mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-30 02:48:57 +08:00
245 lines
9.6 KiB
C++
245 lines
9.6 KiB
C++
/*
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* _Stock.cpp
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*
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* Created on: 2011-12-4
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* Author: fasiondog
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*/
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#include <hikyuu/serialization/Stock_serialization.h>
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#include <hikyuu/KData.h>
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#include "pybind_utils.h"
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using namespace hku;
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namespace py = pybind11;
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// BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getIndex_overloads, getIndex, 1, 2)
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KRecord (Stock::*getKRecord1)(size_t pos, const KQuery::KType& kType) const = &Stock::getKRecord;
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KRecord (Stock::*getKRecord2)(const Datetime&,
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const KQuery::KType& kType) const = &Stock::getKRecord;
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void export_Stock(py::module& m) {
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py::class_<Stock>(m, "Stock", "证券对象")
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.def(py::init<>())
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.def(py::init<const string&, const string&, const string&>(), py::arg("market"),
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py::arg("code"), py::arg("name"))
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.def(py::init<const Stock&>())
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.def("__str__", &Stock::toString)
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.def("__repr__", &Stock::toString)
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.def_property_readonly("id", &Stock::id, "内部id")
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.def_property("market", py::overload_cast<>(&Stock::market, py::const_),
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py::overload_cast<const string&>(&Stock::market), py::return_value_policy::copy,
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"所属市场简称，市场简称是市场的唯一标识")
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.def_property("code", py::overload_cast<>(&Stock::code, py::const_),
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py::overload_cast<const string&>(&Stock::code), py::return_value_policy::copy,
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"证券代码")
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.def_property_readonly("market_code", py::overload_cast<>(&Stock::market_code, py::const_),
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"市场简称+证券代码，如: sh000001")
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.def_property("name", py::overload_cast<>(&Stock::name, py::const_),
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py::overload_cast<const string&>(&Stock::name), py::return_value_policy::copy,
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"证券名称")
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.def_property("type", py::overload_cast<>(&Stock::type, py::const_),
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py::overload_cast<uint32_t>(&Stock::type), "证券类型，参见：constant")
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.def_property("valid", py::overload_cast<>(&Stock::valid, py::const_),
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py::overload_cast<bool>(&Stock::valid), "该证券当前是否有效")
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.def_property("start_datetime", py::overload_cast<>(&Stock::startDatetime, py::const_),
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py::overload_cast<const Datetime&>(&Stock::startDatetime),
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py::return_value_policy::copy, "证券起始日期")
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.def_property("last_datetime", py::overload_cast<>(&Stock::lastDatetime, py::const_),
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py::overload_cast<const Datetime&>(&Stock::lastDatetime),
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py::return_value_policy::copy, "证券最后日期")
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.def_property("tick", py::overload_cast<>(&Stock::tick, py::const_),
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py::overload_cast<price_t>(&Stock::tick), "最小跳动量")
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.def_property("tick_value", py::overload_cast<>(&Stock::tickValue, py::const_),
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py::overload_cast<price_t>(&Stock::tickValue), "最小跳动量价值")
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.def_property_readonly("unit", &Stock::unit, "每单位价值 = tickValue / tick")
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.def_property("precision", py::overload_cast<>(&Stock::precision, py::const_),
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py::overload_cast<int>(&Stock::precision), "价格精度")
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.def_property("atom", py::overload_cast<>(&Stock::atom, py::const_),
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py::overload_cast<double>(&Stock::atom), "最小交易数量，同min_tradeNumber")
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.def_property("min_trade_number", py::overload_cast<>(&Stock::minTradeNumber, py::const_),
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py::overload_cast<double>(&Stock::minTradeNumber), "最小交易数量")
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.def_property("max_trade_number", py::overload_cast<>(&Stock::maxTradeNumber, py::const_),
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py::overload_cast<double>(&Stock::maxTradeNumber), "最大交易数量")
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.def("is_null", &Stock::isNull, R"(is_null(self)
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是否为Null
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:rtype: bool)")
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.def("is_buffer", &Stock::isBuffer, R"(指定类型的K线数据是否被缓存)")
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.def("get_kdata", &Stock::getKData, R"(get_kdata(self, query)
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获取K线数据
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:param Query query: 查询条件
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:return: 满足查询条件的K线数据
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:rtype: KData)")
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.def("get_timeline_list", &Stock::getTimeLineList, R"(get_timeline_list(self, query)
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获取分时线
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: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）
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:rtype: TimeLineList)")
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.def("get_trans_list", &Stock::getTransList, R"(get_trans_list(self, query)
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获取历史分笔数据
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: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）
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:rtype: TransList)")
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.def("get_count", &Stock::getCount, py::arg("ktype") = KQuery::DAY,
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R"(get_count(self, [ktype=Query.DAY])
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获取不同类型K线数据量
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:param Query.KType ktype: K线数据类别
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:return: K线记录数
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:rtype: int)")
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.def("get_market_value", &Stock::getMarketValue, R"(get_market_value(self, date, ktype)
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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
