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

hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp

@@ -305,6 +305,17 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
 
     m_delay_adjust_sys_list.swap(tmp_continue_adjust_sys_list);
 
+    //---------------------------------------------------
+    // 检测当前运行中的系统是否存在延迟卖出信号，并在开盘时有效处理
+    //---------------------------------------------------
+    for (auto& sys : m_running_sys_set) {
+        auto tr = sys->pfProcessDelaySellRequest(date);
+        if (!tr.isNull()) {
+            HKU_INFO_IF(trace, "[PF] sell delay {}", tr);
+            m_tm->addTradeRecord(tr);
+        }
+    }
+
     //---------------------------------------------------
     // 调仓日，进行资金分配调整
     //---------------------------------------------------
@@ -312,10 +323,10 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
         // 从选股策略获取选中的系统列表
         m_tmp_selected_list = m_se->getSelected(date);
 
-        // 如果选中的系统不在已有列表中, 则先清除其延迟操作，防止在调仓日出现未来信号
+        // 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 (m_running_sys_set.find(sys.sys) == m_running_sys_set.end()) {
-                sys.sys->clearDelayRequest();
+                sys.sys->clearDelayBuyRequest();
             }
         }
 

hikyuu_cpp/hikyuu/trade_sys/system/System.cpp

@@ -406,11 +406,12 @@ void System::run(const KData& kdata, bool reset, bool resetAll) {
     m_calculated = true;
 }
 
-void System::clearDelayRequest() {
+void System::clearDelayBuyRequest() {
     m_buyRequest.clear();
-    m_sellRequest.clear();
-    m_sellShortRequest.clear();
-    m_buyShortRequest.clear();
+}
+
+bool System::haveDelaySellRequest() const {
+    return m_sellRequest.valid;
 }
 
 TradeRecord System::runMoment(const Datetime& datetime) {
@@ -767,12 +768,16 @@ TradeRecord System::_sellForce(const Datetime& date, double num, Part from, bool
 }
 
 TradeRecord System::_sell(const KRecord& today, const KRecord& src_today, Part from) {
+    bool trace = getParam<bool>("trace");
     TradeRecord result;
     if (getParam<bool>("sell_delay")) {
         _submitSellRequest(today, src_today, from);
+        HKU_INFO_IF(trace, "[{}] will be delay to sell", name());
         return result;
     } else {
-        return _sellNow(today, src_today, from);
+        result = _sellNow(today, src_today, from);
+        HKU_INFO_IF(trace, "[{}] sell now: {}", name(), result);
+        return result;
     }
 }
 
@@ -817,6 +822,9 @@ TradeRecord System::_sellNow(const KRecord& today, const KRecord& src_today, Par
 }
 
 TradeRecord System::_sellDelay(const KRecord& today, const KRecord& src_today) {
+    bool trace = getParam<bool>("trace");
+    HKU_INFO_IF(trace, "[{}] process _sellDelay request", name());
+
     TradeRecord result;
     if (today.highPrice == today.lowPrice && !getParam<bool>("can_trade_when_high_eq_low")) {
         // 无法执行，保留卖出请求，继续延迟至下一时刻
@@ -1175,6 +1183,15 @@ TradeRecord System::_processRequest(const KRecord& today, const KRecord& src_tod
     return TradeRecord();
 }
 
+TradeRecord System::pfProcessDelaySellRequest(const Datetime& date) {
+    HKU_IF_RETURN(!m_sellRequest.valid, TradeRecord());
+    size_t pos = m_kdata.getPos(date);
+    HKU_IF_RETURN(pos == Null<size_t>(), TradeRecord());
+    KRecord today = m_kdata.getKRecord(pos);
+    KRecord src_today = m_src_kdata.getKRecord(pos);
+    return _sellDelay(today, src_today);
+}
+
 price_t System::_getStoplossPrice(const KRecord& today, const KRecord& src_today, price_t price) {
     HKU_IF_RETURN(!m_st, 0.0);
     HKU_IF_RETURN(today.highPrice == today.lowPrice, src_today.lowPrice);

hikyuu_cpp/hikyuu/trade_sys/system/System.h

@@ -25,12 +25,17 @@
 
 namespace hku {
 
+class HKU_API Portfolio;
+class HKU_API AllocateFundsBase;
+
 /**
  * 交易系统基类
  * @ingroup System
  */
 class HKU_API System {
     PARAMETER_SUPPORT_WITH_CHECK
+    friend class HKU_API Portfolio;
+    friend class HKU_API AllocateFundsBase;
 
 public:
     /** 默认构造函数 */
@@ -200,12 +205,6 @@ public:
      */
     TradeRecord runMoment(const Datetime& datetime);
 
-    // 清除已有的交易请求，供Portfolio使用
-    void clearDelayRequest();
-
-    // 当前是否存在延迟的操作请求，供Portfolio
-    bool haveDelayRequest() const;
-
     // 运行前准备工作, 失败将抛出异常
     void readyForRun();
 
@@ -213,6 +212,12 @@ public:
         return _sell(today, src_today, from);
     }
 
+    // 由各个相关组件调用，用于组件参数变化时通知 sys，以便重算
+    void partChangedNotify() {
+        m_calculated = false;
+    }
+
+private:
     // 强制以开盘价卖出，仅供 PF/AF 内部调用
     TradeRecord sellForceOnOpen(const Datetime& date, double num, Part from) {
         HKU_ASSERT(from == PART_ALLOCATEFUNDS || from == PART_PORTFOLIO);
@@ -225,10 +230,14 @@ public:
         return _sellForce(date, num, from, false);
     }
 
-    // 由各个相关组件调用，用于组件参数变化时通知 sys，以便重算
-    void partChangedNotify() {
-        m_calculated = false;
-    }
+    // 清除已有的交易请求，供Portfolio使用
+    void clearDelayBuyRequest();
+
+    // 当前是否存在延迟的操作请求，供Portfolio
+    bool haveDelaySellRequest() const;
+
+    // 处理延迟买入请求，仅供 PF 调用
+    TradeRecord pfProcessDelaySellRequest(const Datetime& date);
 
 private:
     bool _environmentIsValid(const Datetime& datetime);

hikyuu_cpp/hikyuu/trade_sys/system/SystemPart.cpp

@@ -30,6 +30,8 @@ string HKU_API getSystemPartName(int part) {
             return "SP";
         case PART_ALLOCATEFUNDS:
             return "AF";
+        case PART_PORTFOLIO:
+            return "PF";
         default:
             return "--";
     }
@@ -47,6 +49,7 @@ SystemPart HKU_API getSystemPartEnum(const string& arg) {
     HKU_IF_RETURN("SP" == name, PART_SLIPPAGE);
     HKU_IF_RETURN("MM" == name, PART_MONEYMANAGER);
     HKU_IF_RETURN("AF" == name, PART_ALLOCATEFUNDS);
+    HKU_IF_RETURN("PF" == name, PART_PORTFOLIO);
     return PART_INVALID;
 }