local boost_python_lib = "boost_python"..string.sub(ver,8,8)..string.sub(ver,10,10)
target:add("links", boost_python_lib)
else
target:add("links", "boost_python"..suffix)
end
end)
-- on_load(function(target)
-- import("lib.detect.find_tool")
-- import("lib.detect.find_path")
-- local python = assert(find_tool("python3", {version = true}), "python not found, please install it first! note: python version must > 3.0")
-- local exepath = path.directory(python.program)
-- if is_host("windows") then
-- includepath = find_path("Python.h", {exepath}, {suffixes = {"include"}})
-- else
-- local pyver = python.version:match("%d+.%d+")
-- includepath = find_path("Python.h", {path.directory(exepath)}, {suffixes = {"include/python" .. pyver}})
-- end
-- target:add("includedirs", includepath)
-- end)
after_build(function(target)
if is_plat("macosx") then
local out, err = os.iorun("python3 --version")
local ver = (out .. err):trim()
local boost_python_lib = format("libboost_python%s%s.dylib", string.sub(ver,8,8), string.sub(ver,10,10))
os.run(format("install_name_tool -change @rpath/libhikyuu.dylib @loader_path/libhikyuu.dylib %s/%s", target:targetdir(), "core.so"))
os.run(format("install_name_tool -change @rpath/libboost_date_time.dylib @loader_path/libboost_date_time.dylib %s/%s", target:targetdir(), "core.so"))
os.run(format("install_name_tool -change @rpath/libboost_filesystem.dylib @loader_path/libboost_filesystem.dylib %s/%s", target:targetdir(), "core.so"))
os.run(format("install_name_tool -change @rpath/libboost_system.dylib @loader_path/libboost_system.dylib %s/%s", target:targetdir(), "core.so"))
os.run(format("install_name_tool -change @rpath/libboost_serialization.dylib @loader_path/libboost_serialization.dylib %s/%s", target:targetdir(), "core.so"))
os.run(format("install_name_tool -change @rpath/%s @loader_path/%s %s/%s", boost_python_lib, boost_python_lib, target:targetdir(), "core.so"))
end
local dst_dir = "$(projectdir)/hikyuu/cpp/"
@ -118,22 +67,6 @@ target("core")
os.trycp(target:targetdir() .. '/*.so', dst_dir)
os.trycp(target:targetdir() .. '/*.so.*', dst_dir)
end
os.cp("$(env BOOST_LIB)/boost_date_time*.dll", dst_dir)
os.cp("$(env BOOST_LIB)/boost_filesystem*.dll", dst_dir)
os.cp("$(env BOOST_LIB)/boost_python3*.dll", dst_dir)
os.cp("$(env BOOST_LIB)/boost_serialization*.dll", dst_dir)
os.cp("$(env BOOST_LIB)/boost_system*.dll", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_date_time*.so.*", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_filesystem*.so.*", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_python3*.so.*", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_serialization*.so.*", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_system*.so.*", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_date_time*.dylib", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_filesystem*.dylib", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_python3*.dylib", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_serialization*.dylib", dst_dir)
os.cp("$(env BOOST_LIB)/libboost_system*.dylib", dst_dir)
end)

48
hikyuu_pywrap/xmake_on_load.lua
View File

@ -1,48 +0,0 @@
import("lib.detect.find_tool")
function main(target)
if is_plat("windows") then
-- detect installed python3
local python = assert(find_tool("python3", {version = true}), "python not found, please install it first! note: python version must > 3.0")
assert(python.version > "3", python.version .. " python version must > 3.0, please use python3.0 or later!")
-- find python include and libs directory
local pydir = os.iorun("python -c \"import sys; print(sys.executable)\"")
pydir = path.directory(pydir)
target:add("includedirs", pydir .. "/include")
target:add("linkdirs", pydir .. "/libs")
return
end
target:add("rpathdirs", "$ORIGIN", "$ORIGIN/lib", "$ORIGIN/../lib")
if is_plat("macosx") then
local libdir = os.iorun("python3-config --prefix"):trim() .. "/lib"
target:add("linkdirs", libdir)
local out, err = os.iorun("python3 --version")
local ver = (out .. err):trim()
local python_lib = format("python%s.%sm", string.sub(ver,8,8), string.sub(ver,10,10))
target:add("links", python_lib)
end
-- get python include directory.
local pydir = try { function () return os.iorun("python3-config --includes"):trim() end }
assert(pydir, "python3-config not found!")
target:add("cxflags", pydir)
-- get suffix configure for link libboost_pythonX.so
local suffix = get_config("boost-python-suffix")
if suffix == nil then
raise("You need to config --boost-python-suffix specify libboost_python suffix")
end
suffix = string.upper(suffix)
if suffix == "3X" then
local out, err = os.iorun("python3 --version")
local ver = (out .. err):trim()
local boost_python_lib = "boost_python"..string.sub(ver,8,8)..string.sub(ver,10,10)
target:add("links", boost_python_lib)
else
target:add("links", "boost_python"..suffix)
end
end

