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238 lines
7.5 KiB
C++
238 lines
7.5 KiB
C++
#
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# 对 C++ 引出类和函数进行扩展
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#
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from datetime import *
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from hikyuu.cpp.core import *
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# ------------------------------------------------------------------
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# 常量定义，各种C++中Null值
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# ------------------------------------------------------------------
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constant = Constant()
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# ------------------------------------------------------------------
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# 增加Datetime、Stock的hash支持，以便可做为dict的key
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# ------------------------------------------------------------------
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Datetime.__hash__ = lambda self: self.number * 1000000 + self.millisecond * 1000 + self.microsecond
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TimeDelta.__hash__ = lambda self: self.ticks
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Stock.__hash__ = lambda self: self.id
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# ------------------------------------------------------------------
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# 增强 Datetime
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# ------------------------------------------------------------------
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__old_Datetime_init__ = Datetime.__init__
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__old_Datetime_add__ = Datetime.__add__
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__old_Datetime_sub__ = Datetime.__sub__
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def __new_Datetime_init__(self, *args, **kwargs):
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"""
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日期时间类（精确到秒），通过以下方式构建：
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- 通过字符串：Datetime("2010-1-1 10:00:00")
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- 通过 Python 的date：Datetime(date(2010,1,1))
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- 通过 Python 的datetime：Datetime(datetime(2010,1,1,10)
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- 通过 YYYYMMDDHHMM 形式的整数：Datetime(201001011000)
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- Datetime(year, month, day, hour=0, minute=0, second=0, millisecond=0, microsecond=0)
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获取日期列表参见： :py:func:`getDateRange`
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获取交易日日期参见： :py:meth:`StockManager.getTradingCalendar`
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"""
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if not args:
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__old_Datetime_init__(self, **kwargs)
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# datetime实例同时也是date的实例，判断必须放在date之前
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elif isinstance(args[0], datetime):
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d = args[0]
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milliseconds = d.microsecond // 1000
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microseconds = d.microsecond - milliseconds * 1000
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__old_Datetime_init__(
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self, d.year, d.month, d.day, d.hour, d.minute, d.second, milliseconds, microseconds
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)
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elif isinstance(args[0], date):
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d = args[0]
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__old_Datetime_init__(self, d.year, d.month, d.day, 0, 0, 0, 0)
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elif isinstance(args[0], str):
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__old_Datetime_init__(self, args[0])
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else:
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__old_Datetime_init__(self, *args)
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def __new_Datetime_add__(self, td):
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"""加上指定时长，时长对象可为 TimeDelta 或 datetime.timedelta 类型
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:param TimeDelta td: 时长
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:rtype: Datetime
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"""
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if isinstance(td, TimeDelta):
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return __old_Datetime_add__(self, td)
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elif isinstance(td, timedelta):
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return __old_Datetime_add__(self, TimeDelta(td))
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else:
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raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(td)))
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def __new_Datetime_sub__(self, td):
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"""减去指定的时长, 时长对象可为 TimeDelta 或 datetime.timedelta 类型
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:param TimeDelta td: 指定时长
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:rtype: Datetime
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"""
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if isinstance(td, TimeDelta):
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return __old_Datetime_sub__(self, td)
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elif isinstance(td, timedelta):
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return __old_Datetime_sub__(self, TimeDelta(td))
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else:
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raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(td)))
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def Datetime_date(self):
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"""转化生成 python 的 date"""
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return date(self.year, self.month, self.day)
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def Datetime_datetime(self):
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"""转化生成 python 的 datetime"""
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return datetime(
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self.year, self.month, self.day, self.hour, self.minute, self.second, self.microsecond
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)
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Datetime.__init__ = __new_Datetime_init__
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Datetime.__add__ = __new_Datetime_add__
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Datetime.__radd__ = __new_Datetime_add__
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Datetime.__sub__ = __new_Datetime_sub__
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Datetime.date = Datetime_date
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Datetime.datetime = Datetime_datetime
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# ------------------------------------------------------------------
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# 增强 TimeDelta
