hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/include/hikyuu/trade_sys/system/System.h

@@ -0,0 +1,653 @@
+/*
+ * SystemBase.h
+ *
+ *  Created on: 2013-3-3
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef SYSTEMBASE_H_
+#define SYSTEMBASE_H_
+
+// #include "../../KData.h"
+// #include "../../utilities/Parameter.h"
+// #include "../../trade_manage/TradeManager.h"
+#include "../environment/EnvironmentBase.h"
+#include "../condition/ConditionBase.h"
+#include "../moneymanager/MoneyManagerBase.h"
+#include "../signal/SignalBase.h"
+#include "../stoploss/StoplossBase.h"
+#include "../profitgoal/ProfitGoalBase.h"
+#include "../slippage/SlippageBase.h"
+#include "TradeRequest.h"
+#include "SystemPart.h"
+#include "../../serialization/KData_serialization.h"
+
+namespace hku {
+
+class HKU_API Portfolio;
+class HKU_API AllocateFundsBase;
+class HKU_API WalkForwardSystem;
+
+/**
+ * 交易系统基类
+ * @ingroup System
+ */
+class HKU_API System {
+    PARAMETER_SUPPORT_WITH_CHECK
+    friend class HKU_API Portfolio;
+    friend class HKU_API AllocateFundsBase;
+    friend class HKU_API WalkForwardSystem;
+
+public:
+    /** 默认构造函数 */
+    System();
+
+    /** 指定系统名称的构造函数 */
+    explicit System(const string& name);
+
+    /**
+     * @brief 构造函数
+     *
+     * @param tm 指定账户
+     * @param mm 指定资金管理策略
+     * @param ev 指定市场环境判断策略
+     * @param cn 指定系统条件判断策略
+     * @param sg 指定信号指示器
+     * @param st 指定止损策略
+     * @param tp 指定止盈策略
+     * @param pg 指定目标盈利策略
+     * @param sp 指定移滑价差算法
+     * @param name 系统名称
+     */
+    System(const TradeManagerPtr& tm, const MoneyManagerPtr& mm, const EnvironmentPtr& ev,
+           const ConditionPtr& cn, const SignalPtr& sg, const StoplossPtr& st,
+           const StoplossPtr& tp, const ProfitGoalPtr& pg, const SlippagePtr& sp,
+           const string& name);
+
+    System(const System&) = default;
+
+    /** 析构函数 */
+    virtual ~System();
+
+    typedef SystemPart Part;
+
+    /** 获取名称 */
+    const string& name() const;
+
+    /** 设置名称 */
+    void name(const string& name);
+
+    /** 获取交易对象 */
+    KData getTO() const;
+
+    /** 获取管理账户 */
+    TradeManagerPtr getTM() const;
+
+    /** 获取资金管理策略 */
+    MoneyManagerPtr getMM() const;
+
+    /** 获取市场环境判定策略 */
+    EnvironmentPtr getEV() const;
+
+    /** 获取系统条件判定策略 */
+    ConditionPtr getCN() const;
+
+    /** 获取信号指示器 */
+    SignalPtr getSG() const;
+
+    /** 获取止损策略 */
+    StoplossPtr getST() const;
+
+    /** 获取止盈策略 */
+    StoplossPtr getTP() const;
+
+    /** 获取盈利目标策略 */
+    ProfitGoalPtr getPG() const;
+
+    /** 获取移滑价差策略 */
+    SlippagePtr getSP() const;
+
+    /** 设定管理账户 */
+    void setTM(const TradeManagerPtr& tm);
+
+    /** 设定资金管理策略 */
+    void setMM(const MoneyManagerPtr& mm);
+
+    /** 设定市场环境判定策略 */
+    void setEV(const EnvironmentPtr& ev);
+
+    /** 设定系统条件判定策略 */
+    void setCN(const ConditionPtr& cn);
+
+    /** 设定信号指示器 */
+    void setSG(const SignalPtr& sg);
+
+    /** 设定止损策略 */
+    void setST(const StoplossPtr& st);
+
+    /** 设定止盈策略 */
+    void setTP(const StoplossPtr& tp);
+
+    /** 设定盈利目标策略 */
+    void setPG(const ProfitGoalPtr& pg);
+
+    /** 设定移滑价差算法 */
+    void setSP(const SlippagePtr& sp);
+
+    /** 获取交易的证券 */
+    Stock getStock() const;
+
+    /** 设定交易的证券 */
+    void setStock(const Stock& stk);
