/* * _Stock.cpp * * Created on: 2011-12-4 * Author: fasiondog */ #include #include #include "pybind_utils.h" using namespace hku; namespace py = pybind11; // BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getIndex_overloads, getIndex, 1, 2) KRecord (Stock::*getKRecord1)(size_t pos, const KQuery::KType& kType) const = &Stock::getKRecord; KRecord (Stock::*getKRecord2)(const Datetime&, const KQuery::KType& kType) const = &Stock::getKRecord; void export_Stock(py::module& m) { py::class_(m, "Stock", "证券对象") .def(py::init<>()) .def(py::init(), py::arg("market"), py::arg("code"), py::arg("name")) .def(py::init()) .def("__str__", &Stock::toString) .def("__repr__", &Stock::toString) .def_property_readonly("id", &Stock::id, "内部id") .def_property("market", py::overload_cast<>(&Stock::market, py::const_), py::overload_cast(&Stock::market), py::return_value_policy::copy, "所属市场简称，市场简称是市场的唯一标识") .def_property("code", py::overload_cast<>(&Stock::code, py::const_), py::overload_cast(&Stock::code), py::return_value_policy::copy, "证券代码") .def_property_readonly("market_code", py::overload_cast<>(&Stock::market_code, py::const_), "市场简称+证券代码，如: sh000001") .def_property("name", py::overload_cast<>(&Stock::name, py::const_), py::overload_cast(&Stock::name), py::return_value_policy::copy, "证券名称") .def_property("type", py::overload_cast<>(&Stock::type, py::const_), py::overload_cast(&Stock::type), "证券类型，参见：constant") .def_property("valid", py::overload_cast<>(&Stock::valid, py::const_), py::overload_cast(&Stock::valid), "该证券当前是否有效") .def_property("start_datetime", py::overload_cast<>(&Stock::startDatetime, py::const_), py::overload_cast(&Stock::startDatetime), py::return_value_policy::copy, "证券起始日期") .def_property("last_datetime", py::overload_cast<>(&Stock::lastDatetime, py::const_), py::overload_cast(&Stock::lastDatetime), py::return_value_policy::copy, "证券最后日期") .def_property("tick", py::overload_cast<>(&Stock::tick, py::const_), py::overload_cast(&Stock::tick), "最小跳动量") .def_property("tick_value", py::overload_cast<>(&Stock::tickValue, py::const_), py::overload_cast(&Stock::tickValue), "最小跳动量价值") .def_property_readonly("unit", &Stock::unit, "每单位价值 = tickValue / tick") .def_property("precision", py::overload_cast<>(&Stock::precision, py::const_), py::overload_cast(&Stock::precision), "价格精度") .def_property("atom", py::overload_cast<>(&Stock::atom, py::const_), py::overload_cast(&Stock::atom), "最小交易数量，同min_tradeNumber") .def_property("min_trade_number", py::overload_cast<>(&Stock::minTradeNumber, py::const_), py::overload_cast(&Stock::minTradeNumber), "最小交易数量") .def_property("max_trade_number", py::overload_cast<>(&Stock::maxTradeNumber, py::const_), py::overload_cast(&Stock::maxTradeNumber), "最大交易数量") .def("is_null", &Stock::isNull, R"(is_null(self) 是否为Null :rtype: bool)") .def("is_buffer", &Stock::isBuffer, R"(指定类型的K线数据是否被缓存)") .def("get_kdata", &Stock::getKData, R"(get_kdata(self, query) 获取K线数据 :param Query query: 查询条件 :return: 满足查询条件的K线数据 :rtype: KData)") .def("get_timeline_list", &Stock::getTimeLineList, R"(get_timeline_list(self, query) 获取分时线 :param Query query: 查询条件（查询条件中的K线类型、复权类型参数此时无用） :rtype: TimeLineList)") .def("get_trans_list", &Stock::getTransList, R"(get_trans_list(self, query) 获取历史分笔数据 :param Query query: 查询条件（查询条件中的K线类型、复权类型参数此时无用） :rtype: