hikyuu 2.2.2__py3-none-win_amd64.whl

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Files changed (820) hide show
  1. hikyuu/LICENSE.txt +21 -0
  2. hikyuu/__init__.py +137 -0
  3. hikyuu/analysis/__init__.py +14 -0
  4. hikyuu/analysis/analysis.py +151 -0
  5. hikyuu/config/__init__.py +1 -0
  6. hikyuu/config/block/__init__.py +0 -0
  7. hikyuu/config/block/dybk.ini +5357 -0
  8. hikyuu/config/block/gnbk.ini +50024 -0
  9. hikyuu/config/block/hybk.ini +5464 -0
  10. hikyuu/config/block/self.ini +10 -0
  11. hikyuu/config/block/zsbk.ini +65543 -0
  12. hikyuu/core.py +27 -0
  13. hikyuu/cpp/__init__.py +1 -0
  14. hikyuu/cpp/boost_date_time-mt.dll +0 -0
  15. hikyuu/cpp/boost_serialization-mt.dll +0 -0
  16. hikyuu/cpp/boost_wserialization-mt.dll +0 -0
  17. hikyuu/cpp/concrt140.dll +0 -0
  18. hikyuu/cpp/core310.pyd +0 -0
  19. hikyuu/cpp/core311.pyd +0 -0
  20. hikyuu/cpp/core312.pyd +0 -0
  21. hikyuu/cpp/core313.pyd +0 -0
  22. hikyuu/cpp/core38.pyd +0 -0
  23. hikyuu/cpp/core39.pyd +0 -0
  24. hikyuu/cpp/hikyuu.dll +0 -0
  25. hikyuu/cpp/hku_hdf5.dll +0 -0
  26. hikyuu/cpp/hku_hdf5_cpp.dll +0 -0
  27. hikyuu/cpp/hku_hdf5_hl.dll +0 -0
  28. hikyuu/cpp/hku_hdf5_hl_cpp.dll +0 -0
  29. hikyuu/cpp/libcrypto-1_1-x64.dll +0 -0
  30. hikyuu/cpp/libmysql.dll +0 -0
  31. hikyuu/cpp/libssl-1_1-x64.dll +0 -0
  32. hikyuu/cpp/msvcp140.dll +0 -0
  33. hikyuu/cpp/msvcp140_1.dll +0 -0
  34. hikyuu/cpp/msvcp140_2.dll +0 -0
  35. hikyuu/cpp/msvcp140_atomic_wait.dll +0 -0
  36. hikyuu/cpp/msvcp140_codecvt_ids.dll +0 -0
  37. hikyuu/cpp/sqlite3.dll +0 -0
  38. hikyuu/cpp/vcruntime140.dll +0 -0
  39. hikyuu/cpp/vcruntime140_1.dll +0 -0
  40. hikyuu/data/__init__.py +1 -0
  41. hikyuu/data/common.py +248 -0
  42. hikyuu/data/common_h5.py +398 -0
  43. hikyuu/data/common_mysql.py +485 -0
  44. hikyuu/data/common_pytdx.py +108 -0
  45. hikyuu/data/common_sqlite3.py +140 -0
  46. hikyuu/data/em_block_to_mysql.py +120 -0
  47. hikyuu/data/em_block_to_sqlite.py +117 -0
  48. hikyuu/data/hku_config_template.py +266 -0
  49. hikyuu/data/mysql_upgrade/0001.sql +5 -0
  50. hikyuu/data/mysql_upgrade/0002.sql +3 -0
  51. hikyuu/data/mysql_upgrade/0003.sql +9 -0
  52. hikyuu/data/mysql_upgrade/0004.sql +26 -0
  53. hikyuu/data/mysql_upgrade/0005.sql +3 -0
  54. hikyuu/data/mysql_upgrade/0006.sql +2 -0
  55. hikyuu/data/mysql_upgrade/0007.sql +20 -0
  56. hikyuu/data/mysql_upgrade/0008.sql +6 -0
  57. hikyuu/data/mysql_upgrade/0009.sql +36 -0
  58. hikyuu/data/mysql_upgrade/0010.sql +5 -0
  59. hikyuu/data/mysql_upgrade/0011.sql +5 -0
  60. hikyuu/data/mysql_upgrade/0012.sql +5 -0
  61. hikyuu/data/mysql_upgrade/0013.sql +2389 -0
  62. hikyuu/data/mysql_upgrade/0014.sql +3 -0
  63. hikyuu/data/mysql_upgrade/0015.sql +4 -0
  64. hikyuu/data/mysql_upgrade/0016.sql +4 -0
  65. hikyuu/data/mysql_upgrade/0017.sql +5 -0
  66. hikyuu/data/mysql_upgrade/0018.sql +2 -0
  67. hikyuu/data/mysql_upgrade/0019.sql +6 -0
  68. hikyuu/data/mysql_upgrade/0020.sql +4 -0
  69. hikyuu/data/mysql_upgrade/0021.sql +4 -0
  70. hikyuu/data/mysql_upgrade/0022.sql +5 -0
  71. hikyuu/data/mysql_upgrade/0023.sql +4 -0
  72. hikyuu/data/mysql_upgrade/__init__.py +1 -0
  73. hikyuu/data/mysql_upgrade/createdb.sql +265 -0
  74. hikyuu/data/pytdx_finance_to_mysql.py +129 -0
  75. hikyuu/data/pytdx_finance_to_sqlite.py +162 -0
  76. hikyuu/data/pytdx_to_h5.py +662 -0
  77. hikyuu/data/pytdx_to_mysql.py +803 -0
  78. hikyuu/data/pytdx_weight_to_mysql.py +196 -0
  79. hikyuu/data/pytdx_weight_to_sqlite.py +192 -0
  80. hikyuu/data/sqlite_mem.py +84 -0
  81. hikyuu/data/sqlite_mem_sql/__init__.py +1 -0
  82. hikyuu/data/sqlite_mem_sql/createdb.sql +126 -0
  83. hikyuu/data/sqlite_upgrade/0001.sql +4 -0
  84. hikyuu/data/sqlite_upgrade/0002.sql +48 -0
  85. hikyuu/data/sqlite_upgrade/0003.sql +18 -0
  86. hikyuu/data/sqlite_upgrade/0004.sql +11 -0
  87. hikyuu/data/sqlite_upgrade/0005.sql +28 -0
  88. hikyuu/data/sqlite_upgrade/0006.sql +5 -0
  89. hikyuu/data/sqlite_upgrade/0007.sql +4 -0
  90. hikyuu/data/sqlite_upgrade/0008.sql +22 -0
  91. hikyuu/data/sqlite_upgrade/0009.sql +8 -0
  92. hikyuu/data/sqlite_upgrade/0010.sql +5 -0
  93. hikyuu/data/sqlite_upgrade/0011.sql +16 -0
  94. hikyuu/data/sqlite_upgrade/0012.sql +15 -0
  95. hikyuu/data/sqlite_upgrade/0013.sql +9 -0
