xiaoniu
|
4e0a6575ab
|
增加内存泄漏检查 config_var
|
2023-09-24 21:27:31 +08:00 |
|
xiaoniu
|
5f22ad11d2
|
add RSI indiactor, BandSignal and fix IndicatorImp OP_IF node
|
2023-09-24 21:22:04 +08:00 |
|
fasiondog
|
4036c182ef
|
Merge pull request #113 from yangrq1018/pr
sqlite kdata driver (support convert interval)
|
2023-09-24 14:43:58 +08:00 |
|
xiaoniu
|
7372c9f366
|
better readability: use HKU_ERROR_IF_RETURN
|
2023-09-24 06:39:49 +08:00 |
|
xiaoniu
|
6c78b20160
|
fix minor problems
|
2023-09-24 06:30:53 +08:00 |
|
fasiondog
|
a9b803522a
|
python 引出 combinate_index 函数
|
2023-09-24 02:46:04 +08:00 |
|
fasiondog
|
de914925b0
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into analysis
|
2023-09-24 01:14:47 +08:00 |
|
fasiondog
|
055969093c
|
update combinateIndex
|
2023-09-24 01:14:31 +08:00 |
|
xiaoniu
|
cd06ea1206
|
sqlite kdata driver (feature: support convert interval)
|
2023-09-23 16:12:23 +08:00 |
|
kbugstar
|
9ff9d6adc4
|
Update Stock.cpp
修改getFinanceInfo,getHistoryFinanceInfo只对STOCKTYPE_A有效的问题
|
2023-09-22 01:42:48 +08:00 |
|
fasiondog
|
c9147200a2
|
update TimerManager test
|
2023-09-21 02:40:37 +08:00 |
|
fasiondog
|
9c2c341185
|
fixed 增加TimerManager对系统时间发生变化时的保护
|
2023-09-21 02:21:28 +08:00 |
|
fasiondog
|
9dd8be2c40
|
增加TimerManager对系统时间发生变化时的保护
|
2023-09-21 02:19:01 +08:00 |
|
xiaoniu
|
126f4b05ab
|
add a phony target to copy test data without run any test
|
2023-09-18 23:51:19 +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
|
23563862e0
|
信号组合测试
|
2023-09-12 23:10:14 +08:00 |
|
fasiondog
|
262a5ac56e
|
补充 CORR 测试
|
2023-09-07 01:34:01 +08:00 |
|
fasiondog
|
4b0721f2b3
|
补充 CORR 文档说明
|
2023-09-07 01:01:18 +08:00 |
|
fasiondog
|
4a12b4539e
|
增加相关系数 CORR 指标
|
2023-09-07 00:50:31 +08:00 |
|
fasiondog
|
21eaf327b9
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into develop
|
2023-09-06 19:38:59 +08:00 |
|
fasiondog
|
a59ffa512d
|
fixed setDiscard discard 小于size 时未对 m_discard 赋值
|
2023-09-06 01:33:13 +08:00 |
|
fasiondog
|
b88c45737e
|
fixed SUM 缺少 discard 设置
|
2023-09-06 01:32:00 +08:00 |
|
fasiondog
|
9c865b0337
|
增加相关系数CORR指标(continue)
|
2023-09-05 02:05:58 +08:00 |
|
fasiondog
|
b9d957bf3f
|
增加相关系数指标(continue)
|
2023-09-04 01:26:51 +08:00 |
|
fasiondog
|
293dcbac6f
|
fixed weave formula 缺少 break,导致打印时崩溃
|
2023-09-04 01:11:36 +08:00 |
|
fasiondog
|
86b0fa5b0e
|
删除 test_STDP 多余测试代码
|
2023-09-03 19:17:46 +08:00 |
|
fasiondog
|
5bc8d0dc8f
|
优化STDED/STDP,使用移位算法
|
2023-09-03 19:10:05 +08:00 |
|
fasiondog
|
328a4c9408
|
优化VAR/VARP,使用移位算法
|
2023-09-03 18:49:33 +08:00 |
|
fasiondog
|
a407c82b0e
|
升级 fmt
|
2023-07-28 23:50:26 +08:00 |
|
pchaos
|
b6ebce891e
|
fix for fedora 36
|
2023-06-14 16:37:10 +08:00 |
|
xiaoniu
|
456f8b220b
|
纠正错别字
|
2023-05-29 16:25:42 +08:00 |
|
linjinhai
|
e776174725
|
update
|
2023-03-29 23:20:44 +08:00 |
|
fasiondog
|
805980c7e0
|
工程优化(continue)
|
2023-03-29 02:10:34 +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 |
|
Ikko Ashimine
|
d39a1a2032
|
update hikyuu_cpp/hikyuu/datetime/Datetime.cpp.
