continue for Portfolio

hikyuu_cpp/hikyuu/trade_manage/FundsRecord.cpp

@@ -43,6 +43,29 @@ FundsRecord ::FundsRecord(price_t cash, price_t market_value, price_t short_mark
   borrow_cash(borrow_cash),
   borrow_asset(borrow_asset) {}
 
+FundsRecord FundsRecord::operator+(const FundsRecord other) {
+    FundsRecord result;
+    result.cash = cash + other.cash;
+    result.market_value = market_value + other.market_value;
+    result.short_market_value = short_market_value + other.short_market_value;
+    result.base_cash = base_cash + other.base_cash;
+    result.base_asset = base_asset + other.base_asset;
+    result.borrow_cash = borrow_cash + other.borrow_cash;
+    result.borrow_asset = borrow_asset + other.borrow_asset;
+    return result;
+}
+
+FundsRecord& FundsRecord::operator+=(const FundsRecord other) {
+    cash += other.cash;
+    market_value += other.market_value;
+    short_market_value += other.short_market_value;
+    base_cash += other.base_cash;
+    base_asset += other.base_asset;
+    borrow_cash += other.borrow_cash;
+    borrow_asset += other.borrow_asset;
+    return *this;
+}
+
 bool HKU_API operator==(const FundsRecord& d1, const FundsRecord& d2) {
     if (std::fabs(d1.cash - d2.cash) < 0.0001 &&
         std::fabs(d1.market_value - d2.market_value) < 0.0001 &&

hikyuu_cpp/hikyuu/trade_manage/FundsRecord.h

@@ -47,6 +47,10 @@ public:
     //当前收益 = 当前净资产 - 当前投入本值资产
     //        = cash + market_value - short_market_value - borrow_cash - base_cash - base_asset
 
+    FundsRecord operator+(const FundsRecord other);
+
+    FundsRecord& operator+=(const FundsRecord other);
+
     //序列化支持
 #if HKU_SUPPORT_SERIALIZATION
 private:

hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp

@@ -207,4 +207,48 @@ void Portfolio::run(const KQuery& query) {
     }
 }
 
+FundsRecord Portfolio::getFunds(KQuery::KType ktype) const {
+    FundsRecord total_funds;
+    for (auto& sub_sys : m_running_sys_list) {
+        FundsRecord funds = sub_sys->getTM()->getFunds(ktype);
+        total_funds += funds;
+    }
+    total_funds.cash += m_tm->currentCash();
+    return total_funds;
+}
+
+FundsRecord Portfolio::getFunds(const Datetime& datetime, KQuery::KType ktype) {
+    FundsRecord total_funds;
+    for (auto& sub_sys : m_all_sys_set) {
+        FundsRecord funds = sub_sys->getTM()->getFunds(datetime, ktype);
+        total_funds += funds;
+    }
+    total_funds.cash += m_tm->cash(datetime, ktype);
+    return total_funds;
+}
+
+PriceList Portfolio::getFundsCurve(const DatetimeList& dates, KQuery::KType ktype) {
+    size_t total = dates.size();
+    PriceList result(total);
+    for (auto& sub_sys : m_all_sys_set) {
+        auto curve = sub_sys->getTM()->getFundsCurve(dates, ktype);
+        for (auto i = 0; i < total; i++) {
+            result[i] += curve[i];
+        }
+    }
+    return result;
+}
+
+PriceList Portfolio::getProfitCurve(const DatetimeList& dates, KQuery::KType ktype) {
+    size_t total = dates.size();
+    PriceList result(total);
+    for (auto& sub_sys : m_all_sys_set) {
+        auto curve = sub_sys->getTM()->getProfitCurve(dates, ktype);
+        for (auto i = 0; i < total; i++) {
+            result[i] += curve[i];
+        }
+    }
+    return result;
+}
+
 } /* namespace hku */

hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -89,6 +89,38 @@ public:
     typedef shared_ptr<Portfolio> PortfolioPtr;
     PortfolioPtr clone();
 
+    /**
+     * 获取资产组合账户当前时刻的资产详情
+     * @param ktype 日期的类型
+     * @return 资产详情
+     */
+    FundsRecord getFunds(KQuery::KType ktype = KQuery::DAY) const;
+
+    /**
+     * 获取指定时刻的资产市值详情
+     * @param datetime 必须大于帐户建立的初始日期，或为Null<Datetime>()
+     * @param ktype 日期的类型
+     * @return 资产详情
+     * @note 当datetime等于Null<Datetime>()时，与getFunds(KType)同
+     */
+    FundsRecord getFunds(const Datetime& datetime, KQuery::KType ktype = KQuery::DAY);
+
+    /**
+     * 获取资产净值曲线，含借入的资产
+     * @param dates 日期列表，根据该日期列表获取其对应的资产净值曲线
+     * @param ktype K线类型，必须与日期列表匹配，默认KQuery::DAY
+     * @return 资产净值列表
+     */
+    PriceList getFundsCurve(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY);
+
+    /**
+     * 获取收益曲线，即扣除历次存入资金后的资产净值曲线
+     * @param dates 日期列表，根据该日期列表获取其对应的收益曲线，应为递增顺序
+     * @param ktype K线类型，必须与日期列表匹配，默认为KQuery::DAY
+     * @return 收益曲线
+     */
+    PriceList getProfitCurve(const DatetimeList& dates, KQuery::KType ktype = KQuery::DAY);
+
 protected:
     string m_name;
     TMPtr m_tm;

hikyuu_pywrap/trade_sys/_Portfolio.cpp

@@ -35,6 +35,12 @@ void export_Portfolio() {
       .add_property("tm", &Portfolio::getTM, &Portfolio::setTM, "设置或获取交易管理对象")
       .add_property("se", &Portfolio::getSE, &Portfolio::setSE, "设置或获取交易对象选择算法")
 
+      .def("reset", &Portfolio::reset)
+      .def("clone", &Portfolio::clone)
+
+      .def("readyForRun", &Portfolio::readyForRun)
+      .def("runMoment", &Portfolio::runMoment)
+
       .def("run", &Portfolio::run, R"(run(self, query)
     
     运行投资组合策略