133
setup.py
View File

@ -20,38 +20,14 @@ def check_xmake():
return False if xmake != 0 else True
def get_boost_envrionment():
"""
获取 BOOST 环境变量设置
@return (current_boost_root, current_boost_lib)
"""
current_dir = os.getcwd()
current_boost_root = ''
current_boost_lib = ''
if 'BOOST_ROOT' in os.environ:
current_boost_root = os.environ['BOOST_ROOT']
if 'BOOST_LIB' in os.environ:
current_boost_lib = os.environ['BOOST_LIB']
else:
current_boost_lib = current_boost_root + '/stage/lib'
os.environ['BOOST_LIB'] = current_boost_lib
else:
for dir in os.listdir():
if len(dir) >= 5 and dir[:5] == 'boost' and os.path.isdir(dir):
current_boost_root = current_dir + '/' + dir
current_boost_lib = current_dir + '/' + dir + '/stage/lib'
os.environ['BOOST_ROOT'] = current_boost_root
os.environ['BOOST_LIB'] = current_boost_lib
return (current_boost_root, current_boost_lib)
def get_python_version():
"""获取当前 python版本"""
py_version = platform.python_version_tuple()
min_version = int(py_version[1])
main_version = int(py_version[0])
py_version = main_version * 10 + min_version if min_version < 10 else main_version * 100 + min_version
print('current python version: {}.{}'.format(main_version, min_version))
#py_version = main_version * 10 + min_version if min_version < 10 else main_version * 100 + min_version
py_version = f"{main_version}.{min_version}"
print(f'current python version: {py_version}')
return py_version
@ -64,14 +40,11 @@ def get_current_compile_info():
current_arch = 'x86_64' if current_bits == 64 else 'i386'
py_version = get_python_version()
current_boost_root, current_boost_lib = get_boost_envrionment()
current_compile_info = {
'plat': sys.platform,
'arch': current_arch,
'mode': '',
'py_version': py_version,
'boost_root': current_boost_root,
'boost_lib': current_boost_lib
}
return current_compile_info
@ -87,8 +60,6 @@ def get_history_compile_info():
'arch': '',
'mode': '',
'py_version': 0,
'boost_root': '',
'boost_lib': ''
}
return result
@ -99,43 +70,6 @@ def save_current_compile_info(compile_info):
json.dump(compile_info, f)
def build_boost(mode):
""" 编译依赖的 boost 库 """
new_mode = 'release' if mode == 'release' else 'debug'
current_boost_root, current_boost_lib = get_boost_envrionment()
if current_boost_root == '' or current_boost_lib == '':
print("Can't get boost environment!")
return
current_dir = os.getcwd()
if sys.platform == 'win32':
os.chdir(current_boost_root)
if not os.path.exists('b2.exe'):
os.system('bootstrap.bat')
os.system(
'b2 {} link=static runtime-link=shared address-model=64 -j 4 --with-date_time'
' --with-filesystem --with-system --with-test'.format(mode))
os.system(
'b2 {} link=shared runtime-link=shared address-model=64 -j 4 --with-python'
' --with-serialization'.format(mode))
#os.system(
# 'b2 {} link=shared runtime-link=shared address-model=64 -j 4 --with-python'
# ' --with-date_time --with-filesystem --with-system --with-test'
# ' --with-serialization'.format(mode))
os.chdir(current_dir)
else:
# 新版的 boost 配置 project-cofig.jam 中的 python 版本无效，必须在当前 python 下重新编译 b2
cmd = 'cd {boost} ; ./bootstrap.sh; '\
'./b2 {mode} link=shared address-model=64 -j 4 --with-python --with-serialization; '\
'./b2 {mode} link=static address-model=64 cxxflags=-fPIC -j 4 --with-date_time '\
'--with-filesystem --with-system --with-test --with-atomic; '\
'cd {current}'.format(boost=current_boost_root, mode=mode, current=current_dir)
# cmd = 'cd {boost} ; if [ ! -f "b2" ]; then ./bootstrap.sh ; fi; '\
# './b2 {mode} link=shared address-model=64 -j 4 --with-python --with-serialization '\
# '--with-date_time --with-filesystem --with-system --with-test; '\
# 'cd {current}'.format(boost=current_boost_root, mode=mode, current=current_dir)
os.system(cmd)
def clear_with_python_changed(mode):
"""
python版本发生变化时，清理之前的python编译结果
@ -166,9 +100,6 @@ def clear_with_python_changed(mode):
exit(0)
if os.path.lexists(build_pywrap_dir):
shutil.rmtree(build_pywrap_dir)
current_boost_root, _ = get_boost_envrionment()
