hikyuu2/tools/hikyuu/__init__.py
2017-04-28 01:01:51 +08:00

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#!/usr/bin/python
# -*- coding: utf8 -*-
# cp936
#===============================================================================
# 作者fasiondog
# 历史120100220, Added by fasiondog
#===============================================================================
__version__ = '1.0.0'
__copyright__ = """\
Copyright (c) Fasiondog; mailto:fasiondog@gmail.com
See the documentation for further information on copyrights,
or contact the author. All Rights Reserved.
"""
import sys
if sys.version > '3':
IS_PY3 = True
else:
IS_PY3 = False
from ._hikyuu import *
from hikyuu.util.mylog import escapetime
from hikyuu.util.unicode import (unicodeFunc, reprFunc)
from datetime import date, datetime
MarketInfo.__unicode__ = unicodeFunc
MarketInfo.__repr__ = reprFunc
StockTypeInfo.__unicode = unicodeFunc
StockTypeInfo.__repr__ = reprFunc
KQuery.__unicode__ = unicodeFunc
KQuery.__repr__ = reprFunc
KRecord.__unicode__ = unicodeFunc
KRecord.__repr__ = reprFunc
KData.__unicode__ = unicodeFunc
KData.__repr__ = reprFunc
Stock.__unicode__ = unicodeFunc
Stock.__repr__ = reprFunc
Block.__unicode__ = unicodeFunc
Block.__repr__ = reprFunc
Datetime.__unicode__ = unicodeFunc
Datetime.__repr__ = reprFunc
Parameter.__unicode__ = unicodeFunc
Parameter.__repr__ = reprFunc
#常量定义各种C++中Null值
constant = Constant()
#定义hash
def datetime_hash(self):
return self.number
def stock_hash(self):
return self.id
Datetime.__hash__ = datetime_hash
Stock.__hash__ = stock_hash
#================================================================
# Datetime支持直接从date, datetime变量初始化
__old_Datetime_init__ = Datetime.__init__
def __new_Datetime_init__(self, var = None):
if var is None:
__old_Datetime_init__(self)
elif isinstance(var, date):
__old_Datetime_init__(self, "{} 00".format(var))
elif isinstance(var, datetime):
__old_Datetime_init__(self, str(var))
elif isinstance(var, str):
if var.find(' ') == -1:
__old_Datetime_init__(self, "{} 00".format(var))
else:
__old_Datetime_init__(self, var)
else:
__old_Datetime_init__(self, var)
def Datetime_date(self):
return date(self.year, self.month, self.day)
Datetime.__init__ = __new_Datetime_init__
Datetime.date = Datetime_date
#================================================================
#重定义KQuery
class Query(KQuery):
"""重新定义KQuery目的如下
1、使用短类名
2、使用短枚举类型
3、利用Python命名参数优点
"""
INDEX = KQuery.QueryType.INDEX
DATE = KQuery.QueryType.DATE
DAY = KQuery.KType.DAY
WEEK = KQuery.KType.WEEK
MONTH = KQuery.KType.MONTH
QUARTER = KQuery.KType.QUARTER
HALFYEAR = KQuery.KType.HALFYEAR
YEAR = KQuery.KType.YEAR
MIN = KQuery.KType.MIN
MIN5 = KQuery.KType.MIN5
MIN15 = KQuery.KType.MIN15
MIN30 = KQuery.KType.MIN30
MIN60 = KQuery.KType.MIN60
NO_RECOVER = KQuery.RecoverType.NO_RECOVER
FORWARD = KQuery.RecoverType.FORWARD
BACKWARD = KQuery.RecoverType.BACKWARD
EQUAL_FORWARD = KQuery.RecoverType.EQUAL_FORWARD
EQUAL_BACKWARD = KQuery.RecoverType.EQUAL_BACKWARD
def __init__(self, start = 0, end = None,
kType = KQuery.KType.DAY, recoverType = KQuery.RecoverType.NO_RECOVER):
"""
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
start: int 起始位置默认0
end : int 结束位置(默认为全部数量)
kType: KQuery.KType.DAY K线类型默认为日线
recoverType: KQuery.RecoverType.NO_RECOVER 复权类型(默认不复权)
"""
end_pos = constant.null_int64 if end is None else end
super(Query, self).__init__(start, end_pos, kType, recoverType)
QueryByIndex = Query
def QueryByDate(start=None, end=None, kType=Query.DAY,
recoverType=Query.NO_RECOVER):