  96. hikyuu/data/sqlite_upgrade/0014.sql +607 -0
  97. hikyuu/data/sqlite_upgrade/0015.sql +7 -0
  98. hikyuu/data/sqlite_upgrade/0016.sql +8 -0
  99. hikyuu/data/sqlite_upgrade/0017.sql +16 -0
  100. hikyuu/data/sqlite_upgrade/0018.sql +5 -0
  101. hikyuu/data/sqlite_upgrade/0019.sql +4 -0
  102. hikyuu/data/sqlite_upgrade/0020.sql +4 -0
  103. hikyuu/data/sqlite_upgrade/0021.sql +6 -0
  104. hikyuu/data/sqlite_upgrade/0022.sql +6 -0
  105. hikyuu/data/sqlite_upgrade/0023.sql +7 -0
  106. hikyuu/data/sqlite_upgrade/0024.sql +22 -0
  107. hikyuu/data/sqlite_upgrade/__init__.py +1 -0
  108. hikyuu/data/sqlite_upgrade/createdb.sql +61 -0
  109. hikyuu/data/tdx_to_h5.py +464 -0
  110. hikyuu/data/tdx_to_mysql.py +464 -0
  111. hikyuu/data/weight_to_mysql.py +72 -0
  112. hikyuu/data/weight_to_sqlite.py +70 -0
  113. hikyuu/data/zh_bond10_to_mysql.py +30 -0
  114. hikyuu/data/zh_bond10_to_sqlite.py +42 -0
  115. hikyuu/data_driver/__init__.py +49 -0
  116. hikyuu/data_driver/jqdata_data_driver.py +277 -0
  117. hikyuu/data_driver/pytdx_data_driver.py +292 -0
  118. hikyuu/deprecated.py +651 -0
  119. hikyuu/draw/__init__.py +59 -0
  120. hikyuu/draw/drawplot/__init__.py +291 -0
  121. hikyuu/draw/drawplot/bokeh_draw.py +583 -0
  122. hikyuu/draw/drawplot/common.py +89 -0
  123. hikyuu/draw/drawplot/echarts_draw.py +402 -0
  124. hikyuu/draw/drawplot/matplotlib_draw.py +832 -0
  125. hikyuu/draw/elder.py +135 -0
  126. hikyuu/draw/kaufman.py +192 -0
  127. hikyuu/draw/volume.py +122 -0
  128. hikyuu/examples/Turtle_SG.py +47 -0
  129. hikyuu/examples/__init__.py +1 -0
  130. hikyuu/examples/examples_init.py +33 -0
  131. hikyuu/examples/notebook/000-Index.ipynb +76 -0
  132. hikyuu/examples/notebook/001-overview.ipynb +345 -0
  133. hikyuu/examples/notebook/002-HowToGetStock.ipynb +265 -0
  134. hikyuu/examples/notebook/003-HowToGetKDataAndDraw.ipynb +375 -0
  135. hikyuu/examples/notebook/004-IndicatorOverview.ipynb +501 -0
  136. hikyuu/examples/notebook/005-Drawplot.ipynb +321 -0
  137. hikyuu/examples/notebook/006-TradeManager.ipynb +381 -0
  138. hikyuu/examples/notebook/007-SystemDetails.ipynb +380 -0
  139. hikyuu/examples/notebook/008-Pickle.ipynb +127 -0
  140. hikyuu/examples/notebook/009-RealData.ipynb +110 -0
  141. hikyuu/examples/notebook/010-Portfolio.ipynb +333 -0
  142. hikyuu/examples/notebook/011-PyechartsDrawplot.ipynb +21821 -0
  143. hikyuu/examples/notebook/Demo/Demo1.ipynb +622 -0
  144. hikyuu/examples/notebook/Demo/Demo2.ipynb +665 -0
  145. hikyuu/examples/notebook/Demo/__init__.py +1 -0
  146. hikyuu/examples/notebook/README.md +1 -0
  147. hikyuu/examples/notebook/__init__.py +1 -0
  148. hikyuu/examples/notebook/images/002_01_block_config.png +0 -0
  149. hikyuu/examples/notebook/images/008_01_tocsv.png +0 -0
  150. hikyuu/examples/notebook/images/008_02_tocsv_look.png +0 -0
  151. hikyuu/examples/notebook/images/008_03_pickle.png +0 -0
  152. hikyuu/examples/notebook/images/__init__.py +1 -0
  153. hikyuu/examples/quick_crtsg.py +40 -0
  154. hikyuu/extend.py +387 -0
  155. hikyuu/fetcher/__init__.py +8 -0
  156. hikyuu/fetcher/proxy/__init__.py +12 -0
  157. hikyuu/fetcher/proxy/proxy.py +39 -0
  158. hikyuu/fetcher/proxy/zhima.py +63 -0
  159. hikyuu/fetcher/stock/__init__.py +8 -0
  160. hikyuu/fetcher/stock/zh_block_em.py +140 -0
  161. hikyuu/fetcher/stock/zh_stock_a_huatai.py +51 -0
  162. hikyuu/fetcher/stock/zh_stock_a_pytdx.py +139 -0
  163. hikyuu/fetcher/stock/zh_stock_a_qmt.py +58 -0
  164. hikyuu/fetcher/stock/zh_stock_a_sina_qq.py +229 -0
  165. hikyuu/flat/Spot.py +440 -0
  166. hikyuu/flat/SpotList.py +74 -0
  167. hikyuu/flat/__init__.py +4 -0
  168. hikyuu/gui/HikyuuTDX.py +839 -0
  169. hikyuu/gui/__init__.py +1 -0
  170. hikyuu/gui/data/CollectSpotThread.py +43 -0
  171. hikyuu/gui/data/CollectToMemThread.py +123 -0
  172. hikyuu/gui/data/CollectToMySQLThread.py +178 -0
  173. hikyuu/gui/data/EscapetimeThread.py +32 -0
  174. hikyuu/gui/data/ImportBlockInfoTask.py +55 -0
  175. hikyuu/gui/data/ImportHistoryFinanceTask.py +141 -0
  176. hikyuu/gui/data/ImportPytdxTimeToH5Task.py +94 -0
  177. hikyuu/gui/data/ImportPytdxToH5Task.py +98 -0
  178. hikyuu/gui/data/ImportPytdxTransToH5Task.py +94 -0
  179. hikyuu/gui/data/ImportTdxToH5Task.py +111 -0
  180. hikyuu/gui/data/ImportWeightToSqliteTask.py +114 -0
