hikyuu-master.zip资源-CSDN文库

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h：397个

py：166个

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《基于C++/Python的开源量化交易研究框架——Hikyuu详解》在金融投资领域，量化交易已经成为一种主流的投资策略，它依赖于数学模型和计算机编程来做出投资决策，以此来降低人为情绪的影响，提高投资效率。本文将深入探讨一款名为"Hikyuu"的开源量化交易研究框架，该框架支持C++和Python两种编程语言，为投资者提供了强大的工具进行量化策略的开发和回测。一、Hikyuu简介 Hikyuu，源自日本的“慧星”之意，寓意其在量化交易领域的领先地位。作为一个跨平台的量化交易框架，Hikyuu旨在为研究者和投资者提供一个高效、灵活且功能全面的环境，以实现复杂的交易策略。它的核心设计目标是提供低延迟的数据处理能力，以及高度定制化的策略编写方式。二、C++与Python双引擎 Hikyuu的独特之处在于它同时支持C++和Python两种编程语言。C++作为底层语言，确保了程序的执行效率，对于需要快速响应的高频交易策略尤为适用。而Python则以其简洁易读的语法和丰富的第三方库，为策略开发提供了便利。用户可以根据项目需求和个人偏好选择合适的编程语言，或者结合两者的优势，实现高效开发。三、核心组件与功能 1. 数据接口：Hikyuu内置了多种数据源的支持，包括CSV文件、MySQL数据库、雅虎财经等，可以方便地获取历史和实时的股票、期货等金融数据。 2. 回测引擎：强大的回测引擎能够对策略进行模拟运行，评估策略的收益、风险等指标，为策略优化提供依据。 3. 交易引擎：模拟真实的交易流程，包括订单生成、订单执行、资金管理等，确保策略在真实市场中的可行性。 4. 指标库：内置了大量的技术分析指标，如移动平均线、MACD、RSI等，用户也可以自定义新的技术指标。 5. 风险管理：支持止损、止盈等风险控制策略，帮助投资者有效管理投资风险。四、Hikyuu的扩展性 Hikyuu的设计允许用户轻松扩展其功能，例如，通过编写插件添加新的数据源或交易接口，或是利用Python的科学计算库（如NumPy和Pandas）进行复杂的数据分析。此外，Hikyuu还支持多线程和多进程，可以在多核处理器上充分利用计算资源。五、实战应用在实际应用中，Hikyuu可以帮助投资者进行以下操作： - 策略开发：使用Python编写策略代码，快速验证和调整策略逻辑。 - 数据回测：通过历史数据测试策略性能，优化参数设置。 - 实时监控：连接实时数据源，实时监控市场动态，执行交易指令。 - 自动交易：对接实盘交易系统，实现自动化交易。总结 Hikyuu作为一个开源的量化交易研究框架，集成了C++和Python的优点，提供了完善的数据处理、回测、交易模拟等功能，为金融市场的量化研究提供了强大支持。无论是专业投资者还是量化交易初学者，都能从中受益，提升交易策略的开发和实施能力。通过深入了解和熟练运用Hikyuu，投资者可以在金融市场中找到更多可能，实现更高效的投资决策。

