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147 lines
5.0 KiB
C++
147 lines
5.0 KiB
C++
/*
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* _Condition.cpp
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*
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* Created on: 2013-3-10
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* Author: fasiondog
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*/
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#include <hikyuu/trade_sys/condition/build_in.h>
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#include <hikyuu/trade_sys/condition/imp/AndCondition.h>
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#include "../pybind_utils.h"
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namespace py = pybind11;
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using namespace hku;
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class PyConditionBase : public ConditionBase {
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PY_CLONE(PyConditionBase, ConditionBase)
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public:
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using ConditionBase::ConditionBase;
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PyConditionBase(const ConditionBase& base) : ConditionBase(base) {}
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void _calculate() override {
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PYBIND11_OVERLOAD_PURE(void, ConditionBase, _calculate, );
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}
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void _reset() override {
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PYBIND11_OVERLOAD(void, ConditionBase, _reset, );
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}
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};
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void export_Condition(py::module& m) {
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py::class_<ConditionBase, ConditionPtr, PyConditionBase>(
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m, "ConditionBase", py::dynamic_attr(),
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R"(系统有效条件基类自定义系统有效条件接口：
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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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.def(py::init<>())
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.def(py::init<const ConditionBase&>())
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.def(py::init<const string&>(), R"(初始化构造函数
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:param str name: 名称)")
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.def("__str__", to_py_str<ConditionBase>)
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.def("__repr__", to_py_str<ConditionBase>)
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.def_property("name", py::overload_cast<>(&ConditionBase::name, py::const_),
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py::overload_cast<const string&>(&ConditionBase::name),
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py::return_value_policy::copy, "名称")
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.def_property("to", &ConditionBase::getTO, &ConditionBase::setTO, "设置或获取交易对象")
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.def_property("tm", &ConditionBase::getTM, &ConditionBase::setTM, "设置或获取交易管理账户")
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.def_property("sg", &ConditionBase::getSG, &ConditionBase::setSG, "设置或获取交易信号指示器")
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.def("get_param", &ConditionBase::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", &ConditionBase::setParam<boost::any>, 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", &ConditionBase::haveParam, "是否存在指定参数")
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.def("is_valid", &ConditionBase::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("reset", &ConditionBase::reset, "复位操作")
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.def("clone", &ConditionBase::clone, "克隆操作")
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.def("get_datetime_list", &ConditionBase::getDatetimeList, R"(get_datetime_list(self)
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获取系统有效的日期。注意仅返回系统有效的日期列表，和交易对象不等长)")
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.def("get_values", &ConditionBase::getValues, R"(get_values(self)
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以指标的形式获取实际值，与交易对象等长，0表示无效，1表示系统有效)")
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.def("_add_valid", &ConditionBase::_addValid, py::arg("datetime"), py::arg("value") = 1.0,
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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("_calculate", &ConditionBase::_calculate, "【重载接口】子类计算接口")
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.def("_reset", &ConditionBase::_reset, "【重载接口】子类复位接口，复位内部私有变量")
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.def("__len__", &ConditionBase::size)
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.def("__getitem__",
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[](const ConditionPtr& self, int64_t i) {
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size_t total = self->size();
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int64_t pos = i < 0 ? total + i : i;
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return self->at(pos);
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})
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.def("__and__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self & other; })
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.def("__or__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self | other; })
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.def("__add__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self + other; })
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.def("__sub__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self - other; })
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.def("__mul__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self * other; })
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.def("__truediv__",
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[](const ConditionPtr& self, const ConditionPtr& other) { return self / other; })
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DEF_PICKLE(ConditionPtr);
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m.def("CN_OPLine", CN_OPLine, R"(CN_OPLine(ind)
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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。
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:param Indicator ind: Indicator实例
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:return: 系统有效条件实例
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:rtype: ConditionBase)");
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m.def("CN_Bool", CN_Bool, R"(CN_Bool(ind)
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布尔信号指标系统有效条件, 指标中相应位置>0则代表系统有效，否则无效
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:param Indicator ind: bool型指标，输入为 KData
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:return: 系统有效条件实例
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:rtype: ConditionBase)");
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}
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