mirror of
https://gitee.com/fasiondog/hikyuu.git
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190 lines
6.5 KiB
C++
190 lines
6.5 KiB
C++
/*
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* main.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 <cstdint>
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#include <pybind11/pybind11.h>
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#include <pybind11/stl.h>
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#include <hikyuu/hikyuu.h>
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#include <hikyuu/global/sysinfo.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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void export_DataType(py::module& m);
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void export_Constant(py::module& m);
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void export_util(py::module& m);
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// void export_analysis();
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void export_log(py::module& m);
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void export_Datetime(py::module& m);
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void export_TimeDelta(py::module& m);
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void export_StockManager(py::module& m);
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void export_Stock(py::module& m);
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void export_Block(py::module& m);
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void export_MarketInfo(py::module& m);
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void export_StockTypeInfo(py::module& m);
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void export_StockWeight(py::module& m);
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void export_KQuery(py::module& m);
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void export_KReord(py::module& m);
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void export_TimeLineReord(py::module& m);
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void export_TransRecord(py::module& m);
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void export_KData(py::module& m);
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void export_Parameter(py::module& m);
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// void export_save_load();
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void export_io_redirect(py::module& m);
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void export_data_driver_main(py::module& m);
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// void export_indicator_main();
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// void export_instance_main();
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void export_trade_manage_main(py::module& m);
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void export_trade_sys_main(py::module& m);
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// void export_global_main();
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void export_StrategeContext(py::module& m);
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// void export_strategy_main();
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// KData Py_GetKData(const string& market_code, py::object start = py::long_(0),
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// py::object end = py::long_(Null<int64_t>()), KQuery::KType ktype = KQuery::DAY,
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// KQuery::RecoverType recovertType = KQuery::NO_RECOVER) {
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// py::extract<KQuery> query_x(start);
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// if (query_x.check()) {
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// return getKData(market_code, query_x());
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// }
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// py::extract<int64_t> int_x(start);
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// if (int_x.check()) {
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// int64_t start_ix = 0, end_ix = 0;
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// if (end.is_none()) {
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// end_ix = Null<int64_t>();
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// } else {
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// py::extract<int64_t> int_y(end);
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// if (!int_y.check()) {
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// HKU_THROW_EXCEPTION(
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// std::invalid_argument,
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// "The input parameters start and end must be of the same type (Datetime or
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// int)!");
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// }
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// end_ix = int_y();
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// }
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// start_ix = int_x();
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// return getKData(market_code, start_ix, end_ix, ktype, recovertType);
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// }
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// py::extract<Datetime> date_x(start);
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// if (!date_x.check()) {
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// HKU_THROW_EXCEPTION(std::invalid_argument,
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// "The type of input parameter start must be Datetime or int!");
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// }
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// Datetime start_date, end_date;
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// if (end.is_none()) {
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// end_date = Null<Datetime>();
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// } else {
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// py::extract<Datetime> date_y(end);
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// if (!date_y.check()) {
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// HKU_THROW_EXCEPTION(
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// std::invalid_argument,
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// "The input parameters start and end must be of the same type (Datetime or int)!");
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// }
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// end_date = date_y();
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// }
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// start_date = date_x();
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// return getKData(market_code, start_date, end_date, ktype, recovertType);
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// }
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// BOOST_PYTHON_MODULE(core) {
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// py::docstring_options doc_options;
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// doc_options.disable_signatures();
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PYBIND11_MODULE(core, m) {
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export_DataType(m);
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export_Constant(m);
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export_util(m);
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// export_analysis();
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export_log(m);
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export_Datetime(m);
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export_TimeDelta(m);
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export_MarketInfo(m);
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export_StockTypeInfo(m);
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export_StockWeight(m);
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export_StrategeContext(m);
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export_StockManager(m);
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export_KQuery(m);
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export_KReord(m);
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export_TimeLineReord(m);
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export_TransRecord(m);
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export_KData(m);
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export_Stock(m);
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export_Block(m);
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export_Parameter(m);
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// export_save_load();
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export_data_driver_main(m);
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// export_indicator_main();
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// export_instance_main();
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export_trade_sys_main(m);
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export_trade_manage_main(m); // must after export_trade_sys_main
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// export_strategy_main();
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// export_global_main();
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export_io_redirect(m);
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// py::def("close_spend_time", close_spend_time, "全局关闭 c++ 部分耗时打印");
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// py::def("open_spend_time", close_spend_time, "全局开启 c++ 部分耗时打印");
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m.def("hikyuu_init", hikyuu_init, py::arg("filename"), py::arg("ignore_preload") = false,
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py::arg("context") = StrategyContext({"all"}));
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m.def("get_version", getVersion, R"(getVersion()
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:return: hikyuu 当前版本
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:rtype: str)");
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m.def("get_version_with_build", getVersionWithBuild);
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m.def("get_stock", getStock,
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R"(get_stock(market_code)
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根据"市场简称证券代码"获取对应的证券实例
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:param str market_code: 格式：“市场简称证券代码”，如"sh000001"
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:return: 对应的证券实例，如果实例不存在，则返回空实例，即Stock()，不抛出异常
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:rtype: Stock)");
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int64_t null_int64 = Null<int64_t>();
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Datetime null_date = Null<Datetime>();
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m.def("get_kdata",
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py::overload_cast<const string&, int64_t, int64_t, KQuery::KType, KQuery::RecoverType>(
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getKData),
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py::arg("market_code"), py::arg("start") = 0, py::arg("end") = null_int64,
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py::arg("ktype") = KQuery::DAY, py::arg("recover_type") = KQuery::NO_RECOVER,
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R"(根据证券代码及起止位置获取 [start, end) 范围的 K 线数据
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:param str market_code: 证券代码，如: 'sh000001'
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:param int start: 起始索引
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:param int end: 结束索引
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:param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
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:param Query.RecoverType recover_type: 复权类型)");
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m.def("get_kdata",
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py::overload_cast<const string&, const Datetime&, const Datetime&, KQuery::KType,
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KQuery::RecoverType>(getKData),
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py::arg("market_code"), py::arg("start") = Datetime::min(), py::arg("end") = null_date,
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py::arg("ktype") = KQuery::DAY, py::arg("recover_type") = KQuery::NO_RECOVER,
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R"(根据证券代码及起止日期获取 [start, end) 范围的 K 线数据
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:param str market_code: 证券代码，如: 'sh000001'
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:param int start: 起始日期
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:param int end: 结束日期
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:param Query.KType ktype: K 线类型, 'DAY'|'WEEK'|'MONTH'|'QUARTER'|'HALFYEAR'|'YEAR'|'MIN'|'MIN5'|'MIN15'|'MIN30'|'MIN60'
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:param Query.RecoverType recover_type: 复权类型)");
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}
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