Commit Graph

1197 Commits

Author SHA1 Message Date
fasiondog
3ecb3fd644 IC 修正 2024-03-10 17:11:09 +08:00
fasiondog
df028e212b ALIGN参数 use_null 改名为 fill_null 2024-03-10 17:04:39 +08:00
fasiondog
5c0f2e283a add IC 2024-03-10 03:50:13 +08:00
fasiondog
a9b64b973d 调整 CORR 实现 2024-03-10 03:19:37 +08:00
fasiondog
58178ec575 Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor 2024-03-10 02:06:04 +08:00
fasiondog
3ba6a0767f 调整 SPEARMAN 实现 2024-03-10 02:03:08 +08:00
fasiondog
e46c2044df 调整 SPEARMAN 实现 2024-03-10 01:18:32 +08:00
fasiondog
3ff9cc4a13 add IC 2024-03-10 01:18:19 +08:00
fasiondog
d63cb48ce7 PRICELIST 允许discard后,存在 nan 值 2024-03-09 22:39:16 +08:00
fasiondog
f844ce7e1c IC (continue) 2024-03-09 18:23:23 +08:00
fasiondog
8540924f87 Performance 优化 2024-03-09 01:52:35 +08:00
fasiondog
530023307d fixed Performance::values() 2024-03-09 01:41:12 +08:00
fasiondog
acb8cd1476 清理 serialization 头文件包含 2024-03-08 14:54:54 +08:00
fasiondog
a897477361 fixed SignalBase clone 缺失成员 2024-03-08 13:52:22 +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
af91e100c4 fixed AllocateFundsBase,调整未执行系统时,判断是否有实际的信号产生 2024-03-04 15:35:04 +08:00
fasiondog
690f0f43c3
Merge pull request #184 from fasiondog/feature/rankic
Feature/rankic add spearman indicator
2024-03-03 22:47:18 +08:00
fasiondog
b3f476562f update spearman 2024-03-03 22:00:09 +08:00
fasiondog
00a2dfb37c spearman(continue) 2024-03-03 18:03:50 +08:00
fasiondog
8cbb5ac918 spearman (continue) 2024-03-03 14:58:13 +08:00
fasiondog
8e92c959d2 修正 test_ZHBOND10 low_precision 下报错 2024-03-03 14:57:00 +08:00
fasiondog
acfe3cada2 spearman (continue) 2024-03-03 02:19:59 +08:00
fasiondog
0f94c9efee Performance 恢复按顺序输出 2024-03-02 09:27:43 +08:00
fasiondog
c7a51f5555 fixed compile error on ubuntu 2024-03-02 06:44:48 +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
275c028117 支持中国10年期国债收益率 2024-03-01 17:41:51 +08:00
fasiondog
3db2a52c77 update IndicatorImp low_precision 输出编译失败 2024-02-29 20:05:16 +08:00
fasiondog
0cd464bbca fixed IndicatorImp.alike 并优化 2024-02-29 14:57:01 +08:00
fasiondog
a157d265d4 IndicatorImp.alike 优化,使用 typeid 2024-02-29 02:42:03 +08:00
fasiondog
4659e84f28 增加日志文件 2024-02-28 16:10:03 +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
ef345ef7a1 update 2024-02-28 01:40:44 +08:00
fasiondog
97f86f0b51 add some testcases 2024-02-28 00:54:55 +08:00
fasiondog
4d12141836 移除多余无效代码 2024-02-28 00:29:35 +08:00
fasiondog
66bb3dbe59 Indicator::value_type 更改为 value_t 2024-02-28 00:19:21 +08:00
fasiondog
bbbe5e4e5f fixed IndicatorImp::getResultAsPriceList 崩溃 2024-02-27 18:18:41 +08:00
fasiondog
f6bf3982b7 fixed ubuntu compile failed 2024-02-27 17:17:38 +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
1e9ff068f6 去除多余变量 2024-02-26 23:30:23 +08:00
fasiondog
3e2dfd0995 调整 Indicator 逻辑运算 2024-02-26 22:52:22 +08:00
fasiondog
cd3d70f225 update 2024-02-26 18:48:19 +08:00
fasiondog
2e0f8f5e90 update 2024-02-26 18:48:00 +08:00
fasiondog
