pybind continue

hikyuu/__init__.py

@@ -49,6 +49,8 @@ SOFTWARE.
 """
 
 import os
+import configparser
+
 from datetime import date, datetime, timedelta
 from .cpp.core import *
 from .pyindicator import *
@@ -73,13 +75,57 @@ KData.__iter__ = KData_iter
 Indicator.__iter__ = indicator_iter
 
 # ------------------------------------------------------------------
-# 数据初始化
+# 读取配置信息，并初始化
 # ------------------------------------------------------------------
-#config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
-config_file = "./test_data/hikyuu_win.ini"
-hikyuu_init(config_file)
-
+#config_file = "./test_data/hikyuu_win.ini"
+#hikyuu_init(config_file)
+#sm = StockManager.instance()
+config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
+if not os.path.exists(config_file):
+    # 检查老版本配置是否存在，如果存在可继续使用，否则异常终止
+    data_config_file = os.path.expanduser('~') + "/.hikyuu/data_dir.ini"
+    data_config = configparser.ConfigParser()
+    data_config.read(data_config_file)
+    data_dir = data_config['data_dir']['data_dir']
+    if sys.platform == 'win32':
+        config_file = data_dir + "\\hikyuu_win.ini"
+    else:
+        config_file = data_dir + "/hikyuu_linux.ini"
+    if not os.path.exists(config_file):
+        raise ("未找到配置文件，请先使用数据导入工具导入数据（将自动生成配置文件）！！!")
+
+ini = configparser.ConfigParser()
+ini.read(config_file)
+hku_param = Parameter()
+hku_param.set("tmpdir", ini.get('hikyuu', 'tmpdir'))
+if ini.has_option('hikyuu', 'logger'):
+    hku_param.set("logger", ini['hikyuu']['logger'])
+
+base_param = Parameter()
+base_info_config = ini.options('baseinfo')
+for p in base_info_config:
+    base_param.set(p, ini.get('baseinfo', p))
+
+block_param = Parameter()
+block_config = ini.options('block')
+for p in block_config:
+    block_param.set(p, ini.get('block', p))
+
+preload_param = Parameter()
+preload_config = ini.options('preload')
+for p in preload_config:
+    # 注意：proload参数是布尔类型
+    preload_param.set(p, ini.getboolean('preload', p))
+
+kdata_param = Parameter()
+kdata_config = ini.options('kdata')
+for p in kdata_config:
+    kdata_param.set(p, ini.get('kdata', p))
+
+set_log_level(LOG_LEVEL.TRACE)
 sm = StockManager.instance()
+sm.init(base_param, block_param, kdata_param, preload_param, hku_param)
+set_log_level(LOG_LEVEL.WARN)
 
 # ------------------------------------------------------------------
 # 引入blocka、blocksh、blocksz、blockg全局变量，便于交互式环境下使用

hikyuu/tools/__init__.py

+__version__ = "0.0.1"
\ No newline at end of file

hikyuu/tools/copy_file.py

+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+import tables as tb
+
+dir = "c:/stock/"
+
+tb.copy_file(dir + "sh_day.h5", dir + "sh_day_new.h5")
+tb.copy_file(dir + "sz_day.h5", dir + "sz_day_new.h5")
+
+tb.copy_file(dir + "sh_5min.h5", dir + "sh_5min_new.h5")
+tb.copy_file(dir + "sz_5min.h5", dir + "sz_5min_new.h5")
+
+#tb.copy_file(dir + "sh_1min.h5", dir + "sh_1min_new.h5")
+#tb.copy_file(dir + "sz_1min.h5", dir + "sz_1min_new.h5")
\ No newline at end of file

