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107 lines
3.5 KiB
C++
107 lines
3.5 KiB
C++
/*
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* PositionRecord.h
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*
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* Created on: 2013-2-21
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* Author: fasiondog
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*/
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#pragma once
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#ifndef POSITIONRECORD_H_
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#define POSITIONRECORD_H_
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#include "../StockManager.h"
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#include "../serialization/Stock_serialization.h"
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#if HKU_SUPPORT_SERIALIZATION
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#include <boost/serialization/split_member.hpp>
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#endif
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namespace hku {
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/**
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* 持仓记录
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* @ingroup TradeManagerClass
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*/
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class HKU_API PositionRecord {
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public:
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PositionRecord();
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PositionRecord(const Stock& stock, const Datetime& takeDatetime, const Datetime& cleanDatetime,
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size_t number, price_t stoploss, price_t goalPrice, size_t totalNumber,
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price_t buyMoney, price_t totalCost, price_t totalRisk, price_t sellMoney);
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/** 仅用于python的__str__ */
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string toString() const;
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Stock stock; ///< 交易对象
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Datetime takeDatetime; ///< 初次建仓日期
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Datetime cleanDatetime; ///< 平仓日期，当前持仓记录中为Null<Datetime>()
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size_t number; ///< 当前持仓数量
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price_t stoploss; ///< 当前止损价
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price_t goalPrice; ///< 当前的目标价格
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size_t totalNumber; ///< 累计持仓数量
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price_t buyMoney; ///< 累计买入资金
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price_t totalCost; ///< 累计交易总成本
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price_t totalRisk; ///< 累计交易风险 = 各次 （买入价格-止损)*买入数量, 不包含交易成本
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price_t sellMoney; ///< 累计卖出资金
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//===================
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//序列化支持
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//===================
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#if HKU_SUPPORT_SERIALIZATION
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private:
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friend class boost::serialization::access;
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template <class Archive>
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void save(Archive& ar, const unsigned int version) const {
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namespace bs = boost::serialization;
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ar& BOOST_SERIALIZATION_NVP(stock);
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uint64 take = takeDatetime.number();
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uint64 clean = cleanDatetime.number();
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ar& bs::make_nvp("takeDatetime", take);
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ar& bs::make_nvp("cleanDatetime", clean);
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ar& BOOST_SERIALIZATION_NVP(number);
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ar& BOOST_SERIALIZATION_NVP(stoploss);
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ar& BOOST_SERIALIZATION_NVP(goalPrice);
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ar& BOOST_SERIALIZATION_NVP(totalNumber);
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ar& BOOST_SERIALIZATION_NVP(buyMoney);
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ar& BOOST_SERIALIZATION_NVP(totalCost);
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ar& BOOST_SERIALIZATION_NVP(totalRisk);
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ar& BOOST_SERIALIZATION_NVP(sellMoney);
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}
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template <class Archive>
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void load(Archive& ar, const unsigned int version) {
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namespace bs = boost::serialization;
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ar& BOOST_SERIALIZATION_NVP(stock);
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uint64 take, clean;
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ar& bs::make_nvp("takeDatetime", take);
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ar& bs::make_nvp("cleanDatetime", clean);
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takeDatetime = Datetime(take);
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cleanDatetime = Datetime(clean);
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ar& BOOST_SERIALIZATION_NVP(number);
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ar& BOOST_SERIALIZATION_NVP(stoploss);
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ar& BOOST_SERIALIZATION_NVP(goalPrice);
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ar& BOOST_SERIALIZATION_NVP(totalNumber);
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ar& BOOST_SERIALIZATION_NVP(buyMoney);
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ar& BOOST_SERIALIZATION_NVP(totalCost);
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ar& BOOST_SERIALIZATION_NVP(totalRisk);
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ar& BOOST_SERIALIZATION_NVP(sellMoney);
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}
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BOOST_SERIALIZATION_SPLIT_MEMBER()
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#endif /* HKU_SUPPORT_SERIALIZATION */
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};
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/** @ingroup TradeManagerClass */
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typedef vector<PositionRecord> PositionRecordList;
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/**
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* 输出持仓记录信息
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* @ingroup TradeManagerClass
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*/
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HKU_API std::ostream& operator<<(std::ostream&, const PositionRecord&);
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bool HKU_API operator==(const PositionRecord& d1, const PositionRecord& d2);
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} /* namespace hku */
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#endif /* POSITIONRECORD_H_ */
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