add CN_Manual, EV_Manual, SG_Manual

hikyuu_cpp/hikyuu/trade_sys/condition/build_in.h

@@ -12,5 +12,6 @@
 #include "crt/CN_Bool.h"
 #include "crt/CN_OPLine.h"
 #include "crt/CN_Logic.h"
+#include "crt/CN_Manual.h"
 
 #endif /* CONDITION_BUILD_IN_H */

hikyuu_cpp/hikyuu/trade_sys/condition/crt/CN_Manual.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手工添加有效性的CN，用于测试或其他特殊用途
+ * @return CNPtr
+ */
+CNPtr HKU_API CN_Manual();
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/condition/imp/ManualCondition.cpp

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#include "ManualCondition.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ManualCondition)
+#endif
+
+namespace hku {
+
+ManualCondition::ManualCondition() : ConditionBase("CN_Manual") {}
+
+void ManualCondition::_calculate() {}
+
+CNPtr HKU_API CN_Manual() {
+    return make_shared<ManualCondition>();
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/condition/imp/ManualCondition.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../ConditionBase.h"
+
+namespace hku {
+
+class ManualCondition : public ConditionBase {
+    CONDITION_IMP(ManualCondition)
+    CONDITION_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualCondition();
+    virtual ~ManualCondition() = default;
+};
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/environment/build_in.h

@@ -11,5 +11,6 @@
 
 #include "crt/EV_TwoLine.h"
 #include "crt/EV_Bool.h"
+#include "crt/EV_Manual.h"
 
 #endif /* ENVIRONMENT_BUILD_IN_H */

hikyuu_cpp/hikyuu/trade_sys/environment/crt/EV_Manual.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../EnvironmentBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手工添加系统环境有效性的EV，用于测试或其他用途
+ * @return EVPtr
+ */
+EVPtr HKU_API EV_Manual();
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/environment/imp/ManualEnvironment.cpp

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#include "ManualEnvironment.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ManualEnvironment)
+#endif
+
+namespace hku {
+
+ManualEnvironment::ManualEnvironment() : EnvironmentBase("EV_Manual") {}
+
+void ManualEnvironment::_calculate() {}
+
+EVPtr HKU_API EV_Manual() {
+    return make_shared<ManualEnvironment>();
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/environment/imp/ManualEnvironment.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../EnvironmentBase.h"
+
+namespace hku {
+
+class ManualEnvironment : public EnvironmentBase {
+    ENVIRONMENT_IMP(ManualEnvironment)
+    ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualEnvironment();
+    virtual ~ManualEnvironment() = default;
+};
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/signal/build_in.h

@@ -17,5 +17,6 @@
 #include "crt/SG_Single.h"
 #include "crt/SG_Bool.h"
 #include "crt/SG_Band.h"
+#include "crt/SG_Manual.h"
 
 #endif /* SIGNAL_BUILD_IN_H_ */

hikyuu_cpp/hikyuu/trade_sys/signal/crt/SG_Manual.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../SignalBase.h"
+
+namespace hku {
+
+/**
+ * 仅能手动添加信号的信号指示器，用于测试或其他特殊用途
+ * @return SignalPtr
+ */
+SignalPtr HKU_API SG_Manual();
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/signal/imp/ManualSignal.cpp

@@ -0,0 +1,24 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#include "ManualSignal.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ManualSignal)
+#endif
+
+namespace hku {
+
+ManualSignal::ManualSignal() : SignalBase("SG_Manual") {}
+
+void ManualSignal::_calculate(const KData&) {}
+
+SignalPtr HKU_API SG_Manual() {
+    return make_shared<ManualSignal>();
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/signal/imp/ManualSignal.h

@@ -0,0 +1,23 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240916 added by fasiondog
+ */
+
+#pragma once
+
+#include "../SignalBase.h"
+
+namespace hku {
+
+class ManualSignal : public SignalBase {
+    SIGNAL_IMP(ManualSignal)
+    SIGNAL_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ManualSignal();
+    virtual ~ManualSignal() = default;
+};
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_sys/system/imp/WalkForwardSystem.cpp

