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9a230a396a
2、增加布尔信号指示器 3、完善IKData系列Indicator计算 4、安装包增加包依赖,方便安装
88 lines
3.0 KiB
C++
88 lines
3.0 KiB
C++
/*
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* _Signal.cpp
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*
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* Created on: 2013-3-18
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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/signal/build_in.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 SignalWrap : public SignalBase, public wrapper<SignalBase> {
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public:
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SignalWrap(): SignalBase() {}
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SignalWrap(const string& name) : SignalBase(name) {}
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void _reset() {
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if (override func = this->get_override("_reset")) {
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func();
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} else {
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SignalBase::_reset();
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}
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}
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void default_reset() {
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this->SignalBase::_reset();
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}
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SignalPtr _clone() {
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return this->get_override("_clone")();
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}
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void _calculate() {
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this->get_override("_calculate")();
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}
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};
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string (SignalBase::*sg_get_name)() const = &SignalBase::name;
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void (SignalBase::*sg_set_name)(const string&) = &SignalBase::name;
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void export_Signal() {
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class_<SignalWrap, boost::noncopyable>("SignalBase", init<>())
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.def(init<const string&>())
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.def(self_ns::str(self))
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.add_property("name", sg_get_name, sg_set_name)
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//因为Indicator无法使用params['name']的形式,所以统一使用setParm/getParam
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//.add_property("params",
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// make_function(&SignalBase::getParameter,
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// return_internal_reference<>()))
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.def("getParam", &SignalBase::getParam<boost::any>)
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.def("setParam", &SignalBase::setParam<object>)
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.def("setTO", &SignalBase::setTO)
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.def("getTO", &SignalBase::getTO)
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.def("shouldBuy", &SignalBase::shouldBuy)
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.def("shouldSell", &SignalBase::shouldSell)
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.def("getBuySignal", &SignalBase::getBuySignal)
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.def("getSellSignal", &SignalBase::getSellSignal)
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.def("_addBuySignal", &SignalBase::_addBuySignal)
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.def("_addSellSignal", &SignalBase::_addSellSignal)
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.def("reset", &SignalBase::reset)
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.def("clone", &SignalBase::clone)
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.def("_calculate", pure_virtual(&SignalBase::_calculate))
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.def("_reset", &SignalBase::_reset, &SignalWrap::default_reset)
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.def("_clone", pure_virtual(&SignalBase::_clone))
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(name_init_pickle_suite<SignalBase>())
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#endif
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;
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register_ptr_to_python<SignalPtr>();
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def("SG_Bool", SG_Bool, (arg("buy"), arg("sell"), arg("kpart")="CLOSE"));
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def("SG_Single", SG_Single, (arg("ind"), arg("filter_n")=10,
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arg("filter_p")=0.1, arg("kpart")="CLOSE"));
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def("SG_Single2", SG_Single2, (arg("ind"), arg("filter_n")=10,
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arg("filter_p")=0.1, arg("kpart")="CLOSE"));
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def("SG_Cross", SG_Cross, (arg("fast"), arg("slow"), arg("kpart") = "CLOSE"));
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def("SG_CrossGold", SG_CrossGold, (arg("fast"), arg("slow"), arg("kpart") = "CLOSE"));
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def("SG_Flex", SG_Flex, (arg("op"), arg("slow_n"), arg("kpart") = "CLOSE"));
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}
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