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# ------------------------------------------------------------------
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__old_TimeDelta_init__ = TimeDelta.__init__
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__old_TimeDelta_add__ = TimeDelta.__add__
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__old_TimeDelta_sub__ = TimeDelta.__sub__
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def __new_TimeDelta_init__(self, *args, **kwargs):
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"""
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可通过以下方式构建：
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- 通过 datetime.timedelta 构建。TimdeDelta(timedelta实例)
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- TimeDelta(days=0, hours=0, minutes=0, seconds=0, milliseconds=0, microseconds=0)
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- -99999999 <= days <= 99999999
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- -100000 <= hours <= 100000
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- -100000 <= minutes <= 100000
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- -8639900 <= seconds <= 8639900
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- -86399000000 <= milliseconds <= 86399000000
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- -86399000000 <= microseconds <= 86399000000
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"""
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if not args:
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__old_TimeDelta_init__(self, **kwargs)
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elif isinstance(args[0], timedelta):
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days = args[0].days
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secs = args[0].seconds
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hours = secs // 3600
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mins = secs // 60 - hours * 60
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secs = secs - mins * 60 - hours * 3600
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microsecs = args[0].microseconds
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millisecs = microsecs // 1000
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microsecs = microsecs - millisecs * 1000
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__old_TimeDelta_init__(self, days, hours, mins, secs, millisecs, microsecs)
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else:
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__old_TimeDelta_init__(self, *args)
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def __new_TimeDelta_add__(self, td):
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"""可和 TimeDelta, datetime.timedelta, Datetime执行相加操作"""
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if isinstance(td, TimeDelta):
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return __old_TimeDelta_add__(self, td)
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elif isinstance(td, timedelta):
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return __old_TimeDelta_add__(self, TimeDelta(td))
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elif isinstance(td, Datetime):
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return td + self
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elif isinstance(td, datetime):
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return td + Datetime(datetime)
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else:
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raise TypeError("unsupported operand type(s) for +: 'TimeDelta' and '{}'".format(type(td)))
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def __new_TimeDelta_sub__(self, td):
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"""可减去TimeDelta, datetime.timedelta"""
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return __old_TimeDelta_sub__(self, td) if isinstance(td, TimeDelta) else __old_TimeDelta_sub__(
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self, TimeDelta(td)
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)
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def TimeDelta_timedelta(self):
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""" 转化为 datetime.timedelta """
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return timedelta(
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days=self.days,
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hours=self.hours,
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minutes=self.minutes,
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seconds=self.seconds,
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milliseconds=self.milliseconds,
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microseconds=self.microseconds
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)
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TimeDelta.__init__ = __new_TimeDelta_init__
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TimeDelta.__add__ = __new_TimeDelta_add__
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TimeDelta.__sub__ = __new_TimeDelta_sub__
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TimeDelta.timedelta = TimeDelta_timedelta
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# ------------------------------------------------------------------
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# 增强 KData 的遍历
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# ------------------------------------------------------------------
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def KData_getitem(kdata, 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(kdata)
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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 kdata.getKRecord(index)
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elif isinstance(i, Datetime):
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return kdata.getKRecordByDate(i)
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elif isinstance(i, str):
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return kdata.getKRecordByDate(Datetime(i))
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elif isinstance(i, slice):
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return [kdata.getKRecord(x) for x in range(*i.indices(len(kdata)))]
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else:
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raise IndexError("Error index type")
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def KData_iter(kdata):
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for i in range(len(kdata)):
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yield kdata[i]
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def KData_getPos(kdata, datetime):
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"""
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获取指定时间对应的索引位置
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:param Datetime datetime: 指定的时间
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:return: 对应的索引位置，如果不在数据范围内，则返回 None
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"""
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pos = kdata._getPos(datetime)
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return pos if pos != constant.null_size else None
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KData.__getitem__ = KData_getitem
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KData.__iter__ = KData_iter
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KData.getPos = KData_getPos
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