if os.path.lexists('{}/bin.v2/libs/python'.format(current_boost_root)):
shutil.rmtree('{}/bin.v2/libs/python'.format(current_boost_root))
#------------------------------------------------------------------------------
@ -186,27 +117,16 @@ def start_build(verbose=False, mode='release', worker_num=2):
current_compile_info['mode'] = mode
py_version = current_compile_info['py_version']
if py_version != 0 and py_version < 31:
print("Python version must >= 3.1 !")
return
current_boost_root = current_compile_info['boost_root']
current_boost_lib = current_compile_info['boost_lib']
if current_boost_root == '' or current_boost_lib == '':
print("Please configure BOOST")
exit(0)
print('BOOST_ROOT:', current_boost_root)
print('BOOST_LIB:', current_boost_lib)
#如果 python版本或者编译模式发生变化，则编译依赖的 boost 库（boost.python)
history_compile_info = get_history_compile_info()
if py_version != history_compile_info[
'py_version'] or history_compile_info['mode'] != mode:
clear_with_python_changed(mode)
print('\ncompile boost ...')
build_boost(mode)
os.system("xmake f {} -c -y -m {}".format("-v -D" if verbose else "",
mode))
cmd = "xmake f {} -c -y -m {} --pyver={}".format(
"-v -D" if verbose else "", mode, py_version)
print(cmd)
os.system(cmd)
os.system("xmake -j {} -b {} hikyuu".format(worker_num,
"-v -D" if verbose else ""))
@ -277,7 +197,7 @@ def test(all, compile, verbose, mode, case, j):
'' if case == '' else '--test-case={}'.format(case)))
def clear_build(with_boost):
def clear_build():
""" 清除当前编译设置及结果 """
if os.path.lexists('.xmake'):
print('delete .xmake')
@ -291,26 +211,13 @@ def clear_build(with_boost):
if os.path.exists('compile_info'):
print('delete compile_info')
os.remove('compile_info')
for r, _, f_list in os.walk('hikyuu'):
for name in f_list:
if (name != 'UnRAR.exe' and len(name) > 4 and name[-4:] in ('.dll','.exe','.pyd')) \
or (len(name) > 3 and name[-3:] == '.so') \
or (len(name) > 8 and name[:9] == 'libboost_') \
or (len(name) > 6 and name[-6:] == '.dylib'):
print('delete', r + '/' + name)
os.remove(os.path.join(r, name))
if with_boost:
_, boost_lib_dir = get_boost_envrionment()
if os.path.lexists(boost_lib_dir):
shutil.rmtree(boost_lib_dir)
print('clear finished!')
os.system("xmake clean")
@click.command()
@click.option("-with_boost", "--with_boost", is_flag=True, help='清除相应的BOOST库')
def clear(with_boost):
clear_build(with_boost)
def clear():
clear_build()
@click.command()
@ -321,8 +228,8 @@ def uninstall():
else:
usr_dir = os.path.expanduser('~')
py_version = get_python_version()
site_lib_dir = '{}/.local/lib/python{:>.1f}/site-packages'.format(
usr_dir, py_version * 0.1)
site_lib_dir = '{}/.local/lib/python{}/site-packages'.format(
usr_dir, py_version)
for dir in os.listdir(site_lib_dir):
if dir == 'hikyuu' or (len(dir) > 6 and dir[:6] == 'Hikyuu'):
print('delete', site_lib_dir + '/' + dir)
@ -340,9 +247,8 @@ def install():
install_dir = sys.base_prefix + "\\Lib\\site-packages\\hikyuu"
else:
usr_dir = os.path.expanduser('~')
install_dir = '{}/.local/lib/python{:>.1f}/site-packages/hikyuu'.format(
usr_dir,
get_python_version() * 0.1)
install_dir = '{}/.local/lib/python{}/site-packages/hikyuu'.format(
usr_dir, get_python_version())
try:
shutil.rmtree(install_dir)
except:
@ -356,7 +262,7 @@ def install():
def wheel(j):
""" 生成 python 的 wheel 安装包 """
# 清理之前遗留的打包产物
clear_build(with_boost=True)
clear_build()
# 尝试编译
start_build(False, 'release', j)
@ -382,14 +288,15 @@ def wheel(j):
return
py_version = get_python_version()
main_ver, min_ver = py_version.split()
if current_plat == 'win32':
cmd = 'python sub_setup.py bdist_wheel --python-tag cp{} -p {}'.format(
py_version, plat)
cmd = 'python sub_setup.py bdist_wheel --python-tag cp{} -p {}{}'.format(
main_ver, min_ver, plat)
print(cmd)
os.system(cmd)
else:
cmd = 'python3 sub_setup.py bdist_wheel --python-tag cp{} -p {}'.format(
py_version, plat)
cmd = 'python3 sub_setup.py bdist_wheel --python-tag cp{} -p {}{}'.format(
main_ver, min_ver, plat)
print(cmd)
os.system(cmd)

