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116 lines
3.7 KiB
C++
116 lines
3.7 KiB
C++
/*
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* _Environment.cpp
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*
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* Created on: 2013-3-2
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* Author: fasiondog
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*/
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/*
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* _TradeRecord.cpp
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*
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* Created on: 2013-2-25
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* Author: fasiondog
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*/
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#include <hikyuu/trade_sys/environment/EnvironmentBase.h>
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#include <hikyuu/trade_sys/environment/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 PyEnvironmentBase : public EnvironmentBase {
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PY_CLONE(PyEnvironmentBase, EnvironmentBase)
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public:
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using EnvironmentBase::EnvironmentBase;
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PyEnvironmentBase(const EnvironmentBase& base) : EnvironmentBase(base) {}
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void _calculate() override {
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PYBIND11_OVERLOAD_PURE(void, EnvironmentBase, _calculate, );
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}
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void _reset() override {
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PYBIND11_OVERLOAD(void, EnvironmentBase, _reset, );
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}
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};
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void export_Environment(py::module& m) {
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py::class_<EnvironmentBase, EnvironmentPtr, PyEnvironmentBase>(
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m, "EnvironmentBase",
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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 EnvironmentBase&>())
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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<>(&EnvironmentBase::name, py::const_),
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py::overload_cast<const string&>(&EnvironmentBase::name),
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py::return_value_policy::copy, "名称")
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.def_property("query", &EnvironmentBase::getQuery, &EnvironmentBase::setQuery,
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py::return_value_policy::copy, "设置或获取查询条件")
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.def("get_param", &EnvironmentBase::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", &EnvironmentBase::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("have_param", &EnvironmentBase::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, "【重载接口】子类复位接口，用于复位内部私有变量")
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.def("_calculate", &EnvironmentBase::_calculate, "【重载接口】子类计算接口")
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DEF_PICKLE(EnvironmentPtr);
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m.def("EV_TwoLine", EV_TwoLine, py::arg("fast"), py::arg("slow"), py::arg("market") = "SH",
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R"(EV_TwoLine(fast, slow[, market = 'SH'])
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快慢线判断策略，市场指数的快线大于慢线时，市场有效，否则无效。
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:param Indicator fast: 快线指标
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:param Indicator slow: 慢线指标
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:param string market: 市场名称)");
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m.def("EV_Bool", EV_Bool, py::arg("ind"), py::arg("market") = "SH",
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R"(EV_Bool(ind, market='SH')
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布尔信号指标市场环境
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:param Indicator ind: bool类型的指标，指标中相应位置>0则代表市场有效，否则无效
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:param str market: 指定的市场，用于获取相应的交易日历)");
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}
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