mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-04 12:57:45 +08:00
269 lines
8.1 KiB
Python
269 lines
8.1 KiB
Python
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#===============================================================================
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# 作者：fasiondog
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# 历史：1）20100220, Added by fasiondog
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#===============================================================================
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__version__ = '1.0.1'
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__copyright__ = """\
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Copyright (c) Fasiondog; mailto:fasiondog@gmail.com
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See the documentation for further information on copyrights,
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or contact the author. All Rights Reserved.
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"""
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import sys
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if sys.version > '3':
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IS_PY3 = True
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else:
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IS_PY3 = False
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from ._hikyuu import *
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from hikyuu.util.mylog import escapetime
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from hikyuu.util.unicode import (unicodeFunc, reprFunc)
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from datetime import date, datetime
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MarketInfo.__unicode__ = unicodeFunc
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MarketInfo.__repr__ = reprFunc
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StockTypeInfo.__unicode = unicodeFunc
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StockTypeInfo.__repr__ = reprFunc
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KQuery.__unicode__ = unicodeFunc
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KQuery.__repr__ = reprFunc
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KRecord.__unicode__ = unicodeFunc
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KRecord.__repr__ = reprFunc
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KData.__unicode__ = unicodeFunc
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KData.__repr__ = reprFunc
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Stock.__unicode__ = unicodeFunc
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Stock.__repr__ = reprFunc
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Block.__unicode__ = unicodeFunc
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Block.__repr__ = reprFunc
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Datetime.__unicode__ = unicodeFunc
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Datetime.__repr__ = reprFunc
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Parameter.__unicode__ = unicodeFunc
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Parameter.__repr__ = reprFunc
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#常量定义，各种C++中Null值
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constant = Constant()
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#定义hash
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def datetime_hash(self):
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return self.number
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def stock_hash(self):
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return self.id
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Datetime.__hash__ = datetime_hash
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Stock.__hash__ = stock_hash
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#================================================================
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# Datetime支持直接从date, datetime变量初始化
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__old_Datetime_init__ = Datetime.__init__
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def __new_Datetime_init__(self, var = None):
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if var is None:
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__old_Datetime_init__(self)
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elif isinstance(var, date):
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__old_Datetime_init__(self, "{} 00".format(var))
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elif isinstance(var, datetime):
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__old_Datetime_init__(self, str(var))
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elif isinstance(var, str):
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if var.find(' ') == -1:
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__old_Datetime_init__(self, "{} 00".format(var))
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else:
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__old_Datetime_init__(self, var)
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else:
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__old_Datetime_init__(self, var)
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def Datetime_date(self):
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return date(self.year, self.month, self.day)
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Datetime.__init__ = __new_Datetime_init__
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Datetime.date = Datetime_date
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#================================================================
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#重定义KQuery
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class Query(KQuery):
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"""重新定义KQuery，目的如下：
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1、使用短类名
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2、使用短枚举类型
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3、利用Python命名参数优点
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"""
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INDEX = KQuery.QueryType.INDEX
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DATE = KQuery.QueryType.DATE
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DAY = KQuery.KType.DAY
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WEEK = KQuery.KType.WEEK
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MONTH = KQuery.KType.MONTH
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QUARTER = KQuery.KType.QUARTER
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HALFYEAR = KQuery.KType.HALFYEAR
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YEAR = KQuery.KType.YEAR
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MIN = KQuery.KType.MIN
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MIN5 = KQuery.KType.MIN5
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MIN15 = KQuery.KType.MIN15
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MIN30 = KQuery.KType.MIN30
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MIN60 = KQuery.KType.MIN60
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NO_RECOVER = KQuery.RecoverType.NO_RECOVER
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FORWARD = KQuery.RecoverType.FORWARD
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BACKWARD = KQuery.RecoverType.BACKWARD
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EQUAL_FORWARD = KQuery.RecoverType.EQUAL_FORWARD
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EQUAL_BACKWARD = KQuery.RecoverType.EQUAL_BACKWARD
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def __init__(self, start = 0, end = None,
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kType = KQuery.KType.DAY, recoverType = KQuery.RecoverType.NO_RECOVER):
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"""
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构建按索引方式 [start, end) 查询K线数据条件，查询[start, end)的K线记录
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start: int 起始位置（默认0）
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end : int 结束位置（默认为全部数量）
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kType: KQuery.KType.DAY K线类型（默认为日线）
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recoverType: KQuery.RecoverType.NO_RECOVER 复权类型（默认不复权）
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"""
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end_pos = constant.null_int64 if end is None else end
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super(Query, self).__init__(start, end_pos, kType, recoverType)
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QueryByIndex = Query
