Commit Graph

542 Commits

Author SHA1 Message Date
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
fasiondog
d42085236b fixed Condiciton在未设置SG时无法生效; 增强Condiciton, 增加get_datetime_list, get_valuse方法 2023-12-22 01:44:02 +08:00
fasiondog
3e71143ee5 清除 gcc 编译告警 2023-12-14 23:08:37 +08:00
fasiondog
2574fbe5b4 Datetime增加支持到秒级整数构建及ymdhms系列返回整数方法; mysql 支持分笔数据 2023-12-03 16:34:16 +08:00
fasiondog
580e9108c3 mysql 支持分时(continnue) 2023-12-03 02:09:51 +08:00
fasiondog
c6ac804f63 add SLOPE 2023-11-11 17:01:20 +08:00
fasiondog
3a58779c2b add SLOPE (continue) 2023-11-10 02:30:10 +08:00
fasiondog
ecfca66dfa 通达信时间函数引出至python 2023-11-09 17:34:33 +08:00
fasiondog
000ba7e3bc KData 增加不等判断,引出相等与不等判断至python 2023-10-29 18:59:32 +08:00
fasiondog
e51f2bfc6c KQuery/KRecord 相等与不等比较导出至 python 2023-10-29 18:25:06 +08:00
fasiondog
eacf00343d Merge branch 'analysis' 2023-10-21 15:31:36 +08:00
fasiondog
87ee0079d5 完善组合指标测试 2023-10-20 08:27:15 +08:00
fasiondog
f763ea96c1 完善指标组合测试 2023-10-20 02:18:54 +08:00
fasiondog
af7aa357fe
Merge pull request #121 from yangrq1018/pr
Short sell update and several changes
2023-10-19 23:49:34 +08:00
fasiondog
1b2a569e93 完善指标组合测试 2023-10-19 23:08:53 +08:00
fasiondog
8322f9ee53 完善组合指标测试 2023-10-19 18:35:40 +08:00
fasiondog
7b56c30a34 完善组合指标测试 2023-10-19 02:51:01 +08:00
fasiondog
5466427fa8 指标组合测试(continue) 2023-10-18 02:36:38 +08:00
xiaoniu
845c2b02d6 fix notebook example 011 2023-10-15 17:53:49 +08:00
fasiondog
95a8ee5fd7 Merge branch 'master' of https://github.com/fasiondog/hikyuu into analysis 2023-10-15 00:32:25 +08:00
fasiondog
38f2109ef2 add boost stackstrace 2023-10-15 00:30:45 +08:00
fasiondog
686e512c2f Merge branch 'master' of https://github.com/fasiondog/hikyuu into analysis 2023-10-14 15:01:35 +08:00
fasiondog
bd5b6102ea 更新SG系列,优化移除OP后的一些修改 2023-10-14 02:29:40 +08:00
fasiondog
42892b4145 修改 SG_Bool ,去除 OP 遗留问题 2023-10-13 23:11:53 +08:00
fasiondog
280747a456 Merge branch 'master' of https://github.com/fasiondog/hikyuu into analysis 2023-10-12 00:32:57 +08:00
fasiondog
02bdfaf9bc update _TradeManager.cpp 2023-10-12 00:02:29 +08:00
fasiondog
831b7f7d37 add combinate_ind 2023-10-10 04:49:49 +08:00
fasiondog
f307408645 add indicator combinate (continue) 2023-10-10 02:41:05 +08:00
fasiondog
ea6642aaef update 2023-10-09 23:25:20 +08:00
fasiondog
5856c55222 Merge branch 'master' of https://github.com/fasiondog/hikyuu into analysis 2023-10-09 23:08:43 +08:00
fasiondog
326e07cea8
Merge pull request #118 from yangrq1018/echarts
pyecharts drawplot backend
2023-10-04 01:18:08 +08:00
xiaoniu
