abqindexday lib, pyindexday

bind11/CMakeLists.txt

@@ -1,4 +1,5 @@
 add_subdirectory(abquant)
+add_subdirectory(indexday)
 add_subdirectory(stockday)
 add_subdirectory(stockmin)
 add_subdirectory(test)

bind11/indexday/CMakeLists.txt

@@ -0,0 +1,121 @@
+# ================================ General configuration ======================================
+
+# keywords signals
+# add_definitions(-DQT_NO_KEYWORDS)
+
+# The sample library for which we will create bindings. You can change the name to something
+# relevant for your project.
+
+# The name of the generated bindings module (as imported in Python). You can change the name
+# to something relevant for your project.
+set(bindings_library "abqindexday")
+
+# set(CMAKE_CXX_FLAGS_RELEASE "-O0")
+set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -DQT_SQL_LIB")
+
+set(abqindexday_include_dir ${CMAKE_CURRENT_SOURCE_DIR}/../../cxx/include)
+set(tree_includes  "/usr/include/treefrog/")
+# set(tree_lib "/usr/lib/libtreefrog.so")
+set(abqindexday_lib_dir ${CMAKE_CURRENT_SOURCE_DIR}/../../lib)
+
+set(sample_library "${abqindexday_lib_dir}/libabqcontroller.so;${abqindexday_lib_dir}/libabqhelper.so;${abqindexday_lib_dir}/libabqmodel.so;${abqindexday_lib_dir}/libabqaction.so")
+set(bindings_library_dir ${CMAKE_CURRENT_SOURCE_DIR}/../../lib/)
+
+
+# ==================================== RPATH configuration ====================================
+
+
+# =============================================================================================
+# !!! (The section below is deployment related, so in a real world application you will want to
+# take care of this properly with some custom script or tool).
+# =============================================================================================
+# Enable rpaths so that the built shared libraries find their dependencies.
+set(CMAKE_SKIP_BUILD_RPATH FALSE)
+set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+set(CMAKE_INSTALL_RPATH ${CMAKE_CURRENT_SOURCE_DIR} ${QtCore_libdir})
+set(CMAKE_INSTALL_RPATH_USE_LINK_PATH TRUE)
+# =============================================================================================
+# !!! End of dubious section.
+# =============================================================================================
+
+
+# # ====================== Shiboken target for generating binding C++ files  ====================
+# get_target_property(qtcore_M_QT5_INCLUDES Qt5::Core INTERFACE_INCLUDE_DIRECTORIES)
+set(qtcore_M_QT5_INCLUDES ${Qt5Core_INCLUDE_DIRS})
+
+list(JOIN qtcore_M_QT5_INCLUDES ";-I" M_QT5_INCLUDES)
+
+message(STATUS "${M_QT5_INCLUDES}")
+set(M_QT5_INCLUDES ${M_QT5_INCLUDES})
+
+
+# =============================== CMake target - bindings_library =============================
+
+# Set the cpp files which will be used for the bindings library.
+set(${bindings_library}_sources main.cpp)
+
+# Define and build the bindings library.
+# add_library(${bindings_library} MODULE ${${bindings_library}_sources})
+pybind11_add_module(${bindings_library} SHARED ${${bindings_library}_sources} NO_EXTRAS)
+
+# target_include_directories(${bindings_library} PRIVATE ${CONAN_INCLUDE_DIRS})
+
+# Apply relevant include and link flags.
+target_include_directories(${bindings_library} PRIVATE ${python_include_dir})
+target_include_directories(${bindings_library} PRIVATE ${CMAKE_CURRENT_SOURCE_DIR})
+target_include_directories(${bindings_library} PRIVATE ${abqindexday_include_dir})
+target_include_directories(${bindings_library} PRIVATE ${tree_includes})
+
+target_include_directories(${bindings_library} PRIVATE "${Qt5Core_INCLUDE_DIRS}")
+target_include_directories(${bindings_library} PRIVATE "${Qt5Network_INCLUDE_DIRS}")
+target_include_directories(${bindings_library} PRIVATE "${Qt5Sql_INCLUDE_DIRS}")
+target_include_directories(${bindings_library} PRIVATE "${Qt5Xml_INCLUDE_DIRS}")
+target_include_directories(${bindings_library} PRIVATE "${Qt5Qml_INCLUDE_DIRS}")
+# target_include_directories(${bindings_library} PRIVATE "${QtTest_INCLUDE_DIRS}")
+target_include_directories(${bindings_library} PRIVATE ${pybind11_INCLUDE_DIRS})
+
+target_link_libraries(${bindings_library} PRIVATE ${sample_library} ${CONAN_LIBS})
+set_property(TARGET ${bindings_library} PROPERTY CXX_STANDARD 17)
+
+# Adjust the name of generated module.
+set_property(TARGET ${bindings_library} PROPERTY PREFIX "")
+set_property(TARGET ${bindings_library} PROPERTY OUTPUT_NAME
+             "${bindings_library}${PYTHON_EXTENSION_SUFFIX}")
+if(WIN32)
+    set_property(TARGET ${bindings_library} PROPERTY SUFFIX ".pyd")
+endif()
+
+# Make sure the linker doesn't complain about not finding Python symbols on macOS.
+if(APPLE)
+  set_target_properties(${bindings_library} PROPERTIES LINK_FLAGS "-undefined dynamic_lookup")
+endif(APPLE)
+
+# Find and link to the python import library only on Windows.
+# On Linux and macOS, the undefined symbols will get resolved by the dynamic linker
+# (the symbols will be picked up in the Python executable).
+if (WIN32)
+    list(GET python_linking_data 0 python_libdir)
+    list(GET python_linking_data 1 python_lib)
+    find_library(python_link_flags ${python_lib} PATHS ${python_libdir} HINTS ${python_libdir})
+    target_link_libraries(${bindings_library} PRIVATE ${python_link_flags})
+endif()
+
+
+# =============================================================================================
+# !!! (The section below is deployment related, so in a real world application you will want to
+# take care of this properly with some custom script or tool).
+# =============================================================================================
+# Install the library and the bindings module into the source folder near the main.py file, so
+# that the Python interpeter successfully imports the used module.
+# install(TARGETS ${bindings_library} ${sample_library}
+#         LIBRARY DESTINATION ${CMAKE_CURRENT_SOURCE_DIR}
+#         RUNTIME DESTINATION ${CMAKE_CURRENT_SOURCE_DIR}
+#         )
+install(TARGETS ${bindings_library}
+        LIBRARY DESTINATION ${bindings_library_dir}
+        RUNTIME DESTINATION ${bindings_library_dir}
+        )
+
+add_custom_command(TARGET ${bindings_library} POST_BUILD
+    COMMAND ${CMAKE_COMMAND} -E copy
+    $<TARGET_FILE:${bindings_library}> ${abqindexday_lib_dir})

