Feature/analysis add EV_Bool, add matplot ev.plot

docs/source/trade_sys/environment.rst

@@ -15,6 +15,13 @@
     :param Indicator slow: 慢线指标
     :param string market: 市场名称
 
+.. py:function:: EV_Bool(ind[, market = 'SH'])
+
+    布尔信号指标市场环境
+
+    :param Indicator ind: bool类型的指标, 指标中相应位置大于0则代表市场有效, 否则无效
+    :param str market: 指定的市场，用于获取相应的交易日历
+
 
 自定义市场环境判定策略
 ----------------------

hikyuu/draw/drawplot/__init__.py

@@ -29,7 +29,7 @@
 # 1. 20171122, Added by fasiondog
 # ===============================================================================
 
-from hikyuu.core import KData, Indicator, SignalBase, ConditionBase, System
+from hikyuu.core import KData, Indicator, SignalBase, ConditionBase, EnvironmentBase, System
 
 import matplotlib
 from matplotlib.pylab import gca as mpl_gca
@@ -42,6 +42,7 @@
 from .matplotlib_draw import ibar as mpl_ibar
 from .matplotlib_draw import sgplot as mpl_sgplot
 from .matplotlib_draw import cnplot as mpl_cnplot
+from .matplotlib_draw import evplot as mpl_evplot
 from .matplotlib_draw import sysplot as mpl_sysplot
 from .matplotlib_draw import ax_draw_macd as mpl_ax_draw_macd
 from .matplotlib_draw import ax_draw_macd2 as mpl_ax_draw_macd2
@@ -117,6 +118,8 @@ def use_draw_with_matplotlib():
     Indicator.bar = mpl_ibar
 
     SignalBase.plot = mpl_sgplot
+
+    EnvironmentBase.plot = mpl_evplot
     ConditionBase.plot = mpl_cnplot
 
     System.plot = mpl_sysplot

hikyuu/draw/drawplot/matplotlib_draw.py

@@ -619,6 +619,30 @@ def sgplot(sg, new=True, axes=None, style=1, kdata=None):
         )
 
 
+def evplot(ev, ref_kdata, new=True, axes=None):
+    """绘制市场有效判断
+
+    :param EnvironmentBase cn: 系统有效条件
+    :param KData ref_kdata: 用于日期参考
+    :param new: 仅在未指定axes的情况下生效，当为True时，创建新的窗口对象并在其中进行绘制
+    :param axes: 指定在那个轴对象中进行绘制
+    """
+    refdates = ref_kdata.get_datetime_list()
+    if axes is None:
+        if new:
+            axes = create_figure(2)
+            kplot(ref_kdata, axes=axes[0])
+            axes = axes[1]
+        else:
+            axes = gca()
+
+    x = np.array([i for i in range(len(refdates))])
+    y1 = np.array([1 if ev.is_valid(d) else -1 for d in refdates])
+    y2 = np.array([-1 if ev.is_valid(d) else 1 for d in refdates])
+    axes.fill_between(x, y1, y2, where=y2 > y1, facecolor='blue', alpha=0.6)
+    axes.fill_between(x, y1, y2, where=y2 < y1, facecolor='red', alpha=0.6)
+
+
 def cnplot(cn, new=True, axes=None, kdata=None):
     """绘制系统有效条件
 
@@ -634,8 +658,6 @@ def cnplot(cn, new=True, axes=None, kdata=None):
         cn.to = kdata
 
     refdates = kdata.get_datetime_list()
-    date_index = dict([(d, i) for i, d in enumerate(refdates)])
-
     if axes is None:
         if new:
             axes = create_figure(2)

hikyuu_cpp/hikyuu/trade_sys/environment/build_in.h

@@ -10,5 +10,6 @@
 #define ENVIRONMENT_BUILD_IN_H_
 
 #include "crt/EV_TwoLine.h"
+#include "crt/EV_Bool.h"
 
 #endif /* ENVIRONMENT_BUILD_IN_H */

hikyuu_cpp/hikyuu/trade_sys/environment/crt/EV_Bool.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-02-03
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/trade_sys/environment/EnvironmentBase.h"
+
+namespace hku {
+
+/**
+ * 布尔信号指标市场环境
+ * @param ind bool类型的指标，指标中相应位置>0则代表市场有效，否则无效
+ * @param market 指定的市场，用于获取相应的交易日历
+ * @return
+ */
+EVPtr HKU_API EV_Bool(const Indicator& ind, const string& market = "SH");
+
+}

hikyuu_cpp/hikyuu/trade_sys/environment/crt/EV_TwoLine.h

@@ -21,7 +21,7 @@ namespace hku {
  * @param market 市场名称，默认为"SH"
  * @return
  */
-EVPtr HKU_API EV_TwoLine(const Indicator& fast, const Indicator& slow, const string& market);
+EVPtr HKU_API EV_TwoLine(const Indicator& fast, const Indicator& slow, const string& market = "SH");
 
