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127 lines
4.7 KiB
C++
127 lines
4.7 KiB
C++
/*
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* _TradeCose.cpp
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*
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* Created on: 2013-2-14
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* Author: fasiondog
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*/
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#include <hikyuu/trade_manage/TradeCostBase.h>
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#include "../pybind_utils.h"
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namespace py = pybind11;
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using namespace hku;
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class PyTradeCostBase : public TradeCostBase {
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PY_CLONE(PyTradeCostBase, TradeCostBase)
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public:
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using TradeCostBase::TradeCostBase;
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CostRecord getBuyCost(const Datetime& datetime, const Stock& stock, price_t price,
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double num) const override {
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PYBIND11_OVERLOAD_PURE(CostRecord, TradeCostBase, getBuyCost, datetime, stock, price, num);
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}
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CostRecord getSellCost(const Datetime& datetime, const Stock& stock, price_t price,
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double num) const override {
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PYBIND11_OVERLOAD_PURE(CostRecord, TradeCostBase, getSellCost, datetime, stock, price, num);
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}
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CostRecord getBorrowCashCost(const Datetime& datetime, price_t cash) const override {
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PYBIND11_OVERLOAD(CostRecord, TradeCostBase, getBorrowCashCost, datetime, cash);
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}
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CostRecord getReturnCashCost(const Datetime& borrow_datetime, const Datetime& return_datetime,
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price_t cash) const override {
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PYBIND11_OVERLOAD(CostRecord, TradeCostBase, getReturnCashCost, borrow_datetime,
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return_datetime, cash);
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}
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CostRecord getBorrowStockCost(const Datetime& datetime, const Stock& stock, price_t price,
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double num) const override {
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PYBIND11_OVERLOAD(CostRecord, TradeCostBase, getBorrowStockCost, datetime, stock, price,
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num);
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}
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CostRecord getReturnStockCost(const Datetime& borrow_datetime, const Datetime& return_datetime,
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const Stock& stock, price_t price, double num) const override {
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PYBIND11_OVERLOAD(CostRecord, TradeCostBase, getReturnStockCost, borrow_datetime,
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return_datetime, stock, price, num);
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}
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};
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void export_TradeCost(py::module& m) {
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py::class_<TradeCostBase, TradeCostPtr, PyTradeCostBase>(m, "TradeCostBase",
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R"(交易成本算法基类
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自定义交易成本算法接口：
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:py:meth:`TradeCostBase.getBuyCost` - 【必须】获取买入成本
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:py:meth:`TradeCostBase.getSellCost` - 【必须】获取卖出成本
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:py:meth:`TradeCostBase._clone` - 【必须】子类克隆接口)")
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.def(py::init<const string&>())
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.def("__str__", to_py_str<TradeCostBase>)
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.def("__repr__", to_py_str<TradeCostBase>)
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.def_property_readonly("name", &TradeCostBase::name, py::return_value_policy::copy,
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"成本算法名称")
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.def("get_param", &TradeCostBase::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", &TradeCostBase::setParam<boost::any>, 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("clone", &TradeCostBase::clone, "克隆操作")
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.def("get_buy_cost", &TradeCostBase::getBuyCost, py::arg("date"), py::arg("stock"),
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py::arg("price"), py::arg("num"),
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R"(get_buy_cost(self, datetime, stock, price, num)
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【重载接口】获取买入成本
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:param Datetime datetime: 买入时刻
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:param Stock stock: 买入对象
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:param float price: 买入价格
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:param int num: 买入数量
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:return: 交易成本记录
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:rtype: CostRecord)")
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.def("get_sell_cost", &TradeCostBase::getSellCost, py::arg("date"), py::arg("stock"),
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py::arg("price"), py::arg("num"),
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R"(get_sell_cost(self, datetime, stock, price, num)
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【重载接口】获取卖出成本
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:param Datetime datetime: 卖出时刻
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:param Stock stock: 卖出对象
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:param float price: 卖出价格
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:param int num: 卖出数量
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:return: 交易成本记录
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:rtype: CostRecord)")
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//.def("getBorrowCashCost", &TradeCostBase::getBorrowCashCost,
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// &TradeCostWrap::default_getBorrowCashCost)
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//.def("getReturnCashCost", &TradeCostBase::getReturnCashCost,
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// &TradeCostWrap::default_getReturnCashCost)
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//.def("getBorrowStockCost", &TradeCostBase::getBorrowStockCost,
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//&TradeCostWrap::default_getBorrowStockCost) .def("getReturnStockCost",
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//&TradeCostBase::getReturnStockCost, &TradeCostWrap::default_getReturnStockCost)
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DEF_PICKLE(TradeCostPtr);
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}
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