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Code Issues Actions 6 Packages Projects Releases Wiki Activity
2,584 Commits 8 Branches 46 Tags 193 MiB
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542 Commits

Author SHA1 Message Date
fasiondog
3385d40b1b 复权指标引出到python 2024-03-17 15:51:27 +08:00
fasiondog
2d94414f9f fixed Fatal Python error: bool_dealloc: deallocating True or False 2024-03-17 01:04:16 +08:00
fasiondog
fa19200b62 update 2024-03-16 19:12:01 +08:00
fasiondog
19e3d6280f MultiFactor 增加属性方法 2024-03-16 16:57:09 +08:00
fasiondog
d62e2fb8d7 update 2024-03-16 04:24:31 +08:00
fasiondog
f7c238b54f MultiFactor 2024-03-16 03:08:09 +08:00
fasiondog
2efcc6577c MultiFactor (continue) 2024-03-15 21:19:56 +08:00
fasiondog
7e40666f1b MultiFactor (continue) 2024-03-15 03:16:55 +08:00
fasiondog
29fa234ba5 Indicator 增加 equal/isSame 方法，简化一些测试代码 2024-03-14 02:07:24 +08:00
fasiondog
c82d438639 MultiFactor (continue) 2024-03-13 16:03:55 +08:00
fasiondog
b15738b5d0 优化系统策略clone与reset操作 2024-03-12 01:12:06 +08:00
fasiondog
6766107499 优化Python交互日志输出 2024-03-11 23:05:45 +08:00
fasiondog
3c79ccdf6a 优化 python log 输出 2024-03-11 19:40:40 +08:00
fasiondog
435b030906 system reset/clone 改为依据部件共享属性进行实际操作 2024-03-11 13:59:28 +08:00
fasiondog
56be0baa13 补充测试及文档 2024-03-11 01:39:31 +08:00
fasiondog
5b37786f76 add ZSCORE 数据标准化 2024-03-11 01:03:11 +08:00
fasiondog
c716da4483 add IR/ICIR, update docs 2024-03-10 23:06:52 +08:00
fasiondog
df028e212b ALIGN参数 use_null 改名为 fill_null 2024-03-10 17:04:39 +08:00
fasiondog
a9b64b973d 调整 CORR 实现 2024-03-10 03:19:37 +08:00
fasiondog
3ba6a0767f 调整 SPEARMAN 实现 2024-03-10 02:03:08 +08:00
fasiondog
6ced97dc84 update ALIGN 2024-03-07 15:20:07 +08:00
fasiondog
8146db707e 优化 ALIGN，增加 use_null 参数控制对齐填充(continue) 2024-03-07 02:52:04 +08:00
fasiondog
9fdcbc3296 add python version feedback 2024-03-05 23:04:16 +08:00
fasiondog
251db25e8a spearman 2024-03-03 22:17:10 +08:00
fasiondog
0f94c9efee Performance 恢复按顺序输出 2024-03-02 09:27:43 +08:00
fasiondog
1a6d23cde1 更新 ZHBOND10 文档说明 2024-03-02 03:56:46 +08:00
fasiondog
b658b501fc 添加 ZHBOND10 指标 2024-03-02 03:42:14 +08:00
fasiondog
8f3839fab1 简化_System.cpp 代码，pybind11已经支持赋值 None 2024-02-29 15:24:04 +08:00
fasiondog
92f7430818 round系列改为模板；清除cppcheck风格告警 2024-02-28 02:47:10 +08:00
fasiondog
66bb3dbe59 Indicator::value_type 更改为 value_t 2024-02-28 00:19:21 +08:00
fasiondog
a59dfcd863 增加编译参数 low_precision, 支持 Indicator 以 float 的较低精度方式执行 2024-02-27 16:38:12 +08:00
fasiondog
56d22accf4 fxied Condition getDatetimeList 2024-02-26 16:45:16 +08:00
fasiondog
89df411692 优化 KData 2024-02-25 22:53:44 +08:00
fasiondog
c15a4579a5 update 2024-02-24 16:24:30 +08:00
fasiondog
b701d19219 fixed SYS_Simple 中 cn 等参数未生效 2024-02-24 16:24:10 +08:00
fasiondog
4f5050bc25 fixed system ev clone; ev 增加线程安全保护 2024-02-24 14:49:52 +08:00
fasiondog
9c1c6c72ec update 2024-02-24 03:52:02 +08:00
fasiondog
03acf55dc2 enhanced SpendTimer 2024-02-23 21:40:06 +08:00
fasiondog
4c947999fb 屏蔽 pythonbuf gcc 编译告警 2024-02-23 17:49:09 +08:00
fasiondog
cbd59ccb1c add Condition operator / 2024-02-23 17:05:02 +08:00
fasiondog
fca980c86f add Condition operator mul 2024-02-23 16:42:00 +08:00
fasiondog
dcc602a341 add Condition operator sub 2024-02-23 16:28:53 +08:00
fasiondog
c48719b6e2 add Condition operator add 2024-02-23 16:12:07 +08:00
fasiondog
d489e90c0f add Condition operator or 2024-02-23 16:07:39 +08:00
fasiondog
01edee9a94 Condition addValid 支持直接给予一个特定的值 2024-02-23 02:28:13 +08:00
fasiondog
2352a565dd Merge branch 'master' of github.com:fasiondog/hikyuu into feature/analysis 2024-02-23 01:48:09 +08:00
fasiondog
694ff983fe 微调优 python system 的属性设置，之前使用 None 设置 2024-02-23 01:42:40 +08:00
fasiondog
30fe85cc72 增强 Condition 逻辑 2024-02-18 00:01:24 +08:00
Jet Li
3639ce4c6e 修正strategy的绑定string list到vector<string>出错的问题，和python TestStrategy中的typo 2024-02-13 21:39:43 +08:00
fasiondog
