From 202dc2a7c05073e2cfb85d3b38aeb891943e6799 Mon Sep 17 00:00:00 2001
From: fasiondog <fasiondog@163.com>
Date: Mon, 10 Aug 2020 00:27:23 +0800
Subject: [PATCH] =?UTF-8?q?=E8=A1=A5=E5=85=85=E6=B3=A8=E9=87=8A=E5=B8=AE?=
 =?UTF-8?q?=E5=8A=A9?=
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---
 hikyuu_cpp/hikyuu/doc.h                       |  2 +-
 .../allocatefunds/AllocateFundsBase.cpp       | 25 +++++++++----------
 .../allocatefunds/AllocateFundsBase.h         | 23 ++++++++++++++++-
 3 files changed, 35 insertions(+), 15 deletions(-)

diff --git a/hikyuu_cpp/hikyuu/doc.h b/hikyuu_cpp/hikyuu/doc.h
index 2d34ac79..7c474ce7 100644
--- a/hikyuu_cpp/hikyuu/doc.h
+++ b/hikyuu_cpp/hikyuu/doc.h
@@ -89,7 +89,7 @@
  * @details 选择交易对象
  * @ingroup Portfolio
  *
- * @defgroup AllocateMoney AllocateMoney 资金分配算法模块
+ * @defgroup AllocateFunds Allocate Funds 资产分配算法模块
  * @details 进行资金分配
  * @ingroup Portfolio
  *
diff --git a/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp b/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
index d9c635ef..8cac1658 100644
--- a/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
+++ b/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.cpp
@@ -262,7 +262,7 @@ void AllocateFundsBase::_adjust_without_running(const Datetime& date, const Syst
         return;
     }
 
-    //如果持仓的系统数已大于等于最大持仓系统数，直接输出已持仓系统列表，并返回
+    //如果运行中的系统数已大于等于允许的最大系统数，直接返回
     int max_num = getParam<int>("max_sys_num");
     if (running_list.size() >= max_num) {
         return;
@@ -281,7 +281,7 @@ void AllocateFundsBase::_adjust_without_running(const Datetime& date, const Syst
         }
     }
 
-    //获取权重
+    //获取计划分配的资金权重
     SystemWeightList sw_list = _allocateWeight(date, pure_se_list);
     if (sw_list.size() == 0) {
         return;
@@ -292,26 +292,26 @@ void AllocateFundsBase::_adjust_without_running(const Datetime& date, const Syst
               boost::bind(std::less<double>(), boost::bind(&SystemWeight::m_weight, _1),
                           boost::bind(&SystemWeight::m_weight, _2)));
 
-    //倒序遍历，计算总权重，并在遇到权重为0或等于最大持仓时结束遍历
-    size_t remain = max_num - running_list.size();
+    //倒序遍历，计算总权重，并在遇到权重为0或等于运行的最大运行时系统数时结束遍历
     price_t total_weight = 0.0;
+    size_t count = 0;
     auto sw_iter = sw_list.rbegin();
-    for (size_t count = 0; sw_iter != sw_list.rend(); ++sw_iter, count++) {
-        if (sw_iter->getWeight() <= 0.0 || count >= remain)
+    for (; sw_iter != sw_list.rend(); ++sw_iter) {
+        if (sw_iter->getWeight() <= 0.0 || count >= max_num)
             break;
         total_weight += sw_iter->getWeight();
+        count++;
     }
 
     if (total_weight <= 0.0) {
         return;
     }
 
-    auto end_iter = sw_iter;
+    auto end_iter = sw_iter;  // 记录结束位置
 
-    int precision = m_tm->getParam<int>("precision");
-    price_t per_cash = 0.0;
-
-    per_cash = m_tm->currentCash() / total_weight;  // 每单位权重资金
+    // 再次遍历选中子系统列表，并将剩余现金按权重比例转入子账户
+    int precision = m_tm->getParam<int>("precision");       // 总账号资金精度
+    price_t per_cash = m_tm->currentCash() / total_weight;  // 每单位权重资金
     sw_iter = sw_list.rbegin();
     for (; sw_iter != end_iter; ++sw_iter) {
         // 该系统期望分配的资金
@@ -321,8 +321,7 @@ void AllocateFundsBase::_adjust_without_running(const Datetime& date, const Syst
         }
 
         // 尝试从总账户中取出资金存入子账户
-        SYSPtr sub_sys = sw_iter->getSYS();
-        TMPtr sub_tm = sub_sys->getTM();
+        TMPtr sub_tm = sw_iter->getSYS()->getTM();
         if (m_tm->checkout(date, will_cash)) {
             sub_tm->checkin(date, will_cash);
         }
diff --git a/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h b/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
index 271e9955..2601895b 100644
--- a/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
+++ b/hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h
@@ -20,15 +20,30 @@
 
 namespace hku {
 
+/**
+ * 资产分配算法
+ * @ingroup AllocateFunds
+ */
 class HKU_API AllocateFundsBase : public enable_shared_from_this<AllocateFundsBase> {
     PARAMETER_SUPPORT
 
 public:
+    /** 默认构造函数 */
     AllocateFundsBase();
+
+    /**
+     * 构造函数
+     * @param name 算法名称
+     */
     AllocateFundsBase(const string& name);
+
+    /** 析构函数 */
     virtual ~AllocateFundsBase();
 
+    /** 获取算法名称 */
     string name() const;
+
+    /** 修改算法名称 */
     void name(const string& name);
 
     /**
@@ -47,7 +62,10 @@ public:
     /** 设定交易账户 */
     void setTM(const TMPtr&);
 
+    /** 获取关联查询条件 */
     KQuery getQuery();
+
+    /** 设置查询条件 */
     void setQuery(KQuery query);
 
     /** 获取不参与资产分配的保留比例 */
@@ -80,11 +98,14 @@ public:
      * @param se_list 系统实例选择器选出的系统实例
      * @return
      */
-
     virtual SystemWeightList _allocateWeight(const Datetime& date, const SystemList& se_list) = 0;
 
+private:
+    /* 同时调整已运行中的子系统（已分配资金或已持仓） */
     void _adjust_with_running(const Datetime& date, const SystemList& se_list,
                               const std::list<SYSPtr>& running_list);
+
+    /* 仅适用剩余资金在选中的子系统中分配资金 */
     void _adjust_without_running(const Datetime& date, const SystemList& se_list,
                                  const std::list<SYSPtr>& running_list);