mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
53 lines
1.6 KiB
C++
53 lines
1.6 KiB
C++
/*
|
||
* _Performance.cpp
|
||
*
|
||
* Created on: 2013-4-23
|
||
* Author: fasiondog
|
||
*/
|
||
|
||
#include <hikyuu/trade_manage/Performance.h>
|
||
#include "../pybind_utils.h"
|
||
|
||
using namespace hku;
|
||
namespace py = pybind11;
|
||
|
||
void export_Performance(py::module& m) {
|
||
py::class_<Performance>(m, "Performance", "简单绩效统计")
|
||
.def(py::init<>())
|
||
.def("reset", &Performance::reset, R"(reset(self)
|
||
|
||
复位，清除已计算的结果)")
|
||
|
||
.def("report", &Performance::report, py::arg("tm"), py::arg("datetime") = Datetime::now(),
|
||
R"(report(self, tm[, datetime=Datetime.now()])
|
||
|
||
简单的文本统计报告，用于直接输出打印
|
||
|
||
:param TradeManager tm: 指定的交易管理实例
|
||
:param Datetime datetime: 统计截止时刻
|
||
:rtype: str)")
|
||
|
||
.def("statistics", &Performance::statistics, py::arg("tm"),
|
||
py::arg("datetime") = Datetime::now(),
|
||
R"(statistics(self, tm[, datetime=Datetime.now()])
|
||
|
||
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
|
||
|
||
:param TradeManager tm: 指定的交易管理实例
|
||
:param Datetime datetime: 统计截止时刻)")
|
||
|
||
.def("names", &Performance::names, py::return_value_policy::copy, R"(names(self)
|
||
|
||
获取所有统计项名称)")
|
||
|
||
.def("values", &Performance::values, R"(values(self)
|
||
|
||
获取所有统计项值，顺序与 names 相同)")
|
||
|
||
.def("__getitem__", &Performance::get,
|
||
R"(按指标名称获取指标值，必须在运行 statistics 或 report 之后生效
|
||
|
||
:param str name: 指标名称
|
||
:rtype: float))");
|
||
}
|