hikyuu/tools/delete_index.py

+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+import tables as tbl
+
+def delete_h5_index(filename):
+    """清除h5数据文件中的周线、月线、季线、半年线、年线数据索引
+    """
+    print("begin clear week, month, quarter, halfyear, year index from ", filename)
+    with tbl.open_file(filename, "a") as h5file:
+        try:
+            h5file.remove_node("/week", recursive=True)
+        except:
+            print("remove week failed!")
+        else:
+            print("success remove week")
+
+        try:
+            h5file.remove_node("/month", recursive=True)
+        except:
+            print("remove month failed!")
+        else:
+            print("success remove month")
+
+        try:
+            h5file.remove_node("/quarter", recursive=True)
+        except:
+            print("remove quarter failed!")
+        else:
+            print("success remove quarter")
+
+        try:
+            h5file.remove_node("/halfyear", recursive=True)
+        except:
+            print("remove halfyear failed!")
+        else:
+            print("success remove halfyear")
+
+        try:
+            h5file.remove_node("/year", recursive=True)
+        except:
+            print("remove year failed!")
+        else:
+            print("success remove year")
+
+
+if __name__ == "__main__":
+    delete_h5_index("C:\\stock\\sh_day.h5")
+    delete_h5_index("C:\\stock\\sz_day.h5")
\ No newline at end of file

hikyuu/tools/fenge.py

+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+import tables
+import datetime
+import sys
+import math
+
+def ProgressBar(cur, total):
+    percent = '{:.2%}'.format(cur / total)
+    sys.stdout.write('\r')
+    sys.stdout.write("[%-50s] %s" % ('=' * int(math.floor(cur * 50 / total)),percent))
+    sys.stdout.flush()
+
+class FiveMinDataRecordH5File(tables.IsDescription):
+    datetime = tables.UInt64Col()        #IGNORE:E1101
+    openPrice = tables.UInt32Col()       #IGNORE:E1101
+    highPrice = tables.UInt32Col()       #IGNORE:E1101
+    lowPrice = tables.UInt32Col()        #IGNORE:E1101
+    closePrice = tables.UInt32Col()      #IGNORE:E1101
+    transAmount = tables.UInt64Col()     #IGNORE:E1101
+    transCount = tables.UInt64Col()      #IGNORE:E1101
+
+def fenge(src_file_name, dest_file_name, start_date, end_date):
+    """
+    将原始数据按日期范围分隔，方便同步备份
+    """
+    print("正在进行，请稍候.....")    
+    src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+    dest_hdf5 = tables.openFile(dest_file_name, mode = "w", filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+    dest_group = dest_hdf5.create_group("/", "data")
+
+    start = start_date
+    end = end_date
+    all_table = [x for x in src_hdf5.walkNodes("/data")]
+    total = len(all_table)
+    for i in range(1,total):
+        ProgressBar(i+1, total)
+        src_table = all_table[i]
+        #print(src_table.name)
+        dest_table = dest_hdf5.createTable(dest_group, src_table.name, FiveMinDataRecordH5File, src_table.name)
+        dest_row = dest_table.row
+        for x in src_table:
+            if x['datetime'] >= end:
+                break
+            if start <= x['datetime'] \
+               and x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
+               and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
+    		        dest_row['datetime'] = x['datetime']
+    		        dest_row['openPrice'] = x['openPrice']
+    		        dest_row['highPrice'] = x['highPrice']
+    		        dest_row['lowPrice'] = x['lowPrice']
+    		        dest_row['closePrice'] = x['closePrice']
+    		        dest_row['transAmount'] = x['transAmount']
+    		        dest_row['transCount'] = x['transCount']
+    		        dest_row.append()
+        dest_table.flush()
+
+    src_hdf5.close()
+    dest_hdf5.close()
+
+
+def fenge2(src_file_name, dest_dir_name):
+    """
+    将每个stock的数据拆分成独立的文件
+    """
+    src_hdf5 = tables.openFile(src_file_name, mode='r', filters=tables.Filters(complevel=9,complib='zlib', shuffle=True))
+
+    all_table = [x for x in src_hdf5.walkNodes("/")]
+    for i in range(1,len(all_table)):
+        src_table = all_table[i]
+        #print src_table.name
+
+        dest_table = dest_hdf5.createTable("/", "data", FiveMinDataRecordH5File, src_table.name)
+        dest_row = dest_table.row
+         
+        pre_date = 0
+        for x in src_table:
+            if x['datetime'] <= pre_date:
+                print(src_table, pre_date, x['datetime'])
+                continue
+
+            try:
+                tmp_date = x['datetime']
+                year = tmp_date / 100000000
+                month  = (tmp_date - year * 100000000) / 1000000
+                day  = (tmp_date - tmp_date / 1000000 * 1000000) / 10000;
+                ttdate = datetime.date(year, month, day)
+
+            except ValueError:
+                print(src_table, tmp_date)
+
+            else:
+
+                if x['lowPrice'] <= x['openPrice'] <=x['highPrice'] \
+                   and x['lowPrice'] <= x['closePrice'] <= x['highPrice']:
+                  dest_row['datetime'] = x['datetime']
+                  dest_row['openPrice'] = x['openPrice']
+                  dest_row['highPrice'] = x['highPrice']
+                  dest_row['lowPrice'] = x['lowPrice']
+                  dest_row['closePrice'] = x['closePrice']
+                  dest_row['transAmount'] = x['transAmount']
+                  dest_row['transCount'] = x['transCount']
+                  dest_row.append()
+                else:
+                  print(src_table, x['datetime'], "warning 2")
+        dest_table.flush()
+        dest_hdf5.close()
+
+    src_hdf5.close()
+   
+if __name__ == "__main__":
+    import time
+    starttime = time.time()
+    
+    #src_file_name = '/home/fasiondog/workspace/hikyuu/test/data/sz_day.h5'
+    #dest_dir_name = "/home/fasiondog/workspace/hikyuu/test/data/sz/day/"
+    #fenge2(src_file_name, dest_dir_name)
+	
+    src_dir = 'c:\\stock'
+    dst_dir = u'D:\\快盘\\80.stock\\stock'
+    
+    data_type = '5min' #only '5min' or '1min'
+    market = 'sz'
+    year = 2016
+    src_file_name = src_dir + '\\' + market + '_' + data_type + '.h5' #d:\\stock\\sh_5min.h5'
+    dest_file_name = dst_dir + "\\" + market + "\\" + data_type + "\\" + str(year) + ".h5"
+    #dest_file_name = u'D:\\快盘\\80.stock\\stock\\sh\\5min\\2013.h5'
+    start_date = year * 100000000 + 1010000 #201301010000
+    end_date = start_date + 100000000 #201401010000
+    fenge(src_file_name, dest_file_name, start_date, end_date)
+	
+    endtime = time.time()
+    print("\n")
+    print("%.2fs" % (endtime-starttime))
+    print("%.2fm" % ((endtime-starttime)/60))
+    
+    

