diff --git a/hikyuu/test/Indicator.py b/hikyuu/test/Indicator.py index 8865776e..32869749 100644 --- a/hikyuu/test/Indicator.py +++ b/hikyuu/test/Indicator.py @@ -2,10 +2,10 @@ # -*- coding: utf8 -*- # gb18030 -#=============================================================================== +# =============================================================================== # 作者：fasiondog # 历史：1）20130220, Added by fasiondog -#=============================================================================== +# =============================================================================== import unittest @@ -56,7 +56,7 @@ class IndicatorTest(unittest.TestCase): b = toPriceList([1, 2, 3, 4]) x = PRICELIST(b) m.get_imp()._calculate(m) - m = m(x) + # m = m(x) self.assertEqual(len(m), 4) self.assertEqual(m.empty(), False) self.assert_(abs(m[0] - 2) < 0.0001) @@ -147,7 +147,7 @@ class IndicatorTest(unittest.TestCase): if not constant.pickle_support: return - #TODO Python3出错，暂未解决 + # TODO Python3出错，暂未解决 """ import pickle as pl filename = sm.tmpdir() + '/Indicator.plk' diff --git a/hikyuu/trade_sys/trade_sys.py b/hikyuu/trade_sys/trade_sys.py index 880b2019..98679153 100644 --- a/hikyuu/trade_sys/trade_sys.py +++ b/hikyuu/trade_sys/trade_sys.py @@ -3,32 +3,14 @@ from hikyuu.util.slice import list_getitem from hikyuu.cpp.core import SYS_Simple as cpp_SYS_Simple from hikyuu.cpp.core import ( - System, SystemList, SystemWeight, SystemWeightList, ConditionBase, EnvironmentBase, MoneyManagerBase, + System, SystemPart, SystemList, SystemWeightList, ConditionBase, EnvironmentBase, MoneyManagerBase, ProfitGoalBase, SelectorBase, SignalBase, SlippageBase, StoplossBase ) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # System -#------------------------------------------------------------------ - -System.Part.__doc__ = """ -系统部件枚举值，系统的买入/卖出等操作可由这些部件触发，用于标识实际交易指令的来源， -参见：:py:class:`TradeRecord`。 - -实际使用中，可使用 System.ENVIRONMENT 的简化方式 代替 System.Part.ENVIRONMENT， -其他与此类似。 - -- System.Part.ENVIRONMENT - 市场环境判断策略 -- System.Part.CONDITION - 系统有效条件 -- System.Part.SIGNAL - 信号指示器 -- System.Part.STOPLOSS - 止损策略 -- System.Part.TAKEPROFIT - 止盈策略 -- System.Part.MONEYMANAGER - 资金管理策略 -- System.Part.PROFITGOAL - 盈利目标策略 -- System.Part.SLIPPAGE - 移滑价差算法 -- System.Part.INVALID - 无效值边界，大于等于该值时为无效部件 -""" - +# ------------------------------------------------------------------ +System.Part = SystemPart System.ENVIRONMENT = System.Part.ENVIRONMENT System.CONDITION = System.Part.CONDITION System.SIGNAL = System.Part.SIGNAL @@ -50,7 +32,7 @@ def SYS_Simple(tm=None, mm=None, ev=None, cn=None, sg=None, st=None, tp=None, pg 系统实例在运行时(调用run方法），至少需要一个配套的交易管理实例、一个资金管理策略 和一个信号指示器），可以在创建系统实例后进行指定。如果出现调用run时没有任何输出， 且没有正确结果的时候，可能是未设置tm、sg、mm。进行回测时，使用 run 方法，如:: - + #创建模拟交易账户进行回测，初始资金30万 my_tm = crtTM(init_cash = 300000) @@ -64,7 +46,7 @@ def SYS_Simple(tm=None, mm=None, ev=None, cn=None, sg=None, st=None, tp=None, pg #创建交易系统并运行 sys = SYS_Simple(tm = my_tm, sg = my_sg, mm = my_mm) sys.run(sm['sz000001'], Query(-150)) - + :param TradeManager tm: 交易管理实例 :param MoneyManager mm: 资金管理策略 :param EnvironmentBase ev: 市场环境判断策略 @@ -98,27 +80,18 @@ def SYS_Simple(tm=None, mm=None, ev=None, cn=None, sg=None, st=None, tp=None, pg return sys_ins -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # allocatefunds -#------------------------------------------------------------------ +# ------------------------------------------------------------------ SystemWeightList.__getitem__ = list_getitem SystemWeightList.__str__ = lambda self: str(list(self)) SystemWeightList.__repr__ = lambda self: repr(list(self)) -#------------------------------------------------------------------ + +# ------------------------------------------------------------------ # condition -#------------------------------------------------------------------ - -ConditionBase.