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收起资源包目录

hikyuu-master.zip （1212个子文件）

LICENSE.996 3KB

make.bat 778B

extract_pot.bat 270B

resource.bat 111B

to_ts.bat 41B

.clang-format 3KB

test_Stock.cpp 87KB

TradeManager.cpp 78KB

test_KData.cpp 60KB

_build_in.cpp 52KB

H5KDataDriver.cpp 38KB

IndicatorImp.cpp 38KB

test_TradeManager.cpp 35KB

System.cpp 35KB

sha2.cpp 27KB

Stock.cpp 24KB

blf.cpp 22KB

test_Datetime.cpp 22KB

StockManager.cpp 20KB

test_iniparser.cpp 20KB

AllocateFundsBase.cpp 19KB

test_Indicator.cpp 19KB

Performance.cpp 17KB

test_Simple_SYS_for_ev.cpp 16KB

KDataImp.cpp 16KB

Datetime.cpp 14KB

test_TimeDelta.cpp 13KB

IniParser.cpp 13KB

_TradeManager.cpp 13KB

TdxKDataDriver.cpp 12KB

test_Simple_SYS_for_cn.cpp 12KB

_MoneyManager.cpp 12KB

SQLiteBaseInfoDriver.cpp 11KB

MySQLStatement.cpp 11KB

_System.cpp 11KB

Portfolio.cpp 10KB

StrategyBase.cpp 9KB

Indicator.cpp 9KB

test_StockManager.cpp 9KB

GlobalSpotAgent.cpp 9KB

HttpHandle.cpp 9KB

base64.cpp 9KB

_save_load.cpp 8KB

test_Simple_SYS_for_pg.cpp 8KB

test_TransList.cpp 8KB

cbcrypt.cpp 8KB

_Signal.cpp 8KB

test_Simple_SYS_for_tp.cpp 8KB

MySQLBaseInfoDriver.cpp 8KB

SpotAgent.cpp 7KB

test_Simple_SYS_for_base.cpp 7KB

test_TimeLine.cpp 7KB

IAma.cpp 7KB

test_export.cpp 7KB

test_SUMBARS.cpp 7KB

_Indicator.cpp 7KB

_Stock.cpp 7KB

test_MA.cpp 7KB

_StockManager.cpp 7KB

MoneyManagerBase.cpp 6KB

test_ALIGN.cpp 6KB

test_MACD.cpp 6KB

test_Simple_SYS_for_st.cpp 6KB

Parameter.cpp 6KB

test_SAFTYLOSS.cpp 6KB

_TradeCost.cpp 6KB

KDataTempCsvDriver.cpp 6KB

_Selector.cpp 6KB

_KDataDriver.cpp 6KB

test_IKData.cpp 6KB

_ProfitGoal.cpp 6KB

TradeRecord.cpp 6KB

TimeDelta.cpp 6KB

_Stoploss.cpp 6KB

test_LLVBARS.cpp 6KB

MySQLKDataDriver.cpp 6KB

test_HHVBARS.cpp 6KB

test_crtFixedATC.cpp 6KB

bcrypt_pbkdf.cpp 6KB

test_FILTER.cpp 6KB

_TimeDelta.cpp 5KB

_Datetime.cpp 5KB

QLBlockInfoDriver.cpp 5KB

test_sqlite.cpp 5KB

test_Parameter.cpp 5KB

test_mysql.cpp 5KB

_IndicatorImp.cpp 5KB

test_LAST.cpp 5KB

DataDriverFactory.cpp 5KB

IKData.cpp 5KB

ISaftyLoss.cpp 5KB

util.cpp 5KB

test_EVERY.cpp 5KB

main.cpp 5KB

test_EXIST.cpp 5KB

test_BACKSET.cpp 5KB

test_HHV.cpp 5KB

test_LLV.cpp 5KB

test_AMA.cpp 5KB

_AllocateFunds.cpp 5KB

共 1212 条

/* * test_Stock.cpp * * Created on: 2011-12-10 * Author: fasiondog */ #include "doctest/doctest.h" #include <cmath> #include <hikyuu/StockManager.h> #include <hikyuu/KQuery.h> #include <hikyuu/KData.h> #include <hikyuu/Stock.h> using namespace hku; #define MEMORY_CHECK \ { \ Stock mem_stock = sm["sh000001"]; \ CHECK_EQ(mem_stock.isBuffer(KQuery::DAY), true); \ CHECK_EQ(mem_stock.isBuffer(KQuery::WEEK), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MONTH), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::QUARTER), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::HALFYEAR), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::YEAR), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MIN), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MIN5), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MIN15), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MIN30), false); \ CHECK_EQ(mem_stock.isBuffer(KQuery::MIN60), false); \ } /** * @defgroup test_hikyuu_Stock test_hikyuu_Stock * @ingroup test_hikyuu_base_suite * @{ */ /** @par 检测点 */ TEST_CASE("test_Stock_Relational_comparison") { StockManager& sm = StockManager::instance(); Stock s1; /** @arg 和Null<Stock>()进行相等比较 */ CHECK_EQ(s1, Null<Stock>()); /** @arg 和Null<Stock>()进行不等比较 */ s1 = sm.getStock("sh000001"); CHECK_NE(s1, Null<Stock>()); /** @arg 相等比较 */ Stock s2 = sm.getStock("sh000001"); CHECK_EQ(s1, s2); /** @arg 不等比较 */ s2 = sm.getStock("sz000001"); CHECK_NE(s1, s2); MEMORY_CHECK; } /** @par 检测点 */ TEST_CASE("test_Stock_getWeight") { StockManager& sm = StockManager::instance(); Stock stock = sm.getStock("sz000001"); StockWeight weight; /** @arg 查询全部权息信息 */ StockWeightList weightList = stock.getWeight(); CHECK_EQ(weightList.size(), 23); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(199104030000L)); CHECK_EQ(weight.countAsGift(), 0.