完善指标组合测试

hikyuu_cpp/hikyuu/analysis/combinate.cpp

@@ -140,8 +140,6 @@ vector<CombinateAnalysisOutput> HKU_API combinateIndicatorAnalysisWithBlock(
         }
     }
 
-    HKU_INFO("result size: {}", result.size());
-
     return result;
 }
 

hikyuu_cpp/hikyuu/trade_manage/Performance.cpp

@@ -16,6 +16,7 @@ Performance::Performance()
            {"累计投入本金", 0.},
            {"累计投入资产", 0.},
            {"累计借入现金", 0.},
+           {"累计借入资产", 0.},
            {"累计红利", 0.},
            {"现金余额", 0.},
            {"未平仓头寸净值", 0.},

hikyuu_cpp/hikyuu/trade_manage/Performance.h

@@ -56,10 +56,13 @@ public:
      */
     void statistics(const TradeManagerPtr& tm, const Datetime& datetime = Datetime::now());
 
+    /** 获取所有统计项名称，顺序与 values 相同 */
     StringList names() const;
+
+    /** 获取所有统计项值，顺序与 names 相同*/
     PriceList values() const;
 
-    typedef map<string, double> map_type;
+    typedef std::map<string, double> map_type;
     typedef map_type::iterator iterator;
     typedef map_type::const_iterator const_iterator;
 

hikyuu_pywrap/_analysis.cpp

@@ -78,14 +78,16 @@ static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery
       combinateIndicatorAnalysisWithBlock(blk, query, tm, sys, c_buy_inds, c_sell_inds, n);
 
     std::vector<py::list> tmp;
+
+    StringList names{"组合名称", "证券代码", "证券名称"};
     Performance per;
-    auto names = per.names();
-    names.emplace_back("组合名称");
-    names.emplace_back("证券代码");
-    names.emplace_back("证券名称");
+    auto keys = per.names();
+    for (const auto& key : keys) {
+        names.emplace_back(key);
+    }
+
     for (const auto& name : names) {
         tmp.emplace_back(py::list());
-        // result[name] = py::list();
     }
 
     for (size_t i = 0, total = records.size(); i < total; i++) {
@@ -93,8 +95,10 @@ static py::dict combinate_ind_analysis_with_block(const Block& blk, const KQuery
         tmp[0].append(record.combinateName);
         tmp[1].append(record.code);
         tmp[2].append(record.name);
+        HKU_INFO_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]);
+            tmp[j].append(record.values[j - 3]);
         }
     }
 

hikyuu_pywrap/trade_manage/_Performance.cpp

@@ -34,6 +34,14 @@ void export_Performance() {
         :param TradeManager tm: 指定的交易管理实例
         :param Datetime datetime: 统计截止时刻)")
 
+      .def("names", &Performance::names, R"(names(self)
+      
+      获取所有统计项名称)")
+
+      .def("values", &Performance::values, R"(values(self)
+      
+      获取所有统计项值，顺序与 names 相同)")
+
       .def("__getitem__", &Performance::get,
            R"(按指标名称获取指标值，必须在运行 statistics 或 report 之后生效