suport -> support
Signed-off-by: Ikko Ashimine <eltociear@gmail.com>
|
2022-12-06 08:40:45 +00:00 |
|
fasiondog
|
20f17ed17f
|
update pycabcrypt.h
|
2022-11-29 22:38:59 +08:00 |
|
fasiondog
|
f0cd5110bc
|
优化 Stock 缓存修改增加二次保护
|
2022-11-29 00:53:58 +08:00 |
|
Administrator
|
97c42245a7
|
fix H5KDataDriver about assert KQuery::HOUR2
|
2022-11-27 20:29:14 +08:00 |
|
Administrator
|
9ac13d279f
|
change min120 into hour2,support Query.HOUR2
|
2022-11-27 17:17:28 +08:00 |
|
Administrator
|
d33e12faf1
|
fix StrategyBase.cpp enable_120min_clock Event
(cherry picked from commit 473157db8f7ea64e1110bd47f48fcbc40c0e8c54)
|
2022-11-27 16:31:28 +08:00 |
|
Administrator
|
3518052c97
|
support Query.MIN120
(cherry picked from commit 8dc81939d61bb62c1c145aa130a338ed89b71624)
(cherry picked from commit c8b7f8bdd15f453da8925c272dc09a96636381a3)
|
2022-11-27 16:31:25 +08:00 |
|
fasiondog
|
9c8ea73ade
|
fixed 多broker时m_broker_last_datetime更新
|
2022-11-23 00:43:50 +08:00 |
|
fasiondog
|
90d1eb65a3
|
fixed windows编译失败
|
2022-11-20 17:38:21 +08:00 |
|
fasiondog
|
b92d14f17f
|
修复 mysql 无法使用的问题
|
2022-11-20 00:47:01 +08:00 |
|
fasiondog
|
40d6000ed2
|
boost::bind 改为使用 std::bind
|
2022-11-19 01:20:44 +08:00 |
|
fasiondog
|
18e018145d
|
清除 gcc 编译告警
|
2022-11-19 01:01:46 +08:00 |
|
fasiondog
|
1355ba5911
|
清理掉 xmake 中 linux 部分
|
2022-11-15 01:22:25 +08:00 |
|
fasiondog
|
50512d6b41
|
linux sqlite3 改用源码编译包
|
2022-11-15 00:42:08 +08:00 |
|
fasiondog
|
5ce0310bb6
|
更新linux下mysqlclient依赖
|
2022-11-13 18:15:16 +08:00 |
|
fasiondog
|
35ab1acbf2
|
py wheel for linux (continue)
|
2022-11-13 01:48:37 +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
|
fc55a5aa7e
|
fixed linux 下 mysql 数据表名称都改为小写
|
2022-10-16 17:46:58 +08:00 |
|
fasiondog
|
58bca1b98f
|
System “delay" 参数拆分为 "buy_delay" 和 "sell_delay" 分别控制
|
2022-09-18 00:09:09 +08:00 |
|
fasiondog
|
736d7c1fe7
|
代码和注释优化
|
2022-08-17 01:07:17 +08:00 |
|
fasiondog
|
8a6173a087
|
fixed compile hkuserver on windows
|
2022-07-29 00:31:45 +08:00 |
|
fasiondog
|
a282dd70b5
|
update TimeManager.h
|
2022-07-29 00:09:16 +08:00 |
|
fasiondog
|
cad31ccc53
|
fixed https://gitee.com/fasiondog/hikyuu/issues/I5EJ0I 订单代理失效
|
2022-06-30 00:51:09 +08:00 |
|
fasiondog
|
1094c80288
|
清理不必要的编译告警
|
2022-06-27 00:55:25 +08:00 |
|
fasiondog
|
459a7d66b3
|
fixed TimerManager 在未 start 之前加入定时器时出现重复的定时器
|
2022-05-19 00:25:08 +08:00 |
|
fasiondog
|
e1813ced4d
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into develop
|
2022-04-22 21:17:42 +08:00 |
|
xiyandd
|
fe3f406524
|
Update TradeManager.cpp
fix bug,获取funds截止日期错误。
|
2022-04-22 19:55:27 +08:00 |
|
pchaos
|
2487ed2856
|
fix: python setup,py test 找不到libboost_atomic.so
|
2022-04-04 19:40:38 +08:00 |
|
fasiondog
|
3b867b1ad4
|
fixed https://gitee.com/fasiondog/hikyuu/issues/I4Z1J4
|
2022-03-22 21:57:50 +08:00 |
|
fasiondog
|
75d0363f17
|
Revert "KDataImp不再有多种实现,进一步清理合并"
This reverts commit 866020e1c1 .
