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94 lines
3.4 KiB
C++
94 lines
3.4 KiB
C++
/*
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* _Portfolio.cpp
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*
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* Created on: 2016年3月29日
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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/portfolio/build_in.h>
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#include <hikyuu/trade_sys/selector/crt/SE_Fixed.h>
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#include <hikyuu/trade_sys/allocatefunds/crt/AF_EqualWeight.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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namespace py = boost::python;
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void (Portfolio::*pf_set_name)(const string&) = &Portfolio::name;
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const string& (Portfolio::*pf_get_name)() const = &Portfolio::name;
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void export_Portfolio() {
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class_<Portfolio>("Portfolio", R"(实现多标的、多策略的投资组合)", init<>())
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.def(init<const string&>())
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.def(init<const TradeManagerPtr&, const SelectorPtr&, const AFPtr&>())
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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", make_function(pf_get_name, return_value_policy<copy_const_reference>()),
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pf_set_name, "名称")
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.add_property(
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"query", make_function(&Portfolio::getQuery, return_value_policy<copy_const_reference>()),
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&Portfolio::setQuery, "查询条件")
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.add_property("tm", &Portfolio::getTM, &Portfolio::setTM, "设置或获取交易管理对象")
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.add_property("se", &Portfolio::getSE, &Portfolio::setSE, "设置或获取交易对象选择算法")
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.add_property("af", &Portfolio::getAF, &Portfolio::setAF, "设置或获取资产分配算法")
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.add_property(
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"proto_sys_list",
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make_function(&Portfolio::getProtoSystemList, return_value_policy<copy_const_reference>()),
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"获取原型系统列")
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.add_property(
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"real_sys_list",
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make_function(&Portfolio::getRealSystemList, return_value_policy<copy_const_reference>()),
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"由 PF 运行时设定的实际运行系统列表")
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.def("get_param", &Portfolio::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", &Portfolio::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("have_param", &Portfolio::haveParam, "是否存在指定参数")
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.def("reset", &Portfolio::reset, "复位操作")
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.def("clone", &Portfolio::clone, "克隆操作")
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.def("run", &Portfolio::run, (arg("query"), arg("force") = false), R"(run(self, query)
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运行投资组合策略。在查询条件及各组件没有变化时，PF在第二次执行时，默认不会实际进行计算。
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但由于各个组件的参数可能改变，此种情况无法自动判断是否需要重计算，可以手工指定进行强制计算。
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:param Query query: 查询条件
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:param bool force: 强制重新计算)")
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#if HKU_PYTHON_SUPPORT_PICKLE
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.def_pickle(name_init_pickle_suite<Portfolio>())
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#endif
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;
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register_ptr_to_python<PortfolioPtr>();
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def("PF_Simple", PF_Simple,
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(arg("tm") = TradeManagerPtr(), arg("se") = SE_Fixed(), arg("af") = AF_EqualWeight()),
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R"(PF_Simple([tm, se, af])
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创建一个多标的、单系统策略的投资组合
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:param TradeManager tm: 交易管理
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:param SelectorBase se: 交易对象选择算法
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:param AllocateFundsBase af: 资金分配算法)");
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}
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