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https://gitee.com/fasiondog/hikyuu.git
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113 lines
3.6 KiB
C++
113 lines
3.6 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 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.get_by_datetime(i)
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elif isinstance(i, str):
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return data.get_by_datetime(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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# def PRICELIST(data, result_index=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_index: 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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# import hikyuu.cpp.core as ind
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# if isinstance(data, ind.Indicator):
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# return ind.PRICELIST(data, result_index=result_index)
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# else:
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# return ind.PRICELIST(toPriceList(data), discard=discard)
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VALUE = PRICELIST
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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.get_result_num() == 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.get_result_num()):
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data[name + str(i)] = indicator.get_result(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
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