Merge pull request #314 from fasiondog/feature/index

添加部分 tdx 88指数导入; add INDEXO/INDEXH/INDEXL/INDEXC/INDEXA/INDEXV/INDEXADV/INDEXDEC indicator
fasiondog · Jan 16, 2025 · 5f83f4f · 5f83f4f
2 parents 31fa44b + fd9d696
commit 5f83f4f
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diff --git a/hikyuu/data/mysql_upgrade/0025.sql b/hikyuu/data/mysql_upgrade/0025.sql
@@ -0,0 +1,61 @@
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880001', '通达信总市值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880001'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880002', '通达信流通市值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880002'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880003', '通达信平均股价', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880003'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880004', '通达信成交均价', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880004'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880005', '通达信涨跌家数', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880005'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880006', '通达信停板家数', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880006'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880008', '通达信全A等权', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880008'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880011', '通达信主板总值', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880011'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880031', '通达信创业总值', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880031'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880041', '通达信科创总值', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880041'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880098', '通达信可转债指数', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880098'
+);
+INSERT INTO `hku_base`.`stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880099', '通达信逆回购', 2, 1, 19901220, 99999999
+WHERE NOT EXISTS (
+    SELECT `stockid` FROM `hku_base`.`stock` WHERE `marketid`=1 and `code`='880099'
+);
+UPDATE `hku_base`.`version` set `version` = 25;
diff --git a/hikyuu/data/sqlite_upgrade/0025.sql b/hikyuu/data/sqlite_upgrade/0025.sql
@@ -0,0 +1,63 @@
+BEGIN TRANSACTION;
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880001', '通达信总市值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880001'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880002', '通达信流通市值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880002'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880003', '通达信平均股价', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880003'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880004', '通达信成交均价', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880004'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880005', '通达信涨跌家数', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880005'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880006', '通达信停板家数', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880006'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880006', '通达信全A等权', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880008'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880011', '通达信主板总值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880011'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880031', '通达信创业总值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880031'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880041', '通达信科创总值', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880041'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880098', '通达信可转债指数', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880098'
+);
+INSERT INTO `Stock` (`marketid`, `code`, `name`, `type`, `valid`, `startDate`, `endDate`)
+SELECT 1, '880099', '通达信逆回购', 2, 1, 20160126, 99999999
+WHERE NOT EXISTS (
+    SELECT stockid FROM `Stock` WHERE `marketid`=1 and `code`='880099'
+);
+UPDATE `version` set `version` = 25;
+COMMIT;
diff --git a/hikyuu_cpp/hikyuu/indicator/build_in.h b/hikyuu_cpp/hikyuu/indicator/build_in.h
@@ -53,6 +53,7 @@
 #include "crt/HSL.h"
 #include "crt/IC.h"
 #include "crt/ICIR.h"
+#include "crt/INDEX.h"
 #include "crt/INSUM.h"
 #include "crt/IR.h"
 #include "crt/INTPART.h"

diff --git a/hikyuu_cpp/hikyuu/indicator/crt/INDEX.cpp b/hikyuu_cpp/hikyuu/indicator/crt/INDEX.cpp
@@ -0,0 +1,93 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-16
