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67 lines
2.1 KiB
C++
67 lines
2.1 KiB
C++
/*
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* _Portfolio.cpp
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*
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* Created on: 2016年3月29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/portfolio/build_in.h>
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#include <hikyuu/trade_sys/selector/crt/SE_Fixed.h>
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#include <hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.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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void (Portfolio::*pf_set_name)(const string&) = &Portfolio::name;
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const string& (Portfolio::*pf_get_name)() const = &Portfolio::name;
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void export_Portfolio() {
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class_<Portfolio>("Portfolio", R"(实现多标的、多策略的投资组合)", init<>())
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.def(init<const string&>())
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.def(init<const TradeManagerPtr&, const SelectorPtr&, const AFPtr&>())
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.def(self_ns::str(self))
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.def(self_ns::repr(self))
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.def("get_param", &Portfolio::getParam<boost::any>)
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.def("set_param", &Portfolio::setParam<object>)
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.def("have_param", &Portfolio::haveParam)
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.add_property("name", make_function(pf_get_name, return_value_policy<copy_const_reference>()),
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pf_set_name, "名称")
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.add_property("tm", &Portfolio::getTM, &Portfolio::setTM, "设置或获取交易管理对象")
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.add_property("se", &Portfolio::getSE, &Portfolio::setSE, "设置或获取交易对象选择算法")
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.def("reset", &Portfolio::reset)
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.def("clone", &Portfolio::clone)
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.def("readyForRun", &Portfolio::readyForRun)
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.def("runMoment", &Portfolio::runMoment)
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.def("run", &Portfolio::run, R"(run(self, query)
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运行投资组合策略
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:param Query query: 查询条件)")
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(name_init_pickle_suite<Portfolio>())
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#endif
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;
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register_ptr_to_python<PortfolioPtr>();
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def("PF_Simple", PF_Simple,
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(arg("tm") = TradeManagerPtr(), arg("se") = SE_Fixed(), arg("af") = AF_EqualWeight()),
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R"(PF_Simple([tm, sys, se])
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创建一个多标的、单系统策略的投资组合
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:param TradeManager tm: 交易管理
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:param System sys: 系统策略
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:param SelectorBase se: 选择器)");
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}
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