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95 lines
3.3 KiB
C++
95 lines
3.3 KiB
C++
/*
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* Copyright (c) 2024 hikyuu.org
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*
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* Created on: 2024-03-13
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* Author: fasiondog
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*/
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#include <hikyuu/trade_sys/factor/build_in.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 PyMultiFactor : public MultiFactorBase {
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PY_CLONE(PyMultiFactor, MultiFactorBase)
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public:
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using MultiFactorBase::MultiFactorBase;
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IndicatorList _calculate(const vector<IndicatorList>& all_stk_inds) {
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PYBIND11_OVERLOAD_PURE_NAME(IndicatorList, MultiFactorBase, "_calculate", _calculate,
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all_stk_inds);
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}
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};
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void export_MultiFactor(py::module& m) {
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py::class_<MultiFactorBase, MultiFactorPtr, PyMultiFactor>(m, "MultiFactor",
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R"(市场环境判定策略基类
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自定义市场环境判定策略接口：
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- _calculate : 【必须】子类计算接口
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- _clone : 【必须】克隆接口
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- _reset : 【可选】重载私有变量)")
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.def(py::init<>())
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// .def(py::init<const string&>())
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// .def("__str__", to_py_str<EnvironmentBase>)
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// .def("__repr__", to_py_str<EnvironmentBase>)
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.def_property("name", py::overload_cast<>(&MultiFactorBase::name, py::const_),
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py::overload_cast<const string&>(&MultiFactorBase::name),
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py::return_value_policy::copy, "名称")
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.def("get_query", &MultiFactorBase::getQuery, py::return_value_policy::copy)
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.def("get_param", &MultiFactorBase::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", &MultiFactorBase::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("haveParam", &MultiFactorBase::haveParam, "是否存在指定参数")
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// .def("is_valid", &EnvironmentBase::isValid, R"(is_valid(self, datetime)
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// 指定时间系统是否有效
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// :param Datetime datetime: 指定时间
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// :return: True 有效 | False 无效)")
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// .def("_add_valid", &EnvironmentBase::_addValid, R"(_add_valid(self, datetime)
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// 加入有效时间，在_calculate中调用
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// :param Datetime datetime: 有效时间)")
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// .def("reset", &EnvironmentBase::reset, "复位操作")
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// .def("clone", &EnvironmentBase::clone, "克隆操作")
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// .def("_reset", &EnvironmentBase::_reset,
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// "【重载接口】子类复位接口，用于复位内部私有变量") .def("_calculate",
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// &EnvironmentBase::_calculate, "【重载接口】子类计算接口")
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DEF_PICKLE(MultiFactorPtr);
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m.def(
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"MF_EqualWeight",
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[](const py::sequence& inds, const py::sequence& stks, const KQuery& query,
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const Stock& ref_stk, int ic_n) {
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// MF_EqualWeight
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IndicatorList c_inds = python_list_to_vector<Indicator>(inds);
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StockList c_stks = python_list_to_vector<Stock>(stks);
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return MF_EqualWeight(c_inds, c_stks, query, ref_stk, ic_n);
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},
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py::arg("inds"), py::arg("stks"), py::arg("query"), py::arg("ref_stk"), py::arg("ic_n") = 5);
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} |