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浙江智臾科技有限公司 / DolphinDBModules

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README
Apache-2.0

DolphinDB 模块 (Modules)

本项目将量化金融与物联网领域常用函数用DolphinDB脚本实现并封装在模块中,便于DolphinDB开发者使用。我们也欢迎DolphinDB开发者们贡献模块。

请注意,本项目的 master 分支现已停止维护,其内容仅适用于 2.00.10 版本。若想获取更高版本的功能介绍,请切换到相应版本的分支。

Module(模块)简介

在DolphinDB中,模块是指只包含函数定义的代码包。它具有以下特点:

  • 模块文件保存在[home]/modules目录下。
  • 模块文件名的后缀为.dos。dos是"dolphindb script"的缩写。
  • 模块文件第一行只能使用 module 后接模块名以声明模块,例如 module fileLog
  • 模块文件除第一行外的内容仅可包含函数定义。

关于模块的更多细节,请参考DolphinDB模块教程

目录结构

一级目录以module的名称命名,例如'ta'模块的一级目录名为'ta',该目录下包含了TA-Lib包中一些常用指标的实现。

每个module的一级目录下包含'src'和'test'目录:

  • 'src'目录下包含所有函数的DolphinDB实现脚本。
  • 'test'目录下包含每个函数的测试用例。测试用例以模块名称和函数名称命名(例如'test_ta_function_ma.txt')。

快速入门

下面以本项目中的金融交易数据技术分析模块(ta module)为例,简单演示模块的部署和使用。

1. 如何部署module

下载module

下载整个项目并解压:

unzip dolphindbmodules-master.zip

部署module

在/DolphinDB/server/目录下创建modules目录:

mkdir modules

将需要使用的.dos的文件复制到modules目录下:

cp /dolphindbmodules-master/ta/src/ta.dos /DolphinDB/server/modules/

2. 如何在项目中导入module

使用use关键字来导入模块'ta'。注意,use关键字导入的模块是会话隔离的,仅对当前会话有效。

导入模块后,我们可以通过以下两种方式来使用模块内的函数:

直接使用模块中的函数

use ta

close=1..40
ma(close, 30, 0)

通过完整路径来调用模块中的函数

use ta

close=1..40
ta::ma(close, 30, 0)
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