  181. hikyuu/gui/data/ImportZhBond10Task.py +48 -0
  182. hikyuu/gui/data/MainWindow.py +807 -0
  183. hikyuu/gui/data/SchedImportThread.py +62 -0
  184. hikyuu/gui/data/UsePytdxImportToH5Thread.py +371 -0
  185. hikyuu/gui/data/UseTdxImportToH5Thread.py +182 -0
  186. hikyuu/gui/data/__init__.py +1 -0
  187. hikyuu/gui/data/tool.py +43 -0
  188. hikyuu/gui/hikyuu.ico +0 -0
  189. hikyuu/gui/importdata.py +166 -0
  190. hikyuu/gui/spot_server.py +336 -0
  191. hikyuu/gui/start_huatai_insight.py +510 -0
  192. hikyuu/gui/start_qmt.py +122 -0
  193. hikyuu/hub.py +634 -0
  194. hikyuu/include/__init__.py +1 -0
  195. hikyuu/include/hikyuu/Block.h +173 -0
  196. hikyuu/include/hikyuu/DataType.h +171 -0
  197. hikyuu/include/hikyuu/GlobalInitializer.h +46 -0
  198. hikyuu/include/hikyuu/HistoryFinanceInfo.h +35 -0
  199. hikyuu/include/hikyuu/KData.h +271 -0
  200. hikyuu/include/hikyuu/KDataImp.h +94 -0
  201. hikyuu/include/hikyuu/KQuery.h +275 -0
  202. hikyuu/include/hikyuu/KRecord.h +94 -0
  203. hikyuu/include/hikyuu/MarketInfo.h +132 -0
  204. hikyuu/include/hikyuu/Stock.h +351 -0
  205. hikyuu/include/hikyuu/StockManager.h +361 -0
  206. hikyuu/include/hikyuu/StockMapIterator.h +72 -0
  207. hikyuu/include/hikyuu/StockTypeInfo.h +127 -0
  208. hikyuu/include/hikyuu/StockWeight.h +148 -0
  209. hikyuu/include/hikyuu/StrategyContext.h +107 -0
  210. hikyuu/include/hikyuu/TimeLineRecord.h +71 -0
  211. hikyuu/include/hikyuu/TransRecord.h +79 -0
  212. hikyuu/include/hikyuu/ZhBond10.h +36 -0
  213. hikyuu/include/hikyuu/__init__.py +1 -0
  214. hikyuu/include/hikyuu/analysis/__init__.py +1 -0
  215. hikyuu/include/hikyuu/analysis/analysis_sys.h +76 -0
  216. hikyuu/include/hikyuu/analysis/combinate.h +115 -0
  217. hikyuu/include/hikyuu/config.h +48 -0
  218. hikyuu/include/hikyuu/data_driver/BaseInfoDriver.h +201 -0
  219. hikyuu/include/hikyuu/data_driver/BlockInfoDriver.h +94 -0
  220. hikyuu/include/hikyuu/data_driver/DataDriverFactory.h +58 -0
  221. hikyuu/include/hikyuu/data_driver/DriverConnectPool.h +146 -0
  222. hikyuu/include/hikyuu/data_driver/HistoryFinanceReader.h +36 -0
  223. hikyuu/include/hikyuu/data_driver/KDataDriver.h +194 -0
  224. hikyuu/include/hikyuu/data_driver/__init__.py +1 -0
  225. hikyuu/include/hikyuu/data_driver/base_info/__init__.py +1 -0
  226. hikyuu/include/hikyuu/data_driver/base_info/mysql/MySQLBaseInfoDriver.h +54 -0
  227. hikyuu/include/hikyuu/data_driver/base_info/mysql/__init__.py +1 -0
  228. hikyuu/include/hikyuu/data_driver/base_info/sqlite/SQLiteBaseInfoDriver.h +50 -0
  229. hikyuu/include/hikyuu/data_driver/base_info/sqlite/__init__.py +1 -0
  230. hikyuu/include/hikyuu/data_driver/base_info/table/HistoryFinanceFieldTable.h +19 -0
  231. hikyuu/include/hikyuu/data_driver/base_info/table/HistoryFinanceTable.h +23 -0
  232. hikyuu/include/hikyuu/data_driver/base_info/table/HolidayTable.h +29 -0
  233. hikyuu/include/hikyuu/data_driver/base_info/table/MarketInfoTable.h +127 -0
  234. hikyuu/include/hikyuu/data_driver/base_info/table/StockTable.h +64 -0
  235. hikyuu/include/hikyuu/data_driver/base_info/table/StockTypeInfoTable.h +108 -0
  236. hikyuu/include/hikyuu/data_driver/base_info/table/StockWeightTable.h +52 -0
  237. hikyuu/include/hikyuu/data_driver/base_info/table/ZhBond10Table.h +20 -0
  238. hikyuu/include/hikyuu/data_driver/base_info/table/__init__.py +1 -0
  239. hikyuu/include/hikyuu/data_driver/block_info/__init__.py +1 -0
  240. hikyuu/include/hikyuu/data_driver/block_info/mysql/MySQLBlockInfoDriver.h +29 -0
  241. hikyuu/include/hikyuu/data_driver/block_info/mysql/__init__.py +1 -0
  242. hikyuu/include/hikyuu/data_driver/block_info/qianlong/QLBlockInfoDriver.h +29 -0
  243. hikyuu/include/hikyuu/data_driver/block_info/qianlong/__init__.py +1 -0
  244. hikyuu/include/hikyuu/data_driver/block_info/sqlite/SQLiteBlockInfoDriver.h +29 -0
  245. hikyuu/include/hikyuu/data_driver/block_info/sqlite/__init__.py +1 -0
  246. hikyuu/include/hikyuu/data_driver/kdata/DoNothingKDataDriver.h +33 -0
  247. hikyuu/include/hikyuu/data_driver/kdata/__init__.py +1 -0
  248. hikyuu/include/hikyuu/data_driver/kdata/cvs/KDataTempCsvDriver.h +106 -0
  249. hikyuu/include/hikyuu/data_driver/kdata/cvs/__init__.py +1 -0
