Merge pull request #236 from fasiondog/feature/finance

增强 FINANCE, 增加 only_year_report 和 dynamic 参数；indicator 绘制时设置 x 轴为日期

hikyuu/draw/drawplot/matplotlib_draw.py

@@ -147,7 +147,7 @@ def __call__(self, x, pos=None):  # IGNORE:W0613
 
 def getDayLocatorAndFormatter(dates):
     """获取显示日线时使用的Major Locator和Major Formatter"""
-    sep = len(dates) / 8
+    sep = len(dates) / 10
     loc = [
         (i, str(d) if (i != (len(dates) - 1)) and (i % sep != 0) else "{}-{}-{}".format(d.year, d.month, d.day))
         for i, d in enumerate(dates)
@@ -394,6 +394,10 @@ def iplot(
     axes.set_xlim(-1, len(indicator) + 1)
     if kref:
         ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
+    else:
+        k = indicator.get_context()
+        if len(k) > 0:
+            ax_set_locator_formatter(axes, k.get_datetime_list(), k.get_query().ktype)
     # draw()
 
 
@@ -474,6 +478,10 @@ def ibar(
     axes.set_xlim(-1, len(indicator) + 1)
     if kref:
         ax_set_locator_formatter(axes, kref.get_datetime_list(), kref.get_query().ktype)
+    else:
+        k = indicator.get_context()
+        if len(k) > 0:
+            ax_set_locator_formatter(axes, k.get_datetime_list(), k.get_query().ktype)
     # draw()
 
 

hikyuu_cpp/hikyuu/HistoryFinanceInfo.cpp

@@ -11,13 +11,15 @@ namespace hku {
 
 HistoryFinanceInfo& HistoryFinanceInfo::operator=(const HistoryFinanceInfo& other) {
     HKU_IF_RETURN(this == &other, *this);
+    fileDate = other.fileDate;
     reportDate = other.reportDate;
     values = other.values;
     return *this;
 }
 
 HistoryFinanceInfo& HistoryFinanceInfo::operator=(HistoryFinanceInfo&& other) {
     HKU_IF_RETURN(this == &other, *this);
+    fileDate = std::move(other.fileDate);
     reportDate = std::move(other.reportDate);
     values = std::move(other.values);
     return *this;

hikyuu_cpp/hikyuu/HistoryFinanceInfo.h

@@ -16,14 +16,17 @@ namespace hku {
  * @ingroup StockManage
  */
 struct HKU_API HistoryFinanceInfo {
+    Datetime fileDate;    ///< 用于区分一季报、半年报、三季报、年报
     Datetime reportDate;  ///< 财务报告日期
     vector<float>
       values;  ///< 详细财务信息，字段索引可使用 StockManager.getHistoryFinanceAllFields 查询
 
     HistoryFinanceInfo() = default;
     HistoryFinanceInfo(const HistoryFinanceInfo&) = default;
     HistoryFinanceInfo(HistoryFinanceInfo&& rv)
-    : reportDate(std::move(rv.reportDate)), values(std::move(rv.values)) {}
+    : fileDate(std::move(rv.fileDate)),
+      reportDate(std::move(rv.reportDate)),
+      values(std::move(rv.values)) {}
 
     HistoryFinanceInfo& operator=(const HistoryFinanceInfo&);
     HistoryFinanceInfo& operator=(HistoryFinanceInfo&&);

hikyuu_cpp/hikyuu/data_driver/base_info/mysql/MySQLBaseInfoDriver.cpp

@@ -411,8 +411,8 @@ vector<HistoryFinanceInfo> MySQLBaseInfoDriver::getHistoryFinance(const string &
         for (size_t i = 0; i < total; i++) {
             auto &finance = finances[i];
             auto &cur = result[i];
+            cur.fileDate = Datetime(finance.file_date);
             cur.reportDate = Datetime(finance.report_date);
-            // cur.values = std::move(finance.values);
             size_t count = finance.values.size() / sizeof(float);
             cur.values.resize(count);
             memcpy(cur.values.data(), finance.values.data(), count * sizeof(float));

hikyuu_cpp/hikyuu/data_driver/base_info/sqlite/SQLiteBaseInfoDriver.cpp

@@ -401,8 +401,8 @@ vector<HistoryFinanceInfo> SQLiteBaseInfoDriver::getHistoryFinance(const string&
         for (size_t i = 0; i < total; i++) {
             auto& finance = finances[i];
             auto& cur = result[i];
+            cur.fileDate = Datetime(finance.file_date);
             cur.reportDate = Datetime(finance.report_date);
-            // cur.values = std::move(finance.values);
             size_t count = finance.values.size() / sizeof(float);
             cur.values.resize(count);
             memcpy(cur.values.data(), finance.values.data(), count * sizeof(float));

