2015-01-07 01:26:14 +08:00
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/*
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* Performance.h
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*
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* Created on: 2013-4-23
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* Author: fasiondog
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*/
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#ifndef PERFORMANCE_H_
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#define PERFORMANCE_H_
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2016-07-09 22:37:42 +08:00
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#include <boost/function.hpp>
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2015-01-07 01:26:14 +08:00
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#include "TradeManager.h"
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namespace hku {
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/*
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* 简单绩效统计
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*/
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class HKU_API Performance {
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public:
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Performance();
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virtual ~Performance();
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void reset();
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2017-06-13 02:35:52 +08:00
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double get(const string& name) const;
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double operator[](const string& name) const { return get(name); }
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2016-04-03 00:08:31 +08:00
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string report(const TradeManagerPtr& tm,
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2015-01-07 01:26:14 +08:00
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const Datetime& datetime = Datetime::now());
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/*
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* 根据交易记录，统计截至某一日期的系统绩效, datetime必须大于等于lastDatetime，
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* 以便用于计算当前市值
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*/
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void statistics(const TradeManagerPtr& tm, const Datetime& datetime);
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typedef map<string, double> map_type;
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private:
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list<string> m_name_list; //保存指标顺序
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map_type m_result;
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};
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} /* namespace hku */
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#endif /* PERFORMANCE_H_ */
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