hikyuu2/hikyuu_pywrap/trade_sys/_Portfolio.cpp

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/*
* _Portfolio.cpp
*
* Created on: 2016329
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* Author: fasiondog
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*/
#include <hikyuu/trade_sys/portfolio/build_in.h>
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#include <hikyuu/trade_sys/selector/crt/SE_Fixed.h>
#include <hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h>
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#include "../pybind_utils.h"
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namespace py = pybind11;
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using namespace hku;
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void export_Portfolio(py::module& m) {
py::class_<Portfolio, PortfolioPtr>(m, "Portfolio", py::dynamic_attr(),
R"(实现多标的、多策略的投资组合)")
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.def(py::init<>())
.def(py::init<const string&>())
.def(py::init<const TradeManagerPtr&, const SelectorPtr&, const AFPtr&>())
.def("__str__", to_py_str<Portfolio>)
.def("__repr__", to_py_str<Portfolio>)
.def_property("name", py::overload_cast<>(&Portfolio::name, py::const_),
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py::overload_cast<const string&>(&Portfolio::name),
py::return_value_policy::copy, "名称")
.def_property("query", &Portfolio::getQuery, &Portfolio::setQuery,
py::return_value_policy::copy, "查询条件")
.def_property("tm", &Portfolio::getTM, &Portfolio::setTM, "设置或获取交易管理对象")
.def_property("se", &Portfolio::getSE, &Portfolio::setSE, "设置或获取交易对象选择算法")
.def_property("af", &Portfolio::getAF, &Portfolio::setAF, "设置或获取资产分配算法")
.def_property_readonly("real_sys_list", &Portfolio::getRealSystemList,
py::return_value_policy::copy, "由 PF 运行时设定的实际运行系统列表")
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.def("get_param", &Portfolio::getParam<boost::any>, R"(get_param(self, name)
:param str name:
:return:
:raises out_of_range: )")
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.def("set_param", &Portfolio::setParam<boost::any>, R"(set_param(self, name, value)
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:param str name:
:param value:
:raises logic_error: Unsupported type! )")
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.def("have_param", &Portfolio::haveParam, "是否存在指定参数")
.def("reset", &Portfolio::reset, "复位操作")
.def("clone", &Portfolio::clone, "克隆操作")
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.def("run", &Portfolio::run, py::arg("query"), py::arg("adjust_cycle") = 1,
py::arg("force") = false,
R"(run(self, query[, adjust_cycle=1, force=false])
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PF在第二次执行时
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:param Query query:
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:param int adjust_cycle:
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:param bool force: )")
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DEF_PICKLE(Portfolio);
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m.def("PF_Simple", PF_Simple, py::arg("tm") = TradeManagerPtr(), py::arg("se") = SE_Fixed(),
py::arg("af") = AF_EqualWeight(),
R"(PF_Simple([tm, se, af])
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:param TradeManager tm:
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:param SelectorBase se:
:param AllocateFundsBase af: )");
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}