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62 lines
1.4 KiB
C++
62 lines
1.4 KiB
C++
/*
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* Performance.h
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*
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* Created on: 2013-4-23
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* Author: fasiondog
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*/
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#pragma once
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#ifndef PERFORMANCE_H_
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#define PERFORMANCE_H_
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#include <boost/function.hpp>
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#include "TradeManager.h"
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namespace hku {
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/**
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* 简单绩效统计
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* @ingroup Performance
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*/
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class HKU_API Performance {
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public:
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Performance();
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virtual ~Performance();
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/** 复位，清除已计算的结果 */
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void reset();
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/** 按指标名称获取指标值，必须在运行 statistics 或 report 之后生效 */
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double get(const string& name) const;
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/** 同 get */
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double operator[](const string& name) const {
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return get(name);
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}
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/**
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* 简单的文本统计报告，用于直接输出打印
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* @param tm
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* @param datetime 指定的截止时刻
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* @return
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*/
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string report(const TradeManagerPtr& tm, const Datetime& datetime = Datetime::now());
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/**
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* 根据交易记录，统计截至某一时刻的系统绩效, datetime必须大于等于lastDatetime，
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* 以便用于计算当前市值
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* @param tm 指定的交易管理实例
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* @param datetime 统计截止时刻
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*/
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void statistics(const TradeManagerPtr& tm, const Datetime& datetime = Datetime::now());
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typedef map<string, double> map_type;
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private:
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list<string> m_name_list; //保存指标顺序
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map_type m_result;
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};
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} /* namespace hku */
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#endif /* PERFORMANCE_H_ */
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