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75 lines
2.8 KiB
C++
75 lines
2.8 KiB
C++
/*
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* _build_in.cpp
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*
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* Created on: 2013-2-14
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* Author: fasiondog
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*/
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#include <hikyuu/trade_manage/build_in.h>
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#include "../pybind_utils.h"
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using namespace hku;
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namespace py = pybind11;
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void export_build_in(py::module& m) {
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m.def(
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"crtTM", crtTM, py::arg("date") = Datetime(199001010000LL), py::arg("init_cash") = 100000,
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py::arg("cost_func") = TC_Zero(), py::arg("name") = "SYS",
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R"(crtTM([date = Datetime(199001010000), init_cash = 100000, cost_func = TC_Zero(), name = "SYS"])
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创建交易管理模块，管理帐户的交易记录及资金使用情况
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:param Datetime date: 账户建立日期
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:param float init_cash: 初始资金
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:param TradeCost cost_func: 交易成本算法
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:param string name: 账户名称
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:rtype: TradeManager)");
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m.def("TC_TestStub", TC_TestStub, "仅用于测试");
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m.def(
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"TC_FixedA", TC_FixedA, py::arg("commission") = 0.0018, py::arg("lowest_commission") = 5.0,
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py::arg("stamptax") = 0.001, py::arg("transferfee") = 0.001,
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py::arg("lowest_transferfee") = 1.0,
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R"(TC_FixedA([commission=0.0018, lowestCommission=5.0, stamptax=0.001, transferfee=0.001, lowestTransferfee=1.0])
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2015年8月1日之前的A股交易成本算法
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:param float commission: 佣金比例
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:param float lowestCommission: 最低佣金值
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:param float stamptax: 印花税
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:param float transferfee: 过户费
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:param float lowestTransferfee: 最低过户费
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:return: :py:class:`TradeCostBase` 子类实例)");
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m.def(
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"TC_FixedA2015", TC_FixedA2015, py::arg("commission") = 0.0018,
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py::arg("lowest_commission") = 5.0, py::arg("stamptax") = 0.001,
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py::arg("transferfee") = 0.00002,
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R"(TC_FixedA2015([commission=0.0018, lowestCommission=5.0, stamptax=0.001, transferfee=0.00002])
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2015年8月1日上证过户费改为成交金额的千分之0.02
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:param float commission: 佣金比例
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:param float lowestCommission: 最低佣金值
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:param float stamptax: 印花税
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:param float transferfee: 过户费
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:return: :py:class:`TradeCostBase` 子类实例)");
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m.def(
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"TC_FixedA2017", TC_FixedA2017, py::arg("commission") = 0.0018,
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py::arg("lowest_commission") = 5.0, py::arg("stamptax") = 0.001,
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py::arg("transferfee") = 0.00002,
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R"(TC_FixedA2015([commission=0.0018, lowestCommission=5.0, stamptax=0.001, transferfee=0.00002])
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2017年1月1日起将对深市过户费项目单独列示，标准为成交金额0.02‰双向收取。
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:param float commission: 佣金比例
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:param float lowestCommission: 最低佣金值
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:param float stamptax: 印花税
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:param float transferfee: 过户费
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:return: :py:class:`TradeCostBase` 子类实例)");
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m.def("TC_Zero", TC_Zero, "零交易成本算法");
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}
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