__init__.__doc__ = """ -__init__(self[, name="ConditionBase"]) - - 初始化构造函数 - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def cn_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -130,7 +103,7 @@ def cn_init(self, name, params): def crtCN(func, params={}, name='crtCN'): """ 快速创建自定义不带私有属性的系统有效条件 - + :param func: 系统有效条件函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -142,19 +115,9 @@ def crtCN(func, params={}, name='crtCN'): return meta_x(name, params) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # environment -#------------------------------------------------------------------ - -EnvironmentBase.__init__.__doc__ = """ -__init__(self[, name='EnvironmentBase']) - - 初始化构造函数 - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def ev_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -166,7 +129,7 @@ def ev_init(self, name, params): def crtEV(func, params={}, name='crtEV'): """ 快速创建自定义不带私有属性的市场环境判断策略 - + :param func: 市场环境判断策略函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -178,19 +141,9 @@ def crtEV(func, params={}, name='crtEV'): return meta_x(name, params) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # moneymanager -#------------------------------------------------------------------ - -MoneyManagerBase.__init__.__doc__ = """ -__init__(self[, name="MoneyManagerBase]) - - 初始化构造函数 - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def mm_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -202,7 +155,7 @@ def mm_init(self, name, params): def crtMM(func, params={}, name='crtMM'): """ 快速创建自定义不带私有属性的资金管理策略 - + :param func: 资金管理策略计算函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -214,19 +167,9 @@ def crtMM(func, params={}, name='crtMM'): return meta_x(name, params) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # profitgoal -#------------------------------------------------------------------ - -ProfitGoalBase.__init__.__doc__ = """ -__init__(self[, name="ProfitGoalBase"]) - - 初始化构造函数 - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def pg_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -238,7 +181,7 @@ def pg_init(self, name, params): def crtPG(func, params={}, name='crtPG'): """ 快速创建自定义不带私有属性的盈利目标策略 - + :param func: 盈利目标策略函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -250,29 +193,9 @@ def crtPG(func, params={}, name='crtPG'): return meta_x(name, params) -#------------------------------------------------------------------ -# selector -#------------------------------------------------------------------ - -SelectorBase.__init__.__doc__ = """ -__init__(self[, name="SelectorBase]) - - 初始化构造函数 - - :param str name: 名称 -""" - -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # signal -#------------------------------------------------------------------ - -SignalBase.__init__.__doc__ = """ -__init__(self[, name="SignalBase"]) - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def sig_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -284,7 +207,7 @@ def sig_init(self, name, params): def crtSG(func, params={}, name='crtSG'): """ 快速创建自定义不带私有属性的信号指示器 - + :param func: 信号策略函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -296,9 +219,9 @@ def crtSG(func, params={}, name='crtSG'): return meta_x(name, params) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # Selector -#------------------------------------------------------------------ +# ------------------------------------------------------------------ def se_add_stock_list(self, stk_list, proto_sys): result = True for stk in stk_list: @@ -311,17 +234,9 @@ def se_add_stock_list(self, stk_list, proto_sys): SelectorBase.add_stock_list = se_add_stock_list -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # slippage -#------------------------------------------------------------------ - -SlippageBase.