  250. hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5KDataDriver.h +89 -0
  251. hikyuu/include/hikyuu/data_driver/kdata/hdf5/H5Record.h +50 -0
  252. hikyuu/include/hikyuu/data_driver/kdata/hdf5/__init__.py +1 -0
  253. hikyuu/include/hikyuu/data_driver/kdata/mysql/KRecordTable.h +124 -0
  254. hikyuu/include/hikyuu/data_driver/kdata/mysql/MySQLKDataDriver.h +78 -0
  255. hikyuu/include/hikyuu/data_driver/kdata/mysql/__init__.py +1 -0
  256. hikyuu/include/hikyuu/data_driver/kdata/sqlite/SQLiteKDataDriver.h +62 -0
  257. hikyuu/include/hikyuu/data_driver/kdata/sqlite/__init__.py +1 -0
  258. hikyuu/include/hikyuu/data_driver/kdata/tdx/TdxKDataDriver.h +63 -0
  259. hikyuu/include/hikyuu/data_driver/kdata/tdx/__init__.py +1 -0
  260. hikyuu/include/hikyuu/debug.h +32 -0
  261. hikyuu/include/hikyuu/doc.h +166 -0
  262. hikyuu/include/hikyuu/global/GlobalSpotAgent.h +33 -0
  263. hikyuu/include/hikyuu/global/SpotRecord.h +52 -0
  264. hikyuu/include/hikyuu/global/__init__.py +1 -0
  265. hikyuu/include/hikyuu/global/agent/SpotAgent.h +143 -0
  266. hikyuu/include/hikyuu/global/agent/__init__.py +1 -0
  267. hikyuu/include/hikyuu/global/agent/hikyuu/__init__.py +1 -0
  268. hikyuu/include/hikyuu/global/agent/hikyuu/flat/__init__.py +1 -0
  269. hikyuu/include/hikyuu/global/agent/spot_generated.h +527 -0
  270. hikyuu/include/hikyuu/global/schedule/__init__.py +1 -0
  271. hikyuu/include/hikyuu/global/schedule/inner_tasks.h +16 -0
  272. hikyuu/include/hikyuu/global/schedule/scheduler.h +24 -0
  273. hikyuu/include/hikyuu/global/sysinfo.h +67 -0
  274. hikyuu/include/hikyuu/hikyuu.h +55 -0
  275. hikyuu/include/hikyuu/indicator/IndParam.h +39 -0
  276. hikyuu/include/hikyuu/indicator/Indicator.h +403 -0
  277. hikyuu/include/hikyuu/indicator/IndicatorImp.h +413 -0
  278. hikyuu/include/hikyuu/indicator/__init__.py +1 -0
  279. hikyuu/include/hikyuu/indicator/build_in.h +114 -0
  280. hikyuu/include/hikyuu/indicator/crt/ABS.h +34 -0
  281. hikyuu/include/hikyuu/indicator/crt/ACOS.h +36 -0
  282. hikyuu/include/hikyuu/indicator/crt/AD.h +28 -0
  283. hikyuu/include/hikyuu/indicator/crt/ADVANCE.h +32 -0
  284. hikyuu/include/hikyuu/indicator/crt/ALIGN.h +42 -0
  285. hikyuu/include/hikyuu/indicator/crt/AMA.h +113 -0
  286. hikyuu/include/hikyuu/indicator/crt/ASIN.h +36 -0
  287. hikyuu/include/hikyuu/indicator/crt/ATAN.h +36 -0
  288. hikyuu/include/hikyuu/indicator/crt/ATR.h +44 -0
  289. hikyuu/include/hikyuu/indicator/crt/AVEDEV.h +45 -0
  290. hikyuu/include/hikyuu/indicator/crt/BACKSET.h +44 -0
  291. hikyuu/include/hikyuu/indicator/crt/BARSCOUNT.h +37 -0
  292. hikyuu/include/hikyuu/indicator/crt/BARSLAST.h +41 -0
  293. hikyuu/include/hikyuu/indicator/crt/BARSSINCE.h +41 -0
  294. hikyuu/include/hikyuu/indicator/crt/BETWEEN.h +85 -0
  295. hikyuu/include/hikyuu/indicator/crt/BLOCKSETNUM.h +23 -0
  296. hikyuu/include/hikyuu/indicator/crt/CEILING.h +38 -0
  297. hikyuu/include/hikyuu/indicator/crt/CORR.h +24 -0
  298. hikyuu/include/hikyuu/indicator/crt/COS.h +36 -0
  299. hikyuu/include/hikyuu/indicator/crt/COST.h +34 -0
  300. hikyuu/include/hikyuu/indicator/crt/COUNT.h +54 -0
  301. hikyuu/include/hikyuu/indicator/crt/CROSS.h +48 -0
  302. hikyuu/include/hikyuu/indicator/crt/CVAL.h +35 -0
  303. hikyuu/include/hikyuu/indicator/crt/DECLINE.h +32 -0
  304. hikyuu/include/hikyuu/indicator/crt/DEVSQ.h +40 -0
  305. hikyuu/include/hikyuu/indicator/crt/DIFF.h +31 -0
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@@ -0,0 +1,23 @@
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+ /*
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+ * Copyright (c) 2024 hikyuu.org
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+ *
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+ * Created on: 2024-02-03
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+ * Author: fasiondog
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+ */
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+
8
+ #pragma once
9
+
10
+ #include "hikyuu/indicator/Indicator.h"
11
+ #include "hikyuu/trade_sys/environment/EnvironmentBase.h"
12
+
13
+ namespace hku {
14
+
15
+ /**
16
+ * 布尔信号指标市场环境
17
+ * @param ind bool类型的指标,指标中相应位置>0则代表市场有效,否则无效
18
+ * @param market 指定的市场,用于获取相应的交易日历
19
+ * @return
20
+ */
21
+ EVPtr HKU_API EV_Bool(const Indicator& ind, const string& market = "SH");
