mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
453 lines
16 KiB
C++
453 lines
16 KiB
C++
/*
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* Copyright(C) 2021 hikyuu.org
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*
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* Create on: 2021-03-23
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* Author: fasiondog
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*/
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#pragma once
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#include <httplib.h>
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#include "../trade_manage/TradeManagerBase.h"
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namespace hku {
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class HKU_API AccountTradeManager : public TradeManagerBase {
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public:
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AccountTradeManager() = default;
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AccountTradeManager(const string& name, const string& pwd);
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virtual ~AccountTradeManager() = default;
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virtual void _reset() override {}
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virtual shared_ptr<TradeManagerBase> _clone() override {
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return std::make_shared<AccountTradeManager>();
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}
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/**
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* 获取指定对象的保证金比率
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* @param datetime 日期
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* @param stock 指定对象
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*/
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virtual double getMarginRate(const Datetime& datetime, const Stock& stock) override {
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HKU_WARN("The subclass does not implement a getMarginRate method");
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return 0.0;
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}
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/** 初始资金 */
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virtual price_t initCash() const override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/** 账户建立日期 */
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virtual Datetime initDatetime() const override {
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HKU_WARN("The subclass does not implement this method");
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return Datetime();
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}
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/** 第一笔买入交易发生日期，如未发生交易返回Null<Datetime>() */
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virtual Datetime firstDatetime() const override {
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HKU_WARN("The subclass does not implement this method");
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return Datetime();
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}
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/** 最后一笔交易日期，注意和交易类型无关，如未发生交易返回账户建立日期 */
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virtual Datetime lastDatetime() const override {
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HKU_WARN("The subclass does not implement this method");
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return Datetime();
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}
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/**
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* 返回当前现金
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* @note 仅返回当前信息，不会根据权息进行调整
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*/
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virtual price_t currentCash() const override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/**
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* 获取指定日期的现金
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* @note 如果不带日期参数，无法根据权息信息调整持仓
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*/
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virtual price_t cash(const Datetime& datetime, KQuery::KType ktype = KQuery::DAY) override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/**
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* 当前是否持有指定的证券
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* @note 这里未使用日期参数，必须保证是按日期顺序执行
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* @param stock 指定证券
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* @return true 是 | false 否
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*/
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virtual bool have(const Stock& stock) const override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 当前空头仓位是否持有指定的证券
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* @note 这里未使用日期参数，必须保证是按日期顺序执行
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* @param stock 指定证券
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* @return true 是 | false 否
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*/
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virtual bool haveShort(const Stock& stock) const override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/** 当前持有的证券种类数量 */
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virtual size_t getStockNumber() const override {
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HKU_WARN("The subclass does not implement this method");
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return 0;
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}
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/** 当前空头持有的证券种类数量 */
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virtual size_t getShortStockNumber() const override {
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HKU_WARN("The subclass does not implement this method");
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return 0;
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}
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/** 获取指定时刻的某证券持有数量 */
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virtual double getHoldNumber(const Datetime& datetime, const Stock& stock) override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/** 获取指定时刻的空头某证券持有数量 */
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virtual double getShortHoldNumber(const Datetime& datetime, const Stock& stock) override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/** 获取指定时刻已借入的股票数量 */
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virtual double getDebtNumber(const Datetime& datetime, const Stock& stock) override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/** 获取指定时刻已借入的现金额 */
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virtual price_t getDebtCash(const Datetime& datetime) override {
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HKU_WARN("The subclass does not implement this method");
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return 0.0;
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}
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/** 获取全部交易记录 */
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virtual TradeRecordList getTradeList() const override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecordList();
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}
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/**
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* 获取指定日期范围内的交易记录[start, end)
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* @param start 起始日期
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* @param end 结束日期
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* @return 交易记录列表
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*/
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virtual TradeRecordList getTradeList(const Datetime& start,
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const Datetime& end) const override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecordList();
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}
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/** 获取当前全部持仓记录 */
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virtual PositionRecordList getPositionList() const override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecordList();
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}
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/** 获取全部历史持仓记录，即已平仓记录 */
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virtual PositionRecordList getHistoryPositionList() const override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecordList();
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}