BIN
test_data/stock.db
View File

Binary file not shown.

32
xmake.lua
View File

@ -37,11 +37,12 @@ else
end
-- set language: C99, c++ standard
set_languages("cxx17", "C99")
set_languages("cxx17", "c99")
local boost_version = "1.81.0"
local hdf5_version = "1.12.2"
local mysql_version = "8.0.31"
if is_plat("windows") then
if is_plat("windows") or (is_plat("linux", "cross") and is_arch("aarch64", "arm64.*"))then
mysql_version = "8.0.21"
end
@ -54,18 +55,31 @@ if is_plat("windows") then
add_requires("hdf5_D " .. hdf5_version)
end
add_requires("mysql " .. mysql_version)
elseif is_plat("linux") then
elseif is_plat("linux", "cross") then
add_requires("hdf5 " .. hdf5_version, {system = false})
add_requires("mysql " .. mysql_version, {system = false})
elseif is_plat("macosx") then
add_requires("brew::hdf5")
add_requires("brew::hdf5")
end
add_requires("boost " .. boost_version, {system=false,
configs = {
shared=is_plat("windows") and true or false,
vs_runtime="MD",
data_time=true,
filesystem=true,
serialization=true,
system=true,
python=true,
pyver = get_config("pyver"),
}})
-- add_requires("fmt 8.1.1", {system=false, configs = {header_only = true}})
add_requires("spdlog", {system=false, configs = {header_only = true, fmt_external=true, vs_runtime = "MD"}})
add_requireconfs("spdlog.fmt", {override = true, version = "8.1.1", configs = {header_only = true}})
add_requires("sqlite3", {system=false, configs = {shared=true, vs_runtime="MD", cxflags="-fPIC"}})
add_requires("flatbuffers", {system=false, configs = {vs_runtime="MD"}})
add_requires("flatbuffers 2.0.0", {system=false, configs = {vs_runtime="MD"}})
add_requires("nng", {system=false, configs = {vs_runtime="MD", cxflags="-fPIC"}})
add_requires("nlohmann_json", {system=false})
add_requires("cpp-httplib", {system=false})
@ -76,12 +90,10 @@ add_defines("SPDLOG_DISABLE_DEFAULT_LOGGER") -- 禁用 spdlog 默认 logger
set_objectdir("$(buildir)/$(mode)/$(plat)/$(arch)/.objs")
set_targetdir("$(buildir)/$(mode)/$(plat)/$(arch)/lib")
add_includedirs("$(env BOOST_ROOT)")
add_linkdirs("$(env BOOST_LIB)")
-- modifed to use boost static library, except boost.python, serialization
--add_defines("BOOST_ALL_DYN_LINK")
add_defines("BOOST_SERIALIZATION_DYN_LINK")
if is_plat("windows") then
add_defines("BOOST_ALL_DYN_LINK")
end
-- is release now
if is_mode("release") then