Merge pull request #161 from fasiondog/feature/analysis

Feature/analysis fixed add_options("stacktrace") 拼写错误；组件 indicator 成员未 clone 引起并行时崩溃
fasiondog · Feb 2, 2024 · e762667 · e762667
2 parents 14a9180 + bf50d10
commit e762667
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Showing 17 changed files with 60 additions and 32 deletions.
diff --git a/hikyuu/analysis/__init__.py b/hikyuu/analysis/__init__.py
@@ -9,4 +9,5 @@
 __all__ = [
     'combinate_ind_analysis',
     'combinate_ind_analysis_multi',
+    'analysis_sys_list',
 ]
diff --git a/hikyuu/analysis/analysis.py b/hikyuu/analysis/analysis.py
@@ -5,7 +5,7 @@
 #    Author: fasiondog
 
 import pandas as pd
-from hikyuu.core import Block, Performance, inner_combinate_ind_analysis, inner_combinate_ind_analysis_with_block
+from hikyuu.core import *
 
 
 def combinate_ind_analysis(
@@ -92,3 +92,16 @@ def combinate_ind_analysis_multi(
         for name in names:
             ret[name] = out[name]
     return pd.DataFrame(ret)
+
+
+def analysis_sys_list(stks, query, sys_proto, keys=["累计投入本金", "当前总资产", "现金余额", "未平仓头寸净值", "赢利交易比例%", "赢利交易数", "亏损交易数"]):
+    out = inner_analysis_sys_list(stks, query, sys_proto)
+    if not keys:
+        ret = out
+    else:
+        ret = {}
+        names = ["证券代码", "证券名称"]
+        names.extend(keys)
+        for name in names:
+            ret[name] = out[name]
+    return pd.DataFrame(ret)
diff --git a/hikyuu_cpp/hikyuu/analysis/analysis_sys.h b/hikyuu_cpp/hikyuu/analysis/analysis_sys.h
@@ -9,7 +9,7 @@
 
 #include "hikyuu/trade_sys/system/System.h"
 #include "hikyuu/trade_manage/Performance.h"
-#include "hikyuu/utilities/thread/MQStealThreadPool.h"
+#include "hikyuu/utilities/thread/thread.h"
 
 namespace hku {
 
@@ -49,8 +49,10 @@ inline vector<AnalysisSystemWithBlockOut> analysisSystemListWith(const Container
     SystemList sys_list;
     StockList stk_list;
     for (const auto& stk : blk) {
-        sys_list.emplace_back(std::move(sys_proto->clone()));
-        stk_list.emplace_back(stk);
+        if (!stk.isNull()) {
+            sys_list.emplace_back(std::move(sys_proto->clone()));
+            stk_list.emplace_back(stk);
+        }
     }
 
     result = analysisSystemList(sys_list, stk_list, query);

diff --git a/hikyuu_cpp/hikyuu/trade_sys/condition/imp/BoolCondition.cpp b/hikyuu_cpp/hikyuu/trade_sys/condition/imp/BoolCondition.cpp
@@ -20,14 +20,14 @@ BoolCondition::BoolCondition(const Indicator& ind) : ConditionBase("CN_Bool"), m
 BoolCondition::~BoolCondition() {}
 
 ConditionPtr BoolCondition::_clone() {
-    return make_shared<BoolCondition>(m_ind);
+    return make_shared<BoolCondition>(m_ind.clone());
 }
 
 void BoolCondition::_calculate() {
     auto ds = m_kdata.getDatetimeList();
     m_ind.setContext(m_kdata);
     for (size_t i = m_ind.discard(), len = m_ind.size(); i < len; i++) {
-        if (m_ind[i] > 0.) {
+        if (!std::isnan(m_ind[i]) && m_ind[i] > 0.) {
             _addValid(ds[i]);
         }
     }

diff --git a/hikyuu_cpp/hikyuu/trade_sys/condition/imp/OPLineCondition.cpp b/hikyuu_cpp/hikyuu/trade_sys/condition/imp/OPLineCondition.cpp
@@ -25,7 +25,7 @@ OPLineCondition::OPLineCondition(const Indicator& op) : ConditionBase("CN_OPLine
 OPLineCondition::~OPLineCondition() {}
 