__init__.__doc__ = """ -__init__(self[, name="SlippageBase"]) - - 初始化构造函数 - - :param str name: 名称 -""" +# ------------------------------------------------------------------ def sl_init(self, name, params): @@ -335,7 +250,7 @@ def sl_init(self, name, params): def crtSL(func, params={}, name='crtSL'): """ 快速创建自定义不带私有属性的移滑价差算法 - + :param func: 移滑价差算法函数 :param {} params: 参数字典 :param str name: 自定义名称 @@ -347,17 +262,9 @@ def crtSL(func, params={}, name='crtSL'): return meta_x(name, params) -#------------------------------------------------------------------ +# ------------------------------------------------------------------ # stoploss -#------------------------------------------------------------------ - -StoplossBase.__init__.__doc__ = """ -__init__(self[, name="StoplossBase"]) - - :param str name: 名称 -""" - - +# ------------------------------------------------------------------ def st_init(self, name, params): super(self.__class__, self).__init__(name) self._name = name @@ -369,7 +276,7 @@ def st_init(self, name, params): def crtST(func, params={}, name='crtST'): """ 快速创建自定义不带私有属性的止损/止盈策略 - + :param func: 止损/止盈策略函数 :param {} params: 参数字典 :param str name: 自定义名称 diff --git a/hikyuu_pywrap/_DataType.cpp b/hikyuu_pywrap/_DataType.cpp index 05feb614..a13902ea 100644 --- a/hikyuu_pywrap/_DataType.cpp +++ b/hikyuu_pywrap/_DataType.cpp @@ -29,4 +29,27 @@ void export_DataType(py::module& m) { m.def("isnan", isnan_func, "是否为非数字"); m.def("isinf", isinf_func, "是否是无穷大或无穷小"); #endif + + py::bind_vector(m, "DatetimeList"); //, py::module_local(false)); + py::bind_vector(m, "PriceList"); //, py::module_local(false)); + py::bind_vector(m, "StringList"); //, py::module_local(false)); + + m.def( + "toPriceList", + [](py::object obj) { + if (py::isinstance(obj)) { + py::list x = obj.cast(); + return python_list_to_vector(x); + } else { + py::tuple x = obj.cast(); + auto total = len(x); + std::vector vect(total); + for (auto i = 0; i < total; ++i) { + vect[i] = x[i].cast(); + } + return vect; + } + HKU_THROW("Only support list or tuple"); + }, + "将 python list/tuple/np.arry 对象转化为 PriceList 对象"); } diff --git a/hikyuu_pywrap/_Datetime.cpp b/hikyuu_pywrap/_Datetime.cpp index fb78a2ef..a0e7d593 100644 --- a/hikyuu_pywrap/_Datetime.cpp +++ b/hikyuu_pywrap/_Datetime.cpp @@ -83,11 +83,11 @@ void export_Datetime(py::module& m) { .def("end_of_halfyear", &Datetime::endOfHalfyear, "\n返回半年度结束日期") .def("start_of_year", &Datetime::startOfYear, "\n返回年度起始日期") .def("endOfYear", &Datetime::endOfYear, "\n返回年度结束日期") - .def("min", &Datetime::min, "\n获取支持的最小日期, Datetime(1400, 1, 1)") - .def("max", &Datetime::max, "\n获取支持的最大日期, Datetime(9999, 12, 31)") - .def("now", &Datetime::now, "\n获取系统当前日期时间") - .def("today", &Datetime::today, "\n获取当前的日期") - .def("from_hex", &Datetime::fromHex, "\n兼容oracle用后7个字节表示的datetime") + .def_static("min", &Datetime::min, "\n获取支持的最小日期, Datetime(1400, 1, 1)") + .def_static("max", &Datetime::max, "\n获取支持的最大日期, Datetime(9999, 12, 31)") + .def_static("now", &Datetime::now, "\n获取系统当前日期时间") + .def_static("today", &Datetime::today, "\n获取当前的日期") + .def_static("from_hex", &Datetime::fromHex, "\n兼容oracle用后7个字节表示的datetime") .def(py::self == py::self) .def(py::self != py::self) diff --git a/hikyuu_pywrap/_Parameter.cpp b/hikyuu_pywrap/_Parameter.cpp index 2ee55649..d1090537 100644 --- a/hikyuu_pywrap/_Parameter.cpp +++ b/hikyuu_pywrap/_Parameter.cpp @@ -23,6 +23,7 @@ static std::string Parameter_to_str(const Parameter& param) { void export_Parameter(py::module& m) { py::class_(m, "Parameter", "参数类，供需要命名参数设定的类使用，类似于 dict") + .def(py::init<>()) .def("__str__", Parameter_to_str) .def("__repr__", Parameter_to_str) diff --git a/hikyuu_pywrap/_analysis.cpp b/hikyuu_pywrap/_analysis.cpp index ea9cac29..b8ff9250 100644 --- a/hikyuu_pywrap/_analysis.cpp +++ b/hikyuu_pywrap/_analysis.cpp @@ -1,133 +1,134 @@ -// /* -// * Copyright (c) 2023 hikyuu.org -// * -// * Created on: 2023-10-10 -// * Author: fasiondog -// */ +/* + * Copyright (c) 2023 hikyuu.org + * + * Created on: 2023-10-10 + * Author: fasiondog + */ -// #include -// #include "pybind_utils.h" +#include +#include "pybind_utils.h" -// using namespace hku; -// namespace py = pybind11; +using namespace hku; +namespace py = pybind11; -// static py::list combinate_index(object seq) { -// size_t total = len(seq); -// std::vector index_list(total); -// for (size_t i = 0; i < total; ++i) { -// index_list[i] = i; -// } +static py::list combinate_index(py::object seq) { + size_t total = len(seq); + std::vector index_list(total); + for (size_t i = 0; i < total; ++i) { + index_list[i] = i; + } -// py::list result; -// std::vector> comb = combinateIndex(index_list); -// for (size_t i = 0, count = comb.size(); i < count; i++) { -// py::list tmp = vector_to_py_list>(comb[i]); -// result.append(tmp); -// } -// return result; -// } + py::list result; + std::vector> comb = combinateIndex(index_list); + for (size_t i = 0, count = comb.size(); i < count; i++) { + py::list tmp = vector_to_python_list(comb[i]); + result.append(tmp); + } + return result; +} -// static py::list combinate_indicator(object seq, int n) { -// size_t total = len(seq); -// std::vector inds(total); -// for (size_t i = 0; i < total; ++i) { -// inds[i] = py::extract(seq[i])(); -// } +static py::list combinate_indicator(const py::sequence& seq, int n) { + size_t total = len(seq); + std::vector inds(total); + for (size_t i = 0; i < total; ++i) { + inds[i] = seq[i].cast(); + } -// auto comb = combinateIndicator(inds, n); -// return vector_to_py_list(comb); -// } + auto comb = combinateIndicator(inds, n); + return vector_to_python_list(comb); +} -// static py::dict combinate_ind_analysis(const Stock& stk, const KQuery& query, TradeManagerPtr tm, -// SystemPtr sys, object buy_inds, object sell_inds, int n) { -// std::vector c_buy_inds; -// for (size_t i = 0, total = len(buy_inds); i < total; i++) { -// c_buy_inds.emplace_back(py::extract(buy_inds[i])()); -// } +static py::dict combinate_ind_analysis(const Stock& stk, const KQuery& query, TradeManagerPtr tm, + SystemPtr sys, py::sequence buy_inds, py::sequence sell_inds, + int n) { + std::vector c_buy_inds; + for (size_t i = 0, total = len(buy_inds); i < total; i++) { + c_buy_inds.emplace_back(buy_inds[i].cast()); + } -// std::vector c_sell_inds; -// for (size_t i = 0, total = len(sell_inds); i < total; i++) { -// c_sell_inds.emplace_back(py::extract(sell_inds[i])()); -// } + std::vector c_sell_inds; + for (size_t i = 0, total = len(sell_inds); i < total; i++) { + c_sell_inds.emplace_back(sell_inds[i].cast()); + } -// py::dict result; -// auto pers = combinateIndicatorAnalysis(stk, query, tm, sys, c_buy_inds, c_sell_inds, n); -// for (auto iter = pers.begin(); iter != pers.end(); ++iter) { -// result[iter->first] = std::move(iter->second); -// } -// return result; -// } + py::dict result; + auto pers = combinateIndicatorAnalysis(stk, query, tm, sys, c_buy_inds, c_sell_inds, n); + for (auto iter = pers.begin(); iter != pers.end(); ++iter) { + result[iter->first.c_str()] = std::move(iter->second); + } + return result; +} -// static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery& query, -// TradeManagerPtr tm, SystemPtr sys, -// object buy_inds, object sell_inds, int n) { -// std::vector c_buy_inds; -// for (size_t i = 0, total = len(buy_inds); i < total; i++) { -// c_buy_inds.emplace_back(py::extract(buy_inds[i])()); -// } +static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery& query, + TradeManagerPtr tm, SystemPtr sys, + const py::sequence& buy_inds, + const py::sequence& sell_inds, int n) { + std::vector c_buy_inds; + for (size_t i = 0, total = len(buy_inds); i < total; i++) { + c_buy_inds.emplace_back(buy_inds[i].cast()); + } -// std::vector c_sell_inds; -// for (size_t i = 0, total = len(sell_inds); i < total; i++) { -// c_sell_inds.emplace_back(py::extract(sell_inds[i])()); -// } + std::vector c_sell_inds; + for (size_t i = 0, total = len(sell_inds); i < total; i++) { + c_sell_inds.emplace_back(sell_inds[i].cast()); + } -// auto records = -// combinateIndicatorAnalysisWithBlock(blk, query, tm, sys, c_buy_inds, c_sell_inds, n); + auto records = + combinateIndicatorAnalysisWithBlock(blk, query, tm, sys, c_buy_inds, c_sell_inds, n); -// std::vector tmp; + std::vector tmp; -// StringList names{"组合名称", "证券代码", "证券名称"}; -// Performance per; -// auto keys = per.names(); -// for (const auto& key : keys) { -// names.emplace_back(key); -// } + StringList names{"组合名称", "证券代码", "证券名称"}; + Performance per; + auto keys = per.names(); + for (const auto& key : keys) { + names.emplace_back(key); + } -// for (int i = 0, len = names.size(); i < len; i++) { -// tmp.emplace_back(py::list()); -// } + for (size_t i = 0, len = names.size(); i < len; i++) { + tmp.emplace_back(py::list()); + } -// for (size_t i = 0, total = records.size(); i < total; i++) { -// CombinateAnalysisOutput& record = records[i]; -// tmp[0].append(record.combinateName); -// tmp[1].append(record.code); -// tmp[2].append(record.name); -// HKU_WARN_IF(names.size() != record.values.size() + 3, "lenght invalid: {} {}", -// names.size(), -// record.values.size()); -// for (size_t j = 3, len = names.size(); j < len; j++) { -// tmp[j].append(record.values[j - 3]); -// } -// } + for (size_t i = 0, total = records.size(); i < total; i++) { + CombinateAnalysisOutput& record = records[i]; + tmp[0].append(record.combinateName); + tmp[1].append(record.code); + tmp[2].append(record.name); + HKU_WARN_IF(names.size() != record.values.size() + 3, "lenght invalid: {} {}", names.size(), + record.values.size()); + for (size_t j = 3, len = names.size(); j < len; j++) { + tmp[j].append(record.values[j - 3]); + } + } -// py::dict result; -// for (size_t i = 0, total = names.size(); i < total; i++) { -// result[names[i]] = tmp[i]; -// } + py::dict result; + for (size_t i = 0, total = names.size(); i < total; i++) { + result[names[i].c_str()] = tmp[i]; + } -// return result; -// } + return result; +} -// void export_analysis(py::module& m) { -// m.def("combinate_index", combinate_index, R"(combinate_index(seq) +void export_analysis(py::module& m) { + m.def("combinate_index", combinate_index, R"(combinate_index(seq) -// 获取序列组合的下标索引, 输入序列的长度最大不超过15，否则抛出异常 + 获取序列组合的下标索引, 输入序列的长度最大不超过15，否则抛出异常 -// :param inds: list 或 tuple 等可使用索引的可迭代对象 -// :return: 返回组合的索引，可用于获取输入中相应索引位置的值 -// :rtype: list)"); + :param inds: list 或 tuple 等可使用索引的可迭代对象 + :return: 返回组合的索引，可用于获取输入中相应索引位置的值 + :rtype: list)"); -// m.def("combinate_ind", combinate_indicator, py::arg("inds"), py::arg("n") = 7, -// R"(combinate_ind(inds[, n=7]) + m.def("combinate_ind", combinate_indicator, py::arg("inds"), py::arg("n") = 7, + R"(combinate_ind(inds[, n=7]) -// 对输入的指标序列进行组合, 如输入为 [ind1, ind2], 输出为 [EXIST(ind1,n), EXIST(ind2,n), -// EXIST(ind1,n)&EXIST(ind2,n)] + 对输入的指标序列进行组合, 如输入为 [ind1, ind2], 输出为 [EXIST(ind1,n), EXIST(ind2,n), + EXIST(ind1,n)&EXIST(ind2,n)] -// :param list|tuple|seq inds: 待组合的指标列表 -// :param int n: 指标在 n 周期内存在 -// :return: 组合后的指标列表 -// :rtype: list)"); + :param list|tuple|seq inds: 待组合的指标列表 + :param int