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/** 获取当前全部空头仓位记录 */
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virtual PositionRecordList getShortPositionList() const override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecordList();
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}
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/** 获取全部空头历史仓位记录 */
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virtual PositionRecordList getShortHistoryPositionList() const override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecordList();
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}
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/** 获取指定证券的当前持仓记录，如当前未持有该票，返回Null<PositionRecord>() */
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virtual PositionRecord getPosition(const Datetime&, const Stock&) override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecord();
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}
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/** 获取指定证券的当前空头仓位持仓记录，如当前未持有该票，返回Null<PositionRecord>() */
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virtual PositionRecord getShortPosition(const Stock&) const override {
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HKU_WARN("The subclass does not implement this method");
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return PositionRecord();
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}
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/** 获取当前借入的股票列表 */
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virtual BorrowRecordList getBorrowStockList() const override {
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HKU_WARN("The subclass does not implement this method");
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return BorrowRecordList();
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}
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/**
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* 存入资金
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* @param datetime 存入时间
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* @param cash 存入的资金量
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* @return true | false
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*/
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virtual bool checkin(const Datetime& datetime, price_t cash) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 取出资金
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* @param datetime 取出时间
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* @param cash 取出的资金量
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* @return true | false
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*/
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virtual bool checkout(const Datetime& datetime, price_t cash) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 存入资产
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* @param datetime 存入日期
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* @param stock 待存入的股票
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* @param price 存入股票的每股价格
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* @param number 存入股票的数量
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* @return true | false
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*/
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virtual bool checkinStock(const Datetime& datetime, const Stock& stock, price_t price,
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double number) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 取出当前资产
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* @param datetime 取出日期
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* @param stock 待取出的股票
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* @param price 取出的每股价格
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* @param number 取出的数量
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* @return true | false
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* @note 应该不会被用到
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*/
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virtual bool checkoutStock(const Datetime& datetime, const Stock& stock, price_t price,
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double number) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 买入操作
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* @param datetime 买入时间
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* @param stock 买入的证券
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* @param realPrice 实际买入价格
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* @param number 买入数量
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* @param stoploss 止损价
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* @param goalPrice 目标价格
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* @param planPrice 计划买入价格
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* @param from 记录是哪个系统部件发出的买入指示
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* @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
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*/
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virtual TradeRecord buy(const Datetime& datetime, const Stock& stock, price_t realPrice,
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double number, price_t stoploss = 0.0, price_t goalPrice = 0.0,
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price_t planPrice = 0.0, SystemPart from = PART_INVALID) override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecord();
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}
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/**
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* 卖出操作
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* @param datetime 卖出时间
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* @param stock 卖出的证券
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* @param realPrice 实际卖出价格
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* @param number 卖出数量，如果是 MAX_DOUBLE, 表示全部卖出
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* @param stoploss 新的止损价
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* @param goalPrice 新的目标价格
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* @param planPrice 原计划卖出价格
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* @param from 记录是哪个系统部件发出的卖出指示
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* @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
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*/
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virtual TradeRecord sell(const Datetime& datetime, const Stock& stock, price_t realPrice,
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double number = MAX_DOUBLE, price_t stoploss = 0.0,
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price_t goalPrice = 0.0, price_t planPrice = 0.0,
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SystemPart from = PART_INVALID) override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecord();
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}
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/**
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* 卖空
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* @param datetime 卖空时间
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* @param stock 卖空的证券
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* @param realPrice 实际卖空价格
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* @param number 卖出数量
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* @param stoploss 止损价
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* @param goalPrice 目标价格
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* @param planPrice 计划卖空价格
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* @param from 记录是哪个系统部件发出的买入指示
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* @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
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*/
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virtual TradeRecord sellShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
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double number, price_t stoploss = 0.0, price_t goalPrice = 0.0,
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price_t planPrice = 0.0,
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SystemPart from = PART_INVALID) override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecord();
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}
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/**
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* 卖空后回补
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* @param datetime 买入时间
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* @param stock 买入的证券
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* @param realPrice 实际买入价格
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* @param number 卖出数量，如果是 MAX_DOUBLE, 表示全部卖出
