mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 11:58:21 +08:00
103 lines
3.5 KiB
C++
103 lines
3.5 KiB
C++
/*
|
||
* _OrderBroker.cpp
|
||
*
|
||
* Created on: 2017年6月28日
|
||
* Author: fasiondog
|
||
*/
|
||
|
||
#include <boost/python.hpp>
|
||
#include <hikyuu/trade_manage/OrderBrokerBase.h>
|
||
#include "../_Parameter.h"
|
||
#include "../pickle_support.h"
|
||
|
||
using namespace boost::python;
|
||
using namespace hku;
|
||
|
||
class OrderBrokerWrap : public OrderBrokerBase, public wrapper<OrderBrokerBase> {
|
||
public:
|
||
OrderBrokerWrap() : OrderBrokerBase() {}
|
||
OrderBrokerWrap(const string& name) : OrderBrokerBase(name) {}
|
||
|
||
Datetime _buy(Datetime datetime, const string& market, const string& code, price_t price,
|
||
double num) {
|
||
return this->get_override("_buy")(datetime, market, code, price, num);
|
||
}
|
||
|
||
Datetime _sell(Datetime datetime, const string& market, const string& code, price_t price,
|
||
double num) {
|
||
return this->get_override("_sell")(datetime, market, code, price, num);
|
||
}
|
||
};
|
||
|
||
string (OrderBrokerBase::*ob_get_name)() const = &OrderBrokerBase::name;
|
||
void (OrderBrokerBase::*ob_set_name)(const string&) = &OrderBrokerBase::name;
|
||
|
||
void export_OrderBroker() {
|
||
class_<OrderBrokerWrap, boost::noncopyable>(
|
||
"OrderBrokerBase",
|
||
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
|
||
|
||
:param bool real: 下单前是否重新实时获取实时分笔数据
|
||
: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)")
|
||
|
||
.def(init<>())
|
||
.def(init<const string&>())
|
||
|
||
.def(self_ns::str(self))
|
||
.def(self_ns::repr(self))
|
||
|
||
.add_property("name", ob_get_name, ob_set_name, "代理名称")
|
||
|
||
.def("buy", &OrderBrokerBase::buy, R"(buy(self, datetime, market, code, price, num)
|
||
|
||
执行买入操作
|
||
|
||
:param Datetime datetime: 策略指示时间
|
||
:param str market: 市场标识
|
||
:param str code: 证券代码
|
||
:param float price: 买入价格
|
||
:param float num: 买入数量
|
||
: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。
|
||
:rtype: Datetime)")
|
||
|
||
.def("sell", &OrderBrokerBase::sell, R"(sell(self, datetime, market, code, price, num)
|
||
|
||
执行卖出操作
|
||
|
||
:param Datetime datetime: 策略指示时间
|
||
:param str market: 市场标识
|
||
:param str code: 证券代码
|
||
:param float price: 卖出价格
|
||
:param float num: 卖出数量
|
||
: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。
|
||
"rtype: Datetime)")
|
||
|
||
.def("_buy", pure_virtual(&OrderBrokerBase::_buy),
|
||
R"(_buy(self, datetime, market, code, price, num)
|
||
|
||
【子类接口】执行买入操作
|
||
|
||
:param Datetime datetime: 策略指示时间
|
||
:param str market: 市场标识
|
||
:param str code: 证券代码
|
||
:param float price: 买入价格
|
||
:param float num: 买入数量
|
||
: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。
|
||
:rtype: Datetime)")
|
||
|
||
.def("_sell", pure_virtual(&OrderBrokerBase::_sell),
|
||
R"(_sell(self, datetime, market, code, price, num)
|
||
|
||
【子类接口】执行卖出操作
|
||
|
||
:param Datetime datetime: 策略指示时间
|
||
:param str market: 市场标识
|
||
:param str code: 证券代码
|
||
:param float price: 卖出价格
|
||
:param float num: 卖出数量
|
||
: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。
|
||
"rtype: Datetime)");
|
||
|
||
register_ptr_to_python<OrderBrokerPtr>();
|
||
}
|