 ConditionPtr OPLineCondition::_clone() {
-    return make_shared<OPLineCondition>(m_op);
+    return make_shared<OPLineCondition>(m_op.clone());
 }
 
 void OPLineCondition::_calculate() {

diff --git a/hikyuu_cpp/hikyuu/trade_sys/environment/imp/TwoLineEnvironment.cpp b/hikyuu_cpp/hikyuu/trade_sys/environment/imp/TwoLineEnvironment.cpp
@@ -28,8 +28,8 @@ TwoLineEnvironment::~TwoLineEnvironment() {}
 
 EnvironmentPtr TwoLineEnvironment::_clone() {
     TwoLineEnvironment* ptr = new TwoLineEnvironment;
-    ptr->m_fast = m_fast;
-    ptr->m_slow = m_slow;
+    ptr->m_fast = m_fast.clone();
+    ptr->m_slow = m_slow.clone();
     return EnvironmentPtr(ptr);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/BandSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/BandSignal.cpp
@@ -26,7 +26,7 @@ SignalPtr BandSignal::_clone() {
     BandSignal* p = new BandSignal();
     p->m_upper = m_upper;
     p->m_lower = m_lower;
-    p->m_ind = m_ind;
+    p->m_ind = m_ind.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/BoolSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/BoolSignal.cpp
@@ -23,8 +23,8 @@ BoolSignal::~BoolSignal() {}
 
 SignalPtr BoolSignal::_clone() {
     BoolSignal* p = new BoolSignal();
-    p->m_bool_buy = m_bool_buy;
-    p->m_bool_sell = m_bool_sell;
+    p->m_bool_buy = m_bool_buy.clone();
+    p->m_bool_sell = m_bool_sell.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CrossGoldSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CrossGoldSignal.cpp
@@ -23,8 +23,8 @@ CrossGoldSignal::~CrossGoldSignal() {}
 
 SignalPtr CrossGoldSignal::_clone() {
     CrossGoldSignal* p = new CrossGoldSignal();
-    p->m_fast = m_fast;
-    p->m_slow = m_slow;
+    p->m_fast = m_fast.clone();
+    p->m_slow = m_slow.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CrossSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CrossSignal.cpp
@@ -23,8 +23,8 @@ CrossSignal::~CrossSignal() {}
 
 SignalPtr CrossSignal::_clone() {
     CrossSignal* p = new CrossSignal();
-    p->m_fast = m_fast;
-    p->m_slow = m_slow;
+    p->m_fast = m_fast.clone();
+    p->m_slow = m_slow.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/SingleSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/SingleSignal.cpp
@@ -30,7 +30,7 @@ SingleSignal::~SingleSignal() {}
 
 SignalPtr SingleSignal::_clone() {
     SingleSignal* p = new SingleSignal();
-    p->m_ind = m_ind;
+    p->m_ind = m_ind.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/SingleSignal2.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/SingleSignal2.cpp
@@ -33,7 +33,7 @@ SingleSignal2::~SingleSignal2() {}
 
 SignalPtr SingleSignal2::_clone() {
     SingleSignal2* p = new SingleSignal2();
-    p->m_ind = m_ind;
+    p->m_ind = m_ind.clone();
     return SignalPtr(p);
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/stoploss/imp/IndicatorStoploss.cpp b/hikyuu_cpp/hikyuu/trade_sys/stoploss/imp/IndicatorStoploss.cpp
@@ -34,7 +34,7 @@ void IndicatorStoploss::_reset() {
 }
 
 StoplossPtr IndicatorStoploss::_clone() {
-    IndicatorStoploss* p = new IndicatorStoploss(m_op, getParam<string>("kpart"));
+    IndicatorStoploss* p = new IndicatorStoploss(m_op.clone(), getParam<string>("kpart"));
     p->m_result = m_result;
     return StoplossPtr(p);
 }

diff --git a/hikyuu_cpp/hikyuu/xmake.lua b/hikyuu_cpp/hikyuu/xmake.lua
@@ -7,7 +7,7 @@ target("hikyuu")
     --     set_kind("shared")
     -- end
 