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:param Datetime date: 指定时刻
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:param Query.KType ktype: K线数据类别
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:return: 指定时刻的市值
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:rtype: float)")
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.def("get_krecord", getKRecord1, py::arg("pos"), py::arg("ktype") = KQuery::DAY,
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R"(get_krecord(self, pos[, ktype=Query.DAY])
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获取指定索引的K线数据记录，未作越界检查
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:param int pos: 指定的索引位置
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:param Query.KType ktype: K线数据类别
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:return: K线记录
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:rtype: KRecord)")
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.def("get_krecord", getKRecord2, py::arg("date"), py::arg("ktype") = KQuery::DAY,
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R"(get_krecord(self, datetime[, ktype=Query.DAY])
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根据数据类型（日线/周线等），获取指定时刻的KRecord
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:param Datetime datetime: 指定日期时刻
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:param Query.KType ktype: K线数据类别
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:return: K线记录
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:rtype: KRecord)")
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.def("get_krecord_list", &Stock::getKRecordList, R"(get_krecord_list(self, start, end,
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ktype)
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获取K线记录 [start, end)，一般不直接使用.
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:param int start: 起始位置
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:param int end: 结束位置
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:param Query.KType ktype: K线类别
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:return: K线记录列表
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:rtype: KRecordList)")
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.def("get_datetime_list", &Stock::getDatetimeList, R"(get_datetime_list(self, query)
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获取日期列表
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:param Query query: 查询条件
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:rtype: DatetimeList)")
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.def("get_finance_info", &Stock::getFinanceInfo, R"(get_finance_info(self)
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获取当前财务信息
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:rtype: Parameter)")
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.def("realtime_update", &Stock::realtimeUpdate, py::arg("krecord"),
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py::arg("ktype") = KQuery::DAY,
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R"(realtime_update(self, krecord)
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只用于更新缓存中的日线数据
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:param KRecord krecord: 新增的实时K线记录
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:param KQuery.KType ktype: K 线类型)")
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.def("get_weight", &Stock::getWeight, py::arg("start") = Datetime::min(),
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py::arg("end") = Datetime(),
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R"(get_weight(self, [start, end])
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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。
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:param Datetime start: 起始时刻
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:param Datetime end: 结束时刻
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:rtype: StockWeightList)")
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.def(
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"get_belong_to_block_list",
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[](Stock& stk, const py::object& category) {
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string c_category;
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if (!category.is_none()) {
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c_category = category.cast<string>();
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}
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return stk.getBelongToBlockList(c_category);
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},
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py::arg("category") = py::none(), R"(get_belong_to_block_list(self[, category=None])
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获取所属板块列表
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: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
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:rtype: list)")
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.def(
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"get_history_finance",
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[](const Stock& stk) {
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auto finances = stk.getHistoryFinance();
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py::list ret;
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for (const auto& f : finances) {
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ret.append(py::make_tuple(f.fileDate, f.reportDate, f.values));
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}
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return ret;
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},
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R"(get_history_finance(self)
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获取所有历史财务信息历史记录)")
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.def("load_kdata_to_buffer", &Stock::loadKDataToBuffer, R"(load_kdata_to_buffer(self,
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ktype)
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将指定类别的K线数据加载至内存缓存
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:param Query.KType ktype: K线类型)")
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.def("release_kdata_buffer", &Stock::releaseKDataBuffer, R"(release_kdata_buffer(self,
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ktype)
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释放指定类别的内存K线数据
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:param Query.KType ktype: K线类型)")
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.def(
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"set_krecord_list",
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[](Stock& self, const py::object& obj) {
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if (py::isinstance<KRecordList>(obj)) {
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const auto& ks = obj.cast<const KRecordList&>();
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self.setKRecordList(ks);
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} else if (py::isinstance<py::sequence>(obj)) {
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auto seq = obj.cast<py::sequence>();
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auto ks = python_list_to_vector<KRecord>(seq);
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self.setKRecordList(ks);
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} else {
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HKU_THROW("Unusable input data type");
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}
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},
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R"(set_krecord_list(self, krecord_list)
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"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)")
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.def(py::self == py::self)
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.def(py::self != py::self)
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DEF_PICKLE(Stock);
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}
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