hikyuu/tools/h5_data_clear.py

+#!/usr/bin/python
+# cp936
+
+import sqlite3
+import tables as tbl
+
+dirname = 'c:\stock'    
+
+connect = sqlite3.connect(dirname + '\stock.db')
+cur = connect.cursor()
+a = cur.execute("select market.market, stock.code from stock join market on stock.marketid = market.marketid")
+stk_list = [ s[0]+s[1] for s in a]
+
+def clear_empty_table(h5file, group_name):
+    group = h5file.get_node(group_name)
+    node_list = []
+    for node in group:
+        if 0 == node.nrows:
+            node_list.append(node.name)
+            #print(node.name, " nrows = 0")
+        elif node.name not in stk_list:
+            node_list.append(node.name)
+            #print(node.name, " is not in stk_list")
+        else:
+            pass
+    for node in node_list:
+        try:
+            h5file.remove_node(group, node)
+        except:
+            pass
+    print("共清理：%i" % len(node_list))
+    
+#--------------------------------------------------
+# 清理深证日线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_day.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理日线数据")
+clear_empty_table(h5file, '/data')
+
+print("\n清理周线数据")
+clear_empty_table(h5file, '/week')
+
+print("\n清理月线数据")
+clear_empty_table(h5file, '/month')
+
+print("\n清理季线数据")
+clear_empty_table(h5file, '/quarter')
+
+print("\n清理半年线数据")
+clear_empty_table(h5file, '/halfyear')
+
+print("\n清理年线数据")
+clear_empty_table(h5file, '/year')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证日线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_day.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理日线数据")
+clear_empty_table(h5file, '/data')
+
+print("\n清理周线数据")
+clear_empty_table(h5file, '/week')
+
+print("\n清理月线数据")
+clear_empty_table(h5file, '/month')
+
+print("\n清理季线数据")
+clear_empty_table(h5file, '/quarter')
+
+print("\n清理半年线数据")
+clear_empty_table(h5file, '/halfyear')
+
+print("\n清理年线数据")
+clear_empty_table(h5file, '/year')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_5min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理5分钟线数据")
+clear_empty_table(h5file, '/data')
+
+#print("\n清理15分钟线数据")
+#clear_empty_table(h5file, '/min15')
+
+#print("\n清理30分钟线数据")
+#clear_empty_table(h5file, '/min30')
+
+#print("\n清理60分钟线数据")
+#clear_empty_table(h5file, '/min60')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_5min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理5分钟线数据")
+clear_empty_table(h5file, '/data')
+
+#print("\n清理15分钟线数据")
+#clear_empty_table(h5file, '/min15')
+
+#print("\n清理30分钟线数据")
+#clear_empty_table(h5file, '/min30')
+
+#print("\n清理60分钟线数据")
+#clear_empty_table(h5file, '/min60')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证1分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sh_1min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理1分钟线数据")
+clear_empty_table(h5file, '/data')
+
+h5file.close()
+
+#--------------------------------------------------
+# 清理上证5分钟线数据
+#--------------------------------------------------
+srcfilename = dirname + '\sz_1min.h5'
+print('--------------------------------------------------')
+print(srcfilename)
+
+h5file = tbl.open_file(srcfilename, "a")
+
+print("清理1分钟线数据")
+clear_empty_table(h5file, '/data')
+
+h5file.close()
\ No newline at end of file