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* @param stoploss 止损价
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* @param goalPrice 目标价格
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* @param planPrice 计划买入价格
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* @param from 记录是哪个系统部件发出的卖出指示
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* @return 返回对应的交易记录，如果操作失败，business等于BUSINESS_INVALID
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*/
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virtual TradeRecord buyShort(const Datetime& datetime, const Stock& stock, price_t realPrice,
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double number = MAX_DOUBLE, price_t stoploss = 0.0,
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price_t goalPrice = 0.0, price_t planPrice = 0.0,
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SystemPart from = PART_INVALID) override {
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HKU_WARN("The subclass does not implement this method");
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return TradeRecord();
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}
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/**
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* 借入资金，从其他来源借取的资金，如融资
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* @param datetime 借入时间
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* @param cash 借入的现金
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* @return true | false
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*/
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virtual bool borrowCash(const Datetime& datetime, price_t cash) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 归还资金
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* @param datetime 归还日期
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* @param cash 归还现金
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* @return true | false
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*/
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virtual bool returnCash(const Datetime& datetime, price_t cash) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 借入证券
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* @param datetime 借入时间
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* @param stock 借入的stock
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* @param price 借入时单股价格
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* @param number 借入时数量
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* @return true | false
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*/
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virtual bool borrowStock(const Datetime& datetime, const Stock& stock, price_t price,
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double number) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 归还证券
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* @param datetime 归还时间
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* @param stock 归还的stock
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* @param price 归还时单股价格
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* @param number 归还数量
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* @return true | false
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*/
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virtual bool returnStock(const Datetime& datetime, const Stock& stock, price_t price,
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double number) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/**
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* 获取指定时刻的资产市值详情
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* @param datetime 必须大于帐户建立的初始日期，或为Null<Datetime>()
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* @param ktype 日期的类型
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* @return 资产详情
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* @note 当datetime等于Null<Datetime>()时，与getFunds(KType)同
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*/
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virtual FundsRecord getFunds(const Datetime& datetime,
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KQuery::KType ktype = KQuery::DAY) override {
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HKU_WARN("The subclass does not implement this method");
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return FundsRecord();
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}
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/**
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* 获取资产净值曲线，含借入的资产
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* @param dates 日期列表，根据该日期列表获取其对应的资产净值曲线
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* @param ktype K线类型，必须与日期列表匹配，默认KQuery::DAY
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* @return 资产净值列表
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*/
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virtual PriceList getFundsCurve(const DatetimeList& dates,
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KQuery::KType ktype = KQuery::DAY) override {
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HKU_WARN("The subclass does not implement this method");
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return PriceList();
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}
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/**
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* 获取收益曲线，即扣除历次存入资金后的资产净值曲线
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* @param dates 日期列表，根据该日期列表获取其对应的收益曲线，应为递增顺序
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* @param ktype K线类型，必须与日期列表匹配，默认为KQuery::DAY
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* @return 收益曲线
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*/
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virtual PriceList getProfitCurve(const DatetimeList& dates,
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KQuery::KType ktype = KQuery::DAY) override {
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HKU_WARN("The subclass does not implement this method");
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return PriceList();
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}
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/**
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* 直接加入交易记录
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* @note 如果加入初始化账户记录，将清除全部已有交易及持仓记录
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* @param tr 待加入的交易记录
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* @return bool true 成功 | false 失败
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*/
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virtual bool addTradeRecord(const TradeRecord& tr) override {
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HKU_WARN("The subclass does not implement this method");
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return false;
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}
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/** 字符串输出 */
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virtual string str() const override {
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HKU_WARN("The subclass does not implement this method");
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return string();
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}
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/**
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* 以csv格式输出交易记录、未平仓记录、已平仓记录、资产净值曲线
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* @param path 输出文件所在目录
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*/
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virtual void tocsv(const string& path) override {
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HKU_WARN("The subclass does not implement this method");
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}
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private:
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string getToken();
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private:
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std::unique_ptr<httplib::Client> m_client;
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string m_user;
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string m_password;
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string m_token;
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};
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inline TMPtr crtAccountTM(const string& name, const string& pwd) {
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return std::make_shared<AccountTradeManager>(name, pwd);
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}
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} // namespace hku
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