+
+    const KQuery& getQuery() const;
+
+    /** 获取实际执行的交易记录，和 TM 的区别是不包含权息调整带来的交易记录 */
+    const TradeRecordList& getTradeRecordList() const;
+
+    /** 获取买入请求，“delay”模式下查看下一时刻是否存在买入操作 */
+    const TradeRequest& getBuyTradeRequest() const;
+
+    /** 获取卖出请求，“delay”模式下查看下一时刻是否存在卖出操作 */
+    const TradeRequest& getSellTradeRequest() const;
+
+    const TradeRequest& getSellShortTradeRequest() const;
+    const TradeRequest& getBuyShortTradeRequest() const;
+
+    /** 将所有组件全部置为非共享 */
+    void setNotSharedAll();
+
+    /**
+     * 复位，但不包括已有的交易对象，以及共享的部件
+     * @note 实际复位操作依赖于系统中各个部件的共享参数
+     */
+    void reset();
+
+    /** 强制复位所有组件以及清空已有的交易对象，忽略组件的共享属性 */
+    void forceResetAll();
+
+    typedef shared_ptr<System> SystemPtr;
+
+    /**
+     * 克隆操作，会依次调用所有部件的clone操作
+     */
+    SystemPtr clone();
+
+    /**
+     * 设置交易对象
+     * @note 其中tm, ev没有setTO接口
+     */
+    void setTO(const KData& kdata);
+
+    /**
+     * @brief 不指定stock的方式下run，需要事先通过setStock设定stock
+     * @param query 查询条件
+     * @param reset 执行前是否依据系统部件共享属性复位
+     * @param resetAll 强制复位所有部件
+     */
+    void run(const KQuery& query, bool reset = true, bool resetAll = false);
+
+    /**
+     * @brief 运行系统策略
+     * @param stock 指定的证券
+     * @param query 指定查询条件
+     * @param reset 执行前是否依据系统部件共享属性复位
+     * @param resetAll 强制复位所有部件
+     */
+    void run(const Stock& stock, const KQuery& query, bool reset = true, bool resetAll = false);
+
+    /**
+     * @brief 运行系统
+     * @param kdata 指定的交易对象
+     * @param reset 执行前是否依据系统部件共享属性复位
+     * @param resetAll 强制复位所有部件
+     */
+    virtual void run(const KData& kdata, bool reset = true, bool resetAll = false);
+
+    /**
+     * @brief 在指定的日期执行一步，仅由 PF 调用
+     * @param datetime 指定的日期
+     * @return TradeRecord
+     */
+    virtual TradeRecord runMoment(const Datetime& datetime);
+
+    // 运行前准备工作, 失败将抛出异常
+    virtual void readyForRun();
+
+    // 由各个相关组件调用，用于组件参数变化时通知 sys，以便重算
+    void partChangedNotify() {
+        m_calculated = false;
+    }
+
+    virtual void _reset() {}
+    virtual void _forceResetAll() {}
+
+    /** 子类克隆接口 */
+    virtual SystemPtr _clone() {
+        return make_shared<System>();
+    }
+
+    virtual string str() const;
+
+public:
+    //-------------------------
+    // 仅供 PF/AF 内部调用
+    //-------------------------
+
+    // 强制以开盘价卖出，仅供 PF/AF 内部调用
+    virtual TradeRecord sellForceOnOpen(const Datetime& date, double num, Part from) {
+        HKU_ASSERT(from == PART_ALLOCATEFUNDS || from == PART_PORTFOLIO);
+        return _sellForce(date, num, from, true);
+    }
+
+    // 强制以收盘价卖出，仅供 PF/AF 内部调用
+    virtual TradeRecord sellForceOnClose(const Datetime& date, double num, Part from) {
+        HKU_ASSERT(from == PART_ALLOCATEFUNDS || from == PART_PORTFOLIO);
+        return _sellForce(date, num, from, false);
+    }
+
+    // 清除已有的交易请求，供Portfolio使用
+    virtual void clearDelayBuyRequest();
+
+    // 当前是否存在延迟的操作请求，供Portfolio
+    bool haveDelaySellRequest() const {
+        return m_sellRequest.valid;
+    }
+
+    bool haveDelayBuyRequest() const {
+        return m_buyRequest.valid;
+    }
+
+    // 处理延迟买入请求，仅供 PF 调用
+    virtual TradeRecord pfProcessDelaySellRequest(const Datetime& date);
+
+    // 处理延迟买入请求，仅供 PF 调用
+    virtual TradeRecord pfProcessDelayBuyRequest(const Datetime& date);