@@ -5,6 +5,7 @@
  *      Author: fasiondog
  */
 
+#include "hikyuu/trade_manage/crt/crtTM.h"
 #include "hikyuu/trade_sys/selector/crt/SE_Optimal.h"
 #include "hikyuu/trade_sys/selector/imp/OptimalSelector.h"
 #include "WalkForwardSystem.h"
@@ -15,11 +16,15 @@ BOOST_CLASS_EXPORT(hku::WalkForwardSystem)
 
 namespace hku {
 
-WalkForwardSystem::WalkForwardSystem() : System("SYS_Optimal"), m_se(SE_Optimal()) {}
+WalkForwardSystem::WalkForwardSystem()
+: System("SYS_Optimal"), m_se(SE_Optimal()), m_train_tm(crtTM()) {}
 
-WalkForwardSystem::WalkForwardSystem(const SystemList& candidate_sys_list)
+WalkForwardSystem::WalkForwardSystem(const SystemList& candidate_sys_list,
+                                     const TradeManagerPtr& train_tm)
 : System("SYS_Optimal"), m_se(SE_Optimal()) {
+    HKU_ASSERT(train_tm);
     m_se->addSystemList(candidate_sys_list);
+    m_train_tm = train_tm->clone();
 }
 
 void WalkForwardSystem::_reset() {
@@ -50,6 +55,7 @@ void WalkForwardSystem::_forceResetAll() {
 
 SystemPtr WalkForwardSystem::_clone() {
     WalkForwardSystem* p = new WalkForwardSystem();
+    p->m_train_tm = m_train_tm->clone();
     p->m_se = m_se->clone();
     p->m_se->reset();
     return SystemPtr(p);
@@ -124,35 +130,10 @@ void WalkForwardSystem::syncDataToSystem(const SYSPtr& sys) {
 
 void WalkForwardSystem::readyForRun() {
     HKU_CHECK(m_tm, "Not setTradeManager! {}", name());
-    HKU_CHECK(m_mm, "Not setMoneyManager! {}", name());
-    HKU_CHECK(m_sg, "Not setSignal! {}", name());
-
-    // 如果存在市场环境判断策略，则需要将默认的前一日市场有效标志置为false
-    // 因为需要由市场环境判断策略全权判定市场是否有效
-    if (m_ev)
-        m_pre_ev_valid = false;
-
-    if (m_cn) {
-        m_cn->setTM(m_tm);
-        m_cn->setSG(m_sg);
-        m_pre_cn_valid = false;  // 默认的前一日市场有效标志置为false
-    }
-
-    m_mm->setTM(m_tm);
-    if (m_pg)
-        m_pg->setTM(m_tm);
-    if (m_st)
-        m_st->setTM(m_tm);
-    if (m_tp)
-        m_tp->setTM(m_tm);
-
-    m_tm->setParam<bool>("support_borrow_cash", getParam<bool>("support_borrow_cash"));
-    m_tm->setParam<bool>("support_borrow_stock", getParam<bool>("support_borrow_stock"));
-
     m_se->reset();
     const auto& candidate_sys_list = m_se->getProtoSystemList();
     for (const auto& sys : candidate_sys_list) {
-        sys->setTM(getTM()->clone());
+        sys->setTM(m_train_tm->clone());
     }
     m_se->calculate(SystemList(), m_kdata.getQuery());
 }

hikyuu_cpp/hikyuu/trade_sys/system/imp/WalkForwardSystem.h

@@ -15,7 +15,7 @@ namespace hku {
 class HKU_API WalkForwardSystem : public System {
 public:
     WalkForwardSystem();
-    WalkForwardSystem(const SystemList& candidate_sys_list);
+    WalkForwardSystem(const SystemList& candidate_sys_list, const TradeManagerPtr& train_tm);
     virtual ~WalkForwardSystem() = default;
 
     virtual void readyForRun() override;
@@ -38,7 +38,8 @@ private:
     void syncDataToSystem(const SYSPtr&);
 
 private:
-    SEPtr m_se;
+    SEPtr m_se;        // 寻优SE
+    TMPtr m_train_tm;  // 用于优化评估计算的账户
     SYSPtr m_cur_sys;
     vector<KData> m_kdata_list;
     size_t m_cur_kdata{0};
@@ -52,6 +53,7 @@ private:
     template <class Archive>
     void serialize(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(System);
+        ar& BOOST_SERIALIZATION_NVP(m_train_tm);
         ar& BOOST_SERIALIZATION_NVP(m_se);
     }
 #endif /* HKU_SUPPORT_SERIALIZATION */