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145 lines
5.2 KiB
C++
145 lines
5.2 KiB
C++
/*
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* _ProfitGoal.cpp
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*
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* Created on: 2013-3-21
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* Author: fasiondog
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*/
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#include <hikyuu/trade_sys/profitgoal/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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class PyProfitGoalBase : public ProfitGoalBase {
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PY_CLONE(PyProfitGoalBase, ProfitGoalBase)
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public:
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using ProfitGoalBase::ProfitGoalBase;
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PyProfitGoalBase(const ProfitGoalBase& base) : ProfitGoalBase(base) {}
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void buyNotify(const TradeRecord& tr) override {
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PYBIND11_OVERLOAD_NAME(void, ProfitGoalBase, "buy_notify", buyNotify, tr);
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}
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void sellNotify(const TradeRecord& tr) override {
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PYBIND11_OVERLOAD_NAME(void, ProfitGoalBase, "sell_notify", sellNotify, tr);
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}
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price_t getGoal(const Datetime& datetime, price_t price) override {
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PYBIND11_OVERLOAD_PURE_NAME(price_t, ProfitGoalBase, "get_goal", getGoal, datetime, price);
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}
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price_t getShortGoal(const Datetime& date, price_t price) override {
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PYBIND11_OVERLOAD_NAME(price_t, ProfitGoalBase, "get_short_goal", getShortGoal, date,
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price);
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}
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void _reset() override {
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PYBIND11_OVERLOAD(void, ProfitGoalBase, _reset, );
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}
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void _calculate() override {
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PYBIND11_OVERLOAD_PURE(void, ProfitGoalBase, _calculate, );
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};
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};
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void export_ProfitGoal(py::module& m) {
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py::class_<ProfitGoalBase, PGPtr, PyProfitGoalBase>(m, "ProfitGoalBase", py::dynamic_attr(),
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R"(盈利目标策略基类
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自定义盈利目标策略接口：
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- getGoal : 【必须】获取目标价格
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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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- buyNotify : 【可选】接收实际买入通知，预留用于多次增减仓处理
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- sellNotify : 【可选】接收实际卖出通知，预留用于多次增减仓处理)")
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.def(py::init<>())
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.def(py::init<const ProfitGoalBase&>())
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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<ProfitGoalBase>)
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.def("__repr__", to_py_str<ProfitGoalBase>)
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.def_property("name", py::overload_cast<>(&ProfitGoalBase::name, py::const_),
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py::overload_cast<const string&>(&ProfitGoalBase::name),
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py::return_value_policy::copy, "名称")
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.def_property("to", &ProfitGoalBase::getTO, &ProfitGoalBase::setTO, "设置或获取交易对象")
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.def_property("tm", &ProfitGoalBase::getTM, &ProfitGoalBase::setTM, "设置或获取交易管理账户")
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.def("get_param", &ProfitGoalBase::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", &ProfitGoalBase::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", &ProfitGoalBase::haveParam, "是否存在指定参数")
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.def("buy_notify", &ProfitGoalBase::buyNotify,
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R"(buy_notify(self, trade_record)
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【重载接口】交易系统发生实际买入操作时，通知交易变化情况，一般存在多次增减仓的情况才需要重载
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:param TradeRecord trade_record: 发生实际买入时的实际买入交易记录)")
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.def("sell_notify", &ProfitGoalBase::sellNotify,
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R"(sell_notify(self, trade_record)
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【重载接口】交易系统发生实际卖出操作时，通知实际交易变化情况，一般存在多次增减仓的情况才需要重载
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:param TradeRecord trade_record: 发生实际卖出时的实际卖出交易记录)")
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.def("get_goal", &ProfitGoalBase::getGoal, R"(get_goal(self, datetime, price)
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【重载接口】获取盈利目标价格，返回constant.null_price时，表示未限定目标；返回0意味着需要卖出
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:param Datetime datetime: 买入时间
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:param float price: 买入价格
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:return: 目标价格
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:rtype: float)")
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//.def("getShortGoal", &ProfitGoalBase::getShortGoal, &ProfitGoalWrap::default_getShortGoal)
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.def("reset", &ProfitGoalBase::reset, "复位操作")
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.def("clone", &ProfitGoalBase::clone, "克隆操作")
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.def("_calculate", &ProfitGoalBase::_calculate, "【重载接口】子类计算接口")
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.def("_reset", &ProfitGoalBase::_reset, "【重载接口】子类复位接口，复位内部私有变量")
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DEF_PICKLE(PGPtr);
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m.def("PG_NoGoal", PG_NoGoal, R"(PG_NoGoal()
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无盈利目标策略，通常为了进行测试或对比。
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:return: 盈利目标策略实例)");
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m.def("PG_FixedPercent", PG_FixedPercent, py::arg("p") = 0.2, R"(PG_FixedPercent([p = 0.2])
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固定百分比盈利目标，目标价格 = 买入价格 * (1 + p)
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:param float p: 百分比
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:return: 盈利目标策略实例)");
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m.def("PG_FixedHoldDays", PG_FixedHoldDays, py::arg("days") = 5, R"(PG_FixedHoldDays([days=5])
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固定持仓天数盈利目标策略
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:param int days: 允许持仓天数（按交易日算）,默认5天
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:return: 盈利目标策略实例)");
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}
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