22
+
23
+ }
@@ -0,0 +1,20 @@
1
+ /*
2
+ * Copyright (c) 2019~2023, hikyuu.org
3
+ *
4
+ * History:
5
+ * 1. 20240916 added by fasiondog
6
+ */
7
+
8
+ #pragma once
9
+
10
+ #include "../EnvironmentBase.h"
11
+
12
+ namespace hku {
13
+
14
+ /**
15
+ * 仅能手工添加系统环境有效性的EV,用于测试或其他用途
16
+ * @return EVPtr
17
+ */
18
+ EVPtr HKU_API EV_Manual();
19
+
20
+ } // namespace hku
@@ -0,0 +1,28 @@
1
+ /*
2
+ * EV_TwoLine.h
3
+ *
4
+ * Created on: 2016年5月17日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_ENVIRONMENT_CRT_EV_TWOLINE_H_
10
+ #define TRADE_SYS_ENVIRONMENT_CRT_EV_TWOLINE_H_
11
+
12
+ #include "../../../indicator/Indicator.h"
13
+ #include "../EnvironmentBase.h"
14
+
15
+ namespace hku {
16
+
17
+ /**
18
+ * 快慢线判断策略,市场指数的快线大于慢线时,市场有效,否则无效。
19
+ * @param fast 快线指标
20
+ * @param slow 慢线指标
21
+ * @param market 市场名称,默认为"SH"
22
+ * @return
23
+ */
24
+ EVPtr HKU_API EV_TwoLine(const Indicator& fast, const Indicator& slow, const string& market = "SH");
25
+
26
+ } /* namespace hku */
27
+
28
+ #endif /* TRADE_SYS_ENVIRONMENT_CRT_EV_TWOLINE_H_ */
@@ -0,0 +1,41 @@
1
+ /*
2
+ * Copyright (c) 2024 hikyuu.org
3
+ *
4
+ * Created on: 2024-02-03
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+
10
+ #include "hikyuu/indicator/Indicator.h"
11
+ #include "hikyuu/trade_sys/environment/EnvironmentBase.h"
12
+
13
+ namespace hku {
14
+
15
+ class BoolEnvironment : public EnvironmentBase {
16
+ public:
17
+ BoolEnvironment();
18
+ explicit BoolEnvironment(const Indicator& ind);
19
+ virtual ~BoolEnvironment();
20
+
21
+ virtual void _checkParam(const string& name) const override;
22
+ virtual void _calculate() override;
23
+ virtual EnvironmentPtr _clone() override;
24
+
25
+ private:
26
+ Indicator m_ind;
27
+
28
+ //============================================
29
+ // 序列化支持
30
+ //============================================
31
+ #if HKU_SUPPORT_SERIALIZATION
32
+ friend class boost::serialization::access;
33
+ template <class Archive>
34
+ void serialize(Archive& ar, const unsigned int version) {
35
+ ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(EnvironmentBase);
36
+ ar& BOOST_SERIALIZATION_NVP(m_ind);
37
+ }
38
+ #endif
39
+ };
40
+
41
+ } // namespace hku
@@ -0,0 +1,23 @@
1
+ /*
2
+ * Copyright (c) 2019~2023, hikyuu.org
3
+ *
4
+ * History:
5
+ * 1. 20240916 added by fasiondog
6
+ */
7
+
8
+ #pragma once
9
+
10
+ #include "../EnvironmentBase.h"
11
+
12
+ namespace hku {
13
+
14
+ class ManualEnvironment : public EnvironmentBase {
15
+ ENVIRONMENT_IMP(ManualEnvironment)
16
+ ENVIRONMENT_NO_PRIVATE_MEMBER_SERIALIZATION
17
+
18
+ public:
19
+ ManualEnvironment();
20
+ virtual ~ManualEnvironment() = default;
21
+ };
22
+
23
+ } // namespace hku
@@ -0,0 +1,47 @@
1
+ /*
2
+ * TwoLineEnviroment.h
3
+ *
4
+ * Created on: 2016年5月17日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_ENVIRONMENT_IMP_TWOLINEENVIRONMENT_H_
10
+ #define TRADE_SYS_ENVIRONMENT_IMP_TWOLINEENVIRONMENT_H_
11
+
12
+ #include "../../../indicator/Indicator.h"
13
+ #include "../EnvironmentBase.h"
14
+
15
+ namespace hku {
16
+
17
+ class TwoLineEnvironment : public EnvironmentBase {
18
+ public:
19
+ TwoLineEnvironment();
20
+ TwoLineEnvironment(const Indicator& fast, const Indicator& slow);
21
+ virtual ~TwoLineEnvironment();
22
+
23
+ virtual void _checkParam(const string& name) const override;
24
+ virtual void _calculate() override;
25
+ virtual EnvironmentPtr _clone() override;
26
+
27
+ private:
28
+ Indicator m_fast;
29
+ Indicator m_slow;
30
+
31
+ //============================================
32
+ // 序列化支持
33
+ //============================================
34
+ #if HKU_SUPPORT_SERIALIZATION
35
+ friend class boost::serialization::access;
36
+ template <class Archive>
37
+ void serialize(Archive& ar, const unsigned int version) {
38
+ ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(EnvironmentBase);
39
+ ar& BOOST_SERIALIZATION_NVP(m_fast);
40
+ ar& BOOST_SERIALIZATION_NVP(m_slow);
41
+ }
42
+ #endif
43
+ };
44
+
45
+ } /* namespace hku */
46
+
47
+ #endif /* TRADE_SYS_ENVIRONMENT_IMP_TWOLINEENVIRONMENT_H_ */
@@ -0,0 +1,230 @@
1
+ /*
2
+ * MoneyManagerBase.h
3
+ *
4
+ * Created on: 2013-3-3
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef MONEYMANAGERBASE_H_
10
+ #define MONEYMANAGERBASE_H_
11
+
12
+ #include "../../utilities/Parameter.h"