TransList)") .def("get_count", &Stock::getCount, py::arg("ktype") = KQuery::DAY, R"(get_count(self, [ktype=Query.DAY]) 获取不同类型K线数据量 :param Query.KType ktype: K线数据类别 :return: K线记录数 :rtype: int)") .def("get_market_value", &Stock::getMarketValue, R"(get_market_value(self, date, ktype) 获取指定时刻的市值，即小于等于指定时刻的最后一条记录的收盘价 :param Datetime date: 指定时刻 :param Query.KType ktype: K线数据类别 :return: 指定时刻的市值 :rtype: float)") .def("get_krecord", getKRecord1, py::arg("pos"), py::arg("ktype") = KQuery::DAY, R"(get_krecord(self, pos[, ktype=Query.DAY]) 获取指定索引的K线数据记录，未作越界检查 :param int pos: 指定的索引位置 :param Query.KType ktype: K线数据类别 :return: K线记录 :rtype: KRecord)") .def("get_krecord", getKRecord2, py::arg("date"), py::arg("ktype") = KQuery::DAY, R"(get_krecord(self, datetime[, ktype=Query.DAY]) 根据数据类型（日线/周线等），获取指定时刻的KRecord :param Datetime datetime: 指定日期时刻 :param Query.KType ktype: K线数据类别 :return: K线记录 :rtype: KRecord)") .def("get_krecord_list", &Stock::getKRecordList, R"(get_krecord_list(self, start, end, ktype) 获取K线记录 [start, end)，一般不直接使用. :param int start: 起始位置 :param int end: 结束位置 :param Query.KType ktype: K线类别 :return: K线记录列表 :rtype: KRecordList)") .def("get_datetime_list", &Stock::getDatetimeList, R"(get_datetime_list(self, query) 获取日期列表 :param Query query: 查询条件 :rtype: DatetimeList)") .def("get_finance_info", &Stock::getFinanceInfo, R"(get_finance_info(self) 获取当前财务信息 :rtype: Parameter)") .def("realtime_update", &Stock::realtimeUpdate, py::arg("krecord"), py::arg("ktype") = KQuery::DAY, R"(realtime_update(self, krecord) 只用于更新缓存中的日线数据 :param KRecord krecord: 新增的实时K线记录 :param KQuery.KType ktype: K 线类型)") .def("get_weight", &Stock::getWeight, py::arg("start") = Datetime::min(), py::arg("end") = Datetime(), R"(get_weight(self, [start, end]) 获取指定时间段[start,end)内的权息信息。未指定起始、结束时刻时，获取全部权息记录。 :param Datetime start: 起始时刻 :param Datetime end: 结束时刻 :rtype: StockWeightList)") .def( "get_belong_to_block_list", [](Stock& stk, const py::object& category) { string c_category; if (!category.is_none()) { c_category = category.cast(); } return stk.getBelongToBlockList(c_category); }, py::arg("category") = py::none(), R"(get_belong_to_block_list(self[, category=None]) 获取所属板块列表 :param str category: 指定的板块分类，为 None 时，返回所有板块分类下的所属板块 :rtype: list)") .def( "get_history_finance", [](const Stock& stk) { auto finances = stk.getHistoryFinance(); py::list ret; for (const auto& f : finances) { ret.append(py::make_tuple(f.fileDate, f.reportDate, f.values)); } return ret; }, R"(get_history_finance(self) 获取所有历史财务信息历史记录)") .def("load_kdata_to_buffer", &Stock::loadKDataToBuffer, R"(load_kdata_to_buffer(self, ktype) 将指定类别的K线数据加载至内存缓存 :param Query.KType ktype: K线类型)") .def("release_kdata_buffer", &Stock::releaseKDataBuffer, R"(release_kdata_buffer(self, ktype) 释放指定类别的内存K线数据 :param Query.KType ktype: K线类型)") .def( "set_krecord_list", [](Stock& self, const py::object& obj) { if (py::isinstance(obj)) { const auto& ks = obj.cast(); self.setKRecordList(ks); } else if (py::isinstance(obj)) { auto seq = obj.cast(); auto ks = python_list_to_vector(seq); self.setKRecordList(ks); } else { HKU_THROW("Unusable input data type"); } }, R"(set_krecord_list(self, krecord_list) "谨慎调用！！！直接设置当前内存 KRecordList, 仅供需临时增加的外部 Stock 设置 K 线数据)") .def(py::self == py::self) .def(py::self != py::self) DEF_PICKLE(Stock); }