hikyuu2/hikyuu_pywrap/trade_sys/_Portfolio.cpp
2023-12-27 17:02:11 +08:00

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/*
* _Portfolio.cpp
*
* Created on: 2016年3月29日
* Author: fasiondog
*/
#include <hikyuu/trade_sys/portfolio/build_in.h>
#include <hikyuu/trade_sys/selector/crt/SE_Fixed.h>
#include <hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.h>
#include "../pybind_utils.h"
namespace py = pybind11;
using namespace hku;
void export_Portfolio(py::module& m) {
py::class_<Portfolio, PortfolioPtr>(m, "Portfolio", R"(实现多标的、多策略的投资组合)")
.def(py::init<>())
.def(py::init<const string&>())
.def(py::init<const TradeManagerPtr&, const SelectorPtr&, const AFPtr&>())
.def("__str__", to_py_str<Portfolio>)
.def("__repr__", to_py_str<Portfolio>)
.def_property("name", py::overload_cast<void>(&Portfolio::name, py::const_),
py::overload_cast<const string&>(&Portfolio::name),
py::return_value_policy::copy, "名称")
.def_property("query", &Portfolio::getQuery, &Portfolio::setQuery,
py::return_value_policy::copy, "查询条件")
.def_property("tm", &Portfolio::getTM, &Portfolio::setTM, "设置或获取交易管理对象")
.def_property("se", &Portfolio::getSE, &Portfolio::setSE, "设置或获取交易对象选择算法")
.def_property("af", &Portfolio::getAF, &Portfolio::setAF, "设置或获取资产分配算法")
.def_property_readonly("proto_sys_list", &Portfolio::getProtoSystemList,
py::return_value_policy::copy, "获取原型系统列")
.def_property_readonly("real_sys_list", &Portfolio::getRealSystemList,
py::return_value_policy::copy, "由 PF 运行时设定的实际运行系统列表")
.def("get_param", &Portfolio::getParam<boost::any>, R"(get_param(self, name)
:param str name:
:return:
:raises out_of_range: )")
.def("set_param", &Portfolio::setParam<boost::any>, R"(set_param(self, name, value)
:param str name:
:param value:
:raises logic_error: Unsupported type! )")
.def("have_param", &Portfolio::haveParam, "是否存在指定参数")
.def("reset", &Portfolio::reset, "复位操作")
.def("clone", &Portfolio::clone, "克隆操作")
.def("run", &Portfolio::run, py::arg("query"), py::arg("force") = false, R"(run(self, query)
PF在第二次执行时
:param Query query:
:param bool force: )")
DEF_PICKLE(Portfolio);
m.def("PF_Simple", PF_Simple, py::arg("tm") = TradeManagerPtr(), py::arg("se") = SE_Fixed(),
py::arg("af") = AF_EqualWeight(),
R"(PF_Simple([tm, se, af])
:param TradeManager tm:
:param SelectorBase se:
:param AllocateFundsBase af: )");
}