From 2c85d256c983adf6b69cc3e31256ff57897c852e Mon Sep 17 00:00:00 2001 From: fasiondog Date: Sun, 25 Aug 2024 17:04:58 +0800 Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0=20broker=20=E5=B8=AE?= =?UTF-8?q?=E5=8A=A9=E4=B8=8E=E6=96=87=E6=A1=A3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- docs/source/trade_manage/OrderBroker.rst | 93 ++++++++++++++++----- hikyuu/trade_manage/broker.py | 8 +- hikyuu/trade_manage/broker_easytrader.py | 8 +- hikyuu_pywrap/trade_manage/_OrderBroker.cpp | 56 +++++++------ 4 files changed, 115 insertions(+), 50 deletions(-) diff --git a/docs/source/trade_manage/OrderBroker.rst b/docs/source/trade_manage/OrderBroker.rst index e7e1b29b..4af76441 100644 --- a/docs/source/trade_manage/OrderBroker.rst +++ b/docs/source/trade_manage/OrderBroker.rst @@ -38,28 +38,40 @@ Python中的订单代理包装 .. py:class:: OrderBrokerWrap - 订单代理包装类，用户可以参考自定义自己的订单代理，加入额外的处理 + 用于包装 python 中订单代理包装类，这样 python 中的代理类无需从 OrderBrokerBase 继承，只需包含 buy, sell, get_asset_info 方法的实现即可。此类 python 代理类需要使用 crtOB 进行包装后, 才可供 c++ 调用。 .. py:method:: __init__(self, broker, name) :param broker: python broker 实例 :param str name: 名称 - .. py:method:: _buy(self, code, price, num) + .. py:method:: _buy(self, market, code, price, num, stoploss, goal_price, part_from) 包装 Python 变量的 buy 方法 + :param str market: 证券市场 "SH" | "SZ" :param str code: 证券代码 :param float price: 买入价格 - :param int num: 买入数量 + :param float num: 买入数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 - .. py:method:: _sell(self, code, price, num) + .. py:method:: _sell(self, market, code, price, num, stoploss, goal_price, part_from) 包装 Python 变量的 sell 方法 + :param str market: 证券市场 :param str code: 证券代码 :param float price: 卖出价格 - :param int num: 卖出数量 + :param float num: 卖出数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 + + .. py:method:: _get_asset_info(self) + + 详情参见 :py:meth:`OrderBrokerBase._get_asset_info` .. py:function:: crtOB(broker[, name="NO_NAME"]) @@ -90,29 +102,36 @@ Python中的订单代理包装 :param str pwd: 密码 :param list receivers: 接受者邮箱列表 - .. py:method:: buy(self, code, price, num) + .. py:method:: buy(self, market, code, price, num) 执行买入操作，向指定的邮箱发送邮件，格式如下: 邮件标题：【Hkyuu提醒】买入 证券代码 邮件内容：买入：证券代码，价格：买入的价格，数量：买入数量 + :param str market: 证券市场 :param str code: 证券代码 :param float price: 买入价格 - :param int num: 买入数量 + :param float num: 买入数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 - .. py:method:: sell(self, code, price, num) + .. py:method:: sell(self, market, code, price, num) 执行卖出操作，向指定的邮箱发送邮件，格式如下: 邮件标题：【Hkyuu提醒】卖出 证券代码 邮件内容：卖出：证券代码，价格：卖出的价格，数量：卖出数量 + :param str market: 证券市场 :param str code: 证券代码 :param float price: 卖出价格 - :param int num: 卖出数量 - + :param float num: 卖出数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 订单代理基类 @@ -124,6 +143,7 @@ Python中非必须使用 OrderBrokerBase 来实现自定义的订单代理。只 * :py:meth:`OrderBrokerBase._buy` - 【必须】执行实际买入操作 * :py:meth:`OrderBrokerBase._sell` - 【必须】执行实际卖出操作 +* :py:meth:`OrderBrokerBase._get_asset_info` - 【可选】返回当前资产信息，如需在 Strategy 中使用 sys/pf，需要实现该接口 .. py:class:: OrderBrokerBase @@ -138,38 +158,71 @@ Python中非必须使用 OrderBrokerBase 来实现自定义的订单代理。