/* * _PositionRecord.cpp * * Created on: 2013-2-25 * Author: fasiondog */ #include #include #include #include "../pickle_support.h" using namespace boost::python; using namespace hku; #if defined(_MSC_VER) #pragma warning(disable : 4267) #endif void export_PositionRecord() { class_("PositionRecord", "持仓记录", init<>()) .def("__str__", &PositionRecord::toString) .def("__repr__", &PositionRecord::toString) .def_readwrite("stock", &PositionRecord::stock, "交易对象(Stock)") .def_readwrite("take_datetime", &PositionRecord::takeDatetime, "初次建仓时刻(Datetime)") .def_readwrite("clean_datetime", &PositionRecord::cleanDatetime, "平仓日期,当前持仓记录中为 constant.null_datetime") .def_readwrite("number", &PositionRecord::number, "当前持仓数量(float)") .def_readwrite("stoploss", &PositionRecord::stoploss, "当前止损价(float)") .def_readwrite("goal_price", &PositionRecord::goalPrice, "当前的目标价格(float)") .def_readwrite("total_number", &PositionRecord::totalNumber, "累计持仓数量(float)") .def_readwrite("buy_money", &PositionRecord::buyMoney, "累计买入资金(float)") .def_readwrite("total_cost", &PositionRecord::totalCost, "累计交易总成本(float)") .def_readwrite("total_risk", &PositionRecord::totalRisk, "累计交易风险(float) = 各次 (买入价格-止损)*买入数量, 不包含交易成本") .def_readwrite("sell_money", &PositionRecord::sellMoney, "累计卖出资金(float)") #if HKU_PYTHON_SUPPORT_PICKLE .def_pickle(normal_pickle_suite()) #endif ; class_("PositionRecordList", "持仓记录列表,C++ std::vector包装") .def(vector_indexing_suite()) #if HKU_PYTHON_SUPPORT_PICKLE .def_pickle(normal_pickle_suite()) #endif ; }