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120 lines
3.6 KiB
C++
120 lines
3.6 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 <boost/python.hpp>
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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 "../_Parameter.h"
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#include "../pickle_support.h"
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using namespace boost::python;
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using namespace hku;
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class EnvironmentWrap : public EnvironmentBase, public wrapper<EnvironmentBase> {
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public:
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EnvironmentWrap() : EnvironmentBase() {}
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EnvironmentWrap(const string& name) : EnvironmentBase(name) {}
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void _reset() {
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if (override func = get_override("_reset")) {
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func();
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} else {
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EnvironmentBase::_reset();
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}
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}
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void default_reset() {
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this->EnvironmentBase::_reset();
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}
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EnvironmentPtr _clone() {
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return this->get_override("_clone")();
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}
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void _calculate() {
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this->get_override("_calculate")();
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}
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};
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string (EnvironmentBase::*ev_get_name)() const = &EnvironmentBase::name;
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void (EnvironmentBase::*ev_set_name)(const string&) = &EnvironmentBase::name;
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void export_Environment() {
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class_<EnvironmentWrap, boost::noncopyable>("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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init<>())
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.def(init<const string&>())
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.def(self_ns::str(self))
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.def(self_ns::repr(self))
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.add_property("name", ev_get_name, ev_set_name, "名称")
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.add_property("query", &EnvironmentBase::getQuery, &EnvironmentBase::setQuery,
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"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<object>, 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("haveParam", &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, &EnvironmentWrap::default_reset,
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"【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("_clone", pure_virtual(&EnvironmentBase::_clone), "【重载接口】子类克隆接口")
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.def("_calculate", pure_virtual(&EnvironmentBase::_calculate), "【重载接口】子类计算接口");
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register_ptr_to_python<EnvironmentPtr>();
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def("EV_TwoLine", EV_TwoLine, (arg("fast"), arg("slow"), 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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}
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