hikyuu2/hikyuu_cpp/hikyuu/trade_manage/TradeRecord.h
2020-09-13 21:41:39 +08:00

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/*
* TradeRecord.h
*
* Created on: 2013-2-21
* Author: fasiondog
*/
#pragma once
#ifndef TRADERECORD_H_
#define TRADERECORD_H_
#include "../StockManager.h"
#include "../trade_sys/system/SystemPart.h"
#include "CostRecord.h"
#include "../serialization/Datetime_serialization.h"
#include "../serialization/Stock_serialization.h"
namespace hku {
/**
* 业务类型
* @ingroup TradeManagerClass
*/
enum BUSINESS {
BUSINESS_INIT = 0, /**< 建立初始账户 */
BUSINESS_BUY = 1, /**< 买入 */
BUSINESS_SELL = 2, /**< 卖出 */
BUSINESS_GIFT = 3, /**< 送股 */
BUSINESS_BONUS = 4, /**< 分红 */
BUSINESS_CHECKIN = 5, /**< 存入现金 */
BUSINESS_CHECKOUT = 6, /**< 取出现金 */
BUSINESS_CHECKIN_STOCK = 7, /**< 存入股票资产 */
BUSINESS_CHECKOUT_STOCK = 8, /**< 取出股票资产 */
BUSINESS_BORROW_CASH = 9, /**< 借入资金 */
BUSINESS_RETURN_CASH = 10, /**< 归还资金 */
BUSINESS_BORROW_STOCK = 11, /**< 借入股票资产 */
BUSINESS_RETURN_STOCK = 12, /**< 归还股票资产 */
BUSINESS_SELL_SHORT = 13, /**< 卖空 */
BUSINESS_BUY_SHORT = 14, /**< 卖空后回补 */
BUSINESS_INVALID = 15 /**< 无效类型 */
};
/**
* 获取业务名称,用于打印输出
* @ingroup TradeManagerClass
*/
string HKU_API getBusinessName(BUSINESS);
/**
* 根据字符串获取相应的BUSINESS枚举值
*/
BUSINESS HKU_API getBusinessEnum(const string&);
/**
* 交易记录
* @ingroup TradeManagerClass
*/
class HKU_API TradeRecord {
public:
TradeRecord();
TradeRecord(const Stock& stock, const Datetime& datetime, BUSINESS business, price_t planPrice,
price_t realPrice, price_t goalPrice, double number, const CostRecord& cost,
price_t stoploss, price_t cash, SystemPart from);
/** 仅用于python的__str__ */
string toString() const;
bool isNull() const;
Stock stock; ///< 交易对象
Datetime datetime; ///< 交易日期
BUSINESS business; ///< 业务类型
price_t planPrice; ///< 计划交易价格
price_t realPrice; ///< 实际交易价格
price_t goalPrice; ///< 目标价位如果为0表示未限定目标
double number; ///< 成交数量
CostRecord cost; ///< 交易成本
price_t stoploss; ///< 止损价
price_t cash; ///< 现金余额
SystemPart from; ///< 辅助记录交易系统部件区别是哪个部件发出的指示Null<int>()表示无效
#if HKU_SUPPORT_SERIALIZATION
private:
friend class boost::serialization::access;
template <class Archive>
void save(Archive& ar, const unsigned int version) const {
namespace bs = boost::serialization;
ar& BOOST_SERIALIZATION_NVP(stock);
hku::uint64 date_number = datetime.number();
ar& bs::make_nvp("datetime", date_number);
string business_name = getBusinessName(business);
ar& bs::make_nvp<string>("business", business_name);
ar& BOOST_SERIALIZATION_NVP(planPrice);
ar& BOOST_SERIALIZATION_NVP(realPrice);
ar& BOOST_SERIALIZATION_NVP(goalPrice);
ar& BOOST_SERIALIZATION_NVP(number);
ar& BOOST_SERIALIZATION_NVP(cost);
ar& BOOST_SERIALIZATION_NVP(stoploss);
ar& BOOST_SERIALIZATION_NVP(cash);
string part_name(getSystemPartName(from));
ar& bs::make_nvp<string>("from", part_name);
}
template <class Archive>
void load(Archive& ar, const unsigned int version) {
namespace bs = boost::serialization;
ar& BOOST_SERIALIZATION_NVP(stock);
hku::uint64 date_number;
ar& bs::make_nvp("datetime", date_number);
datetime = Datetime(date_number);
string business_name;
ar& bs::make_nvp<string>("business", business_name);
business = getBusinessEnum(business_name);
ar& BOOST_SERIALIZATION_NVP(planPrice);
ar& BOOST_SERIALIZATION_NVP(realPrice);
ar& BOOST_SERIALIZATION_NVP(goalPrice);
ar& BOOST_SERIALIZATION_NVP(number);
ar& BOOST_SERIALIZATION_NVP(cost);
ar& BOOST_SERIALIZATION_NVP(stoploss);
ar& BOOST_SERIALIZATION_NVP(cash);
string part_name;
ar& bs::make_nvp<string>("from", part_name);
from = getSystemPartEnum(part_name);
}
BOOST_SERIALIZATION_SPLIT_MEMBER()
#endif
};
/**
* @ingroup TradeManagerClass
*/
typedef vector<TradeRecord> TradeRecordList;
/**
* 输出TradeRecord信息
* @ingroup TradeManagerClass
*/
HKU_API std::ostream& operator<<(std::ostream&, const TradeRecord&);
bool HKU_API operator==(const TradeRecord& d1, const TradeRecord& d2);
} /* namespace hku */
#endif /* TRADERECORD_H_ */