+
+protected:
+    virtual bool isPythonObject() const {
+        return false;
+    }
+
+private:
+    bool _environmentIsValid(const Datetime& datetime);
+    bool _conditionIsValid(const Datetime& datetime);
+
+    // 通知所有需要接收实际买入交易记录的部件
+    void _buyNotifyAll(const TradeRecord&);
+
+    // 通知所有需要接收实际卖出交易记录的部件
+    void _sellNotifyAll(const TradeRecord&);
+
+    double _getBuyNumber(const Datetime&, price_t price, price_t risk, Part from);
+    double _getSellNumber(const Datetime&, price_t price, price_t risk, Part from);
+    double _getSellShortNumber(const Datetime&, price_t price, price_t risk, Part from);
+    double _getBuyShortNumber(const Datetime&, price_t price, price_t risk, Part from);
+
+    price_t _getStoplossPrice(const KRecord& today, const KRecord& src_today, price_t price);
+    price_t _getShortStoplossPrice(const KRecord& today, const KRecord& src_today, price_t price);
+
+    price_t _getTakeProfitPrice(const Datetime& datetime, price_t currentPrice);
+
+    price_t _getGoalPrice(const Datetime& datetime, price_t price);
+    price_t _getShortGoalPrice(const Datetime&, price_t price);
+
+    price_t _getRealBuyPrice(const Datetime& datetime, price_t planPrice);
+    price_t _getRealSellPrice(const Datetime& datetime, price_t planPrice);
+
+    TradeRecord _buy(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _buyNow(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _buyDelay(const KRecord& today, const KRecord& src_today);
+    void _submitBuyRequest(const KRecord& today, const KRecord& src_today, Part from);
+
+    TradeRecord _sell(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _sellNow(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _sellDelay(const KRecord& today, const KRecord& src_today);
+    void _submitSellRequest(const KRecord& today, const KRecord& src_today, Part from);
+
+    TradeRecord _sellShort(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _sellShortNow(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _sellShortDelay(const KRecord& today, const KRecord& src_today);
+    void _submitSellShortRequest(const KRecord& today, const KRecord& src_today, Part from);
+
+    TradeRecord _buyShort(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _buyShortNow(const KRecord& today, const KRecord& src_today, Part from);
+    TradeRecord _buyShortDelay(const KRecord& today, const KRecord& src_today);
+    void _submitBuyShortRequest(const KRecord& today, const KRecord& src_today, Part from);
+
+    TradeRecord _processRequest(const KRecord& today, const KRecord& src_today);
+
+    TradeRecord _runMoment(const KRecord& record, const KRecord& src_record);
+
+    // Portfolio | AllocateFunds 指示立即进行强制卖出，以便对 buy_delay 的系统进行资金调整
+    TradeRecord _sellForce(const Datetime& date, double num, Part from, bool on_open);
+
+protected:
+    TradeManagerPtr m_tm;
+    MoneyManagerPtr m_mm;
+    EnvironmentPtr m_ev;
+    ConditionPtr m_cn;
+    SignalPtr m_sg;
+    StoplossPtr m_st;
+    StoplossPtr m_tp;
+    ProfitGoalPtr m_pg;
+    SlippagePtr m_sp;
+
+    string m_name;
+    Stock m_stock;
+    KData m_kdata;
+    KData m_src_kdata;  // 未复权的原始 K 线数据
+
+    bool m_calculated;  // 控制是否需要重新计算
+    bool m_pre_ev_valid;
+    bool m_pre_cn_valid;
+