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 150); CHECK_EQ(weight.freeCount(), 68); weight = weightList.back(); CHECK_EQ(weight.datetime(), Datetime(201108050000L)); CHECK_EQ(weight.countAsGift(), 0.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 512335); CHECK_EQ(weight.freeCount(), 310536); /** @arg 查询指定日期范围内的权息信息，指定的起始日期和结束日期没有刚好对应的权息记录 */ weightList = stock.getWeight(Datetime(199501010000), Datetime(199701010000)); CHECK_EQ(weightList.size(), 2); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(199509250000)); CHECK_EQ(weight.countAsGift(), 2.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 3.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 51728); CHECK_EQ(weight.freeCount(), 35721); weight = weightList.back(); CHECK_EQ(weight.datetime(), Datetime(199605270000)); CHECK_EQ(weight.countAsGift(), 5.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 5.0); CHECK_EQ(weight.totalCount(), 103456); CHECK_EQ(weight.freeCount(), 71393); /** @arg 查询指定日期范围内的权息信息，指定的起始日期刚好存在对应权息记录，而结束日期没有 */ weightList = stock.getWeight(Datetime(199509250000), Datetime(199701010000)); CHECK_EQ(weightList.size(), 2); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(199509250000)); CHECK_EQ(weight.countAsGift(), 2.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 3.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 51728); CHECK_EQ(weight.freeCount(), 35721); weight = weightList.back(); CHECK_EQ(weight.datetime(), Datetime(199605270000)); CHECK_EQ(weight.countAsGift(), 5.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 5.0); CHECK_EQ(weight.totalCount(), 103456); CHECK_EQ(weight.freeCount(), 71393); /** @arg 查询指定日期范围内的权息信息，指定的结束日期刚好存在对应权息记录，而起始日期没有 */ weightList = stock.getWeight(Datetime(199501010000), Datetime(199605270000)); CHECK_EQ(weightList.size(), 1); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(199509250000)); CHECK_EQ(weight.countAsGift(), 2.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 3.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 51728); CHECK_EQ(weight.freeCount(), 35721); /** @arg 查询指定日期范围内的权息信息，结束日期为Null<Datetime>() */ weightList = stock.getWeight(Datetime(201101010000), Null<Datetime>()); CHECK_EQ(weightList.size(), 1); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(201108050000)); CHECK_EQ(weight.countAsGift(), 0.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 512335); CHECK_EQ(weight.freeCount(), 310536); /** @arg 查询指定日期范围内的权息信息，只指定起始日期，结束日期为默认值 */ weightList = stock.getWeight(Datetime(201101010000)); CHECK_EQ(weightList.size(), 1); weight = weightList.front(); CHECK_EQ(weight.datetime(), Datetime(201108050000)); CHECK_EQ(weight.countAsGift(), 0.0); CHECK_EQ(weight.countForSell(), 0.0); CHECK_EQ(weight.priceForSell(), 0.0); CHECK_EQ(weight.bonus(), 0.0); CHECK_EQ(weight.increasement(), 0.0); CHECK_EQ(weight.totalCount(), 512335); CHECK_EQ(weight.freeCount(), 310536); MEMORY_CHECK; } /** @par 检测点 */ TEST_CASE("test_Stock_getCount") { StockManager& sm = StockManager::instance(); /** @arg 查询sh000001的日线数量*/ Stock stock = sm.getStock("sh000001"); CHECK_EQ(stock.getCount(KQuery::DAY), 5121); /** @arg 查询sz000001的日线数量 */ stock = sm.getStock("Sz000001"); CHECK_EQ(stock.getCount(KQuery::DAY), 4937); /** @arg 查询sh000001的周线数量*/ stock = sm.getStock("sh000001"); CHECK_EQ(stock.getCount(KQuery::WEEK), 1059); /** @arg 查询sz000001的周线数量 */ stock = sm.getStock("Sz000001"); CHECK_EQ(stock.getCount(KQuery::WEEK), 1037); /** @arg 查询sh000001的月线数量*/ stock = sm.getStock("sh000001"); CHECK_EQ(stock.getCount(KQuery::MONTH), 253); /** @arg 查询sz000001的月线数量 */ stock = sm.getStock("Sz000001"); CHECK_EQ(stock.getCount(KQuery::MONTH), 250); /** @arg 查询sh000001的季线数量*/ stock = sm.getStock("sh000001"); CHECK_EQ(stock.getCount(KQuery::QUARTER), 85); /** @arg 查询sz000001的季线数量 */ stock = sm.getStock("Sz000001"); CHECK_EQ(stock.getCount(KQuery::QUARTER), 84); /** @arg 查询sh000001的半年线数量*/ stock = sm.getStock("sh000001"); CHECK_EQ(stock.getCount(KQuery:

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