7896300f29 add EV_Bool 2024-02-03 08:04:18 +08:00
fasiondog
bf50d10d55 Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/analysis 2024-02-03 00:13:29 +08:00
fasiondog
ce9c2077f8 fixed windows 平台 DATE 定义冲突 2024-02-02 18:46:10 +08:00
martin
5faefe0abb add version function that shows git info 2024-02-02 15:33:04 +08:00
fasiondog
a65bd1beee fixed 组件 indicator 成员未 clone 引起并行时崩溃 2024-02-02 13:19:10 +08:00
fasiondog
6481a51043 fixed add_options("stacktrace") 拼写错误 2024-02-02 11:19:36 +08:00
fasiondog
3b45b28b62 update analysis_sys_list 2024-02-02 09:57:11 +08:00
fasiondog
d3d38a43e6 cppcheck 信息清理 2024-01-28 23:38:03 +08:00
fasiondog
8696a06759 update 2024-01-27 23:04:40 +08:00
fasiondog
7d94f8b008 update 2024-01-27 23:02:16 +08:00
wps
84563946c1 FIX build error when build on windows + venv 2024-01-27 14:00:57 +08:00
fasiondog
f61f0917fc update 2024-01-26 16:26:17 +08:00
fasiondog
d6688651c0 update 2024-01-26 13:00:10 +08:00
fasiondog
3abd4b466b Merge branch 'master' of github.com:fasiondog/hikyuu into feature/python 2024-01-26 05:35:03 +08:00
fasiondog
386c9e6857 update for cross 2024-01-26 05:34:35 +08:00
fasiondog
ce46297b0f 支持多版本python 2024-01-26 04:46:44 +08:00
martin
1edf726d97 fix conda environment python include path 
See https://github.com/xmake-io/xmake/issues/4654.
When there is another python in the same directory of xmake, this interpretor always
get selected in xmake build scripts
 2024-01-26 02:13:21 +08:00
fasiondog
efcfbc1bd4 工程优化，根据配置编译静态库或动态库 2024-01-24 11:55:32 +08:00
fasiondog
97b873ac2c update 2024-01-24 07:26:28 +08:00
fasiondog
2ad407013f fixed compile on ubuntu 2024-01-22 01:50:23 +08:00
fasiondog
a0c3155654 add get_kdate(str, Query); fixed RSI 缺失 inline 2024-01-21 03:18:07 +08:00
fasiondog
08e9248371 调整log级别定义避免windows下冲突 2024-01-21 02:58:20 +08:00
fasiondog
28d90f9c12 update 2024-01-09 18:43:24 +08:00
fasiondog
184ed081bc update find python 2024-01-09 18:40:30 +08:00
fasiondog
6d0129b47a 恢复交叉编译 2024-01-09 16:58:03 +08:00
fasiondog
37eb42003b 移除默认的cross交叉编译github action 2024-01-01 22:08:22 +08:00
fasiondog
de5a641d41 add pybind11 cross compile 2024-01-01 19:54:45 +08:00
fasiondog
90b7046671 处理 pybind stl 类型导出生效的问题 2023-12-31 22:37:03 +08:00
fasiondog
3855b7c0c5 linux 下 py::overload_cast<void> 编译失败，需改为 py::overload_cast<> 2023-12-31 19:18:49 +08:00
fasiondog
295938b9d3 linux 崩溃 2023-12-31 19:18:14 +08:00
fasiondog
ff6ce12472 analysis_sys_list 支持 python 中的自定义类型在 c++ 中的并发处理 2023-12-31 01:00:57 +08:00
fasiondog
a64ee1b41d Datetime 增加 ticks 方法，获取距最小日期过去的微秒数 2023-12-30 16:14:28 +08:00
fasiondog
04db447107 Indicator.to_np 移至 c++ 2023-12-30 15:34:28 +08:00
fasiondog
26c8966bcb 清理vector导出等 2023-12-30 14:25:48 +08:00
fasiondog
b089770729 完善 boost::any C++和python互转 2023-12-30 00:58:13 +08:00
fasiondog
fde6d7b41f 移除引出 std::vector, 冲突崩溃 2023-12-29 17:19:14 +08:00
fasiondog
d12781114f update 2023-12-28 12:30:33 +08:00
fasiondog
a4caafb841 Merge branch 'feature/tools' of https://github.com/fasiondog/hikyuu into feature/pybind 2023-12-28 03:15:00 +08:00
fasiondog
63351ef155 update 2023-12-28 03:05:07 +08:00
fasiondog
896b3d1ac7 update 2023-12-28 02:21:36 +08:00
fasiondog
c88faf51e0 update 2023-12-27 23:18:18 +08:00
fasiondog
52f1ba36c0 update 2023-12-27 22:48:41 +08:00
fasiondog
a73bd52268 strategy dir finish 2023-12-27 18:46:32 +08:00
fasiondog
3da11e708b trade_sys finish 2023-12-27 18:13:05 +08:00
fasiondog
5e3d64ca2e update 2023-12-27 17:02:11 +08:00
fasiondog
72b05de02e update 2023-12-27 02:51:33 +08:00
fasiondog
56a97e5e9b update 2023-12-27 02:16:10 +08:00
fasiondog
57ff057701 update 2023-12-26 18:25:50 +08:00
fasiondog
277ac2c6d6 add analysis_sys_with_block 2023-12-26 14:26:32 +08:00
fasiondog
b82034ddeb 调整 CombinateAnalysisOutput 成员 code 为 market_code 2023-12-25 16:15:56 +08:00
fasiondog
e3cbb2d0ec add MDD 相对历史最高值回撤百分比；add MRR 相对历史最低值盈利比例 2023-12-25 00:28:22 +08:00