-    add_options("hdf5", "mysql", "sqlite", "tdx", "feedback", "stackstrace")
+    add_options("hdf5", "mysql", "sqlite", "tdx", "feedback", "stacktrace")
 
     add_packages("boost", "fmt", "spdlog", "flatbuffers", "nng", "nlohmann_json", "cpp-httplib")
     if is_plat("windows", "linux", "cross") then

diff --git a/hikyuu_pywrap/_analysis.cpp b/hikyuu_pywrap/_analysis.cpp
@@ -110,7 +110,7 @@ static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery
     return result;
 }
 
-static py::list analysis_sys_list(const py::object& pystk_list, const KQuery& query,
+static py::dict analysis_sys_list(const py::object& pystk_list, const KQuery& query,
                                   SystemPtr sys_proto) {
     SystemList sys_list;
     StockList stk_list;
@@ -141,16 +141,28 @@ static py::list analysis_sys_list(const py::object& pystk_list, const KQuery& qu
         records = analysisSystemList(sys_list, stk_list, query);
     }
 
-    py::list result;
+    Performance per;
+    auto keys = per.names();
+    std::vector<py::list> tmp(keys.size() + 2);
     for (size_t i = 0, total = records.size(); i < total; i++) {
         const auto& record = records[i];
-        py::list tmp;
-        tmp.append(record.market_code);
-        tmp.append(record.name);
-        for (const auto& value : record.values) {
-            tmp.append(value);
+        if (record.values.size() != keys.size()) {
+            continue;
+        }
+        tmp[0].append(record.market_code);
+        tmp[1].append(record.name);
+        for (size_t j = 0, len = keys.size(); j < len; j++) {
+            tmp[j + 2].append(record.values[j]);
+        }
+    }
+
+    py::dict result;
+    result["证券代码"] = tmp[0];
+    result["证券名称"] = tmp[1];
+    for (size_t i = 0, total = keys.size(); i < total; i++) {
+        if (!tmp[i + 2].empty()) {
+            result[keys[i].c_str()] = tmp[i + 2];
         }
-        result.append(tmp);
     }
     return result;
 }
@@ -178,5 +190,5 @@ void export_analysis(py::module& m) {
     m.def("inner_combinate_ind_analysis", combinate_ind_analysis);
     m.def("inner_combinate_ind_analysis_with_block", combinate_ind_analysis_with_block);
 
-    m.def("analysis_sys_list", analysis_sys_list);
+    m.def("inner_analysis_sys_list", analysis_sys_list);
 }
diff --git a/hikyuu_pywrap/indicator/_build_in.cpp b/hikyuu_pywrap/indicator/_build_in.cpp
@@ -35,8 +35,8 @@ Indicator (*VOL3)() = VOL;
 Indicator (*KDATA_PART1)(const KData& kdata, const string& part) = KDATA_PART;
 Indicator (*KDATA_PART3)(const string& part) = KDATA_PART;
 
-Indicator (*DATE1)() = DATE;
-Indicator (*DATE2)(const KData&) = DATE;
+Indicator (*DATE1)() = hku::DATE;
+Indicator (*DATE2)(const KData&) = hku::DATE;
 
 Indicator (*TIME1)() = TIME;
 Indicator (*TIME2)(const KData&) = TIME;

diff --git a/hikyuu_pywrap/xmake.lua b/hikyuu_pywrap/xmake.lua
@@ -9,7 +9,7 @@ target("core")
     --     --set_enable(false) --set_enable(false)会彻底禁用这个target，连target的meta也不会被加载，vcproj不会保留它
     -- end
 
-    add_options("stackstrace")
+    add_options("stacktrace")
 
     add_deps("hikyuu")
     add_packages("boost", "fmt", "spdlog", "flatbuffers", "pybind11", "cpp-httplib")