更新注释与帮助

docs/source/conf.py

@@ -104,7 +104,6 @@ pygments_style = 'sphinx'
 # If true, `todo` and `todoList` produce output, else they produce nothing.
 todo_include_todos = False
 
-
 # -- Options for HTML output ----------------------------------------------
 
 # The theme to use for HTML and HTML Help pages.  See the documentation for
@@ -208,25 +207,24 @@ htmlhelp_basename = 'Hikyuudoc'
 # -- Options for LaTeX output ---------------------------------------------
 
 latex_elements = {
-# The paper size ('letterpaper' or 'a4paper').
-#'papersize': 'letterpaper',
+    # The paper size ('letterpaper' or 'a4paper').
+    #'papersize': 'letterpaper',
 
-# The font size ('10pt', '11pt' or '12pt').
-#'pointsize': '10pt',
+    # The font size ('10pt', '11pt' or '12pt').
+    #'pointsize': '10pt',
 
-# Additional stuff for the LaTeX preamble.
-#'preamble': '',
+    # Additional stuff for the LaTeX preamble.
+    #'preamble': '',
 
-# Latex figure (float) alignment
-#'figure_align': 'htbp',
+    # Latex figure (float) alignment
+    #'figure_align': 'htbp',
 }
 
 # Grouping the document tree into LaTeX files. List of tuples
 # (source start file, target name, title,
 #  author, documentclass [howto, manual, or own class]).
 latex_documents = [
-  (master_doc, 'Hikyuu.tex', 'Hikyuu Documentation',
-   'fasiondog', 'manual'),
+    (master_doc, 'Hikyuu.tex', 'Hikyuu Documentation', 'fasiondog', 'manual'),
 ]
 
 # The name of an image file (relative to this directory) to place at the top of
@@ -249,29 +247,23 @@ latex_documents = [
 # If false, no module index is generated.
 #latex_domain_indices = True
 
-
 # -- Options for manual page output ---------------------------------------
 
 # One entry per manual page. List of tuples
 # (source start file, name, description, authors, manual section).
-man_pages = [
-    (master_doc, 'hikyuu', 'Hikyuu Documentation',
-     [author], 1)
-]
+man_pages = [(master_doc, 'hikyuu', 'Hikyuu Documentation', [author], 1)]
 
 # If true, show URL addresses after external links.
 #man_show_urls = False
 
-
 # -- Options for Texinfo output -------------------------------------------
 
 # Grouping the document tree into Texinfo files. List of tuples
 # (source start file, target name, title, author,
 #  dir menu entry, description, category)
 texinfo_documents = [
-  (master_doc, 'Hikyuu', 'Hikyuu Documentation',
-   author, 'Hikyuu', 'One line description of project.',
-   'Miscellaneous'),
+    (master_doc, 'Hikyuu', 'Hikyuu Documentation', author, 'Hikyuu',
+     'One line description of project.', 'Miscellaneous'),
 ]
 
 # Documents to append as an appendix to all manuals.

docs/source/trade_portfolio/allocate_funds.rst

@@ -5,7 +5,19 @@
 ================
 
 内建资产分配算法
------------------
+------------------
+
+.. py:function:: AF_FixedWeight(weight)
+
+    固定比例资产分配，每个选中的资产都只占总资产固定的比例
+
+    :param float weight:  指定的资产比例 [0, 1]
+
+
+.. py:function:: AF_EqualWeight()
+
+    固定比例资产分配，对选中的资产进行等比例分配
+
 
 系统权重系数结构
 -----------------
@@ -22,11 +34,25 @@
 
     由系统权重系数结构组成的列表
 
+    .. py:attribute:: sys  
+    
+        对应的 System 实例
+
+    .. py::attribute weight
+
+        对应的权重系数，有效范围为 [0, 1]
+
 
 资产分配算法基类
 ------------------
 
 .. py:class:: AllocateFundsBase
 
-    资产分配算法基类
+    资产分配算法基类, 子类接口：
+
+    - _allocateWeight : 【必须】子类资产分配调整实现
+    - _clone : 【必须】克隆接口
+    - _reset : 【可选】重载私有变量
+
+    
     

docs/source/trade_portfolio/trade_portfolio.rst

@@ -8,4 +8,4 @@
 
    portfolio
    selector
-   allcate_funds
+   allocate_funds

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/AllocateFundsBase.h

@@ -59,21 +59,23 @@ public:
                      const std::list<SYSPtr>& running_list, const SystemList& ignore_list);
 
     /** 获取交易账户 */
-    TMPtr getTM();
+    const TMPtr& getTM() const;
 
-    /** 设定交易账户 */
+    /** 设定交易账户，由 PF 设定 */
     void setTM(const TMPtr&);
 
     /** 设置 Portfolio 的影子账户, 仅由 Portfolio 调用 */
     void setShadowTM(const TMPtr&);
 
-    /** 获取关联查询条件 */
-    KQuery getQuery();
+    const TMPtr& getShadowTM(const TMPtr&) const;
 