hikyuu_pywrap/_KData.cpp

@@ -6,6 +6,7 @@
  */
 
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include "convert_Datetime.h"
 #include "pickle_support.h"
 #include <hikyuu/serialization/KData_serialization.h>
@@ -83,10 +84,7 @@ void export_KData(py::module& m) {
       .def_property_readonly("amo", &KData::amo, "成交金额指标")
       .def_property_readonly("vol", &KData::vol, "成交量指标")
 
-      .def(
-        "getDatetimeList",
-        [](const KData& k) { return vector_to_python_list(k.getDatetimeList()); },
-        "返回交易日期列表")
+      .def("getDatetimeList", &KData::getDatetimeList, "返回交易日期列表")
 
       .def("get", &KData::getKRecord, "获取指定位置的KRecord，未作越界检查")
 
@@ -144,7 +142,7 @@ void export_KData(py::module& m) {
                    start += step;
                }
 
-               return vector_to_python_list(result);
+               return result;
            })
 
         DEF_PICKLE(KData);

hikyuu_pywrap/_Stock.cpp

@@ -53,22 +53,13 @@ void export_Stock(py::module& m) {
 
       .def("getKData", &Stock::getKData, "根据查询条件获取K线数据")
 
-      .def(
-        "getTimeLineList",
-        [](const Stock& stk, const KQuery& query) {
-            // return vector_to_python_list(stk.getTimeLineList(query));
-            return stk.getTimeLineList(query);
-        },
-        R"(获取分时线
+      .def("getTimeLineList", &Stock::getTimeLineList,
+           R"(获取分时线
         
 :param Query query: 查询条件（查询条件中的K线类型、复权类型参数此时无用）)")
 
-      .def(
-        "getTransList",
-        [](const Stock& stk, const KQuery& q) {
-            return vector_to_python_list(stk.getTransList(q));
-        },
-        R"(获取历史分笔数据
+      .def("getTransList", &Stock::getTransList,
+           R"(获取历史分笔数据
 
 :param Query query: 查询条件（查询条件中的K线类型、复权类型参数此时无用）)")
 
@@ -100,46 +91,32 @@ void export_Stock(py::module& m) {
 :param datetime date: 指定日期时刻
 :param Query.KType ktype: K线数据类别)")
 
-      .def(
-        "getKRecordList",
-        [](const Stock& stk, size_t start, size_t end, KQuery::KType ktype) {
-            return vector_to_python_list(stk.getKRecordList(start, end, ktype));
-        },
-        R"(获取K线记录 [start, end)，一般不直接使用，用getKData替代
+      .def("getKRecordList", &Stock::getKRecordList,
+           R"(获取K线记录 [start, end)，一般不直接使用，用getKData替代
 
 :param int start: 起始位置
 :param int end: 结束位置
 :param Query.KType ktype: K线类别
 :return: K线记录列表)")
 
