update OrderBroker

docs/source/trade_manage/OrderBroker.rst

@@ -35,12 +35,14 @@ Python中的订单代理包装
     sys.run(sm['sz000001'], Query(-150))
         
 
-.. py:class:: OrderBrokerWrap(broker[, real=True, slip=0.03])
+.. 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
-    
-    :param bool real: 下单前是否重新实时获取实时分笔数据
-    :param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，否则忽略; 对卖出操作无效，立即以当前价卖出
+
+    .. py:method:: __init__(self, broker, name)
+
+        :param broker: python broker 实例
+        :param str name: 名称
 
     .. py:method:: _buy(self, code, price, num)
     
@@ -59,15 +61,10 @@ Python中的订单代理包装
         :param int num: 卖出数量
                         
 
-.. py:function:: crtOB(broker[, real=True, slip=0.03]) 
+.. py:function:: crtOB(broker[, name="NO_NAME"]) 
 
     快速生成订单代理包装对象
     
-    :param broker: 订单代理示例，必须拥有buy和sell方法，并且参数为 code, price, num
-    :param bool real: 下单前是否重新实时获取实时分笔数据
-    :param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，否则忽略; 对卖出操作无效，立即以当前价卖出                      
-                        
-    
 
 内建的订单代理类
 ------------------    

hikyuu/examples/notebook/006-TradeManager.ipynb

@@ -292,7 +292,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 8,
+   "execution_count": null,
    "metadata": {},
    "outputs": [
     {
@@ -319,8 +319,10 @@
     "my_tm = crtTM(init_cash=300000, date=Datetime(201701010000))\n",
     "\n",
     "#注册实盘交易订单代理\n",
-    "my_tm.reg_broker(crtOB(TestOrderBroker(), False)) #TestOerderBroker是测试用订单代理对象，只打印\n",
-    "#my_tm.regBroker(crtOB(MailOrderBroker(\"smtp.sina.com\", \"yourmail@sina.com\", \"yourpwd\", \"receivermail@XXX.yy)))\n",
+    "ob = crtOB(TestOrderBroker())\n",
+    "my_tm.reg_broker(ob) #TestOerderBroker是测试用订单代理对象，只打印\n",
+    "# 注意：pybind 不支持下面这种方式调用，必须先生成实例再传入！！！\n",
+    "# my_tm.reg_broker(crtOB(TestOrderBroker(), False))\n",
     "\n",
     "#根据需要修改订单代理最后的时间戳，后续只有大于该时间戳时，订单代理才会实际发出订单指令\n",
     "my_tm.broker_last_datetime=Datetime(201701010000)\n",

hikyuu/trade_manage/broker.py

@@ -24,10 +24,10 @@
 # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 # SOFTWARE.
 
-#===============================================================================
+# ===============================================================================
 # History:
 # 1. 20170704, Added by fasiondog
-#===============================================================================
+# ===============================================================================
 
 from hikyuu import OrderBrokerBase
 
@@ -36,16 +36,13 @@ class OrderBrokerWrap(OrderBrokerBase):
     """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
        包装只有买卖操作参数只有(code, price, num)的交易接口类
     """
-    def __init__(self, broker, slip=0.03):
+
+    def __init__(self, broker, name):
         """
         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
-    
-        :param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，
-                            否则忽略; 对卖出操作无效，立即以当前价卖出
         """
-        super(OrderBrokerWrap, self).__init__()
+        super(OrderBrokerWrap, self).__init__(name)
         self._broker = broker
-        self._slip = slip
 
     def _buy(self, datetime, market, code, price, num):
         """实现 OrderBrokerBase 的 _buy 接口"""
@@ -60,6 +57,7 @@ class OrderBrokerWrap(OrderBrokerBase):
 
 class TestOrderBroker:
     """用于测试的订单代理，仅在执行买入/卖出时打印信息"""
+
     def __init__(self):
         pass
 
@@ -70,12 +68,12 @@ class TestOrderBroker:
         print("卖出：%s  %.3f  %i" % (code, price, num))
 
 
-def crtOB(broker, slip=0.03):
+def crtOB(broker, name="NO_NAME"):
     """
     快速生成订单代理包装对象
-    
+
     :param broker: 订单代理示例，必须拥有buy和sell方法，并且参数为 code, price, num
     :param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，
                         否则忽略; 对卖出操作无效，立即以当前价卖出
     """
-    return OrderBrokerWrap(broker, slip)
+    return OrderBrokerWrap(broker, name)

hikyuu_cpp/hikyuu/trade_manage/OrderBrokerBase.cpp

@@ -30,8 +30,11 @@ Datetime OrderBrokerBase::buy(Datetime datetime, const string& market, const str
     Datetime tradetime;
     try {
         tradetime = _buy(datetime, market, code, price, num);
+    } catch (const std::exception& e) {
+        HKU_ERROR(e.what());
+        tradetime = Null<Datetime>();
     } catch (...) {
-        HKU_ERROR("Unknown error in BUY operation!!!");
+        HKU_ERROR_UNKNOWN;
         tradetime = Null<Datetime>();
     }
     return tradetime;
@@ -42,8 +45,11 @@ Datetime OrderBrokerBase::sell(Datetime datetime, const string& market, const st
     Datetime tradetime;
     try {
         tradetime = _sell(datetime, market, code, price, num);
+    } catch (const std::exception& e) {
+        HKU_ERROR(e.what());
+        tradetime = Null<Datetime>();
     } catch (...) {
-        HKU_ERROR("Unknown error in SELL operation!!!");
+        HKU_ERROR_UNKNOWN;
         tradetime = Null<Datetime>();
     }
     return tradetime;

hikyuu_pywrap/trade_manage/_OrderBroker.cpp

@@ -22,7 +22,8 @@ public:
 
     Datetime _sell(Datetime datetime, const string& market, const string& code, price_t price,
                    double num) override {
-        PYBIND11_OVERLOAD_PURE(Datetime, OrderBrokerBase, datetime, market, code, price, num);
+        PYBIND11_OVERLOAD_PURE(Datetime, OrderBrokerBase, _sell, datetime, market, code, price,
+                               num);
     }
 };