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103 lines
3.5 KiB
C++
103 lines
3.5 KiB
C++
/*
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* _OrderBroker.cpp
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*
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* Created on: 2017年6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_manage/OrderBrokerBase.h>
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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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class OrderBrokerWrap : public OrderBrokerBase, public wrapper<OrderBrokerBase> {
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public:
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OrderBrokerWrap() : OrderBrokerBase() {}
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OrderBrokerWrap(const string& name) : OrderBrokerBase(name) {}
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Datetime _buy(Datetime datetime, const string& market, const string& code, price_t price,
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double num) {
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return this->get_override("_buy")(datetime, market, code, price, num);
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}
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Datetime _sell(Datetime datetime, const string& market, const string& code, price_t price,
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double num) {
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return this->get_override("_sell")(datetime, market, code, price, num);
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}
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};
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string (OrderBrokerBase::*ob_get_name)() const = &OrderBrokerBase::name;
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void (OrderBrokerBase::*ob_set_name)(const string&) = &OrderBrokerBase::name;
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void export_OrderBroker() {
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class_<OrderBrokerWrap, boost::noncopyable>(
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"OrderBrokerBase",
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R"(订单代理包装基类,用户可以参考自定义自己的订单代理,加入额外的处理
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:param bool real: 下单前是否重新实时获取实时分笔数据
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:param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单,否则忽略; 对卖出操作无效,立即以当前价卖出)")
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.def(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", ob_get_name, ob_set_name, "代理名称")
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.def("buy", &OrderBrokerBase::buy, R"(buy(self, datetime, market, code, price, num)
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执行买入操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 买入价格
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:param float num: 买入数量
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:return: 操作执行的时刻。实盘时,应返回委托单时间或服务器交易时间。
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:rtype: Datetime)")
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.def("sell", &OrderBrokerBase::sell, R"(sell(self, datetime, market, code, price, num)
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执行卖出操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 卖出价格
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:param float num: 卖出数量
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:return: 操作执行的时刻。实盘时,应返回委托单时间或服务器交易时间。
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"rtype: Datetime)")
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.def("_buy", pure_virtual(&OrderBrokerBase::_buy),
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R"(_buy(self, datetime, market, code, price, num)
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【子类接口】执行买入操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 买入价格
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:param float num: 买入数量
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:return: 操作执行的时刻。实盘时,应返回委托单时间或服务器交易时间。
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:rtype: Datetime)")
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.def("_sell", pure_virtual(&OrderBrokerBase::_sell),
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R"(_sell(self, datetime, market, code, price, num)
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【子类接口】执行卖出操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 卖出价格
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:param float num: 卖出数量
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:return: 操作执行的时刻。实盘时,应返回委托单时间或服务器交易时间。
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"rtype: Datetime)");
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register_ptr_to_python<OrderBrokerPtr>();
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}
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