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43 lines
1.3 KiB
C++
43 lines
1.3 KiB
C++
/*
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* _Performance.cpp
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*
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* Created on: 2013-4-23
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* Author: fasiondog
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*/
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#include <boost/python.hpp>
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#include <hikyuu/trade_manage/Performance.h>
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using namespace boost::python;
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using namespace hku;
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void export_Performance() {
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class_<Performance>("Performance", "简单绩效统计", init<>())
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.def("reset", &Performance::reset, R"(reset(self)
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复位，清除已计算的结果)")
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.def("report", &Performance::report, (arg("tm"), arg("datetime") = Datetime::now()),
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R"(report(self, tm[, datetime=Datetime.now()])
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简单的文本统计报告，用于直接输出打印
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:param TradeManager tm: 指定的交易管理实例
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:param Datetime datetime: 统计截止时刻
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:rtype: str)")
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.def("statistics", &Performance::statistics, (arg("tm"), arg("datetime") = Datetime::now()),
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R"(statistics(self, tm[, datetime=Datetime.now()])
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根据交易记录，统计截至某一时刻的系统绩效, datetime必须大于等于lastDatetime
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:param TradeManager tm: 指定的交易管理实例
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:param Datetime datetime: 统计截止时刻)")
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.def("__getitem__", &Performance::get,
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R"(按指标名称获取指标值，必须在运行 statistics 或 report 之后生效
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:param str name: 指标名称
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:rtype: float))");
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}
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