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98 lines
3.5 KiB
C++
98 lines
3.5 KiB
C++
/*
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* _OrderBroker.cpp
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*
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* Created on: 2017年6月28日
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* Author: fasiondog
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*/
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#include <hikyuu/trade_manage/OrderBrokerBase.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 PyOrderBrokerBase : public OrderBrokerBase {
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public:
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using OrderBrokerBase::OrderBrokerBase;
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Datetime _buy(Datetime datetime, const string& market, const string& code, price_t price,
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double num) override {
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PYBIND11_OVERLOAD_PURE(Datetime, OrderBrokerBase, _buy, datetime, market, code, price, num);
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}
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Datetime _sell(Datetime datetime, const string& market, const string& code, price_t price,
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double num) override {
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PYBIND11_OVERLOAD_PURE(Datetime, OrderBrokerBase, datetime, market, code, price, num);
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}
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};
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void export_OrderBroker(py::module& m) {
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py::class_<OrderBrokerBase, OrderBrokerPtr, PyOrderBrokerBase>(
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m, "OrderBrokerBase",
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R"(订单代理包装基类，用户可以参考自定义自己的订单代理，加入额外的处理
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:param bool real: 下单前是否重新实时获取实时分笔数据
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:param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，否则忽略; 对卖出操作无效，立即以当前价卖出)")
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.def(py::init<>())
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.def(py::init<const string&>(), R"(
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:param str name: 代理名称)")
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.def("__str__", to_py_str<OrderBrokerBase>)
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.def("__repr__", to_py_str<OrderBrokerBase>)
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.def_property("name", py::overload_cast<>(&OrderBrokerBase::name, py::const_),
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py::overload_cast<const string&>(&OrderBrokerBase::name),
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py::return_value_policy::copy, "名称（可读写）")
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.def("buy", &OrderBrokerBase::buy, R"(buy(self, datetime, market, code, price, num)
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执行买入操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 买入价格
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:param float num: 买入数量
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:return: 操作执行的时刻。实盘时，应返回委托单时间或服务器交易时间。
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:rtype: Datetime)")
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.def("sell", &OrderBrokerBase::sell, R"(sell(self, datetime, market, code, price, num)
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执行卖出操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 卖出价格
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:param float num: 卖出数量
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:return: 操作执行的时刻。实盘时，应返回委托单时间或服务器交易时间。
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"rtype: Datetime)")
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.def("_buy", &OrderBrokerBase::_buy,
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R"(_buy(self, datetime, market, code, price, num)
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【子类接口】执行买入操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 买入价格
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:param float num: 买入数量
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:return: 操作执行的时刻。实盘时，应返回委托单时间或服务器交易时间。
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:rtype: Datetime)")
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.def("_sell", &OrderBrokerBase::_sell,
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R"(_sell(self, datetime, market, code, price, num)
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【子类接口】执行卖出操作
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:param Datetime datetime: 策略指示时间
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:param str market: 市场标识
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:param str code: 证券代码
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:param float price: 卖出价格
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:param float num: 卖出数量
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:return: 操作执行的时刻。实盘时，应返回委托单时间或服务器交易时间。
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"rtype: Datetime)");
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}
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