+    int m_buy_days;                 // 每一次买入清零，计算一次加1，即买入后的天数
+    int m_sell_short_days;          // 每一次卖空清零
+    TradeRecordList m_trade_list;   // 保存实际执行的交易记录
+    price_t m_lastTakeProfit;       // 上一次多头止损价，用于保证止赢价单调递增
+    price_t m_lastShortTakeProfit;  // 上一次空头止赢价
+
+    TradeRequest m_buyRequest;
+    TradeRequest m_sellRequest;
+    TradeRequest m_sellShortRequest;
+    TradeRequest m_buyShortRequest;
+
+private:
+    void initParam();  // 初始化参数及其默认值
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+private:
+    friend class boost::serialization::access;
+    template <class Archive>
+    void save(Archive& ar, const unsigned int version) const {
+        ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_params);
+
+        ar& BOOST_SERIALIZATION_NVP(m_tm);
+        ar& BOOST_SERIALIZATION_NVP(m_ev);
+        ar& BOOST_SERIALIZATION_NVP(m_cn);
+        ar& BOOST_SERIALIZATION_NVP(m_mm);
+        ar& BOOST_SERIALIZATION_NVP(m_sg);
+        ar& BOOST_SERIALIZATION_NVP(m_st);
+        ar& BOOST_SERIALIZATION_NVP(m_tp);
+        ar& BOOST_SERIALIZATION_NVP(m_pg);
+        ar& BOOST_SERIALIZATION_NVP(m_sp);
+
+        ar& BOOST_SERIALIZATION_NVP(m_kdata);
+        ar& BOOST_SERIALIZATION_NVP(m_stock);
+
+        ar& BOOST_SERIALIZATION_NVP(m_calculated);
+        ar& BOOST_SERIALIZATION_NVP(m_pre_ev_valid);
+        ar& BOOST_SERIALIZATION_NVP(m_pre_cn_valid);
+
+        ar& BOOST_SERIALIZATION_NVP(m_buy_days);
+        ar& BOOST_SERIALIZATION_NVP(m_sell_short_days);
+        ar& BOOST_SERIALIZATION_NVP(m_trade_list);
+        ar& BOOST_SERIALIZATION_NVP(m_lastTakeProfit);
+        ar& BOOST_SERIALIZATION_NVP(m_lastShortTakeProfit);
+
+        ar& BOOST_SERIALIZATION_NVP(m_buyRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_sellRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_sellShortRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_buyShortRequest);
+    }
+
+    template <class Archive>
+    void load(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_params);
+
+        ar& BOOST_SERIALIZATION_NVP(m_tm);
+        ar& BOOST_SERIALIZATION_NVP(m_ev);
+        ar& BOOST_SERIALIZATION_NVP(m_cn);
+        ar& BOOST_SERIALIZATION_NVP(m_mm);
+        ar& BOOST_SERIALIZATION_NVP(m_sg);
+        ar& BOOST_SERIALIZATION_NVP(m_st);
+        ar& BOOST_SERIALIZATION_NVP(m_tp);
+        ar& BOOST_SERIALIZATION_NVP(m_pg);
+        ar& BOOST_SERIALIZATION_NVP(m_sp);
+
+        ar& BOOST_SERIALIZATION_NVP(m_kdata);
+        ar& BOOST_SERIALIZATION_NVP(m_stock);
+
+        ar& BOOST_SERIALIZATION_NVP(m_calculated);
+        ar& BOOST_SERIALIZATION_NVP(m_pre_ev_valid);
+        ar& BOOST_SERIALIZATION_NVP(m_pre_cn_valid);
+
+        ar& BOOST_SERIALIZATION_NVP(m_buy_days);
+        ar& BOOST_SERIALIZATION_NVP(m_sell_short_days);
+        ar& BOOST_SERIALIZATION_NVP(m_trade_list);
+        ar& BOOST_SERIALIZATION_NVP(m_lastTakeProfit);
+        ar& BOOST_SERIALIZATION_NVP(m_lastShortTakeProfit);
+
+        ar& BOOST_SERIALIZATION_NVP(m_buyRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_sellRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_sellShortRequest);
+        ar& BOOST_SERIALIZATION_NVP(m_buyShortRequest);
+    }
+
+    BOOST_SERIALIZATION_SPLIT_MEMBER()
+#endif /* HKU_SUPPORT_SERIALIZATION */
+};
+
+/**
+ * 客户程序应使用该指针进行操作