-      .def(
-        "getDatetimeList",
-        [](const Stock& stk, size_t start, size_t end, KQuery::KType ktype) {
-            return vector_to_python_list<Datetime>(stk.getDatetimeList(start, end, ktype));
-        },
-        R"(获取日期时间列表 [start, end)
+      .def("getDatetimeList",
+           py::overload_cast<size_t, size_t, KQuery::KType>(&Stock::getDatetimeList, py::const_),
+           py::arg("start"), py::arg("end"), py::arg("ktype"),
+           R"(获取日期时间列表 [start, end)
 
 :param int start: 起始位置
 :param ind end: 结束位置
 :param Query.KType ktype: K线类型)")
 
-      .def(
-        "getDatetimeList",
-        [](const Stock& stk, const KQuery& q) {
-            return vector_to_python_list<Datetime>(stk.getDatetimeList(q));
-        },
-        R"(获取日期时间列表
+      .def("getDatetimeList", py::overload_cast<const KQuery&>(&Stock::getDatetimeList, py::const_),
+           R"(获取日期时间列表
 
 :param Query query: 查询条件)")
 
       .def("getFinanceInfo", &Stock::getFinanceInfo, "获取当前财务信息")
 
-      .def(
-        "getHistoryFinanceInfo",
-        [](const Stock& stock, const Datetime& date) {
-            return vector_to_python_list(stock.getHistoryFinanceInfo(date));
-        },
-        R"(获取历史财务信息, 字段含义参见：https://hikyuu.org/finance_fields.html
+      .def("getHistoryFinanceInfo", &Stock::getHistoryFinanceInfo,
+           R"(获取历史财务信息, 字段含义参见：https://hikyuu.org/finance_fields.html
         
     :param Datetime date: 指定日期必须是0331、0630、0930、1231，如 Datetime(201109300000))")
 
@@ -148,15 +125,11 @@ void export_Stock(py::module& m) {
 
 :param KRecord krecord: 新增的实时K线记录)")
 
-      .def(
-        "getWeight", [](const Stock& stk) { return vector_to_python_list(stk.getWeight()); },
-        "获取全部权息信息")
+      .def("getWeight", py::overload_cast<void>(&Stock::getWeight, py::const_), "获取全部权息信息")
 
       .def(
         "getWeight",
-        [](const Stock& stk, const Datetime& start, const Datetime& end) {
-            return vector_to_python_list(stk.getWeight(start, end));
-        },
+        py::overload_cast<const Datetime&, const Datetime&>(&Stock::getWeight, py::const_),
         py::arg("start"), py::arg("end") = py::none(),
         R"(获取指定时间段[start,end)内的权息信息。未指定起始、结束时刻时，获取全部权息记录。
 

hikyuu_pywrap/_StockManager.cpp

@@ -6,6 +6,7 @@
  */
 
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include <hikyuu/StockManager.h>
 #include "convert_any.h"
 #include "pybind_utils.h"
@@ -28,10 +29,7 @@ void export_StockManager(py::module& m) {
       .def("getPreloadParameter", &StockManager::getPreloadParameter)
       .def("getHikyuuParameter", &StockManager::getHikyuuParameter)
 
-      .def(
-        "getAllMarket",
-        [](const StockManager& sm) { return vector_to_python_list<string>(sm.getAllMarket()); },
-        "获取市场简称列表")
+      .def("getAllMarket", &StockManager::getAllMarket, "获取市场简称列表")
 
       .def("getMarketInfo", &StockManager::getMarketInfo, "获取相应的市场信息")
 
@@ -50,19 +48,13 @@ void export_StockManager(py::module& m) {
 :param str name: 板块名称
 :return: 板块，如找不到返回一个空 Block )")
 
-      .def(
-        "getBlockList",
-        [](StockManager& sm, const string& category) {
-            return vector_to_python_list<Block>(sm.getBlockList(category));
-        },
-        R"(获取指定分类的板块列表
+      .def("getBlockList", py::overload_cast<const string&>(&StockManager::getBlockList),
+           R"(获取指定分类的板块列表
 
 :param str category: 板块分类)")
 
-      .def(
-        "getBlockList",
-        [](StockManager& sm) { return vector_to_python_list<Block>(sm.getBlockList()); },
-        "获取全部的板块列表")
+      .def("getBlockList", py::overload_cast<void>(&StockManager::getBlockList),
+           "获取全部的板块列表")
 