13
+ #include "../system/SystemPart.h"
14
+ #include "../../trade_manage/TradeManager.h"
15
+
16
+ namespace hku {
17
+
18
+ /**
19
+ * 资金管理基类
20
+ * @ingroup MoneyManager
21
+ */
22
+ class HKU_API MoneyManagerBase : public enable_shared_from_this<MoneyManagerBase> {
23
+ PARAMETER_SUPPORT_WITH_CHECK
24
+
25
+ public:
26
+ MoneyManagerBase();
27
+ explicit MoneyManagerBase(const string& name);
28
+ MoneyManagerBase(const MoneyManagerBase&) = default;
29
+ virtual ~MoneyManagerBase();
30
+
31
+ /** 获取名称 */
32
+ const string& name() const {
33
+ return m_name;
34
+ }
35
+
36
+ /** 设置名称 */
37
+ void name(const string& name) {
38
+ m_name = name;
39
+ }
40
+
41
+ /** 复位 */
42
+ void reset();
43
+
44
+ /**
45
+ * 设定交易账户
46
+ * @param tm 指定的交易账户
47
+ */
48
+ void setTM(const TradeManagerPtr& tm) {
49
+ m_tm = tm;
50
+ }
51
+
52
+ /**
53
+ * 获取交易账户
54
+ * @return
55
+ */
56
+ TradeManagerPtr getTM() const {
57
+ return m_tm;
58
+ }
59
+
60
+ /** 设置查询条件 */
61
+ void setQuery(const KQuery& query) {
62
+ m_query = query;
63
+ }
64
+
65
+ /** 获取交易的K线类型 */
66
+ const KQuery& getQuery() const {
67
+ return m_query;
68
+ }
69
+
70
+ typedef shared_ptr<MoneyManagerBase> MoneyManagerPtr;
71
+ /** 克隆操作 */
72
+ MoneyManagerPtr clone();
73
+
74
+ /** 接收实际交易变化情况,一般存在多次增减仓的情况才需要重载 */
75
+ virtual void buyNotify(const TradeRecord&);
76
+
77
+ /** 接收实际交易变化情况,一般存在多次增减仓的情况才需要重载 */
78
+ virtual void sellNotify(const TradeRecord&);
79
+
80
+ /**
81
+ * 获取指定交易对象可卖出的数量
82
+ * @param datetime 交易日期
83
+ * @param stock 交易对象
84
+ * @param price 交易价格
85
+ * @param risk 新的交易承担的风险,如果为0,表示全部损失,即市值跌至0元
86
+ * @param from 信号来源
87
+ * @note 默认实现返回 MAX_DOUBLE 卖出全部; 多次减仓才需要实现该接口
88
+ */
89
+ double getSellNumber(const Datetime& datetime, const Stock& stock, price_t price, price_t risk,
90
+ SystemPart from);
91
+
92
+ /**
93
+ * 获取指定交易对象可卖空的数量
94
+ * @param datetime 交易日期
95
+ * @param stock 交易对象
96
+ * @param price 交易价格
97
+ * @param from 信号来源
98
+ * @param risk 承担的交易风险,如果为Null<price_t>,表示不设损失上限
99
+ */
100
+ double getSellShortNumber(const Datetime& datetime, const Stock& stock, price_t price,
101
+ price_t risk, SystemPart from);
102
+
103
+ /**
104
+ * 获取指定交易对象空头回补的买入数量
105
+ * @param datetime 交易日期
106
+ * @param stock 交易对象
107
+ * @param price 交易价格
108
+ * @param from 信号来源
109
+ * @param risk 承担的交易风险,如果为Null<price_t>,表示不设损失上限
110
+ */
111
+ double getBuyShortNumber(const Datetime& datetime, const Stock& stock, price_t price,
112
+ price_t risk, SystemPart from);
113
+
114
+ /**
115
+ * 获取指定交易对象可买入的数量
116
+ * @param datetime 交易日期
117
+ * @param stock 交易对象
118
+ * @param price 交易价格
119
+ * @param from 信号来源
120
+ * @param risk 交易承担的风险,如果为0,表示全部损失,即市值跌至0元
121
+ */
122
+ double getBuyNumber(const Datetime& datetime, const Stock& stock, price_t price, price_t risk,
123
+ SystemPart from);
124
+
125
+ virtual double _getBuyNumber(const Datetime& datetime, const Stock& stock, price_t price,
126
+ price_t risk, SystemPart from) = 0;
127
+
128
+ virtual double _getSellNumber(const Datetime& datetime, const Stock& stock, price_t price,
129
+ price_t risk, SystemPart from);
130
+
131
+ virtual double _getSellShortNumber(const Datetime& datetime, const Stock& stock, price_t price,
132
+ price_t risk, SystemPart from);
133
+
134
+ virtual double _getBuyShortNumber(const Datetime& datetime, const Stock& stock, price_t price,
135
+ price_t risk, SystemPart from);
136
+
137
+ /** 子类复位接口 */
138
+ virtual void _reset() {}
139
+
140
+ /** 子类克隆私有变量接口 */
141
+ virtual MoneyManagerPtr _clone() = 0;
142
+
143
+ protected:
144
+ string m_name;
145
+ KQuery m_query;
146
+ TradeManagerPtr m_tm;
147
+
148
+ //============================================
149
+ // 序列化支持
150
+ //============================================
151
+ #if HKU_SUPPORT_SERIALIZATION
152
+ private:
153
+ friend class boost::serialization::access;
154
+ template <class Archive>
155
+ void save(Archive& ar, const unsigned int version) const {
156
+ ar& BOOST_SERIALIZATION_NVP(m_name);
157
+ ar& BOOST_SERIALIZATION_NVP(m_params);
158
+ // m_query、m_tm都是系统运行时临时设置,不需要序列化
159
+ // ar & BOOST_SERIALIZATION_NVP(m_query);
160
+ // ar & BOOST_SERIALIZATION_NVP(m_tm);
161
+ }
162
+
163
+ template <class Archive>
164
+ void load(Archive& ar, const unsigned int version) {
165
+ ar& BOOST_SERIALIZATION_NVP(m_name);