46b96cb3a2 pyecharts drawplot backend 2023-10-03 22:31:58 +08:00
fasiondog
b2dcbe3dbd fixed split; add byteToHexStr 系列byte转字符串函数; 合并 utils.h 和 arithmetic.h 2023-10-03 02:31:29 +08:00
fasiondog
1ebc5123cb Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/statistic 2023-10-01 23:05:00 +08:00
fasiondog
7f07f18a1c 调整 PR #114 2023-10-01 22:32:29 +08:00
fasiondog
39c6017e55 Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/statistic 2023-10-01 22:16:46 +08:00
fasiondog
71fbc2e5de 优化 setup.py build 及其他文件名调整 2023-09-27 02:49:36 +08:00
fasiondog
9ff8ac99c8 增加跨平台函数 2023-09-27 02:00:45 +08:00
fasiondog
1ad1329bc0 调整 combinate 2023-09-26 02:37:24 +08:00
xiaoniu
5f22ad11d2 add RSI indiactor, BandSignal and fix IndicatorImp OP_IF node 2023-09-24 21:22:04 +08:00
fasiondog
a9b803522a python 引出 combinate_index 函数 2023-09-24 02:46:04 +08:00
xiaoniu
abcaa35708 fix debug build of all target 2023-09-18 23:22:48 +08:00
fasiondog
ed437319ea StrategyBase直接获取 StockManager 实例 2023-09-15 00:55:13 +08:00
fasiondog
4b0721f2b3 补充 CORR 文档说明 2023-09-07 01:01:18 +08:00
fasiondog
9c865b0337 增加相关系数CORR指标(continue) 2023-09-05 02:05:58 +08:00
fasiondog
10785166b5 优化windows下编译boost python 2023-08-16 02:57:46 +08:00
fasiondog
aa832d0507 fixed linux 编译 2023-08-13 01:59:00 +08:00
fasiondog
72cd3360f1 fixed compile on windows; update github actions for python 2023-07-31 01:42:58 +08:00
fasiondog
a6ff91e9e1 消除cppcheck告警 2023-07-29 02:08:29 +08:00
fasiondog
c243645691 update 2023-04-25 22:04:16 +08:00
fasiondog
713f674b04 update 2023-04-21 01:16:22 +08:00
fasiondog
a3697bbd3d update 2023-04-20 01:51:13 +08:00
fasiondog
029bd68252 update 2023-04-19 00:52:30 +08:00
fasiondog
805980c7e0 工程优化(continue) 2023-03-29 02:10:34 +08:00
fasiondog
c5ad86a53f 工程优化(continue) 2023-03-29 00:36:13 +08:00
fasiondog
8cd61cbd6c 工程优化(continue) 2023-03-28 03:02:38 +08:00
fasiondog
3bda870921 工程优化(continue) 2023-03-27 02:37:01 +08:00
fasiondog
f0d87f7b09 cross support (continue) 2023-03-26 17:27:51 +08:00
fasiondog
1225ec4243 cross compile 2023-03-25 23:59:56 +08:00
fasiondog
18e018145d 清除 gcc 编译告警 2022-11-19 01:01:46 +08:00
fasiondog
627583e116 linux下使用预编译的线程安全版本hdf5依赖库,不再使用linux自带安装的非线程安全版本 2022-11-09 01:11:07 +08:00
fasiondog
9b65137cbb StockManager引出 datadir 方法 2022-08-31 00:51:52 +08:00
fasiondog
4d7abd18b5 fixed IndicatorImp for python _dyn_calculate 2022-03-10 08:27:46 +08:00
fasiondog
4731df72b0 release 1.2.3; 更新示例,修正 EMA 引出错误 2022-03-06 17:36:19 +08:00
fasiondog
0b583c4667 SMA 支持动态参数 2022-03-05 14:18:35 +08:00
fasiondog
