基于C++/Python的开源量化交易研究框架

/* * 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: