add Strategy continue

hikyuu_cpp/hikyuu/strategy/StrategyBase.cpp

@@ -0,0 +1,10 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-02-16
+ *     Author: fasiondog
+ */
+
+#include "StrategyBase.h"
+
+namespace hku {}  // namespace hku

hikyuu_cpp/hikyuu/strategy/StrategyBase.h

@@ -0,0 +1,46 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-02-16
+ *     Author: fasiondog
+ */
+
+#pragma once
+
+#include "../DataType.h"
+#include "../StrategyContext.h"
+#include "../utilities/Parameter.h"
+#include "../trade_sys/portfolio/Portfolio.h"
+
+namespace hku {
+
+class HKU_API StrategyBase {
+    PARAMETER_SUPPORT
+
+public:
+    StrategyBase() {}
+    virtual ~StrategyBase() {}
+
+    const string& name() const {
+        return m_name;
+    }
+
+    void name(const string& name) {
+        m_name = name;
+    }
+
+    // virtual void start() = 0;
+    virtual void on_bar() = 0;
+
+private:
+    string m_name;
+    StrategyContext m_context;
+
+    TMPtr m_tm;
+    SYSPtr m_sys;
+    PFPtr m_portfolio;
+};
+
+typedef shared_ptr<StrategyBase> StrategyPtr;
+
+}  // namespace hku

hikyuu_cpp/hikyuu/trade_manage/TradeManagerBase.h

@@ -37,6 +37,7 @@ class HKU_API TradeManagerBase {
 
 public:
     TradeManagerBase();
+    virtual ~TradeManagerBase() {}
 
     /** 账户名称 */
     const string& name() const {

hikyuu_pywrap/main.cpp

@@ -41,6 +41,7 @@ void export_trade_sys_main();
 void export_agent_main();
 
 void export_StrategeContext();
+void export_strategy_main();
 
 KData Py_GetKData(const string& market_code, py::object start = py::long_(0),
                   py::object end = py::long_(Null<int64_t>()), KQuery::KType ktype = KQuery::DAY,
@@ -123,6 +124,7 @@ BOOST_PYTHON_MODULE(core) {
     export_trade_manage_main();  // must after export_trade_sys_main
 
     export_StrategeContext();
+    export_strategy_main();
 
     export_agent_main();
 

hikyuu_pywrap/strategy/_StrategyBase.cpp

@@ -0,0 +1,34 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-02-16
+ *     Author: fasiondog
+ */
+
+#include <boost/python.hpp>
+#include <hikyuu/strategy/StrategyBase.h>
+#include "../_Parameter.h"
+
+using namespace boost::python;
+using namespace hku;
+
+class StrategyBaseWrap : public StrategyBase, public wrapper<StrategyBase> {
+public:
+    StrategyBaseWrap() : StrategyBase() {}
+    virtual ~StrategyBaseWrap() {}
+
+    void on_bar() override {
+        this->get_override("on_bar")();
+    }
+};
+
+const string& (StrategyBase::*strategy_get_name)() const = &StrategyBase::name;
+void (StrategyBase::*strategy_set_name)(const string&) = &StrategyBase::name;
+
+void export_Strategy() {
+    class_<StrategyBaseWrap, boost::noncopyable>("StrategyBase", init<>())
+      .add_property("name",
+                    make_function(strategy_get_name, return_value_policy<copy_const_reference>()),
+                    strategy_set_name)
+      .def("on_bar", pure_virtual(&StrategyBase::on_bar));
+}

hikyuu_pywrap/strategy/_strategy_main.cpp

@@ -0,0 +1,12 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-02-16
+ *     Author: fasiondog
+ */
+
+void export_Strategy();
+
+void export_strategy_main() {
+    export_Strategy();
+}