9290a84571 SAFTYLOSS 支持动态参数 2022-03-05 13:56:01 +08:00
fasiondog
e115dc98e0 MACD 动态参数支持;AMA 动态参数修正 2022-03-05 11:43:02 +08:00
fasiondog
0abb62865e LONGCROSS 支持动态参数 2022-03-05 10:40:02 +08:00
fasiondog
1a763ad5de Indicator动态参数增加修正discard; LAST支持动态参数 2022-03-04 21:57:44 +08:00
fasiondog
c35c45e8c8 SLICE、EMA动态参数引出至 python 2022-03-04 08:35:44 +08:00
fasiondog
8555da0eea fixed python中直接退出 2022-03-04 07:55:18 +08:00
fasiondog
367e07ce11 REF 支持动态参数 2022-03-02 07:45:12 +08:00
fasiondog
96bad2e47b ATR支持动态参数 2022-03-01 22:17:20 +08:00
fasiondog
0d08335bd2 AMA 支持动态参数 2022-03-01 22:05:21 +08:00
fasiondog
1bad4d8ec3 Paramete r支持 int64_t 2022-02-27 15:49:42 +08:00
fasiondog
96bc734f8b SE clear 改名 removeAll 2022-02-27 08:55:30 +08:00
fasiondog
8f1234a8fe 增加 se 和 af 的匹配判断 2022-02-26 22:12:53 +08:00
fasiondog
66773b5f92 补充 System 注释;其他细节修改 2022-02-26 21:34:07 +08:00
fasiondog
2e68840c79 完善 PF 文档与帮助、注释 2022-02-26 17:54:15 +08:00
fasiondog
099af0979b fixed _Selecetor.cpp 2022-02-26 13:51:14 +08:00
fasiondog
a26d0dc60c 完善 Selector python 引出及注释与帮助 2022-02-26 12:06:49 +08:00
fasiondog
62aaf68503 完善 af 注释及帮助 2022-02-26 11:15:57 +08:00
fasiondog
e949061bc1 更新注释与帮助 2022-02-25 08:33:57 +08:00
fasiondog
0f71fc0c43 恢复 getFunds ;fixed TM addTradeRecord 2022-02-24 01:00:40 +08:00
fasiondog
58027d8770 删除TradeManager中不安全的getFunds, getFundsCurve, getProfitsCurve函数 2022-02-23 01:57:33 +08:00
fasiondog
d6d6efcb1d 更改不安全的currentCash调用 2022-02-23 01:32:11 +08:00
fasiondog
7bf003c2fe TradeManager优化,删除 reinvest 参数;getPosition 加入指定时间并更新权息;私有 _update 改为公有 updateWithWeight 方法,以便某些情况主动调用 2022-02-23 00:16:02 +08:00
fasiondog
476fd21c7c 继续完善PF 2022-02-22 01:45:28 +08:00
fasiondog
6519426641 优化 c++ vector 至 python 实现 2022-02-21 22:23:52 +08:00
fasiondog
c489556c86 优化 PF、SE、AF 2022-02-21 01:57:18 +08:00
fasiondog
6f77a159c5 补充注释文档,测试用例 2022-02-20 19:22:10 +08:00
fasiondog
cab392b3ce fixed 支持动态参数导致 Talib 包装函数失败 2022-02-20 16:53:59 +08:00
fasiondog
e98fa7631c 增加仅根据信号指示器进行选择的选择器算法;优化资产分配算法 2022-02-20 01:43:36 +08:00
fasiondog
4d5f208d29 优化 PF, SE 实现 2022-02-19 18:44:31 +08:00
fasiondog
76bdb03e6d close_spend_time,open_spend_time 引出到 python 2022-02-16 01:02:50 +08:00
fasiondog
5a74224237 fixed Porfolio 失效 2022-02-16 00:54:01 +08:00
fasiondog
f672d8eb59 SE_Fixed 支持 py::list 输入 2022-02-15 22:13:47 +08:00
fasiondog
3781b24a31 SUMBARS 动态参数支持 (continue) 2022-02-14 01:37:09 +08:00
fasiondog
be278bede5 VAR,VARP 支持动态参数 2022-02-14 00:01:40 +08:00
fasiondog
fb8282d360 SUM, UPNDAY 支持动态参数 2022-02-13 19:20:20 +08:00
fasiondog
229b8932fb STDEV, STDP 支持动态参数 2022-02-13 17:49:07 +08:00