|
2022-03-11 22:35:40 +08:00 |
|
fasiondog
|
4d7abd18b5
|
fixed IndicatorImp for python _dyn_calculate
|
2022-03-10 08:27:46 +08:00 |
|
fasiondog
|
337844ce23
|
KData 增加 expand 方法
|
2022-03-09 22:33:51 +08:00 |
|
fasiondog
|
866020e1c1
|
KDataImp不再有多种实现,进一步清理合并
|
2022-03-09 08:42:50 +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
|
c929b14748
|
last, max, min 支持动态参数 (continue)
|
2022-03-03 08:18:36 +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
|
c40e6b00d6
|
AMA 支持动态参数 (continue)
|
2022-03-01 08:34:15 +08:00 |
|
fasiondog
|
71cb16418d
|
EMA 支持动态参数
|
2022-02-28 08:36:11 +08:00 |
|
fasiondog
|
d6d8fc232e
|
RANGE 更名 SLICE,补充测试
|
2022-02-28 08:14:25 +08:00 |
|
fasiondog
|
bc7f88d265
|
add RANGE Indicator
|
2022-02-27 19:00:46 +08:00 |
|
fasiondog
|
1bad4d8ec3
|
Paramete r支持 int64_t
|
2022-02-27 15:49:42 +08:00 |
|
fasiondog
|
9112e6003d
|
fixed test_STDEV
|
2022-02-27 12:42:38 +08:00 |
|
fasiondog
|
08ea3afcd0
|
update
|
2022-02-27 12:34:56 +08:00 |
|
fasiondog
|
bba1c206ae
|
update
|
2022-02-27 12:29:41 +08:00 |
|
fasiondog
|
cdf84de65e
|
fixed TradeManager::getPositon
|
2022-02-27 12:27:02 +08:00 |
|
fasiondog
|
d5d88be5e9
|
消除 doxygen 告警
|
2022-02-27 09:42:27 +08:00 |
|
fasiondog
|
008109bfa6
|
显示加入移动语义
|
2022-02-27 09:29:26 +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
|
a0256f10f1
|
System对使用前向复权的数据打印警告(未来函数)
|
2022-02-26 21:49:24 +08:00 |
|
fasiondog
|
66773b5f92
|
补充 System 注释;其他细节修改
|
2022-02-26 21:34:07 +08:00 |
|
fasiondog
|
ac90809993
|
PF/AF细节优化
|
2022-02-26 18:48:28 +08:00 |
|
fasiondog
|
2e68840c79
|
完善 PF 文档与帮助、注释
|
2022-02-26 17:54:15 +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
|
e949061bc1
|
更新注释与帮助
|
2022-02-25 08:33:57 +08:00 |
|
fasiondog
|
a1cd5983a2
|
补充完善AF细节
|
2022-02-24 01:57:57 +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
|
b49c3d82ea
|
Signal中的信号保持改为std::set,方便获取时保留顺序
|
2022-02-21 23:01:46 +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
|
3b31ad7bb2
|
fixed AF
|
2022-02-20 12:33:46 +08:00 |
|
fasiondog
|
cd11906e11
|
调整 SE_fixed 测试代码
|
2022-02-20 01:52:08 +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
|
5e13d86141
|
Stock的最大交易数、最小交易数改为double类型
|
2022-02-20 01:42:11 +08:00 |
|
fasiondog
|
4d5f208d29
|
优化 PF, SE 实现
|
2022-02-19 18:44:31 +08:00 |
|
fasiondog
|
97898d12d8
|
优化 EV 和 SYS 的关联
|
2022-02-19 18:43:55 +08:00 |
|
fasiondog
|
f69601eae8
|
fixed test_SE_Fixed error
|
2022-02-19 01:30:38 +08:00 |
|
fasiondog
|
1cbc4cf24b
|
优化 Portfolio, Selector
|
2022-02-19 01:17:26 +08:00 |
|
fasiondog
|
3a459a5b7b
|
优化
|
2022-02-17 23:14:22 +08:00 |
|
fasiondog
|
76bdb03e6d
|
close_spend_time,open_spend_time 引出到 python
|
2022-02-16 01:02:50 +08:00 |
|
fasiondog
|
513eb70287
|
update
|
2022-02-16 00:57:58 +08:00 |
|
fasiondog
|
5a74224237
|
fixed Porfolio 失效
|
2022-02-16 00:54:01 +08:00 |
|
fasiondog
|
69802a32b3
|
SUMBARS 动态参数测试修改
|
2022-02-14 22:59:53 +08:00 |
|
fasiondog
|
3781b24a31
|
SUMBARS 动态参数支持 (continue)
|
2022-02-14 01:37:09 +08:00 |
|
fasiondog
|
be92adf219
|
修正到动态参数计算,不处理m_discard
|
2022-02-14 00:58:35 +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 |
|
fasiondog
|
deceacacdc
|
STDEV 支持动态参数
|
2022-02-13 17:41:59 +08:00 |
|
fasiondog
|
8f183d693b
|
ROCR100 支持动态参数
|
2022-02-13 01:32:29 +08:00 |
|
fasiondog
|
63c714d72d
|
fixed test_ROCR
|
2022-02-13 00:48:34 +08:00 |
|
fasiondog
|
39b015a397
|
ROCR 支持动态参数
|
2022-02-13 00:43:00 +08:00 |
|
fasiondog
|
bc39e84d54
|
ROCP 支持动态参数
|
2022-02-13 00:23:08 +08:00 |
|
fasiondog
|
f00e32d8d8
|
ROC 支持动态参数
|
2022-02-13 00:12:27 +08:00 |
|
fasiondog
|
9d497da664
|
POW 支持动态参数
|
2022-02-12 23:21:31 +08:00 |
|
fasiondog
|
1c8d8bc039
|
NDAY 支持动态参数
|
2022-02-12 23:14:33 +08:00 |
|
fasiondog
|
23778106ac
|
改进MA,支持 n=0
|
2022-02-12 22:51:22 +08:00 |
|
fasiondog
|
67c531d250
|
LLVBARS 支持动态参数
|
2022-02-12 19:24:38 +08:00 |
|
fasiondog
|
f17747a601
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu
|
2022-02-12 19:13:36 +08:00 |
|
fasiondog