 } /* namespace hku */
 

hikyuu_cpp/hikyuu/trade_sys/environment/imp/BoolEnvironment.cpp

@@ -0,0 +1,56 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-02-03
+ *      Author: fasiondog
+ */
+
+#include "hikyuu/StockManager.h"
+#include "BoolEnvironment.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::BoolEnvironment)
+#endif
+
+namespace hku {
+
+BoolEnvironment::BoolEnvironment() : EnvironmentBase("EV_Bool") {
+    setParam<string>("market", "SH");
+}
+
+BoolEnvironment::BoolEnvironment(const Indicator& ind) : EnvironmentBase("EV_Bool"), m_ind(ind) {
+    setParam<string>("market", "SH");
+}
+
+BoolEnvironment::~BoolEnvironment() {}
+
+EnvironmentPtr BoolEnvironment::_clone() {
+    return make_shared<BoolEnvironment>(m_ind.clone());
+}
+
+void BoolEnvironment::_calculate() {
+    string market = getParam<string>("market");
+    const StockManager& sm = StockManager::instance();
+    MarketInfo market_info = sm.getMarketInfo(market);
+    HKU_ERROR_IF_RETURN(market_info == Null<MarketInfo>(), void(), "Can't find maket({}) info!",
+                        market);
+
+    Stock stock = sm.getStock(market + market_info.code());
+    KData kdata = stock.getKData(m_query);
+
+    auto ds = kdata.getDatetimeList();
+    m_ind.setContext(kdata);
+    for (size_t i = m_ind.discard(), len = m_ind.size(); i < len; i++) {
+        if (!std::isnan(m_ind[i]) && m_ind[i] > 0.) {
+            _addValid(ds[i]);
+        }
+    }
+}
+
+EVPtr HKU_API EV_Bool(const Indicator& ind, const string& market) {
+    BoolEnvironment* p = new BoolEnvironment(ind);
+    p->setParam<string>("market", market);
+    return EVPtr(p);
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/environment/imp/BoolEnvironment.h

@@ -0,0 +1,40 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-02-03
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+#include "hikyuu/trade_sys/environment/EnvironmentBase.h"
+
+namespace hku {
+
+class BoolEnvironment : public EnvironmentBase {
+public:
+    BoolEnvironment();
+    BoolEnvironment(const Indicator& ind);
+    virtual ~BoolEnvironment();
+
+    virtual void _calculate() override;
+    virtual EnvironmentPtr _clone() override;
+
+private:
+    Indicator m_ind;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(EnvironmentBase);
+        ar& BOOST_SERIALIZATION_NVP(m_ind);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/environment/imp/TwoLineEnvironment.cpp

@@ -15,12 +15,12 @@ BOOST_CLASS_EXPORT(hku::TwoLineEnvironment)
 
 namespace hku {
 
-TwoLineEnvironment::TwoLineEnvironment() : EnvironmentBase("TwoLine") {
+TwoLineEnvironment::TwoLineEnvironment() : EnvironmentBase("EV_TwoLine") {
     setParam<string>("market", "SH");
 }
 
 TwoLineEnvironment::TwoLineEnvironment(const Indicator& fast, const Indicator& slow)
-: EnvironmentBase("TwoLine"), m_fast(fast), m_slow(slow) {
+: EnvironmentBase("EV_TwoLine"), m_fast(fast), m_slow(slow) {
     setParam<string>("market", "SH");
 }
 

hikyuu_pywrap/trade_sys/_Environment.cpp

@@ -35,8 +35,9 @@ class PyEnvironmentBase : public EnvironmentBase {
 };
 
 void export_Environment(py::module& m) {
-    py::class_<EnvironmentBase, EnvironmentPtr, PyEnvironmentBase>(m, "EnvironmentBase",
-                                                                   R"(市场环境判定策略基类
+    py::class_<EnvironmentBase, EnvironmentPtr, PyEnvironmentBase>(
+      m, "EnvironmentBase",
+      R"(市场环境判定策略基类
 
 自定义市场环境判定策略接口：
 
@@ -101,4 +102,12 @@ void export_Environment(py::module& m) {
     :param Indicator fast: 快线指标
     :param Indicator slow: 慢线指标
     :param string market: 市场名称)");
+
+    m.def("EV_Bool", EV_Bool, py::arg("ind"), py::arg("market") = "SH",
+          R"(EV_Bool(ind, market='SH')
+
+    布尔信号指标市场环境
+
+    :param Indicator ind: bool类型的指标，指标中相应位置>0则代表市场有效，否则无效
+    :param str market: 指定的市场，用于获取相应的交易日历)");
 }