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Merge branch 'feature/order' of https://github.com/fasiondog/hikyuu into feature/stg

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This commit is contained in:
fasiondog 2024-08-25 22:11:46 +08:00
commit 03cb9e63c3
5 changed files with 26 additions and 2 deletions
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3
hikyuu_cpp/hikyuu/StrategyContext.h
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@ -22,6 +22,9 @@ public:
explicit StrategyContext(vector<string>&& stockCodeList)
: m_stockCodeList(std::move(stockCodeList)) {}
StrategyContext(const vector<string>& stockCodeList, const vector<KQuery::KType>& ktypeList)
: m_stockCodeList(stockCodeList), m_ktypeList(ktypeList) {}
virtual ~StrategyContext() = default;
bool isAll() const noexcept;

16
hikyuu_cpp/hikyuu/strategy/Strategy.cpp
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@ -57,6 +57,11 @@ Strategy::Strategy(const vector<string>& codeList, const vector<KQuery::KType>&
m_context.setKTypeList(ktypeList);
}
Strategy::Strategy(const StrategyContext& context, const string& name, const string& config_file)
: Strategy(name, config_file) {
m_context = m_context;
}
Strategy::~Strategy() {
ms_keep_running = false;
CLS_INFO("Quit Strategy {}!", m_name);
@ -74,6 +79,17 @@ void Strategy::_init() {
// 初始化
hikyuu_init(m_config_file, false, m_context);
// 对上下文中的K线类型和其预加载参数进行检查，并给出警告
const auto& ktypes = m_context.getKTypeList();
const auto& preload_params = sm.getPreloadParameter();
for (const auto& ktype : ktypes) {
std::string low_ktype = ktype;
to_lower(low_ktype);
HKU_ERROR_IF(!preload_params.tryGet(low_ktype, false),
"The K-line type in the context is not configured to be preloaded!");
}
} else {
m_context = sm.getStrategyContext();
}

2
hikyuu_cpp/hikyuu/strategy/Strategy.h
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@ -34,6 +34,8 @@ public:
explicit Strategy(const string& name, const string& config_file = "");
Strategy(const vector<string>& codeList, const vector<KQuery::KType>& ktypeList,
const string& name = "Strategy", const string& config_file = "");
explicit Strategy(const StrategyContext& context, const string& name = "Strategy",
const string& config_file = "");
virtual ~Strategy();

5
hikyuu_pywrap/_StrategyContext.cpp
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@ -29,11 +29,12 @@ void setKTypeList(StrategyContext* self, const py::sequence& seq) {
void export_StrategeContext(py::module& m) {
py::class_<StrategyContext>(m, "StrategyContext", "策略上下文")
.def(py::init<>())
.def(py::init<const vector<string>&, const vector<KQuery::KType>&>(), py::arg("stock_list"),
py::arg("ktype_list"))
.def_property("start_datetime", get_start_datetime, set_start_datetime, "起始日期")
.def_property("stock_list",
py::overload_cast<>(&StrategyContext::getStockCodeList, py::const_),
setStockList, "股票代码列表")
.def_property("ktype_list",
py::overload_cast<>(&StrategyContext::getKTypeList, py::const_),
.def_property("ktype_list", py::overload_cast<>(&StrategyContext::getKTypeList, py::const_),
setKTypeList, "需要的K线类型");
}

2
hikyuu_pywrap/strategy/_Strategy.cpp
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@ -20,6 +20,8 @@ void export_Strategy(py::module& m) {
const std::string&>(),
py::arg("code_list"), py::arg("ktype_list"), py::arg("name") = "Strategy",
py::arg("config") = "")
.def(py::init<const StrategyContext&, const string&, const string&>(), py::arg("context"),
py::arg("name") = "Strategy", py::arg("config") = "")
.def_property("name", py::overload_cast<>(&Strategy::name, py::const_),
py::overload_cast<const string&>(&Strategy::name),
py::return_value_policy::copy, "策略名称")