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https://gitee.com/fasiondog/hikyuu.git
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107 lines
3.8 KiB
C++
107 lines
3.8 KiB
C++
/*
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* _Selector.cpp
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*
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* Created on: 2016年3月28日
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* Author: fasiondog
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*/
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#include <hikyuu/trade_sys/allocatefunds/build_in.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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#if defined(_MSC_VER)
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#pragma warning(disable : 4267)
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#endif
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class PyAllocateFundsBase : public AllocateFundsBase {
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PY_CLONE(PyAllocateFundsBase, AllocateFundsBase)
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public:
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using AllocateFundsBase::AllocateFundsBase;
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PyAllocateFundsBase(const AllocateFundsBase& base) : AllocateFundsBase(base) {}
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void _reset() override {
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PYBIND11_OVERLOAD(void, AllocateFundsBase, _reset, );
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}
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SystemWeightList _allocateWeight(const Datetime& date,
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const SystemWeightList& se_list) override {
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PYBIND11_OVERLOAD_PURE_NAME(SystemWeightList, AllocateFundsBase, "_allocate_weight",
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_allocateWeight, date, se_list);
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}
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};
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void export_AllocateFunds(py::module& m) {
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py::class_<AllocateFundsBase, AFPtr, PyAllocateFundsBase>(
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m, "AllocateFundsBase", py::dynamic_attr(),
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R"(资产分配算法基类, 子类接口：
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- _allocateWeight : 【必须】子类资产分配调整实现
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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 string&>())
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.def(py::init<const AllocateFundsBase&>())
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.def("__str__", to_py_str<AllocateFundsBase>)
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.def("__repr__", to_py_str<AllocateFundsBase>)
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.def_property("name", py::overload_cast<>(&AllocateFundsBase::name, py::const_),
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py::overload_cast<const string&>(&AllocateFundsBase::name),
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py::return_value_policy::copy, "算法组件名称")
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.def_property("query", py::overload_cast<>(&AllocateFundsBase::getQuery, py::const_),
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py::overload_cast<const KQuery&>(&AllocateFundsBase::setQuery),
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py::return_value_policy::copy, "设置或获取查询条件")
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.def_property_readonly("tm", py::overload_cast<>(&AllocateFundsBase::getTM, py::const_),
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py::return_value_policy::copy)
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.def("get_param", &AllocateFundsBase::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", &AllocateFundsBase::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", &AllocateFundsBase::haveParam, "是否存在指定参数")
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.def("reset", &AllocateFundsBase::reset, "复位操作")
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.def("clone", &AllocateFundsBase::clone, "克隆操作")
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.def("_reset", &AllocateFundsBase::_reset, "子类复位操作实现")
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.def("_allocate_weight", &AllocateFundsBase::_allocateWeight, py::arg("date"),
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py::arg("se_list"),
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R"(_allocate_weight(self, date, se_list)
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【重载接口】子类分配权重接口，获取实际分配资产的系统实例及其权重
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:param Datetime date: 当前时间
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:param SystemList se_list: 当前选中的系统列表
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:return: 系统权重分配信息列表
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:rtype: SystemWeightList)")
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DEF_PICKLE(AFPtr);
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m.def("AF_EqualWeight", AF_EqualWeight, R"(AF_EqualWeight()
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等权重资产分配，对选中的资产进行等比例分配)");
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m.def("AF_FixedWeight", AF_FixedWeight, py::arg("weight") = 0.1, R"(AF_FixedWeight(weight)
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固定比例资产分配
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:param float weight: 指定的资产比例 [0, 1])");
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m.def("AF_MultiFactor", AF_MultiFactor, R"(AF_MultiFactor()
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创建 MultiFactor 评分权重的资产分配算法实例
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)");
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}
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