mirror of
https://gitee.com/fasiondog/hikyuu.git
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139 lines
5.5 KiB
C++
139 lines
5.5 KiB
C++
/*
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* _System.cpp
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*
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* Created on: 2013-3-22
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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/system/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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void (System::*run_monent_1)(const Datetime&) = &System::runMoment;
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void (System::*run_monent_2)(const KRecord&) = &System::runMoment;
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BOOST_PYTHON_MEMBER_FUNCTION_OVERLOADS(run_overload, run, 2, 3);
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BOOST_PYTHON_FUNCTION_OVERLOADS(SYS_Simple_overload, SYS_Simple, 0, 9);
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string (System::*sys_get_name)() const = &System::name;
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void (System::*sys_set_name)(const string&) = &System::name;
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void export_System() {
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def("SYS_Simple", SYS_Simple, SYS_Simple_overload());
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/*def("SYS_Simple", SYS_Simple, (arg("tm")=TradeManagerPtr(),
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arg("mm")=MoneyManagerPtr(),
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arg("ev")=EnvironmentPtr(),
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arg("cn")=ConditionPtr(),
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arg("sg")=SignalPtr(),
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arg("sl")=StoplossPtr(),
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arg("tp")=StoplossPtr(),
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arg("pg")=ProfitGoalPtr(),
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arg("sp")=SlippagePtr()));*/
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def("getSystemPartName", getSystemPartName);
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def("getSystemPartEnum", getSystemPartEnum);
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class_<TradeRequest>("TradeRequest", init<>())
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//.def(self_ns::str(self))
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.def_readwrite("valid", &TradeRequest::valid)
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.def_readwrite("business", &TradeRequest::business)
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.def_readwrite("datetime", &TradeRequest::datetime)
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.def_readwrite("stoploss", &TradeRequest::stoploss)
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.def_readwrite("part", &TradeRequest::from)
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.def_readwrite("count", &TradeRequest::count)
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(normal_pickle_suite<TradeRequest>())
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#endif
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;
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scope in_System = class_<System>("System", init<const string&>())
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.def(init<const TradeManagerPtr&,
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const MoneyManagerPtr&,
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const EnvironmentPtr&,
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const ConditionPtr&,
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const SignalPtr&,
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const StoplossPtr&,
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const StoplossPtr&,
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const ProfitGoalPtr&,
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const SlippagePtr&,
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const string&>())
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.def(self_ns::str(self))
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.add_property("name", sys_get_name, sys_set_name)
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.add_property("tm", &System::getTM, &System::setTM)
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.add_property("mm", &System::getMM, &System::setMM)
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.add_property("ev", &System::getEV, &System::setEV)
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.add_property("cn", &System::getCN, &System::setCN)
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.add_property("sg", &System::getSG, &System::setSG)
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.add_property("st", &System::getST, &System::setST)
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.add_property("tp", &System::getTP, &System::setTP)
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.add_property("pg", &System::getPG, &System::setPG)
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.add_property("sp", &System::getSP, &System::setSP)
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.def("getParam", &System::getParam<boost::any>)
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.def("setParam", &System::setParam<object>)
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.def("getStock", &System::getStock)
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.def("getTradeRecordList", &System::getTradeRecordList,
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return_value_policy<copy_const_reference>())
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.def("getBuyTradeRequest", &System::getBuyTradeRequest,
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return_value_policy<copy_const_reference>())
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.def("getSellTradeRequest", &System::getSellTradeRequest,
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return_value_policy<copy_const_reference>())
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.def("getSellShortTradeRequest", &System::getSellShortTradeRequest,
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return_value_policy<copy_const_reference>())
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.def("getBuyShortTradeRequest", &System::getBuyShortTradeRequest,
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return_value_policy<copy_const_reference>())
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.def("reset", &System::reset)
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.def("clone", &System::clone)
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.def("getTO", &System::getTO)
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.def("setTO", &System::setTO)
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.def("run", &System::run, run_overload(args("stock", "query", "reset")))
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.def("runMoment", run_monent_1)
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.def("runMoment", run_monent_2)
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.def("_runMoment", &System::_runMoment)
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.def("_environmentIsValid", &System::_environmentIsValid)
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.def("_conditionIsValid", &System::_conditionIsValid)
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.def("_shouldBuy", &System::_shouldBuy)
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.def("_buyNotifyAll", &System::_buyNotifyAll)
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.def("_sellNotifyAll", &System::_sellNotifyAll)
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.def("_buy", &System::_buy)
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.def("_sell", &System::_sell)
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//.def("_haveBuyRequest", &System::_haveBuyRequest)
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//.def("_haveSellRequest", &System::_haveSellRequest)
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//.def("_submitBuyRequest", &System::_submitBuyRequest)
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//.def("_submitSellRequest", &System::_submitSellRequest)
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//.def("_clearBuyRequest", &System::_clearBuyRequest)
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//.def("_clearSellRequest", &System::_clearSellRequest)
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(name_init_pickle_suite<System>())
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#endif
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;
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enum_<SystemPart>("Part")
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.value("ENVIRONMENT", PART_ENVIRONMENT)
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.value("CONDITION", PART_CONDITION)
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.value("SIGNAL", PART_SIGNAL)
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.value("STOPLOSS", PART_STOPLOSS)
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.value("TAKEPROFIT", PART_TAKEPROFIT)
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.value("MONEYMANAGER", PART_MONEYMANAGER)
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.value("PROFITGOAL", PART_PROFITGOAL)
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.value("SLIPPAGE", PART_SLIPPAGE)
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.value("INVALID", PART_INVALID)
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;
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register_ptr_to_python<SystemPtr>();
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}
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