       .def("getTradingCalendar", &StockManager::getTradingCalendar, py::arg("query"),
            py::arg("market") = "SH", R"(获取指定市场的交易日日历

hikyuu_pywrap/data_driver/_BlockInfoDriver.cpp

@@ -31,7 +31,7 @@ void export_BlockInfoDriver(py::module& m) {
       .def("haveParam", &BlockInfoDriver::haveParam, "指定参数是否存在")
 
       .def("_init", &BlockInfoDriver::_init, "【子类接口（必须）】驱动初始化")
-      .def("getBlock", &BlockInfoDriver::getBlock,
+      .def("getBlock", &BlockInfoDriver::getBlock, py::arg("category"), py::arg("name"),
            R"(【子类接口（必须）】获取指定板块
 
     :param str category: 指定的板块分类

hikyuu_pywrap/data_driver/_BlockInfoDriver.h

@@ -36,7 +36,7 @@ public:
 
     BlockList getBlockList() {
         auto self = py::cast(this);
-        auto py_list = self.attr("_getBlockList")(py::none);
+        auto py_list = self.attr("_getBlockList")(py::none());
         return python_list_to_vector<Block>(py_list);
     }
 };
\ No newline at end of file

hikyuu_pywrap/data_driver/_DataDriverFactory.cpp

@@ -18,14 +18,28 @@ namespace py = pybind11;
 void export_DataDriverFactory(py::module& m) {
     py::class_<DataDriverFactory>(m, "DataDriverFactory", "数据驱动工厂类")
       .def_static("getBaseInfoDriver", &DataDriverFactory::getBaseInfoDriver)
-      .def_static("regBaseInfoDriver", &DataDriverFactory::regBaseInfoDriver)
       .def_static("removeBaseInfoDriver", &DataDriverFactory::removeBaseInfoDriver)
       .def_static("getKDataDriver", &DataDriverFactory::getKDataDriver)
       .def_static("removeKDataDriver", &DataDriverFactory::removeKDataDriver)
       .def_static("getBlockDriver", &DataDriverFactory::getBlockDriver)
-      .def_static("regBlockDriver", &DataDriverFactory::regBlockDriver)
       .def_static("removeBlockDriver", &DataDriverFactory::removeBlockDriver)
 
+      .def_static("regBaseInfoDriver",
+                  [](py::object pydriver) {
+                      auto keep_python_state_alive = std::make_shared<py::object>(pydriver);
+                      auto ptr = pydriver.cast<PyBaseInfoDriver*>();
+                      auto driver = BaseInfoDriverPtr(keep_python_state_alive, ptr);
+                      DataDriverFactory::regBaseInfoDriver(driver);
+                  })
+
+      .def_static("regBlockDriver",
+                  [](py::object pydriver) {
+                      auto keep_python_state_alive = std::make_shared<py::object>(pydriver);
+                      auto ptr = pydriver.cast<PyBlockInfoDriver*>();
+                      auto driver = BlockInfoDriverPtr(keep_python_state_alive, ptr);
+                      DataDriverFactory::regBlockDriver(driver);
+                  })
+
       .def_static("regKDataDriver",
                   [](py::object pydriver) {
                       auto keep_python_state_alive = std::make_shared<py::object>(pydriver);

hikyuu_pywrap/data_driver/_KDataDriver.cpp

@@ -8,23 +8,47 @@
 #include "_KDataDriver.h"
 
 void export_KDataDriver(py::module& m) {
-    py::class_<KDataDriver, KDataDriverPtr, PyKDataDriver>(m, "KDataDriver")
+    py::class_<KDataDriver, KDataDriverPtr, PyKDataDriver>(m, "KDataDriver",
+                                                           R"(K线数据驱动基类
+    
+  子类接口:
+    - _init(self)
+    - getCount(self, market, code, ktype)
+    - getKRecord(self, market, code, pos, ktype)
+    - _loadKDate(self, market, code, ktype, startix, endix)
+    - _getIndexRangeByDate(self, market, code, query)
+    - _getTimeLineList(self, market, code, query)
+    _ _getTransList(self, market, code, query)
+  
+  )")
       .def(py::init<>())
-      .def(py::init<const string&>())
+      .def(py::init<const string&>(), R"(构造函数)
+      
+    :param str name: 驱动名称)")
 
-      .def_property_readonly("name", &KDataDriver::name)
+      .def_property_readonly("name", &KDataDriver::name, py::return_value_policy::copy, "驱动名称")
 