166
+ ar& BOOST_SERIALIZATION_NVP(m_params);
167
+ }
168
+
169
+ BOOST_SERIALIZATION_SPLIT_MEMBER()
170
+ #endif /* HKU_SUPPORT_SERIALIZATION */
171
+ };
172
+
173
+ #if HKU_SUPPORT_SERIALIZATION
174
+ BOOST_SERIALIZATION_ASSUME_ABSTRACT(MoneyManagerBase)
175
+ #endif
176
+
177
+ #if HKU_SUPPORT_SERIALIZATION
178
+ /**
179
+ * 对于没有私有变量的继承子类,可直接使用该宏定义序列化
180
+ * @code
181
+ * class Drived: public MoneyManagerBase {
182
+ * MONEY_MANAGER_NO_PRIVATE_MEMBER_SERIALIZATION
183
+ *
184
+ * public:
185
+ * Drived();
186
+ * ...
187
+ * };
188
+ * @endcode
189
+ * @ingroup MoneyManager
190
+ */
191
+ #define MONEY_MANAGER_NO_PRIVATE_MEMBER_SERIALIZATION \
192
+ private: \
193
+ friend class boost::serialization::access; \
194
+ template <class Archive> \
195
+ void serialize(Archive& ar, const unsigned int version) { \
196
+ ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(MoneyManagerBase); \
197
+ }
198
+ #else
199
+ #define MONEY_MANAGER_NO_PRIVATE_MEMBER_SERIALIZATION
200
+ #endif
201
+
202
+ /**
203
+ * 客户程序都应使用该指针类型
204
+ * @ingroup MoneyManager
205
+ */
206
+ typedef shared_ptr<MoneyManagerBase> MoneyManagerPtr;
207
+ typedef shared_ptr<MoneyManagerBase> MMPtr;
208
+
209
+ #define MONEY_MANAGER_IMP(classname) \
210
+ public: \
211
+ virtual MoneyManagerPtr _clone() override { \
212
+ return std::make_shared<classname>(); \
213
+ } \
214
+ virtual double _getBuyNumber(const Datetime& datetime, const Stock& stock, price_t price, \
215
+ price_t risk, SystemPart from) override;
216
+
217
+ HKU_API std::ostream& operator<<(std::ostream&, const MoneyManagerBase&);
218
+ HKU_API std::ostream& operator<<(std::ostream&, const MoneyManagerPtr&);
219
+
220
+ } /* namespace hku */
221
+
222
+ #if FMT_VERSION >= 90000
223
+ template <>
224
+ struct fmt::formatter<hku::MoneyManagerBase> : ostream_formatter {};
225
+
226
+ template <>
227
+ struct fmt::formatter<hku::MoneyManagerPtr> : ostream_formatter {};
228
+ #endif
229
+
230
+ #endif /* MONEYMANAGERBASE_H_ */
@@ -0,0 +1,20 @@
1
+ /*
2
+ * build_in.h
3
+ *
4
+ * Created on: 2013-4-19
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef MONEYMANAGER_BUILD_IN_H_
10
+ #define MONEYMANAGER_BUILD_IN_H_
11
+
12
+ #include "crt/MM_Nothing.h"
13
+ #include "crt/MM_FixedPercent.h"
14
+ #include "crt/MM_FixedRisk.h"
15
+ #include "crt/MM_FixedCapital.h"
16
+ #include "crt/MM_FixedCount.h"
17
+ #include "crt/MM_FixedUnits.h"
18
+ #include "crt/MM_WilliamsFixedRisk.h"
19
+
20
+ #endif /* MONEYMANAGER_BUILD_IN_H_ */
@@ -0,0 +1,20 @@
1
+ /*
2
+ * MM_FixedCapital.h
3
+ *
4
+ * Created on: 2016年5月3日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDCAPITAL_H_
10
+ #define TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDCAPITAL_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ MoneyManagerPtr HKU_API MM_FixedCapital(double capital = 10000.00);
17
+
18
+ } /* namespace hku */
19
+
20
+ #endif /* TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDCAPITAL_H_ */
@@ -0,0 +1,28 @@
1
+ /*
2
+ * MM_FixedCount.h
3
+ *
4
+ * Created on: 2013-4-19
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef FIXEDCOUNT_MM_H_
10
+ #define FIXEDCOUNT_MM_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ /**
17
+ * 固定交易数量资金管理策略
18
+ * @details 每次买入固定的数量。
19
+ * @param n 每次买入的数量(应该是交易对象最小交易数量的整数,此处程序没有此进行判断)
20
+ * @note 1) 该策略主要用于测试和其他策略进行比较结果,本身不符合现实。\n
21
+ * 2) 该策略并不判断已有的持仓情况,如果在已有持仓情况下不能交易,则该判断应为System本身的责任
22
+ * @ingroup MoneyManager
23
+ */
24
+ MoneyManagerPtr HKU_API MM_FixedCount(double n = 100);
25
+
26
+ } // namespace hku
27
+
28
+ #endif /* FIXEDCOUNT_MM_H_ */
@@ -0,0 +1,27 @@
1
+ /*
2
+ * MM_FixedPercent.h
3
+ *
4
+ * Created on: 2015年4月5日
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDPERCENT_H_
10
+ #define TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDPERCENT_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ /**
17
+ * 百分比风险模型
18
+ * @details 参见:《通往财务自由之路》2008年6月 机械工业出版社 范 K.撒普(Van K. Tharp.)P312
19
+ * 公式:P(头寸规模)= C(总风险)/ R(每股的风险) [这里C现金为总风险]
20
+ * @param p 每笔交易总风险占总资产的百分比,如0.02表示总资产的2%
21
+ * @ingroup MoneyManager
22
+ */
23
+ MoneyManagerPtr HKU_API MM_FixedPercent(double p);
24
+
25
+ } // namespace hku
26
+
27
+ #endif /* TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDPERCENT_H_ */
@@ -0,0 +1,20 @@
1
+ /*
2
+ * MM_FixedRisk.h
3
+ *
4
