Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/docs

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp

@@ -100,16 +100,6 @@ AFPtr AllocateFundsBase::clone() {
     return p;
 }
 
-void AllocateFundsBase::_check_weight(const SystemWeightList& sw_list) {
-    price_t sum_weight = 0.0;
-    for (const auto& sw : sw_list) {
-        HKU_CHECK(!std::isnan(sw.weight) && sw.weight >= 0.0 && sw.weight <= 1.0,
-                  "Invalid weight ({}, {})", sw.sys->name(), sw.weight);
-        sum_weight += sw.weight;
-    }
-    HKU_CHECK(sum_weight <= 1.001, "The cumulative weight exceeds 1! sum_weight: {}", sum_weight);
-}
-
 SystemWeightList AllocateFundsBase::adjustFunds(const Datetime& date,
                                                 const SystemWeightList& se_list,
                                                 const std::unordered_set<SYSPtr>& running_list) {
@@ -211,6 +201,10 @@ void AllocateFundsBase::_adjust_without_running(const Datetime& date,
             break;
         }
 
+        if (!iter->sys) {
+            continue;
+        }
+
         // 如果是运行中系统，不使用计算的权重，更新累积权重和
         if (running_set.find(iter->sys) != running_set.cend()) {
             FundsRecord sub_funds = m_tm->getFunds(date, m_query.kType());
@@ -274,6 +268,7 @@ SystemWeightList AllocateFundsBase::_adjust_with_running(
     // 回收所有运行中系统剩余资金，用于重新分配
     //-----------------------------------------------------------------
     for (const auto& sys : running_set) {
+        if (sys) {
             auto sub_tm = sys->getTM();
             auto sub_cash = sub_tm->currentCash();
             if (sub_cash > 0.0 && sub_tm->checkout(date, sub_cash)) {
@@ -281,6 +276,7 @@ SystemWeightList AllocateFundsBase::_adjust_with_running(
                 HKU_INFO_IF(trace, "[AF] Recycle cash: {:<.2f} from {}", sub_cash, sys->name());
             }
         }
+    }
 
     // 获取计划分配的资产权重
     SystemWeightList sw_list = _allocateWeight(date, se_list);
@@ -336,6 +332,10 @@ SystemWeightList AllocateFundsBase::_adjust_with_running(
 
     std::unordered_set<SYSPtr> reduced_running_set;  // 缓存已执行过减仓的运行中系统
     for (auto iter = sw_list.begin(), end_iter = sw_list.end(); iter != end_iter; ++iter) {
+        if (!iter->sys) {
+            continue;
+        }
+
         // 如果当前系统是运行中的系统
         if (running_set.find(iter->sys) != running_set.cend()) {
             TMPtr sub_tm = iter->sys->getTM();
@@ -418,6 +418,10 @@ SystemWeightList AllocateFundsBase::_adjust_with_running(
             break;
         }
 
+        if (!iter->sys) {
+            continue;
+        }
+
         // 系统期望分配的资产额
         price_t will_funds = roundUp(total_funds * iter->weight, precision);
 

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h

@@ -112,9 +112,6 @@ private:
     void _adjust_without_running(const Datetime& date, const SystemWeightList& se_list,
                                  const std::unordered_set<SYSPtr>& running_list);
 
-    /* 检查分配的权重是否在 0 和 1 之间，如果存在错误，抛出异常，仅在 trace 时生效*/
-    void _check_weight(const SystemWeightList&);
-
 private:
     string m_name;    // 组件名称
     KQuery m_query;   // 查询条件

hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp

@@ -143,6 +143,7 @@ void Portfolio::_readyForRun() {
     m_real_sys_list.reserve(total);
     for (size_t i = 0; i < total; i++) {
         SystemPtr& pro_sys = pro_sys_list[i];
+        if (pro_sys) {
             SystemPtr sys = pro_sys->clone();
             m_se->bindRealToProto(sys, pro_sys);
             m_real_sys_list.emplace_back(sys);
@@ -158,6 +159,7 @@ void Portfolio::_readyForRun() {
             KData k = sys->getStock().getKData(m_query);
             sys->setTO(k);
         }
+    }
 
     // 告知 se 当前实际运行的系统列表
     m_se->calculate(m_real_sys_list, m_query);
@@ -325,14 +327,17 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
 
         // 如果选中的系统不在已有列表中, 则先清除其延迟买入操作，防止在调仓日出现未来信号
         for (auto& sys : m_tmp_selected_list) {
+            if (sys.sys) {
                 if (m_running_sys_set.find(sys.sys) == m_running_sys_set.end()) {
                     sys.sys->clearDelayBuyRequest();
                 }
             }
+        }
 
         if (trace && !m_tmp_selected_list.empty()) {
             for (auto& sys : m_tmp_selected_list) {
-                HKU_INFO("[PF] select: {}, score: {:<.4f}", sys.sys->name(), sys.weight);
+                HKU_INFO_IF(sys.sys, "[PF] select: {}, score: {:<.4f}", sys.sys->name(),
+                            sys.weight);
             }
         }
 
@@ -350,12 +355,14 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
 
         // 如果选中的系统不在已有列表中，且账户已经被分配了资金，则将其加入运行系统列表
         for (auto& sys : m_tmp_selected_list) {
+            if (sys.sys) {
                 if (m_running_sys_set.find(sys.sys) == m_running_sys_set.end()) {
                     if (sys.sys->getTM()->cash(date, m_query.kType()) > 0.0) {
                         m_running_sys_set.insert(sys.sys);
                     }
                 }
             }
+        }
 
         // 从已运行系统列表中立即移除已没有持仓且没有资金的系统
         m_tmp_will_remove_sys.clear();