clang 16, conan ^1.58.0

abquant.profile

@@ -4,7 +4,7 @@ os_build=Linux
 arch=x86_64
 arch_build=x86_64
 compiler=clang
-compiler.version=15
+compiler.version=16
 compiler.libcxx=libc++
 build_type=Release
 

cxx/src/actions/indicator_p.hpp

@@ -0,0 +1,40 @@
+/****************************************************************************
+ * Copyright (c) 2020-present Jimmy M. Gong                                 *
+ * All rights reserved.                                                     *
+ *                                                                          *
+ * Distributed under the terms of the GPL3 and LGPL3 Licenses.              *
+ *                                                                          *
+ * The full license is in the file LICENSE, distributed with this software. *
+ ****************************************************************************/
+
+#pragma once
+
+#include "DataFrame/DataFrame.h"
+
+namespace abq
+{
+using namespace std;
+using namespace hmdf;
+using index_type     = std::string;
+using MyDataFrame    = StdDataFrame<index_type>;
+using MyDataFramePtr = std::shared_ptr<MyDataFrame>;
+
+using xseries_cst_type    = const xt::xarray<double>&;
+using xseries_type        = xt::xarray<double>&;
+using series_cst_type     = const std::vector<double>&;
+using series_type         = std::vector<double>&;
+using xseries_no_cvp_type = std::decay<xseries_type>::type;
+using series_no_cvp_type  = std::decay<series_type>::type;
+
+using roc_return_type = std::unordered_map<const char*, std::vector<double>>;
+
+namespace indicator
+{
+xseries_no_cvp_type SMA(xseries_cst_type series, size_t N, size_t M);
+xseries_no_cvp_type REF(xseries_cst_type series, int N);
+xseries_no_cvp_type DIFF(xt::xarray<index_type> index, xseries_cst_type series, const char* col, long N);
+xseries_no_cvp_type MA(xt::xarray<index_type> index, xseries_cst_type series, const char* col, size_t N);
+roc_return_type ROC(xt::xarray<index_type> index, xseries_cst_type series, const char* col = "close", size_t N = 12,
+                    size_t M = 6);
+} // namespace indicator
+} // namespace abq

pyproject.toml

@@ -15,8 +15,7 @@ url = "https://mirrors.aliyun.com/pypi/simple"
 default = true
 
 [tool.poetry.dependencies]
-# python = ">=3.9,<3.11"
-python = "^3.10"
+python = ">=3.9,<3.11"
 numpy = "^1.22.2"
 pandas = "^1.2.4"
 click = "^7.1.2"
@@ -29,7 +28,7 @@ requests = "^2.27.1"
 tqdm = "^4.62.3"
 
 [tool.poetry.dev-dependencies]
-conan = "^1.53.0"
+conan = "^1.58.0"
 black = "^21.5b1"
 pytest = "^6.2.4"
 pudb = "^2021.1"

tests/test.py

@@ -2,6 +2,7 @@
 import sys
 import time
 
+import pprint
 import numpy as np
 import pandas as pd
 
@@ -10,87 +11,26 @@
 pd.set_option('display.max_columns', None)
 pd.set_option('display.width', None)
 
-from foo import *
-
-
-def to_np(stocks):
-    # for var in stocks:
-    #     print(var.open())
-
-    """转化为numpy结构数组"""
-    t_type = np.dtype(
-        {
-            "names": ["date", "证券代码", "open", "high", "close", "low"],
-            "formats": ["U10", "U10", "d", "d", "d", "d"],
-        }
-    )
-    return np.array(
-        [(s.date(), s.code(), s.open(), s.high(), s.close(), s.low()) for s in stocks],
-        dtype=t_type,
-    )
-
-
-def to_df(stocks):
-    """转化为pandas的DataFrame"""
-    return pd.DataFrame.from_records(to_np(stocks), index="date")
-
-
-def main():
-    ida = IndexDayAction.getInstance()
-    print(type(ida))
-    ida2 = IndexDayAction.getInstance()
-    print(type(ida2))
-    if ida == ida2:
-        print("====================")
-    idxs = ida.run("000001", "1989-01-01", "2019-01-01")
-    print("---m-----")
-    return idxs
-
-
-def xdxr():
-    x = Xdxr()
-    # df = x.getXdxr()
-    # dfx = x.getIdxs()
-    # df = x.get_columns()
-    df = x.getData()
-    # df = x.hello()
-    # df = x.getVec()
-    return df
-
-def stockmin():
-    sa = StockMinAction.getInstance()
-    ss = sa.toPython()
-    # print(ss)
-    return ss
+from pytdx.hq import TdxHq_API
+api = TdxHq_API(heartbeat=True)
 
 
 if __name__ == "__main__":
-    # ida = IndexDayAction.getInstance()
-    # # try:
-    # #     ida = IndexDayAction().getInstance()
-    # # except Exception as e:
-    # #     print(e)
-
-    # idxs = main()
-    # print('--------')
-    # for idx in idxs:
-    #     print("{} {}".format(idx.id(), idx.code()))
-    # print('----2----')
-    # time.sleep(3)
-    # sys.exit(0)
-
-    # df = xdxr()
-    # print("-----rrrrrrrrrr------")
-    # dnp = to_df(df)
-    # # dnp = to_np(df)
-    # print("--2222222---rrrrrrrrrr------")
-    # print(dnp)
-
-    # print("-----rrrrrrrrrr------")
-    # for e in df:
-    #     print("code: {}, open: {}, high: {}".format(e.code(), e.open(), e.high()))
-    # print("--2222222---rrrrrrrrrr------")
-    # print(df)
-    s3 = stockmin()
-    for e in s3:
-        print("datetime: {} code: {}, open: {}, high: {}".format(e.datetime(), e.code(), e.open(), e.high()))
+    with api.connect('119.147.212.81', 7709):
+        # import pudb; pudb.set_trace()
+        # dt=api.get_minute_time_data(0, '002154')
+        # dt=api.get_minute_time_data(0, '002773')
+        # dt=api.get_minute_time_data(1, '600300')
+        # dt = api.to_df(dt) # 返回DataFrame
+        # print(dt)
+        # pprint.pprint(dt)
+
+
+        # log.info("获取股票列表")
+        # import pudb; pudb.set_trace()
+        stocks = api.get_security_list(0, 1000)
+        pprint.pprint(stocks)
+
+        # log.info("获取k线")
+        # data = api.get_security_bars(9, 0, '000001', 4, 3)
+        # pprint.pprint(data)