hikyuu_cpp/hikyuu/indicator/imp/IFinance.cpp

@@ -17,12 +17,20 @@ namespace hku {
 IFinance::IFinance() : IndicatorImp("FINANCE", 1) {
     setParam<int>("field_ix", 0);
     setParam<string>("field_name", "");
+
+    // 某些信息如每股收益，只使用年报计算
+    setParam<bool>("only_year_report", false);
+
+    // 某些信息如每股收益，需要动态计算，如全年收益在只有一季报时，使用一季报*4进行预估
+    setParam<bool>("dynamic", false);
 }
 
 IFinance::IFinance(const KData& k) : IndicatorImp("FINANCE", 1) {
     setParam<int>("field_ix", 0);
     setParam<string>("field_name", "");
     setParam<KData>("kdata", k);
+    setParam<bool>("only_year_report", false);
+    setParam<bool>("dynamic", false);
     IFinance::_calculate(Indicator());
 }
 
@@ -40,6 +48,17 @@ void IFinance::_calculate(const Indicator& data) {
 
     Stock stock = kdata.getStock();
     auto finances = stock.getHistoryFinance();
+
+    if (getParam<bool>("only_year_report")) {
+        vector<HistoryFinanceInfo> tmp_finances;
+        for (auto&& finance : finances) {
+            if (finance.fileDate.month() == 12L) {
+                tmp_finances.emplace_back(std::move(finance));
+            }
+        }
+        finances = std::move(tmp_finances);
+    }
+
     if (finances.empty()) {
         m_discard = total;
         return;
@@ -52,6 +71,7 @@ void IFinance::_calculate(const Indicator& data) {
           StockManager::instance().getHistoryFinanceFieldIndex(getParam<string>("field_name")));
     }
 
+    bool dynamic = getParam<bool>("dynamic");
     auto* dst = this->data();
     auto dates = kdata.getDatetimeList();
     auto* k = kdata.data();
@@ -63,13 +83,47 @@ void IFinance::_calculate(const Indicator& data) {
         auto value = finances[pos].values.at(field_ix);
         if (pos + 1 == finances_total) {
             while (cur_kix < total && finances[pos].reportDate <= k[cur_kix].datetime) {
-                dst[cur_kix] = value;
+                if (dynamic) {
+                    long month = finances[pos].fileDate.month();
+                    if (3L == month) {
+                        // 一季报
+                        dst[cur_kix] = value * 4;
+                    } else if (6L == month) {
+                        // 半年报
+                        dst[cur_kix] = value * 2;
+                    } else if (9L == month) {
+                        // 三季报
+                        dst[cur_kix] = value / 3.0 * 4.0;
+                    } else {
+                        // 年报
+                        dst[cur_kix] = value;
+                    }
+                } else {
+                    dst[cur_kix] = value;
+                }
                 cur_kix++;
             }
         } else {
             while (cur_kix < total && finances[pos].reportDate <= k[cur_kix].datetime &&
                    finances[pos + 1].reportDate > k[cur_kix].datetime) {
-                dst[cur_kix] = value;
+                if (dynamic) {
+                    long month = finances[pos].fileDate.month();
+                    if (3L == month) {
+                        // 一季报
+                        dst[cur_kix] = value * 4;
+                    } else if (6L == month) {
+                        // 半年报
+                        dst[cur_kix] = value * 2;
+                    } else if (9L == month) {
+                        // 三季报
+                        dst[cur_kix] = value / 3.0 * 4.0;
+                    } else {
+                        // 年报
+                        dst[cur_kix] = value;
+                    }
+                } else {
+                    dst[cur_kix] = value;
+                }
                 cur_kix++;
             }
         }

hikyuu_pywrap/_Stock.cpp

@@ -181,7 +181,7 @@ void export_Stock(py::module& m) {
             auto finances = stk.getHistoryFinance();
             py::list ret;
             for (const auto& f : finances) {
-                ret.append(py::make_tuple(f.reportDate, f.values));
+                ret.append(py::make_tuple(f.fileDate, f.reportDate, f.values));
             }
             return ret;
         },