mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
140 lines
5.0 KiB
C++
140 lines
5.0 KiB
C++
#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#
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# The MIT License (MIT)
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#
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# Copyright (c) 2017 fasiondog
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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from hikyuu.cpp.core import *
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from hikyuu import constant, toPriceList, Datetime
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def indicator_iter(indicator):
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for i in range(len(indicator)):
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yield indicator[i]
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def indicator_getitem(data, i):
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"""
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:param i: int | Datetime | slice | str 类型
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"""
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if isinstance(i, int):
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length = len(data)
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index = length + i if i < 0 else i
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if index < 0 or index >= length:
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raise IndexError("index out of range: %d" % i)
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return data.get(index)
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elif isinstance(i, slice):
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return [data.get(x) for x in range(*i.indices(len(data)))]
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elif isinstance(i, Datetime):
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return data.getByDate(i)
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elif isinstance(i, str):
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return data.getByDate(Datetime(i))
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else:
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raise IndexError("Error index type")
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Indicator.__getitem__ = indicator_getitem
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Indicator.__iter__ = indicator_iter
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Indicator.__add__ = indicator_add
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Indicator.__sub__ = indicator_sub
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Indicator.__mul__ = indicator_mul
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Indicator.__div__ = indicator_div
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Indicator.__mod__ = indicator_mod
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Indicator.__truediv__ = indicator_div #Python3 div
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Indicator.__eq__ = indicator_eq
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Indicator.__ne__ = indicator_ne
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Indicator.__ge__ = indicator_ge
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Indicator.__le__ = indicator_le
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Indicator.__gt__ = indicator_gt
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Indicator.__lt__ = indicator_lt
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Indicator.__and__ = indicator_and
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Indicator.__or__ = indicator_or
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Indicator.__radd__ = lambda self, other: self.__add__(other)
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Indicator.__rsub__ = lambda self, other: CVAL(self, other).__sub__(self)
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Indicator.__rmul__ = lambda self, other: self.__mul__(other)
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Indicator.__rdiv__ = lambda self, other: CVAL(self, other).__div__(self)
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Indicator.__rmod__ = lambda self, other: CVAL(self, other).__mod__(self)
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Indicator.__rtruediv__ = lambda self, other: CVAL(self, other).__truediv__(self)
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Indicator.__req__ = lambda self, other: self.__eq__(other)
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Indicator.__rne__ = lambda self, other: self.__ne__(other)
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Indicator.__rge__ = lambda self, other: CVAL(self, other).__ge__(self)
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Indicator.__rle__ = lambda self, other: CVAL(self, other).__le__(self)
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Indicator.__rgt__ = lambda self, other: CVAL(self, other).__gt__(self)
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Indicator.__rlt__ = lambda self, other: CVAL(self, other).__lt__(self)
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Indicator.__rand__ = lambda self, other: CVAL(self, other).__and__(self)
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Indicator.__ror__ = lambda self, other: CVAL(self, other).__or__(self)
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def PRICELIST(data, result_num=0, discard=0):
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"""
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将 list、tuple、Indicator 转化为普通的 Indicator
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:param data: 输入数据，可以为 list、tuple、Indicator
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:param int result_num: 当data为Indicator实例时，指示Indicator的第几个结果集
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:param int discard: 在 data 为 Indicator类型时无效。表示前端抛弃的数据点数，抛弃的值使用 constant.null_price 填充
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:return: Indicator
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"""
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from . import _indicator as ind
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if isinstance(data, ind.Indicator):
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return ind.PRICELIST(data, result_num)
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else:
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return ind.PRICELIST(toPriceList(data), discard)
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try:
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import numpy as np
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import pandas as pd
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def indicator_to_np(indicator):
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"""转化为np.array，如果indicator存在多个值，只返回第一个"""
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return np.array(indicator, dtype='d')
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def indicator_to_df(indicator):
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"""转化为pandas.DataFrame"""
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if indicator.getResultNumber() == 1:
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return pd.DataFrame(indicator_to_np(indicator), columns=[indicator.name])
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data = {}
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name = indicator.name
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columns = []
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for i in range(indicator.getResultNumber()):
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data[name + str(i)] = indicator.getResult(i)
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columns.append(name + str(i + 1))
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return pd.DataFrame(data, columns=columns)
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Indicator.to_np = indicator_to_np
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Indicator.to_df = indicator_to_df
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except:
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print(
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"warning:can't import numpy or pandas lib, ",
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"you can't use method Inidicator.to_np() and to_df!"
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)
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VALUE = PRICELIST |