bind11/indexday/main.cpp

@@ -0,0 +1,82 @@
+#include <pybind11/numpy.h>
+#include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
+
+#include <QtCore/QObject>
+#include <cstring>
+#include <iostream>
+#include <string>
+#include <typeinfo>
+#include <vector>
+
+#include "abquant/actions/abquant.hpp"
+#include "abquant/actions/indexday.hpp"
+#include "abquant/actions/utils.hpp"
+
+// using namespace std;
+namespace abq
+{
+class PyIndexDay
+{
+public:
+    PyIndexDay(std::vector<std::string> codes, const string& start, const string& end)
+        : m_codes{codes}, m_start{start}, m_end{end}
+    {
+        QStringList qcodes;
+        for (auto c : codes) {
+            qcodes << QString::fromStdString(c);
+        }
+        m_ida = IndexDayAction(qcodes, m_start.c_str(), m_end.c_str());
+        m_ida.setDataFrame();
+    };
+
+    template <class T>
+    std::vector<T> toSeries(const string& col) const noexcept
+    {
+        if constexpr (std::is_same_v<T, double>) {
+            auto series = m_ida.get_pyseries(col.c_str());
+            return series;
+        }
+
+        auto series = m_ida.toSeries<T>(col.c_str());
+        return series.toStdVector();
+    }
+    ~PyIndexDay() = default;
+
+private:
+    std::vector<std::string> m_codes{};
+    const string m_start{};
+    const string m_end{};
+    IndexDayAction m_ida{};
+};
+
+namespace py = pybind11;
+
+PYBIND11_MODULE(abqindexday, m)
+{
+    m.doc() = R"pbdoc(
+        Pybind11 IndexDay plugin
+        -----------------------
+
+        .. abqindexday:: currentmodule_exmaple
+
+        .. autosummary::
+           :indexday: toSeries
+
+           toSeries
+    )pbdoc";
+
+    py::class_<PyIndexDay> sm_class(m, "PyIndexDay");
+    sm_class.def(py::init<std::vector<std::string>, const string, const string>())
+        .def("toSeries", &PyIndexDay::toSeries<double>, R"pbdoc(toSeries double toSeries double function.)pbdoc")
+        .def("toSeries_string", &PyIndexDay::toSeries<std::string>,
+             R"pbdoc(toSeries string toSeries string function.)pbdoc");
+
+#ifdef VERSION_INFO
+    m.attr("__version__") = VERSION_INFO;
+#else
+    m.attr("__version__") = "dev";
+#endif
+}
+
+} // namespace abq

bind11/test/test_indexday.py

@@ -0,0 +1,58 @@
+# -*- coding: utf-8 -*-
+
+import unittest
+
+import pandas as pd
+
+from abqindexday import PyIndexDay as indexday
+from pyabquant import PyAbquant
+
+pd.set_option("display.max_rows", None)
+pd.set_option("display.max_columns", None)
+pd.set_option("display.width", None)
+
+
+class MainTest(unittest.TestCase):
+    def testDay(self):
+        codes = ["000001"]
+        start = "2019-01-01"
+        end = "2019-12-01"
+        sd = indexday(codes, start, end)
+
+        open_ = sd.toSeries("open")
+        close = sd.toSeries("close")
+        high = sd.toSeries("high")
+        low = sd.toSeries("low")
+        vol = sd.toSeries("vol")
+        amount = sd.toSeries("amount")
+        date = sd.toSeries_string("date")
+        code = sd.toSeries_string("code")
+        print(date[:10])
+        print(code[:10])
+        date_stamp = sd.toSeries("date_stamp")
+
+        df = pd.DataFrame(
+            {
+                "open": open_,
+                "close": close,
+                "high": high,
+                "low": low,
+                "vol": vol,
+                "amount": amount,
+                "date": date,
+                "code": code,
+                "date_stamp": date_stamp,
+            }
+        )
+        df.set_index(["code", "date"], inplace=True)
+
+        print(df[:10])
+
+        self.assertTrue(len(open_) > 0)
+        self.assertAlmostEqual(open_[0], 2497.88, delta=0.001)
+
+
+if __name__ == "__main__":
+    PyAbquant.start()
+    unittest.main()
+    PyAbquant.finish()