-    /** 设置查询条件 */
+    /** 获取关联查询条件 */
+    const KQuery& getQuery() const;
+
+    /** 设置查询条件， 由 PF 设定 */
     void setQuery(const KQuery& query);
 
-    /** 获取不参与资产分配的保留比例 */
+    /** 获取当前不参与资产分配的保留比例 */
     double getReservePercent();
 
     /**
@@ -207,7 +209,7 @@ inline void AllocateFundsBase::name(const string& name) {
     m_name = name;
 }
 
-inline TMPtr AllocateFundsBase::getTM() {
+inline const TMPtr& AllocateFundsBase::getTM() const {
     return m_tm;
 }
 
@@ -219,7 +221,11 @@ inline void AllocateFundsBase::setShadowTM(const TMPtr& tm) {
     m_shadow_tm = tm;
 }
 
-inline KQuery AllocateFundsBase::getQuery() {
+inline const TMPtr& AllocateFundsBase::getShadowTM(const TMPtr&) const {
+    return m_shadow_tm;
+}
+
+inline const KQuery& AllocateFundsBase::getQuery() const {
     return m_query;
 }
 

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h

@@ -13,6 +13,11 @@
 
 namespace hku {
 
+/**
+ * @brief 等权重资产分配，对选中的资产进行等比例分配
+ * @return AFPtr
+ * @ingroup AllocateFunds
+ */
 AFPtr HKU_API AF_EqualWeight();
 
 } /* namespace hku */

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/crt/AF_FixedWeight.h

@@ -13,6 +13,12 @@
 
 namespace hku {
 
+/**
+ * @brief 固定比例资产分配，每个选中的资产都只占总资产固定的比例
+ * @param weight 指定的资产比例 [0, 1]
+ * @return AFPtr
+ * @ingroup AllocateFunds
+ */
 AFPtr HKU_API AF_FixedWeight(double weight = 0.1);
 
 } /* namespace hku */

hikyuu_cpp/hikyuu/trade_sys/allocatefunds/imp/FixedWeightAllocateFunds.cpp

@@ -27,7 +27,7 @@ SystemWeightList FixedWeightAllocateFunds ::_allocateWeight(const Datetime& date
 }
 
 AFPtr HKU_API AF_FixedWeight(double weight) {
-    HKU_CHECK_THROW(weight > 0 && weight <= 1, std::out_of_range,
+    HKU_CHECK_THROW(weight > 0.0 && weight <= 1.0, std::out_of_range,
                     "input weigth ({}) is out of range [0, 1]!", weight);
     auto p = make_shared<FixedWeightAllocateFunds>();
     p->setParam<double>("weight", weight);

hikyuu_cpp/hikyuu/trade_sys/selector/SelectorBase.cpp

@@ -25,13 +25,12 @@ HKU_API std::ostream& operator<<(std::ostream& os, const SelectorPtr& st) {
     return os;
 }
 
-SelectorBase::SelectorBase() : m_name("SelectorBase"), m_count(0), m_pre_date(Datetime::min()) {
+SelectorBase::SelectorBase() : m_name("SelectorBase") {
     // 是否单独执行原型系统
     setParam<bool>("run_proto_sys", false);
 }
 
-SelectorBase::SelectorBase(const string& name)
-: m_name(name), m_count(0), m_pre_date(Datetime::min()) {
+SelectorBase::SelectorBase(const string& name) : m_name(name) {
     // 是否单独执行原型系统
     setParam<bool>("run_proto_sys", false);
 }
@@ -39,8 +38,6 @@ SelectorBase::SelectorBase(const string& name)
 SelectorBase::~SelectorBase() {}
 
 void SelectorBase::clear() {
-    m_count = 0;
-    m_pre_date = Datetime::min();
     m_pro_sys_list.clear();
     m_real_sys_list.clear();
 }
@@ -52,8 +49,6 @@ void SelectorBase::reset() {
         (*iter)->reset(true, false);
     }
 
-    m_count = 0;
-    m_pre_date = Datetime::min();
     m_real_sys_list.clear();
     _reset();
 }
@@ -74,8 +69,6 @@ SelectorPtr SelectorBase::clone() {
 
     p->m_params = m_params;
     p->m_name = m_name;
-    p->m_count = m_count;
-    p->m_pre_date = m_pre_date;
     p->m_real_sys_list = m_real_sys_list;
     p->m_pro_sys_list = m_pro_sys_list;
     return p;

hikyuu_cpp/hikyuu/trade_sys/selector/SelectorBase.h

@@ -104,8 +104,6 @@ private:
 
 protected:
     string m_name;
-    int m_count;
-    Datetime m_pre_date;
     SystemList m_pro_sys_list;  // 原型系统列表
     SystemList m_real_sys_list;  // PF组合中实际运行的系统，有PF执行时设定，顺序与原型列表一一对应
 
@@ -119,8 +117,6 @@ private:
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
-        ar& BOOST_SERIALIZATION_NVP(m_count);
-        ar& BOOST_SERIALIZATION_NVP(m_pre_date);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
     }
 