n: 指标在 n 周期内存在 + :return: 组合后的指标列表 + :rtype: list)"); -// m.def("_combinate_ind_analysis", combinate_ind_analysis); -// m.def("_combinate_ind_analysis_with_block", combinate_ind_analysis_with_block); -// } \ No newline at end of file + m.def("_combinate_ind_analysis", combinate_ind_analysis); + m.def("_combinate_ind_analysis_with_block", combinate_ind_analysis_with_block); +} \ No newline at end of file diff --git a/hikyuu_pywrap/main.cpp b/hikyuu_pywrap/main.cpp index 78dc2fa0..7d5d570b 100644 --- a/hikyuu_pywrap/main.cpp +++ b/hikyuu_pywrap/main.cpp @@ -19,7 +19,6 @@ namespace py = pybind11; void export_DataType(py::module& m); void export_Constant(py::module& m); void export_util(py::module& m); -// void export_analysis(py::module& m); void export_log(py::module& m); void export_Datetime(py::module& m); void export_TimeDelta(py::module& m); @@ -44,15 +43,17 @@ void export_SystemPart(py::module& m); void export_trade_manage_main(py::module& m); void export_trade_sys_main(py::module& m); void export_global_main(py::module& m); +void export_analysis(py::module& m); void export_StrategeContext(py::module& m); void export_strategy_main(py::module& m); PYBIND11_MODULE(core, m) { + py::register_exception(m, "HKUException"); + export_DataType(m); export_Constant(m); export_util(m); - // export_analysis(m); export_log(m); export_Datetime(m); export_TimeDelta(m); @@ -79,6 +80,7 @@ PYBIND11_MODULE(core, m) { export_trade_manage_main(m); export_trade_sys_main(m); // must after export_trade_manage_main + export_analysis(m); export_strategy_main(m); export_global_main(m); diff --git a/hikyuu_pywrap/trade_manage/_BorrowRecord.cpp b/hikyuu_pywrap/trade_manage/_BorrowRecord.cpp index 69941366..cf90733f 100644 --- a/hikyuu_pywrap/trade_manage/_BorrowRecord.cpp +++ b/hikyuu_pywrap/trade_manage/_BorrowRecord.cpp @@ -22,4 +22,6 @@ void export_BorrowRecord(py::module& m) { .def_readwrite("value", &BorrowRecord::value, "借入总价值") DEF_PICKLE(BorrowRecord); + + py::bind_vector(m, "BorrowRecordList"); } diff --git a/hikyuu_pywrap/trade_manage/_PositionRecord.cpp b/hikyuu_pywrap/trade_manage/_PositionRecord.cpp index fc7f529a..0fe48cb5 100644 --- a/hikyuu_pywrap/trade_manage/_PositionRecord.cpp +++ b/hikyuu_pywrap/trade_manage/_PositionRecord.cpp @@ -38,4 +38,6 @@ void export_PositionRecord(py::module& m) { "累计交易风险（float） = 各次 （买入价格-止损)*买入数量, 不包含交易成本") .def_readwrite("sell_money", &PositionRecord::sellMoney, "累计卖出资金（float）") DEF_PICKLE(PositionRecord); + + py::bind_vector(m, "PositionRecordList"); } diff --git a/hikyuu_pywrap/trade_manage/_TradeRecord.cpp b/hikyuu_pywrap/trade_manage/_TradeRecord.cpp index c477bcc3..9db841e4 100644 --- a/hikyuu_pywrap/trade_manage/_TradeRecord.cpp +++ b/hikyuu_pywrap/trade_manage/_TradeRecord.cpp @@ -65,4 +65,6 @@ void export_TradeRecord(py::module& m) { "交易指示来源，区别是交易系统哪个部件发出的指示，参见： " ":py:class:`System.Part`") // python中不能用from关键字 DEF_PICKLE(TradeRecord); + + py::bind_vector(m, "TradeRecordList"); } diff --git a/hikyuu_pywrap/trade_sys/_AllocateFunds.cpp b/hikyuu_pywrap/trade_sys/_AllocateFunds.cpp index 99d761c7..ff2cd648 100644 --- a/hikyuu_pywrap/trade_sys/_AllocateFunds.cpp +++ b/hikyuu_pywrap/trade_sys/_AllocateFunds.cpp @@ -46,6 +46,8 @@ void export_AllocateFunds(py::module& m) { DEF_PICKLE(SystemWeight); + py::bind_vector(m, "SystemWeightList"); + py::class_( m, "AllocateFundsBase", R"(资产分配算法基类, 子类接口： diff --git a/hikyuu_pywrap/trade_sys/_System.cpp b/hikyuu_pywrap/trade_sys/_System.cpp index b14e1608..4fa88236 100644 --- a/hikyuu_pywrap/trade_sys/_System.cpp +++ b/hikyuu_pywrap/trade_sys/_System.cpp @@ -213,4 +213,6 @@ void export_System(py::module& m) { .def("ready", &System::readyForRun) DEF_PICKLE(System); + + py::bind_vector(m, "SystemList"); }