+ * @ingroup System
+ */
+typedef shared_ptr<System> SystemPtr;
+typedef shared_ptr<System> SYSPtr;
+typedef vector<SystemPtr> SystemList;
+
+HKU_API std::ostream& operator<<(std::ostream& os, const System& sys);
+HKU_API std::ostream& operator<<(std::ostream& os, const SystemPtr& sys);
+
+inline const string& System::name() const {
+    return m_name;
+}
+
+inline void System::name(const string& name) {
+    m_name = name;
+}
+
+inline KData System::getTO() const {
+    return m_kdata;
+}
+
+inline TradeManagerPtr System::getTM() const {
+    return m_tm;
+}
+
+inline MoneyManagerPtr System::getMM() const {
+    return m_mm;
+}
+
+inline EnvironmentPtr System::getEV() const {
+    return m_ev;
+}
+
+inline ConditionPtr System::getCN() const {
+    return m_cn;
+}
+
+inline SignalPtr System::getSG() const {
+    return m_sg;
+}
+
+inline StoplossPtr System::getST() const {
+    return m_st;
+}
+
+inline StoplossPtr System::getTP() const {
+    return m_tp;
+}
+
+inline ProfitGoalPtr System::getPG() const {
+    return m_pg;
+}
+
+inline SlippagePtr System::getSP() const {
+    return m_sp;
+}
+
+inline void System::setTM(const TradeManagerPtr& tm) {
+    if (m_tm != tm) {
+        m_tm = tm;
+        m_calculated = false;
+    }
+}
+
+inline void System::setMM(const MoneyManagerPtr& mm) {
+    if (m_mm != mm) {
+        m_mm = mm;
+        m_calculated = false;
+    }
+}
+
+inline void System::setEV(const EnvironmentPtr& ev) {
+    if (m_ev != ev) {
+        m_ev = ev;
+        m_calculated = false;
+    }
+}
+
+inline void System::setCN(const ConditionPtr& cn) {
+    if (m_cn != cn) {
+        m_cn = cn;
+        m_calculated = false;
+    }
+}
+
+inline void System::setSG(const SignalPtr& sg) {
+    if (m_sg != sg) {
+        m_sg = sg;
+        m_calculated = false;
+    }
+}
+
+inline void System::setST(const StoplossPtr& st) {
+    if (m_st != st) {
+        m_st = st;
+        m_calculated = false;
+    }
+}
+
+inline void System::setTP(const StoplossPtr& tp) {
+    if (m_tp != tp) {
+        m_tp = tp;
+        m_calculated = false;
+    }
+}
+
+inline void System::setPG(const ProfitGoalPtr& pg) {
+    if (m_pg != pg) {
+        m_pg = pg;
+        m_calculated = false;
+    }
+}
+
+inline void System::setSP(const SlippagePtr& sp) {
+    if (m_sp != sp) {
+        m_sp = sp;
+        m_calculated = false;
+    }
+}
+
+inline Stock System::getStock() const {
+    return m_stock;
+}
+
+inline void System::setStock(const Stock& stk) {
+    if (m_stock != stk) {
+        m_stock = stk;
+        m_calculated = false;
+    }
+}
+
+inline const KQuery& System::getQuery() const {
+    return m_kdata.getQuery();
+}
+
+inline const TradeRecordList& System::getTradeRecordList() const {
+    return m_trade_list;
+}
+
+inline const TradeRequest& System::getBuyTradeRequest() const {
+    return m_buyRequest;
+}
+
+inline const TradeRequest& System::getSellTradeRequest() const {
+    return m_sellRequest;
+}
+
+inline const TradeRequest& System::getSellShortTradeRequest() const {
+    return m_sellShortRequest;
+}
+
+inline const TradeRequest& System::getBuyShortTradeRequest() const {
+    return m_buyShortRequest;
+}
+
+inline bool System::_environmentIsValid(const Datetime& datetime) {
+    return m_ev ? m_ev->isValid(datetime) : true;
+}
+