"""
构建按日期 [start, end) 查询K线数据条件
start: Datetime 起始日期(默认为支持的最小日期)
end : Datetime 结束日期(默认为支持的最大日期)
kType: KQuery.KType K线类型默认为日线
recoverType: KQuery.RecoverType 复权类型(默认不复权)
return KQuery K线数据查询条件
"""
start_date = Datetime.minDatetime() if start is None else start
end_date = Datetime.maxDatetime() if end is None else end
return KQueryByDate(start_date, end_date, kType, recoverType)
KQuery.INDEX = KQuery.QueryType.INDEX
KQuery.DATE = KQuery.QueryType.DATE
KQuery.DAY = KQuery.KType.DAY
KQuery.WEEK = KQuery.KType.WEEK
KQuery.MONTH = KQuery.KType.MONTH
KQuery.QUARTER = KQuery.KType.QUARTER
KQuery.HALFYEAR = KQuery.KType.HALFYEAR
KQuery.YEAR = KQuery.KType.YEAR
KQuery.MIN = KQuery.KType.MIN
KQuery.MIN5 = KQuery.KType.MIN5
KQuery.MIN15 = KQuery.KType.MIN15
KQuery.MIN30 = KQuery.KType.MIN30
KQuery.MIN60 = KQuery.KType.MIN60
KQuery.NO_RECOVER = KQuery.RecoverType.NO_RECOVER
KQuery.FORWARD = KQuery.RecoverType.FORWARD
KQuery.BACKWARD = KQuery.RecoverType.BACKWARD
KQuery.EQUAL_FORWARD = KQuery.RecoverType.EQUAL_FORWARD
KQuery.EQUAL_BACKWARD = KQuery.RecoverType.EQUAL_BACKWARD
#================================================================
#封装KData
def KData_getitem(kdata, i):
if isinstance(i, int):
length = len(kdata)
index = length + i if i < 0 else i
if index < 0 or index >= length:
raise IndexError("index out of range: %d" % i)
return kdata.getKRecord(index)
elif isinstance(i, Datetime):
return kdata.getKRecordByDate(i)
elif isinstance(i, slice):
return [kdata.getKRecord(x) for x in range(*i.indices(len(kdata)))]
else:
raise IndexError("Error index type")
return KRecord()
def KData_iter(kdata):
for i in range(len(kdata)):
yield kdata[i]
def KData_getPos(kdata, datetime):
pos = kdata._getPos(datetime)
return pos if pos != constant.null_size else None
KData.__getitem__ = KData_getitem
KData.__iter__ = KData_iter
KData.getPos = KData_getPos
#================================================================
def list_getitem(data, i):
if isinstance(i, int):
length = len(data)
index = length + i if i < 0 else i
if index < 0 or index >= length:
raise IndexError("index out of range: %d" % i)
return data.get(index)
elif isinstance(i, slice):
return [data.get(x) for x in range(*i.indices(len(data)))]
else:
raise IndexError("Error index type")
PriceList.__getitem__ = list_getitem
DatetimeList.__getitem__ = list_getitem
StringList.__getitem__ = list_getitem
BlockList.__getitem__ = list_getitem
#================================================================
try:
import numpy as np
import pandas as pd
def KData_to_np(kdata):
"""转化为numpy结构数组"""
k_type = np.dtype({'names':['datetime','open', 'high', 'low','close',
'amount', 'volume'],
'formats':['datetime64[D]','d','d','d','d','d','d']})
return np.array([(k.datetime, k.openPrice, k.highPrice,
k.lowPrice, k.closePrice, k.transAmount,
k.transCount) for k in kdata], dtype=k_type)
def KData_to_df(kdata):
"""转化为pandas的DataFrame"""
return pd.DataFrame.from_records(KData_to_np(kdata), index='datetime')
KData.to_np = KData_to_np
KData.to_df = KData_to_df
def PriceList_to_np(data):
return np.array(data, dtype='d')
def PriceList_to_df(data):
return pd.DataFrame(data.to_np(), columns=('Value',))
PriceList.to_np = PriceList_to_np
PriceList.to_df = PriceList_to_df
def DatetimeList_to_np(data):
return np.array(data, dtype='datetime64[D]')
def DatetimeList_to_df(data):
return pd.DataFrame(data.to_np(), columns=('Datetime',))
DatetimeList.to_np = DatetimeList_to_np
DatetimeList.to_df = DatetimeList_to_df
except:
pass