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135 lines
4.7 KiB
C++
135 lines
4.7 KiB
C++
/*
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* _Selector.cpp
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*
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* Created on: 2016年3月28日
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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_sys/allocatefunds/build_in.h>
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#include <boost/python/suite/indexing/vector_indexing_suite.hpp>
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#include "../_Parameter.h"
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#include "../pickle_support.h"
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using namespace boost::python;
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using namespace hku;
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#if defined(_MSC_VER)
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#pragma warning(disable : 4267)
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#endif
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class AllocateFundsBaseWrap : public AllocateFundsBase, public wrapper<AllocateFundsBase> {
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public:
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AllocateFundsBaseWrap() : AllocateFundsBase() {}
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AllocateFundsBaseWrap(const string& name) : AllocateFundsBase(name) {}
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virtual ~AllocateFundsBaseWrap() {}
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void _reset() {
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if (override func = this->get_override("_reset")) {
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func();
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} else {
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AllocateFundsBase::_reset();
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}
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}
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void default_reset() {
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this->AllocateFundsBase::_reset();
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}
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SystemWeightList _allocateWeight(const Datetime& date, const SystemList& se_list) {
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return this->get_override("_allocate_weight")(date, se_list);
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}
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AFPtr _clone() {
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return this->get_override("_clone")();
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}
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};
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const string& (AllocateFundsBase::*af_get_name)() const = &AllocateFundsBase::name;
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void (AllocateFundsBase::*af_set_name)(const string&) = &AllocateFundsBase::name;
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void export_AllocateFunds() {
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class_<SystemWeight>("SystemWeight",
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"系统权重系数结构，在资产分配时，指定对应系统的资产占比系数", init<>())
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.def(init<const SystemPtr&, price_t>())
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.def(self_ns::str(self))
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.add_property(
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"sys", make_function(&SystemWeight::getSYS, return_value_policy<copy_const_reference>()),
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&SystemWeight::setSYS, "对应的 System 实例")
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.add_property("weight", &SystemWeight::getWeight, &SystemWeight::setWeight,
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"对应的权重系数，有效范围为 [0, 1]")
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(normal_pickle_suite<SystemWeight>())
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#endif
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;
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class_<SystemWeightList>("SystemWeightList").def(vector_indexing_suite<SystemWeightList>());
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class_<AllocateFundsBaseWrap, boost::noncopyable>("AllocateFundsBase",
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R"(资产分配算法基类, 子类接口：
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- _allocateWeight : 【必须】子类资产分配调整实现
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- _clone : 【必须】克隆接口
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- _reset : 【可选】重载私有变量)",
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init<>())
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.def(init<const string&>())
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.def(self_ns::str(self))
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.def(self_ns::repr(self))
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.add_property("name", make_function(af_get_name, return_value_policy<copy_const_reference>()),
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af_set_name, "算法组件名称")
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.add_property(
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"query",
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make_function(&AllocateFundsBase::getQuery, return_value_policy<copy_const_reference>()),
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&AllocateFundsBase::setQuery, "设置或获取查询条件")
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.def("get_param", &AllocateFundsBase::getParam<boost::any>, R"(get_param(self, name)
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获取指定的参数
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:param str name: 参数名称
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:return: 参数值
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:raises out_of_range: 无此参数)")
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.def("set_param", &AllocateFundsBase::setParam<object>, R"(set_param(self, name, value)
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设置参数
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:param str name: 参数名称
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:param value: 参数值
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:raises logic_error: Unsupported type! 不支持的参数类型)")
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.def("have_param", &AllocateFundsBase::haveParam, "是否存在指定参数")
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.def("reset", &AllocateFundsBase::reset, "复位操作")
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.def("clone", &AllocateFundsBase::clone, "克隆操作")
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.def("_reset", &AllocateFundsBase::_reset, &AllocateFundsBaseWrap::default_reset,
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"子类复位操作实现")
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.def("_clone", pure_virtual(&AllocateFundsBase::_clone), "子类克隆操作实现接口")
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.def("_allocate_weight", pure_virtual(&AllocateFundsBase::_allocateWeight),
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(arg("date"), arg("se_list")), R"(_allocate_weight(self, date, se_list)
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【重载接口】子类分配权重接口，获取实际分配资产的系统实例及其权重
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:param Datetime date: 当前时间
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:param SystemList se_list: 当前选中的系统列表
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:return: 系统权重分配信息列表
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:rtype: SystemWeightList)")
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(name_init_pickle_suite<AllocateFundsBase>())
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#endif
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;
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register_ptr_to_python<AFPtr>();
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def("AF_EqualWeight", AF_EqualWeight, R"(AF_EqualWeight()
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等权重资产分配，对选中的资产进行等比例分配)");
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def("AF_FixedWeight", AF_FixedWeight, (arg("weight") = 0.1), R"(AF_FixedWeight(weight)
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固定比例资产分配
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:param float weight: 指定的资产比例 [0, 1])");
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}
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