+ *      Author: fasiondog
+ */
+
+#include "CONTEXT.h"
+#include "INDEX.h"
+
+namespace hku {
+
+Indicator HKU_API INDEXO() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.open());
+}
+
+Indicator HKU_API INDEXO(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.open());
+}
+
+Indicator HKU_API INDEXH() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.high());
+}
+
+Indicator HKU_API INDEXH(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.high());
+}
+
+Indicator HKU_API INDEXL() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.low());
+}
+
+Indicator HKU_API INDEXL(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.low());
+}
+
+Indicator HKU_API INDEXC() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.close());
+}
+
+Indicator HKU_API INDEXC(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.close());
+}
+
+Indicator HKU_API INDEXA() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.amo());
+}
+
+Indicator HKU_API INDEXA(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.amo());
+}
+
+Indicator HKU_API INDEXV() {
+    KData k = getKData("SH000001", KQueryByIndex(-1));
+    return CONTEXT(k.vol());
+}
+
+Indicator HKU_API INDEXV(const KQuery& query) {
+    KData k = getKData("SH000001", query);
+    return CONTEXT(k.vol());
+}
+
+Indicator HKU_API INDEXADV() {
+    KData k = getKData("SH880005", KQueryByIndex(-1));
+    return CONTEXT(k.close());
+}
+
+Indicator HKU_API INDEXADV(const KQuery& query) {
+    KData k = getKData("SH880005", query);
+    return CONTEXT(k.close());
+}
+
+Indicator HKU_API INDEXDEC() {
+    KData k = getKData("SH880005", KQueryByIndex(-1));
+    return CONTEXT(k.open());
+}
+
+Indicator HKU_API INDEXDEC(const KQuery& query) {
+    KData k = getKData("SH880005", query);
+    return CONTEXT(k.open());
+}
+
+}
diff --git a/hikyuu_cpp/hikyuu/indicator/crt/INDEX.h b/hikyuu_cpp/hikyuu/indicator/crt/INDEX.h
@@ -0,0 +1,48 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+// 这里的大盘都指 sh000001
+
+/** 大盘开盘价 */
+Indicator HKU_API INDEXO();
+Indicator HKU_API INDEXO(const KQuery& query);
+
+/** 大盘最高价盘价 */
+Indicator HKU_API INDEXH();
+Indicator HKU_API INDEXH(const KQuery& query);
+
+/** 大盘最低价 */
+Indicator HKU_API INDEXL();
+Indicator HKU_API INDEXL(const KQuery& query);
+
+/** 大盘收盘价 */
+Indicator HKU_API INDEXC();
+Indicator HKU_API INDEXC(const KQuery& query);
+
+/** 大盘成交额 */
+Indicator HKU_API INDEXA();
+Indicator HKU_API INDEXA(const KQuery& query);
+
+/** 大盘成交量 */
+Indicator HKU_API INDEXV();
+Indicator HKU_API INDEXV(const KQuery& query);
+
+/** 大盘上涨家数, 使用通达信 SH880005，可能无法用于实盘 */
+Indicator HKU_API INDEXADV();
+Indicator HKU_API INDEXADV(const KQuery& query);
+
+/** 大盘下跌家数， 使用通达信 SH880005，可能无法用于实盘 */
+Indicator HKU_API INDEXDEC();
+Indicator HKU_API INDEXDEC(const KQuery& query);
+
+}  // namespace hku
diff --git a/hikyuu_pywrap/indicator/_build_in.cpp b/hikyuu_pywrap/indicator/_build_in.cpp
@@ -2042,4 +2042,44 @@ void export_Indicator_build_in(py::module& m) {
     :param double new_value: 替换值
     :param bool ignore_discard: 忽略指标丢弃数据
     :rtype: Indicator)");
+
+    m.def("INDEXO", py::overload_cast<>(INDEXO));
+    m.def("INDEXO", py::overload_cast<const KQuery&>(INDEXO), R"(INDEXO([query])
+    
+    大盘开盘价)");
+
+    m.def("INDEXH", py::overload_cast<>(INDEXH));
+    m.def("INDEXH", py::overload_cast<const KQuery&>(INDEXH), R"(INDEXH([query])
+    
+    大盘最高价)");
+
+    m.def("INDEXL", py::overload_cast<>(INDEXL));
+    m.def("INDEXL", py::overload_cast<const KQuery&>(INDEXL), R"(INDEXL([query])
+    
+    大盘最低价)");
+
+    m.def("INDEXC", py::overload_cast<>(INDEXC));
+    m.def("INDEXC", py::overload_cast<const KQuery&>(INDEXC), R"(INDEXC([query])
+    
+    大盘收盘价)");
+
+    m.def("INDEXV", py::overload_cast<>(INDEXV));
+    m.def("INDEXV", py::overload_cast<const KQuery&>(INDEXV), R"(INDEXV([query])
+    
+    大盘成交量)");
+
+    m.def("INDEXA", py::overload_cast<>(INDEXA));
+    m.def("INDEXA", py::overload_cast<const KQuery&>(INDEXA), R"(INDEXA([query])
+    
+    大盘成交额)");
+
+    m.def("INDEXADV", py::overload_cast<>(INDEXADV));
+    m.def("INDEXADV", py::overload_cast<const KQuery&>(INDEXADV), R"(INDEXADV([query])
+    
+    通达信 880005 大盘上涨家数, 可能无法盘中更新!)");
+
+    m.def("INDEXDEC", py::overload_cast<>(INDEXDEC));
+    m.def("INDEXDEC", py::overload_cast<const KQuery&>(INDEXDEC), R"(INDEXDEC([query])
+    
+    通达信 880005 大盘下跌家数, 可能无法盘中更新!)");
 }