/* * _ProfitGoal.cpp * * Created on: 2013-3-21 * Author: fasiondog */ #include #include #include "../_Parameter.h" #include "../pickle_support.h" using namespace boost::python; using namespace hku; class ProfitGoalWrap : public ProfitGoalBase, public wrapper { public: ProfitGoalWrap() : ProfitGoalBase() {} ProfitGoalWrap(const string& name) : ProfitGoalBase(name) {} virtual ~ProfitGoalWrap() {} void _reset() { if (override func = get_override("_reset")) { func(); } else { ProfitGoalBase::_reset(); } } void default_reset() { this->ProfitGoalBase::_reset(); } ProfitGoalPtr _clone() { return this->get_override("_clone")(); } void _calculate() { this->get_override("_calculate")(); } void buyNotify(const TradeRecord& tr) { if (override buy_notify = this->get_override("buyNotify")) { buy_notify(tr); return; } this->ProfitGoalBase::buyNotify(tr); } void default_buyNotify(const TradeRecord& tr) { this->ProfitGoalBase::buyNotify(tr); } void sellNotify(const TradeRecord& tr) { if (override sell_notify = this->get_override("sellNotify")) { sell_notify(tr); return; } this->ProfitGoalBase::sellNotify(tr); } void default_sellNotify(const TradeRecord& tr) { this->ProfitGoalBase::sellNotify(tr); } price_t getGoal(const Datetime& datetime, price_t price) { return this->get_override("getGoal")(datetime, price); } price_t getShortGoal(const Datetime& datetime, price_t price) { if (override getShortGoal = get_override("getShortGoal")) { return getShortGoal(datetime, price); } return ProfitGoalBase::getShortGoal(datetime, price); } price_t default_getShortGoal(const Datetime& datetime, price_t price) { return this->ProfitGoalBase::getShortGoal(datetime, price); } }; string (ProfitGoalBase::*pg_get_name)() const = &ProfitGoalBase::name; void (ProfitGoalBase::*pg_set_name)(const string&) = &ProfitGoalBase::name; void export_ProfitGoal() { class_("ProfitGoalBase", R"(盈利目标策略基类 自定义盈利目标策略接口: - getGoal : 【必须】获取目标价格 - _calculate : 【必须】子类计算接口 - _clone : 【必须】克隆接口 - _reset : 【可选】重载私有变量 - buyNotify : 【可选】接收实际买入通知,预留用于多次增减仓处理 - sellNotify : 【可选】接收实际卖出通知,预留用于多次增减仓处理)", init<>()) .def(init()) .def(self_ns::str(self)) .def(self_ns::repr(self)) .add_property("name", pg_get_name, pg_set_name, "名称") .add_property("to", &ProfitGoalBase::getTO, &ProfitGoalBase::setTO, "设置或获取交易对象") .add_property("tm", &ProfitGoalBase::getTM, &ProfitGoalBase::setTM, "设置或获取交易管理账户") .def("get_param", &ProfitGoalBase::getParam, 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", &ProfitGoalBase::setParam, 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", &ProfitGoalBase::haveParam, "是否存在指定参数") .def("buy_notify", &ProfitGoalBase::buyNotify, &ProfitGoalWrap::default_buyNotify, R"(buy_notify(self, trade_record) 【重载接口】交易系统发生实际买入操作时,通知交易变化情况,一般存在多次增减仓的情况才需要重载 :param TradeRecord trade_record: 发生实际买入时的实际买入交易记录)") .def("sell_notify", &ProfitGoalBase::sellNotify, &ProfitGoalWrap::default_sellNotify, R"(sell_notify(self, trade_record) 【重载接口】交易系统发生实际卖出操作时,通知实际交易变化情况,一般存在多次增减仓的情况才需要重载 :param TradeRecord trade_record: 发生实际卖出时的实际卖出交易记录)") .def("get_goal", pure_virtual(&ProfitGoalBase::getGoal), R"(get_goal(self, datetime, price) 【重载接口】获取盈利目标价格,返回constant.null_price时,表示未限定目标;返回0意味着需要卖出 :param Datetime datetime: 买入时间 :param float price: 买入价格 :return: 目标价格 :rtype: float)") //.def("getShortGoal", &ProfitGoalBase::getShortGoal, &ProfitGoalWrap::default_getShortGoal) .def("reset", &ProfitGoalBase::reset, "复位操作") .def("clone", &ProfitGoalBase::clone, "克隆操作") .def("_calculate", pure_virtual(&ProfitGoalBase::_calculate), "【重载接口】子类计算接口") .def("_reset", &ProfitGoalBase::_reset, &ProfitGoalWrap::default_reset, "【重载接口】子类复位接口,复位内部私有变量") .def("_clone", pure_virtual(&ProfitGoalBase::_clone), "【重载接口】子类克隆接口"); register_ptr_to_python(); def("PG_NoGoal", PG_NoGoal, R"(PG_NoGoal() 无盈利目标策略,通常为了进行测试或对比。 :return: 盈利目标策略实例)"); def("PG_FixedPercent", PG_FixedPercent, (arg("p") = 0.2), R"(PG_FixedPercent([p = 0.2]) 固定百分比盈利目标,目标价格 = 买入价格 * (1 + p) :param float p: 百分比 :return: 盈利目标策略实例)"); def("PG_FixedHoldDays", PG_FixedHoldDays, (arg("days") = 5), R"(PG_FixedHoldDays([days=5]) 固定持仓天数盈利目标策略 :param int days: 允许持仓天数(按交易日算),默认5天 :return: 盈利目标策略实例)"); }