@@ -128,8 +124,6 @@ private:
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
-        ar& BOOST_SERIALIZATION_NVP(m_count);
-        ar& BOOST_SERIALIZATION_NVP(m_pre_date);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
     }
 

hikyuu_cpp/hikyuu/trade_sys/selector/crt/SE_Fixed.h

@@ -13,8 +13,21 @@
 
 namespace hku {
 
+/**
+ * @brief 固定选择器，每天都选择指定的交易系统
+ * @return SelectorPtr
+ * @ingroup Selector
+ */
 SelectorPtr HKU_API SE_Fixed();
 
+/**
+ * @brief 固定选择器，每天都选择指定的交易系统
+ * @details 对指定的每个股票以原型系统创建相应的交易系统
+ * @param stock_list 指定的股票列表
+ * @param sys 原型系统
+ * @return SelectorPtr
+ * @ingroup Selector
+ */
 SelectorPtr HKU_API SE_Fixed(const StockList& stock_list, const SystemPtr& sys);
 
 } /* namespace hku */

hikyuu_pywrap/trade_sys/_AllocateFunds.cpp

@@ -65,30 +65,47 @@ void export_AllocateFunds() {
 
     class_<SystemWeightList>("SystemWeightList").def(vector_indexing_suite<SystemWeightList>());
 
-    // SystemWeightList::const_reference (SystemWeightList::*SystemWeightList_at)(
-    //   SystemWeightList::size_type) const = &SystemWeightList::at;
-    // void (SystemWeightList::*append)(const SystemWeight&) = &SystemWeightList::push_back;
-    // class_<SystemWeightList>("SystemWeightList")
-    //   .def("__iter__", iterator<SystemWeightList>())
-    //   .def("size", &SystemWeightList::size)
-    //   .def("__len__", &SystemWeightList::size)
-    //   .def("get", SystemWeightList_at, return_value_policy<copy_const_reference>())
-    //   .def("append", append);
+    class_<AllocateFundsBaseWrap, boost::noncopyable>("AllocateFundsBase",
+                                                      R"(资产分配算法基类, 子类接口：
+
+    - _allocateWeight : 【必须】子类资产分配调整实现
+    - _clone : 【必须】克隆接口
+    - _reset : 【可选】重载私有变量)",
+                                                      init<>())
 
-    class_<AllocateFundsBaseWrap, boost::noncopyable>("AllocateFundsBase", init<>())
       .def(init<const string&>())
       .def(self_ns::str(self))
       .def(self_ns::repr(self))
       .add_property("name", make_function(af_get_name, return_value_policy<copy_const_reference>()),
                     af_set_name, "算法组件名称")
-      .def("get_param", &AllocateFundsBase::getParam<boost::any>)
-      .def("set_param", &AllocateFundsBase::setParam<object>)
-      .def("have_param", &AllocateFundsBase::haveParam)
+      .add_property(
+        "query",
+        make_function(&AllocateFundsBase::getQuery, return_value_policy<copy_const_reference>()),
+        &AllocateFundsBase::setQuery, "设置或获取查询条件")
 
-      .def("reset", &AllocateFundsBase::reset)
-      .def("clone", &AllocateFundsBase::clone)
-      .def("_reset", &AllocateFundsBase::_reset, &AllocateFundsBaseWrap::default_reset)
-      .def("_clone", pure_virtual(&AllocateFundsBase::_clone))
+      .def("get_param", &AllocateFundsBase::getParam<boost::any>, R"(get_param(self, name)
+
+    获取指定的参数
+
+    :param str name: 参数名称
+    :return: 参数值
+    :raises out_of_range: 无此参数)")
+
+      .def("set_param", &AllocateFundsBase::setParam<object>, R"(set_param(self, name, value)
+
+    设置参数
+
+    :param str name: 参数名称
+    :param value: 参数值
+    :raises logic_error: Unsupported type! 不支持的参数类型)")
+
+      .def("have_param", &AllocateFundsBase::haveParam, "是否存在指定参数")
+
+      .def("reset", &AllocateFundsBase::reset, "复位操作")
+      .def("clone", &AllocateFundsBase::clone, "克隆操作")
+      .def("_reset", &AllocateFundsBase::_reset, &AllocateFundsBaseWrap::default_reset,
+           "子类复位操作实现")
+      .def("_clone", pure_virtual(&AllocateFundsBase::_clone), "子类克隆操作实现接口")
       .def("_allocate_weight", pure_virtual(&AllocateFundsBase::_allocateWeight))
 #if HKU_PYTHON_SUPPORT_PICKLE
       .def_pickle(name_init_pickle_suite<AllocateFundsBase>())
@@ -97,6 +114,9 @@ void export_AllocateFunds() {
 
     register_ptr_to_python<AFPtr>();
 
-    def("AF_EqualWeight", AF_EqualWeight);
-    def("AF_FixedWeight", AF_FixedWeight);
+    def("AF_EqualWeight", AF_EqualWeight, R"(等权重资产分配，对选中的资产进行等比例分配)");
+
+    def("AF_FixedWeight", AF_FixedWeight, R"(固定比例资产分配
+
+    :param float weight:  指定的资产比例 [0, 1])");
 }