mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 11:58:21 +08:00
112 lines
3.6 KiB
C++
112 lines
3.6 KiB
C++
#!/usr/bin/python
|
||
# -*- coding: utf8 -*-
|
||
# cp936
|
||
#
|
||
# The MIT License (MIT)
|
||
#
|
||
# Copyright (c) 2017 fasiondog
|
||
#
|
||
# Permission is hereby granted, free of charge, to any person obtaining a copy
|
||
# of this software and associated documentation files (the "Software"), to deal
|
||
# in the Software without restriction, including without limitation the rights
|
||
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||
# copies of the Software, and to permit persons to whom the Software is
|
||
# furnished to do so, subject to the following conditions:
|
||
#
|
||
# The above copyright notice and this permission notice shall be included in all
|
||
# copies or substantial portions of the Software.
|
||
#
|
||
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||
# SOFTWARE.
|
||
|
||
from hikyuu.cpp.core import *
|
||
from hikyuu import constant, toPriceList, Datetime
|
||
|
||
|
||
def indicator_iter(indicator):
|
||
for i in range(len(indicator)):
|
||
yield indicator[i]
|
||
|
||
|
||
def indicator_getitem(data, i):
|
||
"""
|
||
:param i: int | Datetime | slice | str 类型
|
||
"""
|
||
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)))]
|
||
|
||
elif isinstance(i, Datetime):
|
||
return data.get_by_date(i)
|
||
|
||
elif isinstance(i, str):
|
||
return data.get_by_date(Datetime(i))
|
||
|
||
else:
|
||
raise IndexError("Error index type")
|
||
|
||
|
||
Indicator.__getitem__ = indicator_getitem
|
||
Indicator.__iter__ = indicator_iter
|
||
|
||
|
||
def PRICELIST(data, result_index=0, discard=0):
|
||
"""
|
||
将 list、tuple、Indicator 转化为普通的 Indicator
|
||
|
||
:param data: 输入数据，可以为 list、tuple、Indicator
|
||
:param int result_index: 当data为Indicator实例时，指示Indicator的第几个结果集
|
||
: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
|
||
:return: Indicator
|
||
"""
|
||
import hikyuu.cpp.core as ind
|
||
if isinstance(data, ind.Indicator):
|
||
return ind.PRICELIST(data, result_index)
|
||
else:
|
||
return ind.PRICELIST(toPriceList(data), discard)
|
||
|
||
|
||
VALUE = PRICELIST
|
||
|
||
try:
|
||
import numpy as np
|
||
import pandas as pd
|
||
|
||
def indicator_to_np(indicator):
|
||
"""转化为np.array，如果indicator存在多个值，只返回第一个"""
|
||
return np.array(indicator, dtype='d')
|
||
|
||
def indicator_to_df(indicator):
|
||
"""转化为pandas.DataFrame"""
|
||
if indicator.get_result_num() == 1:
|
||
return pd.DataFrame(indicator_to_np(indicator), columns=[indicator.name])
|
||
|
||
data = {}
|
||
name = indicator.name
|
||
columns = []
|
||
for i in range(indicator.get_result_num()):
|
||
data[name + str(i)] = indicator.get_result(i)
|
||
columns.append(name + str(i + 1))
|
||
return pd.DataFrame(data, columns=columns)
|
||
|
||
Indicator.to_np = indicator_to_np
|
||
Indicator.to_df = indicator_to_df
|
||
|
||
except:
|
||
print(
|
||
"warning:can't import numpy or pandas lib, ",
|
||
"you can't use method Inidicator.to_np() and to_df!"
|
||
)
|
||
|
||
VALUE = PRICELIST |