6c529ee2e7 清理 cppcheck 风格告警 2024-02-26 17:34:02 +08:00
fasiondog
56d22accf4 fxied Condition getDatetimeList 2024-02-26 16:45:16 +08:00
fasiondog
47a8e2fccf 修正 NOT 逻辑,改为 <=0 时为 true 2024-02-26 14:29:03 +08:00
fasiondog
b05c9c1504 优化部分系统部件 2024-02-26 02:23:54 +08:00
fasiondog
4d99c97a85 update IndicatorImp get/_set 中的边界检测 2024-02-26 01:37:48 +08:00
fasiondog
546556faeb fixed 无效变量 2024-02-26 00:52:44 +08:00
fasiondog
4fb999520b fixed readUUID 2024-02-26 00:31:35 +08:00
fasiondog
89df411692 优化 KData 2024-02-25 22:53:44 +08:00
fasiondog
73a6189e9d KData 优化 (continue) 2024-02-25 21:03:21 +08:00
fasiondog
70aa0ad3aa 优化 Indicator 实现 2024-02-25 19:39:22 +08:00
fasiondog
2a74b75d5b 优化 Indicator 实现 2024-02-25 18:50:15 +08:00
fasiondog
301e193404 优化 indicator 实现 2024-02-25 17:23:04 +08:00
fasiondog
6e43290bb8 优化 IndicatorImp 操作,方便编译器进行优化 2024-02-25 15:17:43 +08:00
fasiondog
9f6de6da64 remove cpu-feature, xsimd 2024-02-25 14:10:55 +08:00
fasiondog
5ca6f51a0a update indicator operator 2024-02-25 02:46:22 +08:00
fasiondog
677b1203c8 Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/simd 2024-02-25 02:10:13 +08:00
fasiondog
b7e98ef086 try xsimd 2024-02-24 23:34:50 +08:00
fasiondog
85d972ffb9 IndicatorImp::alike 中直接用 typeid 比较,不需要 typeid(x).name 2024-02-24 16:56:47 +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
30ca8764c2 处理 test windows下编译失败 2024-02-23 23:56:09 +08:00
fasiondog
968be16f1f remove add_vectorexts 2024-02-23 22:51:18 +08:00
fasiondog
592d553273 add cpu instructions check 2024-02-23 22:50:01 +08:00
fasiondog
03acf55dc2 enhanced SpendTimer 2024-02-23 21:40:06 +08:00
fasiondog
7ac71d2b4b Remove redundant variables 2024-02-23 17:35:52 +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
59acb39b6e update 2024-02-18 00:44:59 +08:00
fasiondog
30fe85cc72 增强 Condition 逻辑 2024-02-18 00:01:24 +08:00
fasiondog
97c18177fd add AndCondition 2024-02-16 02:55:07 +08:00
fasiondog
a4bcbf06f7 fixed CORR 2024-02-05 12:09:58 +08:00
fasiondog
479dec1c79 优化 POS 2024-02-03 20:43:39 +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
14a9180076
Merge pull request #160 from yangrq1018/crypto-pr
其他市场扩展
2024-02-02 23:02:35 +08:00
martin
6017d3bcc8 fix sell short risk check 2024-02-02 20:02:33 +08:00
martin
a729dc9f37 refactor crypto support 2024-02-02 20:02:33 +08:00
martin
1632d7ae2d crypto support 2024-02-02 20:02:33 +08:00
martin
7f49603bca fix windows build 2024-02-02 17:16:09 +08:00
martin
a994f3d831 remove _DEBUG and DEBUG macro 2024-02-02 15:33:04 +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
13265b5feb KDataImp 添加 HKU_API 引出,以便第三方库使用 2024-02-01 01:51:50 +08:00
fasiondog
34da30cae1 优化安装头文件 2024-01-31 00:27:50 +08:00
fasiondog
248785197d 移除暂时未用代码 2024-01-30 10:54:34 +08:00
fasiondog
e249f73804 clear msvc compile warns 2024-01-29 00:19:53 +08:00
fasiondog
d3d38a43e6 cppcheck 信息清理 2024-01-28 23:38:03 +08:00
fasiondog
08b387f4fd fixed debug模式下使用动态库 2024-01-24 14:54:28 +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
