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更新 broker 帮助与文档

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fasiondog 2024-08-25 17:04:58 +08:00
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93
docs/source/trade_manage/OrderBroker.rst
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@ -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

8
hikyuu/trade_manage/broker.py
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@ -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):

8
hikyuu/trade_manage/broker_easytrader.py
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@ -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

56
hikyuu_pywrap/trade_manage/_OrderBroker.cpp
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@ -60,30 +60,12 @@ void export_OrderBroker(py::module& m) {
py::overload_cast<const string&>(&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)");
}