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def QueryByDate(start=None, end=None, kType=Query.DAY,
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recoverType=Query.NO_RECOVER):
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"""
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构建按日期 [start, end) 查询K线数据条件
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start: Datetime 起始日期（默认为支持的最小日期）
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end : Datetime 结束日期（默认为支持的最大日期）
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kType: KQuery.KType K线类型（默认为日线）
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recoverType: KQuery.RecoverType 复权类型（默认不复权）
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return KQuery K线数据查询条件
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"""
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start_date = Datetime.minDatetime() if start is None else start
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end_date = Datetime.maxDatetime() if end is None else end
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return KQueryByDate(start_date, end_date, kType, recoverType)
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KQuery.INDEX = KQuery.QueryType.INDEX
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KQuery.DATE = KQuery.QueryType.DATE
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KQuery.DAY = KQuery.KType.DAY
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KQuery.WEEK = KQuery.KType.WEEK
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KQuery.MONTH = KQuery.KType.MONTH
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KQuery.QUARTER = KQuery.KType.QUARTER
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KQuery.HALFYEAR = KQuery.KType.HALFYEAR
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KQuery.YEAR = KQuery.KType.YEAR
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KQuery.MIN = KQuery.KType.MIN
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KQuery.MIN5 = KQuery.KType.MIN5
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KQuery.MIN15 = KQuery.KType.MIN15
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KQuery.MIN30 = KQuery.KType.MIN30
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KQuery.MIN60 = KQuery.KType.MIN60
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KQuery.NO_RECOVER = KQuery.RecoverType.NO_RECOVER
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KQuery.FORWARD = KQuery.RecoverType.FORWARD
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KQuery.BACKWARD = KQuery.RecoverType.BACKWARD
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KQuery.EQUAL_FORWARD = KQuery.RecoverType.EQUAL_FORWARD
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KQuery.EQUAL_BACKWARD = KQuery.RecoverType.EQUAL_BACKWARD
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#================================================================
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#封装KData
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def KData_getitem(kdata, i):
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if isinstance(i, int):
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length = len(kdata)
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index = length + i if i < 0 else i
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if index < 0 or index >= length:
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raise IndexError("index out of range: %d" % i)
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return kdata.getKRecord(index)
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elif isinstance(i, Datetime):
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return kdata.getKRecordByDate(i)
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elif isinstance(i, slice):
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return [kdata.getKRecord(x) for x in range(*i.indices(len(kdata)))]
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else:
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raise IndexError("Error index type")
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return KRecord()
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def KData_iter(kdata):
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for i in range(len(kdata)):
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yield kdata[i]
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def KData_getPos(kdata, datetime):
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pos = kdata._getPos(datetime)
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return pos if pos != constant.null_size else None
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KData.__getitem__ = KData_getitem
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KData.__iter__ = KData_iter
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KData.getPos = KData_getPos
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#================================================================
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def list_getitem(data, i):
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if isinstance(i, int):
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length = len(data)
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index = length + i if i < 0 else i
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if index < 0 or index >= length:
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raise IndexError("index out of range: %d" % i)
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return data.get(index)
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elif isinstance(i, slice):
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return [data.get(x) for x in range(*i.indices(len(data)))]
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else:
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raise IndexError("Error index type")
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PriceList.__getitem__ = list_getitem
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DatetimeList.__getitem__ = list_getitem
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StringList.__getitem__ = list_getitem
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BlockList.__getitem__ = list_getitem
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#================================================================
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try:
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import numpy as np
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import pandas as pd
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def KData_to_np(kdata):
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"""转化为numpy结构数组"""
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k_type = np.dtype({'names':['datetime','open', 'high', 'low','close',
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'amount', 'volume'],
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'formats':['datetime64[D]','d','d','d','d','d','d']})
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return np.array([(k.datetime, k.openPrice, k.highPrice,
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k.lowPrice, k.closePrice, k.transAmount,
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k.transCount) for k in kdata], dtype=k_type)
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def KData_to_df(kdata):
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"""转化为pandas的DataFrame"""
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return pd.DataFrame.from_records(KData_to_np(kdata), index='datetime')
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KData.to_np = KData_to_np
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KData.to_df = KData_to_df
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def PriceList_to_np(data):
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return np.array(data, dtype='d')
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def PriceList_to_df(data):
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return pd.DataFrame(data.to_np(), columns=('Value',))
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PriceList.to_np = PriceList_to_np
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PriceList.to_df = PriceList_to_df
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def DatetimeList_to_np(data):
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return np.array(data, dtype='datetime64[D]')
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def DatetimeList_to_df(data):
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return pd.DataFrame(data.to_np(), columns=('Datetime',))
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DatetimeList.to_np = DatetimeList_to_np
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DatetimeList.to_df = DatetimeList_to_df
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except:
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pass |