mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-03 12:27:48 +08:00
115 lines
3.5 KiB
C++
115 lines
3.5 KiB
C++
/*
|
||
* _Condition.cpp
|
||
*
|
||
* Created on: 2013-3-10
|
||
* Author: fasiondog
|
||
*/
|
||
|
||
#include <boost/python.hpp>
|
||
#include <hikyuu/trade_sys/condition/build_in.h>
|
||
#include "../_Parameter.h"
|
||
#include "../pickle_support.h"
|
||
|
||
using namespace boost::python;
|
||
using namespace hku;
|
||
|
||
class ConditionWrap : public ConditionBase, public wrapper<ConditionBase> {
|
||
public:
|
||
ConditionWrap() : ConditionBase() {}
|
||
ConditionWrap(const string& name) : ConditionBase(name) {}
|
||
|
||
void _reset() {
|
||
if (override func = get_override("_reset")) {
|
||
func();
|
||
} else {
|
||
ConditionBase::_reset();
|
||
}
|
||
}
|
||
|
||
void default_reset() {
|
||
this->ConditionBase::_reset();
|
||
}
|
||
|
||
void _calculate() {
|
||
this->get_override("_calculate")();
|
||
}
|
||
|
||
ConditionPtr _clone() {
|
||
return this->get_override("_clone")();
|
||
}
|
||
};
|
||
|
||
string (ConditionBase::*cn_get_name)() const = &ConditionBase::name;
|
||
void (ConditionBase::*cn_set_name)(const string&) = &ConditionBase::name;
|
||
|
||
void export_Condition() {
|
||
class_<ConditionWrap, boost::noncopyable>("ConditionBase", R"(系统有效条件基类
|
||
|
||
自定义系统有效条件接口：
|
||
|
||
- _calculate : 【必须】子类计算接口
|
||
- _clone : 【必须】克隆接口
|
||
- _reset : 【可选】重载私有变量)",
|
||
init<>())
|
||
|
||
.def(init<const string&>())
|
||
.def(self_ns::str(self))
|
||
.def(self_ns::repr(self))
|
||
|
||
.add_property("name", cn_get_name, cn_set_name, "名称")
|
||
.add_property("to", &ConditionBase::getTO, &ConditionBase::setTO, "设置或获取交易对象")
|
||
.add_property("tm", &ConditionBase::getTM, &ConditionBase::setTM, "设置或获取交易管理账户")
|
||
.add_property("sg", &ConditionBase::getSG, &ConditionBase::setSG, "设置或获取交易信号指示器")
|
||
|
||
.def("get_param", &ConditionBase::getParam<boost::any>, R"(get_param(self, name)
|
||
|
||
获取指定的参数
|
||
|
||
:param str name: 参数名称
|
||
:return: 参数值
|
||
:raises out_of_range: 无此参数)")
|
||
|
||
.def("set_param", &ConditionBase::setParam<object>, R"(set_param(self, name, value)
|
||
|
||
设置参数
|
||
|
||
:param str name: 参数名称
|
||
:param value: 参数值
|
||
:raises logic_error: Unsupported type! 不支持的参数类型)")
|
||
|
||
.def("have_param", &ConditionBase::haveParam, "是否存在指定参数")
|
||
|
||
.def("is_valid", &ConditionBase::isValid, R"(is_valid(self, datetime)
|
||
|
||
指定时间系统是否有效
|
||
|
||
:param Datetime datetime: 指定时间
|
||
:return: True 有效 | False 无效)")
|
||
|
||
.def("reset", &ConditionBase::reset, "复位操作")
|
||
.def("clone", &ConditionBase::clone, "克隆操作")
|
||
|
||
.def("_add_valid", &ConditionBase::_addValid, R"(_add_valid(self, datetime)
|
||
|
||
加入有效时间，在_calculate中调用
|
||
|
||
:param Datetime datetime: 有效时间)")
|
||
|
||
.def("_calculate", pure_virtual(&ConditionBase::_calculate), "【重载接口】子类计算接口")
|
||
|
||
.def("_reset", &ConditionBase::_reset, &ConditionWrap::default_reset,
|
||
"【重载接口】子类复位接口，复位内部私有变量")
|
||
|
||
.def("_clone", pure_virtual(&ConditionBase::_clone), R"(【重载接口】子类克隆接口)");
|
||
|
||
register_ptr_to_python<ConditionPtr>();
|
||
|
||
def("CN_OPLine", CN_OPLine, R"(CN_OPLine(ind)
|
||
|
||
固定使用股票最小交易量进行交易，计算权益曲线的ind值，当权益曲线高于ind时，系统有效，否则无效。
|
||
|
||
:param Indicator ind: Indicator实例
|
||
:return: 系统有效条件实例
|
||
:rtype: ConditionBase)");
|
||
}
|