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133 lines
4.7 KiB
C++
133 lines
4.7 KiB
C++
// /*
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// * Copyright (c) 2023 hikyuu.org
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// *
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// * Created on: 2023-10-10
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// * Author: fasiondog
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// */
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// #include <hikyuu/analysis/combinate.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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// static py::list combinate_index(object seq) {
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// size_t total = len(seq);
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// std::vector<size_t> index_list(total);
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// for (size_t i = 0; i < total; ++i) {
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// index_list[i] = i;
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// }
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// py::list result;
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// std::vector<std::vector<size_t>> comb = combinateIndex(index_list);
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// for (size_t i = 0, count = comb.size(); i < count; i++) {
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// py::list tmp = vector_to_py_list<std::vector<size_t>>(comb[i]);
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// result.append(tmp);
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// }
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// return result;
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// }
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// static py::list combinate_indicator(object seq, int n) {
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// size_t total = len(seq);
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// std::vector<Indicator> inds(total);
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// for (size_t i = 0; i < total; ++i) {
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// inds[i] = py::extract<Indicator>(seq[i])();
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// }
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// auto comb = combinateIndicator(inds, n);
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// return vector_to_py_list(comb);
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// }
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// static py::dict combinate_ind_analysis(const Stock& stk, const KQuery& query, TradeManagerPtr tm,
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// SystemPtr sys, object buy_inds, object sell_inds, int n) {
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// std::vector<Indicator> c_buy_inds;
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// for (size_t i = 0, total = len(buy_inds); i < total; i++) {
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// c_buy_inds.emplace_back(py::extract<Indicator>(buy_inds[i])());
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// }
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// std::vector<Indicator> c_sell_inds;
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// for (size_t i = 0, total = len(sell_inds); i < total; i++) {
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// c_sell_inds.emplace_back(py::extract<Indicator>(sell_inds[i])());
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// }
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// py::dict result;
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// auto pers = combinateIndicatorAnalysis(stk, query, tm, sys, c_buy_inds, c_sell_inds, n);
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// for (auto iter = pers.begin(); iter != pers.end(); ++iter) {
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// result[iter->first] = std::move(iter->second);
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// }
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// return result;
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// }
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// static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery& query,
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// TradeManagerPtr tm, SystemPtr sys,
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// object buy_inds, object sell_inds, int n) {
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// std::vector<Indicator> c_buy_inds;
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// for (size_t i = 0, total = len(buy_inds); i < total; i++) {
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// c_buy_inds.emplace_back(py::extract<Indicator>(buy_inds[i])());
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// }
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// std::vector<Indicator> c_sell_inds;
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// for (size_t i = 0, total = len(sell_inds); i < total; i++) {
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// c_sell_inds.emplace_back(py::extract<Indicator>(sell_inds[i])());
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// }
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// auto records =
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// combinateIndicatorAnalysisWithBlock(blk, query, tm, sys, c_buy_inds, c_sell_inds, n);
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// std::vector<py::list> tmp;
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// StringList names{"组合名称", "证券代码", "证券名称"};
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// Performance per;
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// auto keys = per.names();
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// for (const auto& key : keys) {
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// names.emplace_back(key);
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// }
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// for (int i = 0, len = names.size(); i < len; i++) {
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// tmp.emplace_back(py::list());
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// }
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// for (size_t i = 0, total = records.size(); i < total; i++) {
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// CombinateAnalysisOutput& record = records[i];
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// tmp[0].append(record.combinateName);
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// tmp[1].append(record.code);
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// tmp[2].append(record.name);
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// HKU_WARN_IF(names.size() != record.values.size() + 3, "lenght invalid: {} {}",
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// names.size(),
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// record.values.size());
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// for (size_t j = 3, len = names.size(); j < len; j++) {
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// tmp[j].append(record.values[j - 3]);
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// }
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// }
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// py::dict result;
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// for (size_t i = 0, total = names.size(); i < total; i++) {
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// result[names[i]] = tmp[i];
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// }
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// return result;
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// }
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// void export_analysis(py::module& m) {
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// m.def("combinate_index", combinate_index, R"(combinate_index(seq)
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// 获取序列组合的下标索引, 输入序列的长度最大不超过15，否则抛出异常
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// :param inds: list 或 tuple 等可使用索引的可迭代对象
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// :return: 返回组合的索引，可用于获取输入中相应索引位置的值
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// :rtype: list)");
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// m.def("combinate_ind", combinate_indicator, py::arg("inds"), py::arg("n") = 7,
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// R"(combinate_ind(inds[, n=7])
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// 对输入的指标序列进行组合, 如输入为 [ind1, ind2], 输出为 [EXIST(ind1,n), EXIST(ind2,n),
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// EXIST(ind1,n)&EXIST(ind2,n)]
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// :param list|tuple|seq inds: 待组合的指标列表
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// :param int n: 指标在 n 周期内存在
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// :return: 组合后的指标列表
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// :rtype: list)");
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// m.def("_combinate_ind_analysis", combinate_ind_analysis);
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// m.def("_combinate_ind_analysis_with_block", combinate_ind_analysis_with_block);
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// }
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