test/hikyuu2
1
0
Fork 0
mirror of https://gitee.com/fasiondog/hikyuu.git synced 2024-12-03 12:27:48 +08:00
Code Issues Actions 6 Packages Projects Releases Wiki Activity

update

Browse Source
This commit is contained in:
fasiondog 2024-10-19 20:41:43 +08:00
parent b0ac545632
commit c597dda913
1 changed files with 15 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp
View File

@ -255,13 +255,16 @@ void Portfolio::run(const KQuery& query, int adjust_cycle, bool force, const str
void Portfolio::_runOnMode(const DatetimeList& datelist, int adjust_cycle, const string& mode) { void Portfolio::_runOnMode(const DatetimeList& datelist, int adjust_cycle, const string& mode) {
if ("week" == mode) { if ("week" == mode) {
Datetime cur_cycle_end; Datetime cur_cycle_end = datelist.front().nextWeek();
for (size_t i = 0, total = datelist.size(); i < total; i++) { for (size_t i = 0, total = datelist.size(); i < total; i++) {
const auto& date = datelist[i]; const auto& date = datelist[i];
bool adjust = (date.dayOfWeek() == adjust_cycle); bool adjust = (date.dayOfWeek() == adjust_cycle);
if (adjust) { if (adjust) {
cur_cycle_end = date.nextWeek(); cur_cycle_end = date.nextWeek();
} }
if (cur_cycle_end > datelist.back()) {
cur_cycle_end = datelist.back() + Seconds(1);
}
_runMoment(date, cur_cycle_end, adjust); _runMoment(date, cur_cycle_end, adjust);
} }
} else if ("month" == mode) { } else if ("month" == mode) {
@ -291,10 +294,20 @@ void Portfolio::_runOnModeDelayToTradingDay(const DatetimeList& datelist, int ad
const string& mode) { const string& mode) {
std::set<Datetime> date_set; std::set<Datetime> date_set;
if ("week" == mode) { if ("week" == mode) {
Datetime cur_adjust_date = Datetime::min();
Datetime cur_cycle_end; Datetime cur_cycle_end;
for (size_t i = 0, total = datelist.size(); i < total; i++) { for (size_t i = 0, total = datelist.size(); i < total; i++) {
const auto& date = datelist[i]; const auto& date = datelist[i];
bool adjust = (date.dayOfWeek() == adjust_cycle); Datetime need_adjust_date = date.startOfWeek() + Days(adjust_cycle - 1);
bool adjust = false;
if (date == need_adjust_date) {
adjust = true;
cur_adjust_date = date;
} else if (date > cur_adjust_date) {
adjust = true;
cur_adjust_date = date;
}
if (adjust) { if (adjust) {
cur_cycle_end = date.nextWeek(); cur_cycle_end = date.nextWeek();
} }