       .def("__str__", to_py_str<KDataDriver>)
       .def("__repr__", to_py_str<KDataDriver>)
 
-      .def("getParam", &KDataDriver::getParam<boost::any>)
+      .def("getParam", &KDataDriver::getParam<boost::any>, "获取指定参数的值")
+      .def("setParam", &KDataDriver::setParam<boost::any>, "设置参数")
+      .def("haveParam", &KDataDriver::haveParam, "指定参数是否存在")
 
-      .def("_init", &KDataDriver::_init)
-      .def("loadKData", &KDataDriver::loadKData)
-      .def("getCount", &KDataDriver::getCount)
-      .def("getKRecord", &KDataDriver::getKRecord)
-      //.def("_getIndexRangeByDate", &KDataDriverWrap::_getIndexRangeByDate,
-      //    &KDataDriverWrap::default_getIndexRangeByDate)
+      .def("_init", &KDataDriver::_init, "【子类接口】初始化驱动")
+      .def("getCount", &KDataDriver::getCount, py::arg("market"), py::arg("code"), py::arg("ktype"),
+           R"(【子类接口】获取K线记录数量
+    
+    :param str markt: 市场简称
+    :param str code: 证券代码
+    :param Query.KType ktype: K线类型
+    :rtype int)")
 
-      ;
+      .def("getKRecord", &KDataDriver::getKRecord, py::arg("markt"), py::arg("code"),
+           py::arg("pos"), py::arg("ktype"), R"(【子类接口】获取指定的K线记录
+      
+    :param str market: 市场简称
+    :param str code: 证券代码
+    :param int pos: K线记录索引位置
+    :param Query.KType ktype: K线类型)");
 }
\ No newline at end of file

hikyuu_pywrap/data_driver/_KDataDriver.h

@@ -26,8 +26,6 @@ public:
 
     void loadKData(const string& market, const string& code, KQuery::KType kType, size_t start_ix,
                    size_t end_ix, KRecordListPtr out_buffer) {
-        // PYBIND11_OVERLOAD(void, KDataDriver, loadKData, market, code, kType, start_ix, end_ix,
-        //                  out_buffer);
         auto self = py::cast(this);
         py::list kr_list = self.attr("_loadKData")(market, code, kType, start_ix, end_ix);
         auto total = len(kr_list);

hikyuu_pywrap/indicator/_Indicator.cpp

@@ -8,6 +8,7 @@
 #include <sstream>
 #include <hikyuu/indicator/Indicator.h>
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include <pybind11/operators.h>
 #include "../convert_Datetime.h"
 #include "../convert_any.h"
@@ -170,7 +171,7 @@ void export_Indicator(py::module& m) {
                    start += step;
                }
 
-               return vector_to_python_list(result);
+               return result;
            })
 
       .def("items",

hikyuu_pywrap/main.cpp

@@ -6,6 +6,7 @@
  */
 
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include <hikyuu/hikyuu.h>
 #include "pybind_utils.h"
 #include "convert_Datetime.h"
@@ -43,22 +44,11 @@ void export_trade_sys(py::module& m);
 
 void export_data_driver(py::module& m);
 
-PYBIND11_MODULE(core, m) {
-    m.def(
-      "get_date_range",
-      [](Datetime& start, Datetime& end) {
-          return vector_to_python_list<Datetime>(getDateRange(start, end));
-      },
-      py::arg("start"), py::arg("end"),
-      "Return a list of calendar dates for the specified range (start, end].");
-
-    m.def(
-      "print_datetime", [](const Datetime& d) { fmt::print("{}\n", d); },
-      "test convert Python datetime <--> Datetime");
+void export_trade_instance(py::module& m);
 