+inline bool System::_conditionIsValid(const Datetime& datetime) {
+    return m_cn ? m_cn->isValid(datetime) : true;
+}
+
+inline double System ::_getBuyNumber(const Datetime& datetime, price_t price, price_t risk,
+                                     Part from) {
+    return m_mm ? m_mm->getBuyNumber(datetime, m_stock, price, risk, from) : 0;
+}
+
+inline double System ::_getSellNumber(const Datetime& datetime, price_t price, price_t risk,
+                                      Part from) {
+    return m_mm ? m_mm->getSellNumber(datetime, m_stock, price, risk, from) : 0;
+}
+
+inline double System ::_getSellShortNumber(const Datetime& datetime, price_t price, price_t risk,
+                                           Part from) {
+    return m_mm ? m_mm->getSellShortNumber(datetime, m_stock, price, risk, from) : 0;
+}
+
+inline double System ::_getBuyShortNumber(const Datetime& datetime, price_t price, price_t risk,
+                                          Part from) {
+    return m_mm ? m_mm->getBuyShortNumber(datetime, m_stock, price, risk, from) : 0;
+}
+
+inline price_t System ::_getRealBuyPrice(const Datetime& datetime, price_t planPrice) {
+    return m_sp ? m_sp->getRealBuyPrice(datetime, planPrice) : planPrice;
+}
+
+inline price_t System ::_getRealSellPrice(const Datetime& datetime, price_t planPrice) {
+    return m_sp ? m_sp->getRealSellPrice(datetime, planPrice) : planPrice;
+}
+
+inline price_t System ::_getTakeProfitPrice(const Datetime& datetime, price_t currentPrice) {
+    return m_tp ? m_tp->getPrice(datetime, currentPrice) : 0.0;
+}
+
+inline price_t System ::_getGoalPrice(const Datetime& datetime, price_t price) {
+    return m_pg ? m_pg->getGoal(datetime, price) : Null<price_t>();
+}
+
+inline price_t System ::_getShortGoalPrice(const Datetime& datetime, price_t price) {
+    return m_pg ? m_pg->getShortGoal(datetime, price) : 0.0;
+}
+
+} /* namespace hku */
+
+#if FMT_VERSION >= 90000
+template <>
+struct fmt::formatter<hku::System> : ostream_formatter {};
+
+template <>
+struct fmt::formatter<hku::SystemPtr> : ostream_formatter {};
+#endif
+
+#endif /* SYSTEMBASE_H_ */

hikyuu/include/hikyuu/trade_sys/system/SystemPart.h

@@ -0,0 +1,54 @@
+/*
+ * SystemPart.h
+ *
+ *  Created on: 2013-4-29
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef SYSTEMPART_H_
+#define SYSTEMPART_H_
+
+#include "../../DataType.h"
+
+namespace hku {
+
+/**
+ * 系统关联部件（各自策略）枚举定义，用于修改相关部件参数
+ * @ingroup System
+ */
+enum SystemPart {
+    PART_ENVIRONMENT = 0,  /**< 外部环境 */
+    PART_CONDITION = 1,    /**< 系统前提条件 */
+    PART_SIGNAL = 2,       /**< 信号产生器 */
+    PART_STOPLOSS = 3,     /**< 止损策略 */
+    PART_TAKEPROFIT = 4,   /**< 止赢策略 */
+    PART_MONEYMANAGER = 5, /**< 资金管理策略 */
+    PART_PROFITGOAL = 6,   /**< 盈利目标策略 */
+    PART_SLIPPAGE = 7,     /**< 移滑价差算法 */
+
+    PART_ALLOCATEFUNDS = 8, /**< 资产分配算法 */
+    PART_PORTFOLIO = 9,     /**< 资产组合 */
+
+    PART_INVALID = 10, /**< 无效值 */
+};
+
+/**
+ * 获取SystemPart枚举值的字符串名称
+ * @param part 系统部件枚举值
+ * @return
+ * @ingroup System
+ */
+string HKU_API getSystemPartName(int part);
+
+/**
+ * 通过字符串名称获取SystemPart枚举值
+ * @param name 字符串名称
+ * @return
+ * @ingroup System
+ */
+SystemPart HKU_API getSystemPartEnum(const string& name);
+
+}  // namespace hku
+
+#endif /* SYSTEMPART_H_ */