mirror of
https://gitee.com/fasiondog/hikyuu.git
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165 lines
6.6 KiB
C++
165 lines
6.6 KiB
C++
/*
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* _StockManager.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/StockManager.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_StockManager(py::module& m) {
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py::class_<StockManager>(m, "StockManager", "证券信息管理类")
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.def_static("instance", &StockManager::instance, py::return_value_policy::reference,
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"获取StockManager单例实例")
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.def(
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"init", &StockManager::init, py::arg("base_info_param"), py::arg("block_param"),
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py::arg("kdata_param"), py::arg("preload_param"), py::arg("hikyuu_param"),
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py::arg("context") = StrategyContext({"all"}),
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R"(init(self, base_info_param, block_param, kdata_param, preload_param, hikyuu_param, context)
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初始化函数，必须在程序入口调用
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:param base_info_param 基础信息驱动参数
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param block_param 板块信息驱动参数
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param kdata_param K线数据驱动参数
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param preload_param 预加载参数
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param hikyuu_param 其他参数
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param StrategyContext context 策略上下文, 默认加载全部证券)")
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.def("reload", &StockManager::reload, "重新加载所有证券数据")
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.def("tmpdir", &StockManager::tmpdir, R"(tmpdir(self) -> str
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获取用于保存零时变量等的临时目录，如未配置则为当前目录 由m_config中的“tmpdir”指定)")
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.def("datadir", &StockManager::datadir, R"(datadir(self) -> str
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获取财务数据存放路径)")
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.def("get_base_info_parameter", &StockManager::getBaseInfoDriverParameter,
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py::return_value_policy::copy, "获取当前基础信息驱动参数")
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.def("get_block_parameter", &StockManager::getBlockDriverParameter,
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py::return_value_policy::copy, "获取当前板块信息驱动参数")
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.def("get_kdata_parameter", &StockManager::getKDataDriverParameter,
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py::return_value_policy::copy, "获取当前K线数据驱动参数")
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.def("get_preload_parameter", &StockManager::getPreloadParameter,
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py::return_value_policy::copy, "获取当前预加载参数")
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.def("get_hikyuu_parameter", &StockManager::getHikyuuParameter, py::return_value_policy::copy,
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"获取当前其他参数")
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.def("get_market_list", &StockManager::getAllMarket, R"(get_market_list(self)
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获取市场简称列表
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:rtype: StringList)")
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.def("get_market_info", &StockManager::getMarketInfo, R"(get_market_info(self, market)
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获取相应的市场信息
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:param string market: 指定的市场标识（市场简称）
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:return: 相应的市场信息，如果相应的市场信息不存在，则返回Null<MarketInfo>()
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:rtype: MarketInfo)")
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.def("get_stock_type_info", &StockManager::getStockTypeInfo,
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R"(get_stock_type_info(self, stk_type)
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获取相应的证券类型详细信息
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:param int stk_type: 证券类型，参见： :py:data:`constant`
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:return: 对应的证券类型信息，如果不存在，则返回Null<StockTypeInfo>()
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:rtype: StockTypeInfo)")
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.def("get_stock", &StockManager::getStock, R"(get_stock(self, querystr)
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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 querystr: 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Null<Stock>()，不抛出异常
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:rtype: Stock)")
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.def("get_block", &StockManager::getBlock, R"(get_block(self, category, name)
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获取预定义的板块
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:param str category: 板块分类
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:param str name: 板块名称
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:return: 板块，如找不到返回空Block
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:rtype: Block)")
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.def("get_block_list", py::overload_cast<>(&StockManager::getBlockList))
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.def("get_block_list", py::overload_cast<const string&>(&StockManager::getBlockList),
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R"(get_block_list(self[, category])
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获取指定分类的板块列表
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:param str category: 板块分类
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:return: 板块列表
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:rtype: BlockList)")
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.def("get_trading_calendar", &StockManager::getTradingCalendar, py::arg("query"),
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py::arg("market") = "SH",
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R"(get_trading_calendar(self, query[, market='SH'])
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获取指定市场的交易日日历
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:param KQuery query: Query查询条件
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:param str market: 市场简称
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:return: 日期列表
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:rtype: DatetimeList)")
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.def("add_temp_csv_stock", &StockManager::addTempCsvStock, py::arg("code"),
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py::arg("day_filename"), py::arg("min_filename"), py::arg("tick") = 0.01,
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py::arg("tick_value") = 0.01, py::arg("precision") = 2, py::arg("min_trade_num") = 1,
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py::arg("max_trade_num") = 1000000,
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R"(add_temp_csv_stock(code, day_filename, min_filename[, tick=0.01, tick_value=0.01,
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precision=2, min_trade_num = 1, max_trade_num=1000000])
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从CSV文件（K线数据）增加临时的Stock，可用于只有CSV格式的K线数据时，进行临时测试。
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添加的 stock 对应的 market 为 "TMP", 如需通过 sm 获取，需加入 tmp，如：sm['tmp0001']
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CSV文件第一行为标题，需含有
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Datetime（或Date、日期）、OPEN（或开盘价）、HIGH（或最高价）、LOW（或最低价）、CLOSE（或收盘价）、AMOUNT（或成交金额）、VOLUME（或VOL、COUNT、成交量）。
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:param str code: 自行编号的证券代码，不能和已有的Stock相同，否则将返回Null<Stock>
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:param str day_filename: 日线CSV文件名
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:param str min_filename: 分钟线CSV文件名
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:param float tick: 最小跳动量，默认0.01
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:param float tick_value: 最小跳动量价值，默认0.01
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:param int precision: 价格精度，默认2
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:param int min_trade_num: 单笔最小交易量，默认1
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:param int max_trade_num: 单笔最大交易量，默认1000000
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:return: 加入的Stock
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:rtype: Stock)",
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py::keep_alive<1, 2>())
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.def("remove_temp_csv_stock", &StockManager::removeTempCsvStock,
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R"(remove_temp_csv_stock(self, code)
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移除增加的临时Stock
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:param str code: 创建时自定义的编码)")
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.def("is_holiday", &StockManager::isHoliday, R"(is_holiday(self, d)
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判断日期是否为节假日
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:param Datetime d: 待判断的日期)")
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.def("__len__", &StockManager::size, "返回证券数量")
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.def("__getitem__", &StockManager::getStock, "同 get_stock")
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.def(
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"__iter__",
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[](const StockManager& sm) {
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return py::make_iterator<py::return_value_policy::reference_internal, StockMapIterator,
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StockMapIterator, const Stock&>(sm.begin(), sm.end());
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},
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py::keep_alive<0, 1>());
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}
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