hikyuu2/hikyuu_pywrap/trade_sys/_Stoploss.cpp
2023-12-27 18:13:05 +08:00

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/*
* _Stoploss.cpp
*
* Created on: 2013-3-21
* Author: fasiondog
*/
#include <hikyuu/trade_sys/stoploss/build_in.h>
#include "../pybind_utils.h"
namespace py = pybind11;
using namespace hku;
class PyStoplossBase : public StoplossBase {
PY_CLONE(PyStoplossBase, StoplossBase)
public:
using StoplossBase::StoplossBase;
void _calculate() override {
PYBIND11_OVERLOAD_PURE(void, StoplossBase, _calculate, );
}
void _reset() override {
PYBIND11_OVERLOAD(void, StoplossBase, _reset, );
}
price_t getPrice(const Datetime& datetime, price_t price) override {
PYBIND11_OVERLOAD_PURE_NAME(price_t, StoplossBase, "get_price", getPrice, datetime, price);
}
price_t getShortPrice(const Datetime& datetime, price_t price) override {
PYBIND11_OVERLOAD_NAME(price_t, StoplossBase, "get_short_price", getShortPrice, datetime,
price);
}
};
void export_Stoploss(py::module& m) {
py::class_<StoplossBase, StoplossPtr, PyStoplossBase>(m, "StoplossBase",
R"(止损/止赢算法基类
/
- _calculate :
- _clone :
- _reset : )")
.def(py::init<>())
.def(py::init<const string&>(), R"(初始化构造函数
:param str name: )")
.def("__str__", to_py_str<StoplossBase>)
.def("__repr__", to_py_str<StoplossBase>)
.def_property("name", py::overload_cast<void>(&StoplossBase::name, py::const_),
py::overload_cast<const string&>(&StoplossBase::name),
py::return_value_policy::copy, "名称")
.def_property("tm", &StoplossBase::getTM, &StoplossBase::setTM, "关联交易管理实例")
.def_property("to", &StoplossBase::getTO, &StoplossBase::setTO, "关联交易对象")
.def("get_param", &StoplossBase::getParam<boost::any>, R"(get_param(self, name)
:param str name:
:return:
:raises out_of_range: )")
.def("set_param", &StoplossBase::setParam<boost::any>, R"(set_param(self, name, value)
:param str name:
:param value:
:raises logic_error: Unsupported type! )")
.def("have_param", &StoplossBase::haveParam, "是否存在指定参数")
.def("get_price", &StoplossBase::getPrice, R"(get_price(self, datetime, price)
0
.. note::
/getPrice可以传入计划交易的价格30%price参数price为0.0使使price参数使30%price参数
:param Datetime datetime:
:param float price:
:return:
:rtype: float)")
.def("get_short_price", &StoplossBase::getShortPrice)
.def("reset", &StoplossBase::reset, "复位操作")
.def("clone", &StoplossBase::clone, "克隆操作")
.def("_calculate", &StoplossBase::_calculate, "【重载接口】子类计算接口")
.def("_reset", &StoplossBase::_reset, "【重载接口】子类复位接口,复位内部私有变量")
DEF_PICKLE(StoplossPtr);
m.def("ST_FixedPercent", ST_FixedPercent, py::arg("p") = 0.03, R"(ST_FixedPercent([p=0.03])
:param float p: (0,1]
:return: /)");
m.def("ST_Indicator", ST_Indicator, py::arg("op"), py::arg("kpart") = "CLOSE",
R"(ST_Indicator(op[, kpart="CLOSE"])
使使10EMA作为止损::
ST_Indicator(OP(EMA(n=10)))
:param Indicator op:
:param string kpart: KDATA|OPEN|HIGH|LOW|CLOSE|AMO|VOL
:return: /)");
m.def("ST_Saftyloss", ST_Saftyloss, py::arg("n1") = 10, py::arg("n2") = 3, py::arg("p") = 2.0,
R"(ST_Saftyloss([n1=10, n2=3, p=2.0])
2007 .(Alexander Elder) P202
1020穿穿
线线
N日3
:param int n1: 10
:param int n2: 线n2日内的最高值3
:param double p: 2
:return: /)");
}