-    m.def(
-      "print_timedelta", [](const TimeDelta& d) { fmt::print("{}\n", d); },
-      "test convert Python timedelta <--> TimeDelta");
+PYBIND11_MODULE(core, m) {
+    m.def("get_date_range", getDateRange, py::arg("start"), py::arg("end"),
+          "Return a list of calendar dates for the specified range (start, end].");
 
     export_Constant(m);
     export_utils(m);
@@ -88,4 +78,6 @@ PYBIND11_MODULE(core, m) {
     export_trade_sys(m);
 
     export_data_driver(m);
+
+    export_trade_instance(m);
 }
\ No newline at end of file

hikyuu_pywrap/trade_instance/_AmaInstance.cpp

+/*
+ *  Copyright (c) hikyuu.org
+ *
+ *  Created on: 2020-6-18
+ *      Author: fasiondog
+ */
+
+#include <hikyuu/indicator/build_in.h>
+#include <pybind11/pybind11.h>
+#include <hikyuu/trade_instance/ama_sys/AmaInstance.h>
+
+using namespace hku;
+namespace py = pybind11;
+
+void export_AmaInstance(py::module& m) {
+    m.def("AmaSpecial", AmaSpecial);
+}

hikyuu_pywrap/trade_instance/export_trade_instance.cpp

+/*
+ *  Copyright (c) hikyuu.org
+ *
+ *  Created on: 2020-6-18
+ *      Author: fasiondog
+ */
+
+#include <hikyuu/indicator/build_in.h>
+#include <pybind11/pybind11.h>
+
+namespace py = pybind11;
+
+void export_AmaInstance(py::module& m);
+
+void export_trade_instance(py::module& m) {
+    export_AmaInstance(m);
+}
\ No newline at end of file

hikyuu_pywrap/trade_manage/_TradeManager.cpp

@@ -6,6 +6,7 @@
  */
 
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include <hikyuu/trade_manage/TradeManager.h>
 #include "../convert_Datetime.h"
 #include "../pybind_utils.h"
@@ -111,27 +112,20 @@ void export_TradeManager(py::module& m) {
     :rtype: int)")
       //.def("getShortHoldNumber", &TradeManager::getShortHoldNumber)
 
-      .def(
-        "getTradeList",
-        [](const TradeManager& tm, const Datetime& start, const Datetime& end) {
-            return vector_to_python_list(tm.getTradeList(start, end));
-        },
-        py::arg("start") = Datetime::min(), py::arg("end") = Datetime(),
-        R"(获取交易记录，未指定参数时，获取全部交易记录
+      .def("getTradeList",
+           py::overload_cast<const Datetime&, const Datetime&>(&TradeManager::getTradeList,
+                                                               py::const_),
+           py::arg("start") = Datetime::min(), py::arg("end") = py::none(),
+           R"(获取交易记录，未指定参数时，获取全部交易记录
         
     :param datetime start: 起始日期
     :param datetime end: 结束日期
     :rtype: list)")
 
-      .def(
-        "getPositionList",
-        [](const TradeManager& tm) { return vector_to_python_list(tm.getPositionList()); },
-        "获取当前全部持仓记录")
+      .def("getPositionList", &TradeManager::getPositionList, "获取当前全部持仓记录")
 
-      .def(
-        "getHistoryPositionList",
-        [](const TradeManager& tm) { return vector_to_python_list(tm.getHistoryPositionList()); },
-        "获取全部历史持仓记录，即已平仓记录")
+      .def("getHistoryPositionList", &TradeManager::getHistoryPositionList,
+           "获取全部历史持仓记录，即已平仓记录")
 
       .def(
         "getPosition", &TradeManager::getPosition,

hikyuu_pywrap/trade_sys/_Signal.cpp

@@ -6,6 +6,7 @@
  */
 
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
 #include <hikyuu/trade_sys/signal/build_in.h>
 #include "../convert_any.h"
 #include "../pybind_utils.h"
@@ -76,15 +77,9 @@ void export_Signal(py::module& m) {
     :param Datetime datetime: 指定时刻
     :rtype: bool)")
 
-      .def(
-        "getBuySignal",
-        [](const SignalBase& sg) { return vector_to_python_list(sg.getBuySignal()); },
-        R"(获取所有买入指示日期列表)")
+      .def("getBuySignal", &SignalBase::getBuySignal, R"(获取所有买入指示日期列表)")
 
-      .def(
-        "getSellSignal",
-        [](const SignalBase& sg) { return vector_to_python_list(sg.getSellSignal()); },
-        R"(获取所有卖出指示日期列表)")
+      .def("getSellSignal", &SignalBase::getSellSignal, R"(获取所有卖出指示日期列表)")
 
       .def("_addBuySignal", &SignalBase::_addBuySignal,
            R"(加入买入信号，在_calculate中调用