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 |
|
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
|
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
|
67c531d250
|
LLVBARS 支持动态参数
|
2022-02-12 19:24:38 +08:00 |
|
fasiondog
|
ffb881839c
|
HHVBARS 支持动态参数
|
2022-02-12 19:08:23 +08:00 |
|
fasiondog
|
6646879fd6
|
FILTER 支持动态参数
|
2022-02-12 18:31:47 +08:00 |
|
fasiondog
|
8c95b624e2
|
EXIST 支持动态参数
|
2022-02-12 17:41:09 +08:00 |
|
fasiondog
|
ca6bf8d75f
|
DOWNNDAY 支持动态参数
|
2022-02-12 16:38:54 +08:00 |
|
fasiondog
|
72acd706f8
|
COUNT 支持动态参数
|
2022-02-12 16:27:19 +08:00 |
|
fasiondog
|
eba68fd1ca
|
BACKSET 支持动态参数
|
2022-02-12 16:09:59 +08:00 |
|
fasiondog
|
a74cc3dcac
|
AVEDEV 动态参数支持改进
|
2022-02-12 15:56:12 +08:00 |
|
fasiondog
|
b096ed253d
|
EVERY支持动态参数,其他优化
|
2022-02-12 01:07:13 +08:00 |
|
fasiondog
|
39ed0b4b1d
|
优化动态参数
|
2022-02-12 00:11:32 +08:00 |
|
fasiondog
|
dadadc30f4
|
DEVSQ 支持动态参数
|
2022-02-11 01:22:50 +08:00 |
|
fasiondog
|
7a3caf224d
|
AVEDEV 支持动态参数
|
2022-02-11 00:39:10 +08:00 |
|
fasiondog
|
d28a48a74a
|
MA 支持动态参数
|
2022-02-11 00:22:57 +08:00 |
|
fasiondog
|
ec3e9ea49b
|
HHV 支持动态参数
|
2022-02-10 23:08:49 +08:00 |
|
fasiondog
|
9fa6de313a
|
优化动态参数
|
2022-02-09 23:00:17 +08:00 |
|
fasiondog
|
842751aa25
|
优化LLV动态参数支持接口; 重命名不符合命名规范的指标实现类
|
2022-02-09 01:43:15 +08:00 |
|
fasiondog
|
1c48efa305
|
Merge branch 'master' into ind_param
|
2022-02-07 01:48:48 +08:00 |
|
fasiondog
|
132e092534
|
Indicator支持动态指标参数(continue)
|
2022-02-07 01:48:26 +08:00 |
|
fasiondog
|
54093142ff
|
System 支持动态指标参数(continue)
|
2022-02-06 18:59:08 +08:00 |
|
fasiondog
|
f63124437f
|
更新 add_temp_csv_stock 文档说明
|
2022-02-05 21:32:50 +08:00 |
|
fasiondog
|
862a587314
|
修改 _Portfolio 帮助错误
|
2022-02-02 17:02:07 +08:00 |
|
fasiondog
|
7ccfc2e936
|
system 支持复权 (continue)
|
2022-01-28 01:43:28 +08:00 |
|
fasiondog
|
72ac85584c
|
KQuery的recoverType可设定
|
2022-01-26 02:01:28 +08:00 |
|
fasiondog
|
a24037511b
|
getPosInstock -> getPosInStock
|
2022-01-25 01:28:27 +08:00 |
|
fasiondog
|
3c51c375c2
|
KData 添加 getPosInStock 方法
|
2022-01-25 01:08:08 +08:00 |
|
fasiondog
|
05a93c2cc4
|
更改错别字
|
2022-01-19 00:22:40 +08:00 |
|
fasiondog
|
48e23257e6
|
更改错别字
|
2022-01-17 22:51:34 +08:00 |
|
fasiondog
|
d0c8262810
|
windows下HDF5, mysql改用下载依赖包的方式
|
2022-01-06 00:41:15 +08:00 |
|
fasiondog
|
804108ddf6
|
fixed https://gitee.com/fasiondog/hikyuu/issues/I4M1E7
|
2021-12-11 00:50:12 +08:00 |
|
fasiondog
|
4da3a66d81
|
修正文档
|
2021-11-18 22:44:01 +08:00 |
|
fasiondog
|
ba8ad57f13
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支持科创板
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2021-06-05 02:08:25 +08:00 |
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fasiondog
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4af29a5b22
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fixed _Datetime.cpp
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2021-05-02 23:41:12 +08:00 |
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fasiondog
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c892c4ed2a
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hkuserver continue
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2021-04-27 01:43:24 +08:00 |
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fasiondog
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880c36a654
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补充从hex构造Datetime及测试
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2021-04-26 01:43:09 +08:00 |
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fasiondog
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eb05306ec3
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修改 gitee scan 扫描告警
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2021-04-10 21:43:53 +08:00 |
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fasiondog
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8210f91a62
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update for github action windows
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2021-04-03 17:41:43 +08:00 |
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fasiondog
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beea090977
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fixed compile error on ubuntu20.04
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2021-04-02 15:49:21 +00:00 |
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fasiondog
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75a9353826
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cpp-httplib改为引用xmake-repo的方式
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2021-03-31 00:36:53 +08:00 |
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fasiondog
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9083dae09a
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update
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2021-03-29 00:47:55 +08:00 |
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fasiondog
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57befefca5
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add clock event for Strategy
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2021-02-26 01:23:42 +08:00 |
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fasiondog
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2391477a52
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fixed 切换mysql导入时错误提示目录不存在
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2021-02-22 23:52:16 +08:00 |
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