+ * Created on: 2016年5月1日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDRISK_H_
10
+ #define TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDRISK_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ MoneyManagerPtr HKU_API MM_FixedRisk(double risk = 1000.00);
17
+
18
+ } /* namespace hku */
19
+
20
+ #endif /* TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDRISK_H_ */
@@ -0,0 +1,20 @@
1
+ /*
2
+ * MM_FixedUnits.h
3
+ *
4
+ * Created on: 2016年5月3日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDUNITS_H_
10
+ #define TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDUNITS_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ MoneyManagerPtr HKU_API MM_FixedUnits(int n = 33);
17
+
18
+ } // namespace hku
19
+
20
+ #endif /* TRADE_SYS_MONEYMANAGER_CRT_MM_FIXEDUNITS_H_ */
@@ -0,0 +1,24 @@
1
+ /*
2
+ * MM_FixedCount.h
3
+ *
4
+ * Created on: 2013-4-19
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef NOTHING_MM_H_
10
+ #define NOTHING_MM_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
16
+ /**
17
+ * 不做资金管理,有多少钱买多少
18
+ * @ingroup MoneyManager
19
+ */
20
+ MoneyManagerPtr HKU_API MM_Nothing();
21
+
22
+ } // namespace hku
23
+
24
+ #endif /* NOTHING_MM_H_ */
@@ -0,0 +1,20 @@
1
+ /*
2
+ * MM_WilliamsFixedRisk.h
3
+ *
4
+ * Created on: 2016年5月3日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_CRT_MM_WILLIAMSFIXEDRISK_H_
10
+ #define TRADE_SYS_MONEYMANAGER_CRT_MM_WILLIAMSFIXEDRISK_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
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+ MoneyManagerPtr HKU_API MM_WilliamsFixedRisk(double p = 0.1, price_t max_loss = 1000.0);
17
+
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+ } // namespace hku
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+
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+ #endif /* TRADE_SYS_MONEYMANAGER_CRT_MM_WILLIAMSFIXEDRISK_H_ */
@@ -0,0 +1,28 @@
1
+ /*
2
+ * FixedCapitalMoneyManager.h
3
+ *
4
+ * Created on: 2016年5月3日
5
+ * Author: Administrator
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef TRADE_SYS_MONEYMANAGER_IMP_FIXEDCAPITALMONEYMANAGER_H_
10
+ #define TRADE_SYS_MONEYMANAGER_IMP_FIXEDCAPITALMONEYMANAGER_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
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+ class FixedCapitalMoneyManager : public MoneyManagerBase {
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+ MONEY_MANAGER_IMP(FixedCapitalMoneyManager)
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+ MONEY_MANAGER_NO_PRIVATE_MEMBER_SERIALIZATION
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+
20
+ public:
21
+ FixedCapitalMoneyManager();
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+ virtual ~FixedCapitalMoneyManager();
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+ virtual void _checkParam(const string& name) const override;
24
+ };
25
+
26
+ } /* namespace hku */
27
+
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+ #endif /* TRADE_SYS_MONEYMANAGER_IMP_FIXEDCAPITALMONEYMANAGER_H_ */
@@ -0,0 +1,38 @@
1
+ /*
2
+ * FixedCountMoneyManager.h
3
+ *
4
+ * Created on: 2013-4-19
5
+ * Author: fasiondog
6
+ */
7
+
8
+ #pragma once
9
+ #ifndef FIXEDCOUNTMONEYMANAGER_H_
10
+ #define FIXEDCOUNTMONEYMANAGER_H_
11
+
12
+ #include "../MoneyManagerBase.h"
13
+
14
+ namespace hku {
15
+
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+ /**
17
+ * 固定交易数量资金管理策略
18
+ * @details 每次买入固定的数量,如果帐户余额不足,则向帐户中存入足够的资金,保证能够执行买入。
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+ * 即,假设资金总是充足的。
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+ * @param n 每次买入的数量(应该是交易对象最小交易数量的整数,此处程序没有此进行判断)
21
+ * @note 1) 该策略主要用于测试和其他策略进行比较结果,本身不符合现实。\n
22
+ * 2) 该策略并不判断已有的持仓情况,如果在已有持仓情况下不能交易,则该判断应为System本身的责任
23
+ */
24
+ class FixedCountMoneyManager : public MoneyManagerBase {
25
+ MONEY_MANAGER_IMP(FixedCountMoneyManager)
26
+
27
+ virtual double _getSellShortNumber(const Datetime& datetime, const Stock& stock, price_t price,
28
+ price_t risk, SystemPart from) override;
29
+ MONEY_MANAGER_NO_PRIVATE_MEMBER_SERIALIZATION
30
+
31
+ public:
32
+ FixedCountMoneyManager();
33
+ virtual ~FixedCountMoneyManager();
34
+ virtual void _checkParam(const string& name) const override;
35
+ };
36
+
37
+ } /* namespace hku */
38
+ #endif /* FIXEDCOUNTMONEYMANAGER_H_ */