923a718d34 优化工程安装 2024-01-22 02:56:17 +08:00
fasiondog
a0c3155654 add get_kdate(str, Query); fixed RSI 缺失 inline 2024-01-21 03:18:07 +08:00
fasiondog
05116ffa33 fixed hku_server compile error on windows 2024-01-21 02:58:40 +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
5013d23028 fixed mysql tryconnect 2024-01-09 21:43:35 +08:00
fasiondog
41866b78c8 优化权息数据加载速度 2024-01-05 21:24:45 +08:00
fasiondog
8ea16291ba update sqlite block driver 2024-01-04 23:41:21 +08:00
fasiondog
33bebc2b0f mysql block driver 2024-01-04 15:41:19 +08:00
fasiondog
fffb47a12b update mysql block driver 2024-01-04 02:37:48 +08:00
fasiondog
336e7436d1 mysql block driver 2024-01-03 19:12:30 +08:00
fasiondog
30a9511123 sqlite block driver 2024-01-03 16:58:49 +08:00
fasiondog
1492e25f04 update 2024-01-02 15:55:39 +08:00
fasiondog
6ed45e49aa Merge branch 'feature/pybind' of github.com:fasiondog/hikyuu into feature/pybind 2023-12-31 22:37:21 +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
5444852615 update 2023-12-31 01:54:39 +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
e624a4b555 update 2023-12-30 11:29:36 +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
52f1ba36c0 update 2023-12-27 22:48:41 +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
56a97e5e9b update 2023-12-27 02:16:10 +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
c45c38ee98 增加单笔最大盈利/亏损比例统计 2023-12-24 15:46:28 +08:00
fasiondog
d592bb73ec add CN_Bool 布尔信号指标系统有效条件 2023-12-22 01:44:35 +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
25f63773ea fixed BandSignal 序列化 2023-12-21 23:26:28 +08:00
fasiondog
3fea2a6d9d 去除with-demo编译选项 2023-12-21 23:19:44 +08:00
fasiondog
53b6fa6b73 fixed 调整止盈初始值,使其在未发生盈利前不生效 2023-12-15 09:34:58 +08:00
fasiondog
3e71143ee5 清除 gcc 编译告警 2023-12-14 23:08:37 +08:00
fasiondog
7d7472fcc4 清理编译及cppcheck告警 2023-12-14 21:06:49 +08:00
fasiondog
494a930475 fixed 宏分支后多了冒号 2023-12-14 20:55:49 +08:00
fasiondog
e8963cb410 新版本升级检测;部分全局变量初始化缺少引用GlobalInitializer.h 2023-12-14 00:16:22 +08:00
fasiondog
9189723bc2 优化 spotagent 打印;强制linux重置进程通信地址 2023-12-13 16:32:03 +08:00
fasiondog
b785bfeaa2 fixed linux socket 连接缺失权限 2023-12-13 15:07:42 +08:00
fasiondog
45197c3f18 版本升级检测(continue) 2023-12-13 03:00:58 +08:00
fasiondog
03a7530caa update 2023-12-10 00:47:41 +08:00
fasiondog
cc77559402 fixed windows 下板块读取错误 2023-12-10 00:14:45 +08:00
fasiondog
e2bdc8dc83 update 注释 2023-12-08 02:37:57 +08:00
fasiondog
df0a9f4a03 优化行情采集服务支持网络内发送接收数据 2023-12-08 02:12:44 +08:00
fasiondog
003c1df964 优化行情采集服务支持网络内发送接收数据 2023-12-07 23:36:10 +08:00
fasiondog
90607b77bf 优化行情采集服务支持网络内发送接收数据(continue) 2023-12-07 18:07:47 +08:00
fasiondog
a3be8706d6 mysql 8.0.34后废弃自动重连,优化自行处理重连 2023-12-05 01:56:47 +08:00
fasiondog
9183cece1b
Merge pull request #133 from fasiondog/feture/mysql
Feture/mysql 支持 MYSQL的 分笔与分时数据及其导入
2023-12-03 17:45:34 +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
1f88a5449b mysql 支持分时 2023-12-03 14:05:24 +08:00