hikyuu2/libs/hikyuu_python/trade_manage/_TradeManager.cpp

/*
 * _TradeManager.cpp
 *
 *  Created on: 2013-2-25
 *      Author: fasiondog
 */

#include <boost/python.hpp>
#include <hikyuu/trade_manage/crt/crtTM.h>
#include "../_Parameter.h"
#include "../pickle_support.h"

using namespace boost::python;
using namespace hku;

#if HKU_PYTHON_SUPPORT_PICKLE
struct TradeManager_pickle_suite : bp::pickle_suite {
    static
    boost::python::tuple
    getinitargs(TradeManager const& w) {
        return boost::python::make_tuple(w.initDatetime(), w.initCash(),
                w.costFunc(), w.name());
    }

    static bp::object getstate(const TradeManager& param) {
        std::ostringstream os;
        OUTPUT_ARCHIVE oa(os);
        oa << param;
        return bp::str (os.str());
    }

    static void
      setstate(TradeManager& params, bp::object entries) {
        bp::str s = bp::extract<bp::str>(entries)();
        std::string st = bp::extract<std::string>(s)();
        std::istringstream is(st);

        INPUT_ARCHIVE ia(is);
        ia >> params;
      }
};
#endif /* HKU_PYTHON_SUPPORT_PICKLE */


TradeManagerPtr (*crtTM1)(const Datetime&, price_t, const TradeCostPtr&, const string&) = crtTM;
BOOST_PYTHON_FUNCTION_OVERLOADS(crtTM1_overloads, crtTM, 0, 4);

BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(cash_overload, cash, 1, 2);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFundsCurve_overload, getFundsCurve, 1, 2);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getProfitCurve_overload, getProfitCurve, 1, 2);

FundsRecord (TradeManager::*getFunds_1)(KQuery::KType) const = &TradeManager::getFunds;
FundsRecord (TradeManager::*getFunds_2)(const Datetime&, KQuery::KType) = &TradeManager::getFunds;
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_1_overload, TradeManager::getFunds, 0, 1);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(getFunds_2_overload, TradeManager::getFunds, 1, 2);

BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buy_overload, buy, 4, 8);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sell_overload, sell, 3, 8);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(buyShort_overload, buyShort, 3, 8);
BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(sellShort_overload, sellShort, 4, 8);

TradeCostPtr (TradeManager::*get_costFunc)() const = &TradeManager::costFunc;
void (TradeManager::*set_costFunc)(const TradeCostPtr&) = &TradeManager::costFunc;


void export_TradeManager() {

    class_<TradeManager>("TradeManager", init<const Datetime&, price_t,
            const TradeCostPtr&, const string&>())
            //.def(self_ns::str(self))
            .def("__str__", &TradeManager::toString)
            .add_property("params",
                    make_function(&TradeManager::getParameter,
                            return_internal_reference<>()))
            .add_property("name", &TradeManager::name, &TradeManager::setName)
            .add_property("initCash", &TradeManager::initCash)
            //.add_property("cash", &TradeManager::cash)
            .add_property("initDatetime", &TradeManager::initDatetime)
            .add_property("firstDatetime", &TradeManager::firstDatetime)
            .add_property("lastDatetime", &TradeManager::lastDatetime)
            .add_property("reinvest", &TradeManager::reinvest)
            .add_property("precision", &TradeManager::precision)
            .add_property("costFunc", get_costFunc, set_costFunc)

            .def("getParam", &TradeManager::getParam<boost::any>)
            .def("setParam", &TradeManager::setParam<object>)

            .def("reset", &TradeManager::reset)
            .def("clone", &TradeManager::clone)

            .def("getMarginRate", &TradeManager::getMarginRate)
            .def("have", &TradeManager::have)
            .def("getStockNumber", &TradeManager::getStockNumber)
            .def("getShortStockNumber", &TradeManager::getShortStockNumber)
            .def("getHoldNumber", &TradeManager::getHoldNumber)
            .def("getShortHoldNumber", &TradeManager::getShortHoldNumber)
            .def("getTradeList", &TradeManager::getTradeList,
                    return_value_policy<copy_const_reference>())
            .def("getPositionList", &TradeManager::getPositionList)
            .def("getHistoryPositionList", &TradeManager::getHistoryPositionList,
                    return_value_policy<copy_const_reference>())
            .def("getPosition", &TradeManager::getPosition)
            .def("getBuyCost", &TradeManager::getBuyCost)
            .def("getSellCost", &TradeManager::getSellCost)
            //.def("getBorrowCashCost", &TradeManager::getBorrowCashCost)
            .def("getReturnCashCost", &TradeManager::getReturnCashCost)
            .def("getBorrowStockCost", &TradeManager::getBorrowStockCost)
            .def("getReturnStockCost", &TradeManager::getReturnStockCost)
            .def("cash", &TradeManager::cash, cash_overload())
            .def("getFunds", getFunds_1, getFunds_1_overload())
            .def("getFunds", getFunds_2, getFunds_2_overload())
            .def("getFundsCurve", &TradeManager::getFundsCurve)
            .def("getProfitCurve", &TradeManager::getProfitCurve)

            .def("checkin", &TradeManager::checkin)
            .def("checkout", &TradeManager::checkout)
            .def("checkinStock", &TradeManager::checkinStock)
            .def("checkoutStock", &TradeManager::checkoutStock)
            .def("borrowCash", &TradeManager::borrowCash)
            .def("returnCash", &TradeManager::returnCash)
            .def("borrowStock", &TradeManager::borrowStock)
            .def("returnStock", &TradeManager::returnStock)
            .def("buy", &TradeManager::buy, buy_overload())
            .def("sell", &TradeManager::sell, sell_overload())
            .def("buyShort", &TradeManager::buyShort, buyShort_overload())
            .def("sellShort", &TradeManager::sellShort, sellShort_overload())

            .def("tocsv", &TradeManager::tocsv)

#if HKU_PYTHON_SUPPORT_PICKLE
            .def_pickle(TradeManager_pickle_suite())
#endif
            ;

    register_ptr_to_python<TradeManagerPtr>();

    def("crtTM", crtTM1, crtTM1_overloads());
}