只 :param str name: 代理名称 - .. py:method:: buy(self, code, price, num) + .. py:method:: buy(self, market, code, price, num, stoploss, goal_price, part_from) 执行买入操作 + :param str market: 证券市场 :param str code: 证券代码 :param float price: 买入价格 - :param int num: 买入数量 + :param float num: 买入数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 :return: 买入操作的执行时刻 :rtype: Datetime - .. py:method:: sell(self, code, price, num) + .. py:method:: sell(self, market, code, price, num, stoploss, goal_price, part_from) 执行买入操作 + :param str market: 证券市场 :param str code: 证券代码 - :param float price: 买入价格 - :param int num: 买入数量 + :param float price: 卖出价格 + :param float num: 卖出数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 :return: 卖出操作的执行时刻 :rtype: Datetime - .. py:method:: _buy(self, code, price, num) + .. py:method:: _buy(self, market, code, price, num, stoploss, goal_price, part_from) 【重载接口】执行实际买入操作 :param str code: 证券代码 :param float price: 买入价格 - :param int num: 买入数量 + :param float num: 买入数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 - .. py:method:: _sell(self, code, price, num) + .. py:method:: _sell(self, market, code, price, num, stoploss, goal_price, part_from) 【重载接口】执行实际买入操作 + :param str market: 证券市场 :param str code: 证券代码 - :param float price: 买入价格 - :param int num: 买入数量 + :param float price: 卖出价格 + :param float num: 卖出数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源 + + .. py:method:: _get_asset_info(self) + + 【子类接口】获取当前资产信息，子类需返回符合如下规范的 json 字符串:: + + { + "datetime": "2001-01-01 18:00:00.12345", + "cash": 0.0, + "positions": [ + {"market": "SZ", "code": "000001", "number": 100.0, "stoploss": 0.0, "goal_price": 0.0, + "cost_price": 0.0}, + {"market": "SH", "code": "600001", "number": 100.0, "stoploss": 0.0, "goal_price": 0.0, + "cost_price": 0.0}, + ] + } + + :return: 以字符串（json格式）方式返回当前资产信息 + :rtype: str diff --git a/hikyuu/trade_manage/broker.py b/hikyuu/trade_manage/broker.py index 1b855ed5..bd6a1538 100644 --- a/hikyuu/trade_manage/broker.py +++ b/hikyuu/trade_manage/broker.py @@ -47,7 +47,13 @@ class OrderBrokerWrap(OrderBrokerBase): self._broker = broker def _buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from): - """实现 OrderBrokerBase 的 _buy 接口""" + """ + 实现 OrderBrokerBase 的 _buy 接口 + :param str market: 证券市场 + :param str code: 证券代码 + :param float price: 买入价格 + :param int num: 买入数量 + """ self._broker.buy(market, code, price, num, stoploss, goal_price, part_from) def _sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from): diff --git a/hikyuu/trade_manage/broker_easytrader.py b/hikyuu/trade_manage/broker_easytrader.py index 2f9f9ba4..04ad118c 100644 --- a/hikyuu/trade_manage/broker_easytrader.py +++ b/hikyuu/trade_manage/broker_easytrader.py @@ -15,13 +15,13 @@ class EasyTraderOrderBroker: def buy(self, market, code, price, num, stoploss, goal_price, part_from): self.user.buy(code, price=price, amount=num) market_code = f"{market}{code}" - print(f"买入：{market_code} {price} {num}") + print(f"计划买入：{market_code} {price} {num}") self.buffer[market_code] = (num, stoploss, goal_price) def sell(self, market, code, price, num, stoploss, goal_price, part_from): self.user.sell(code, price=price, amount=num) market_code = f"{market}{code}" - print(f"卖出：{market_code} {price} {num}") + print(f"计划卖出：{market_code} {price} {num}") if market_code in self.buffer: old_num = self.buffer[market_code][0] if old_num == num: @@ -53,4 +53,6 @@ class EasyTraderOrderBroker: positions.append(dict(market=market, code=code, number=v['可用余额'], stoploss=stoploss, goal_price=goal_price, cost_price=v['成本价'])) - return dict(datetime=str(Datetime.now()), cash=cash, positions=positions) + ret = dict(datetime=str(Datetime.now()), cash=cash, positions=positions) + print(ret) + return ret diff --git a/hikyuu_pywrap/trade_manage/_OrderBroker.cpp b/hikyuu_pywrap/trade_manage/_OrderBroker.cpp index 25560843..dfd3f41d 100644 --- a/hikyuu_pywrap/trade_manage/_OrderBroker.cpp +++ b/hikyuu_pywrap/trade_manage/_OrderBroker.cpp @@ -60,30 +60,12 @@ void export_OrderBroker(py::module& m) { py::overload_cast(&OrderBrokerBase::name), py::return_value_policy::copy, "名称（可读写）") - .def("buy", &OrderBrokerBase::buy, R"(buy(self, datetime, market, code, price, num) - - 执行买入操作 - - :param Datetime datetime: 策略指示时间 - :param str market: 市场标识 - :param str code: 证券代码 - :param float price: 买入价格 - :param float num: 买入数量)") - - .def("sell", &OrderBrokerBase::sell, R"(sell(self, datetime, market, code, price, num) - - 执行卖出操作 - - :param Datetime datetime: 策略指示时间 - :param str market: 市场标识 - :param str code: 证券代码 - :param float price: 卖出价格 - :param float num: 卖出数量)") - - .def("get_asset_info", &OrderBrokerBase::getAssetInfo) + .def("buy", &OrderBrokerBase::buy, "详情见子类实现接口: _buy") + .def("sell", &OrderBrokerBase::sell, "详情见子类实现接口: _sell") + .def("get_asset_info", &OrderBrokerBase::getAssetInfo, "详情见子类实现接口: _get_asset_info") .def("_buy", &OrderBrokerBase::_buy, - R"(_buy(self, datetime, market, code, price, num) + R"(_buy(self, datetime, market, code, price, num, stoploss, goal_price, part_from) 【子类接口】执行买入操作 @@ -91,10 +73,13 @@ void export_OrderBroker(py::module& m) { :param str market: 市场标识 :param str code: 证券代码 :param float price: 买入价格 - :param float num: 买入数量)") + :param float num: 买入数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源)") .def("_sell", &OrderBrokerBase::_sell, - R"(_sell(self, datetime, market, code, price, num) + R"(_sell(self, datetime, market, code, price, num, stoploss, goal_price, part_from) 【子类接口】执行卖出操作 @@ -102,7 +87,26 @@ void export_OrderBroker(py::module& m) { :param str market: 市场标识 :param str code: 证券代码 :param float price: 卖出价格 - :param float num: 卖出数量)") + :param float num: 卖出数量 + :param float stoploss: 计划止损价 + :param float goal_price: 计划盈利目标价 + :param SystemPart part_from: 信号来源)") - .def("_get_asset_info", &OrderBrokerBase::_getAssetInfo); + .def("_get_asset_info", &OrderBrokerBase::_getAssetInfo, R"(_get_asset_info(self) + + 【子类接口】获取当前资产信息，子类需返回符合如下规范的 json 字符串: + + { + "datetime": "2001-01-01 18:00:00.12345", + "cash": 0.0, + "positions": [ + {"market": "SZ", "code": "000001", "number": 100.0, "stoploss": 0.0, "goal_price": 0.0, + "cost_price": 0.0}, + {"market": "SH", "code": "600001", "number": 100.0, "stoploss": 0.0, "goal_price": 0.0, + "cost_price": 0.0}, + ] + } + + :return: 以字符串（json格式）方式返回当前资产信息 + :rtype: str)"); }