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107 lines
3.3 KiB
C++
107 lines
3.3 KiB
C++
/*
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* Copyright(C) 2021 hikyuu.org
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*
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* Create on: 2021-02-10
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* Author: fasiondog
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*/
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#pragma once
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#include "DataType.h"
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#include "KQuery.h"
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namespace hku {
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/**
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* 策略上下文，定义策略执行时包含的证券/K线级别信息
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* @ingroup Strategy
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*
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*/
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class HKU_API StrategyContext {
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public:
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StrategyContext() = default;
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virtual ~StrategyContext() = default;
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/**
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* 构造函数
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* @note 未指定 ktypelist 时，默认按预加载参数加载全部
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* @param stockCodeList 指定的证券代码列表，如：如：{"sz000001", "sz000002"}
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*/
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explicit StrategyContext(const vector<string>& stockCodeList);
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/**
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* 构造函数
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* @note 证券列表中如果包含 ("ALL") 则表示全部证券;
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* 指定K线类型列表同时影响着K线数据的优先加载顺序，靠前的将优先加载。同时受系统配置中预加载参数影响！
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* @param stockCodeList 指定的证券代码列表，如：{"sh000001", "sz000001"}
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* @param ktypeList 指定的 K线数据列表，如：{"day", "min"}
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*/
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StrategyContext(const vector<string>& stockCodeList, const vector<KQuery::KType>& ktypeList);
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// 自定义移动构造与赋值会引起 python 中无法正常退出
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// StrategyContext(const StrategyContext&) = default;
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// StrategyContext(StrategyContext&& rv) = delete;
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// StrategyContext& operator=(const StrategyContext&) = default;
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// StrategyContext& operator=(StrategyContext&&) = delete;
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/**
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* 是否为加载全部证券，只要 stockCodeList 包含 "ALL"(不区分大小写) ，即认为加载全部
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* @return true
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* @return false
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*/
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bool isAll() const noexcept;
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bool empty() const noexcept {
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return m_stockCodeList.empty();
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}
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Datetime startDatetime() const noexcept {
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return m_startDatetime;
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}
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void setStockCodeList(const vector<string>& stockList) {
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_removeDuplicateCode(stockList);
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}
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const vector<string>& getStockCodeList() const noexcept {
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return m_stockCodeList;
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}
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void setKTypeList(const vector<KQuery::KType>& ktypeList) {
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_checkAndRemoveDuplicateKType(ktypeList);
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}
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const vector<KQuery::KType>& getKTypeList() const noexcept {
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return m_ktypeList;
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}
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/**
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* 隐含的默认必须被加载的证券列表
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* @note 影响交易日历判断、和某些常被作为默认比较基准的证券，通常被作为某些函数的默认值
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*/
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const vector<string>& getMustLoadStockCodeList() const noexcept {
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return m_mustLoad;
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}
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/**
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* 返回所有需要加载的证券列表（含指定的证券列表和默认包含必须加载的证券列表）
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* @return vector<string>
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*/
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vector<string> getAllNeedLoadStockCodeList() const noexcept;
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string str() const;
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private:
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void _removeDuplicateCode(const vector<string>& stockCodeList);
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void _checkAndRemoveDuplicateKType(const vector<KQuery::KType>& ktypeList);
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private:
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Datetime m_startDatetime{19901219};
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vector<string> m_mustLoad{"sh000001", "sh000300"}; // 默认必须加载的 stock
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vector<string> m_stockCodeList;
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vector<KQuery::KType> m_ktypeList;
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};
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HKU_API std::ostream& operator<<(std::ostream& os, const StrategyContext& context);
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} // namespace hku
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