基于C++/Python的开源量化交易研究框架资源-CSDN文库

共1287个文件

h：471个

cpp：465个

py：153个

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基于C++/Python的开源量化交易研究框架（1287个子文件）

make.bat 778B

.clang-format 3KB

test_Stock.cpp 86KB

TradeManager.cpp 79KB

_build_in.cpp 72KB

test_KData.cpp 60KB

IndicatorImp.cpp 46KB

System.cpp 42KB

H5KDataDriver.cpp 39KB

test_TradeManager.cpp 35KB

Stock.cpp 31KB

test_SE_Operator.cpp 26KB

_TradeManager.cpp 23KB

test_Indicator.cpp 23KB

test_Datetime.cpp 22KB

AllocateFundsBase.cpp 21KB

test_iniparser.cpp 20KB

StockManager.cpp 20KB

Datetime.cpp 19KB

Performance.cpp 18KB

MultiFactorBase.cpp 17KB

Portfolio.cpp 17KB

MySQLBaseInfoDriver.cpp 16KB

KDataImp.cpp 16KB

test_Simple_SYS_for_ev.cpp 16KB

SQLiteBaseInfoDriver.cpp 16KB

MySQLStatement.cpp 16KB

MySQLKDataDriver.cpp 13KB

IniParser.cpp 13KB

test_TimeDelta.cpp 13KB

TdxKDataDriver.cpp 12KB

test_Simple_SYS_for_cn.cpp 12KB

test_ALIGN.cpp 12KB

_System.cpp 12KB

SQLiteKDataDriver.cpp 11KB

BrokerTradeManager.cpp 11KB

_MultiFactor.cpp 11KB

Indicator.cpp 11KB

Parameter.cpp 10KB

_MoneyManager.cpp 10KB

md5.cpp 10KB

_Stock.cpp 10KB

GlobalSpotAgent.cpp 9KB

test_StockManager.cpp 9KB

_Selector.cpp 9KB

os.cpp 9KB

OperatorSelector.cpp 9KB

_StockManager.cpp 9KB

Strategy.cpp 8KB

test_Simple_SYS_for_pg.cpp 8KB

test_TransList.cpp 8KB

test_SPEARMAN.cpp 8KB

_Signal.cpp 8KB

test_Simple_SYS_for_tp.cpp 8KB

test_MF_EqualWeight.cpp 8KB

SpotAgent.cpp 8KB

_Indicator.cpp 7KB

test_MA.cpp 7KB

test_RECOVER.cpp 7KB

test_TimeLine.cpp 7KB

MoneyManagerBase.cpp 7KB

IAma.cpp 7KB

_analysis.cpp 7KB

test_MACD.cpp 7KB

TimeDelta.cpp 7KB

test_Simple_SYS_for_base.cpp 7KB

MySQLConnect.cpp 7KB

test_export.cpp 7KB

test_SUMBARS.cpp 7KB

test_TIME.cpp 7KB

test_Parameter.cpp 7KB

test_IKData.cpp 6KB

IInSum.cpp 6KB

test_Simple_SYS_for_st.cpp 6KB

KDataTempCsvDriver.cpp 6KB

SQLiteConnect.cpp 6KB

_Datetime.cpp 6KB

test_SAFTYLOSS.cpp 6KB

DataDriverFactory.cpp 6KB

test_LLVBARS.cpp 6KB

test_mysql.cpp 6KB

KQuery.cpp 6KB

test_HHVBARS.cpp 6KB

main.cpp 6KB

test_sqlite.cpp 6KB

test_crtFixedATC.cpp 6KB

IKData.cpp 6KB

test_FILTER.cpp 6KB

SQLiteStatement.cpp 6KB

HttpClient.cpp 5KB

_TimeDelta.cpp 5KB

IAlign.cpp 5KB

test_AMA.cpp 5KB

_Stoploss.cpp 5KB

QLBlockInfoDriver.cpp 5KB

MultiFactorSelector.cpp 5KB

_ProfitGoal.cpp 5KB

ISaftyLoss.cpp 5KB

test_LAST.cpp 5KB

ICMultiFactor.cpp 5KB

共 1287 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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