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ffb881839c
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HHVBARS 支持动态参数
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2022-02-12 19:08:23 +08:00 |
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fasiondog
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6646879fd6
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FILTER 支持动态参数
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2022-02-12 18:31:47 +08:00 |
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fasiondog
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8c95b624e2
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EXIST 支持动态参数
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2022-02-12 17:41:09 +08:00 |
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pchaos
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4a1d5bbdc0
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Merge pull request #56 from pchaos/master
修复fedora 34编译找不到路径报错,waning 提示
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2022-02-12 17:36:16 +08:00 |
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pchaos
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df165ae892
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修复fedora 34编译找不到路径报错,waning 提示
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2022-02-12 17:25:31 +08:00 |
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fasiondog
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ca6bf8d75f
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DOWNNDAY 支持动态参数
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2022-02-12 16:38:54 +08:00 |
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fasiondog
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72acd706f8
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COUNT 支持动态参数
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2022-02-12 16:27:19 +08:00 |
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fasiondog
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eba68fd1ca
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BACKSET 支持动态参数
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2022-02-12 16:09:59 +08:00 |
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fasiondog
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a74cc3dcac
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AVEDEV 动态参数支持改进
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2022-02-12 15:56:12 +08:00 |
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fasiondog
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8469b706c4
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EVERY 支持动态参数
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2022-02-12 13:54:09 +08:00 |
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fasiondog
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b096ed253d
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EVERY支持动态参数,其他优化
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2022-02-12 01:07:13 +08:00 |
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fasiondog
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39ed0b4b1d
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优化动态参数
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2022-02-12 00:11:32 +08:00 |
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fasiondog
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ac5f01edab
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fixed 动态参数允许step为0
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2022-02-11 01:33:43 +08:00 |
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fasiondog
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dadadc30f4
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DEVSQ 支持动态参数
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2022-02-11 01:22:50 +08:00 |
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