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IndicatorStoploss.h
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1 /*
2  * IndicatorStoploss.h
3  *
4  * Created on: 2013-4-21
5  * Author: fasiondog
6  */
7 
8 #ifndef INDICATORSTOPLOSS_H_
9 #define INDICATORSTOPLOSS_H_
10 
11 #include "../../../indicator/Operand.h"
12 #include "../StoplossBase.h"
13 
14 namespace hku {
15 
17 public:
18  IndicatorStoploss(); //仅用于序列化默认构造函数
19  IndicatorStoploss(const Operand& op,
20  const string& kdata_part);
21  virtual ~IndicatorStoploss();
22 
23  virtual price_t getPrice(const Datetime& datetime, price_t price);
24  virtual void _reset();
25  virtual StoplossPtr _clone();
26  virtual void _calculate();
27 
28 private:
29  Operand m_op;
30  map<Datetime, price_t> m_result;
31 
32 //========================================
33 //序列化支持
34 //========================================
35 #if HKU_SUPPORT_SERIALIZATION
36 private:
38  template<class Archive>
39  void serialize(Archive & ar, const unsigned int version) {
40  ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(StoplossBase);
41  ar & BOOST_SERIALIZATION_NVP(m_op);
42  //m_result 每次系统运行时都要重新计算,不保存
43  //ar & BOOST_SERIALIZATION_NVP(m_result);
44  }
45 #endif /* HKU_SUPPORT_SERIALIZATION */
46 };
47 
48 } /* namespace hku */
49 #endif /* INDICATORSTOPLOSS_H_ */
Definition: Operand.h:15
IndicatorStoploss()
Definition: IndicatorStoploss.cpp:13
virtual StoplossPtr _clone()
子类克隆接口
Definition: IndicatorStoploss.cpp:36
Definition: IndicatorStoploss.h:16
shared_ptr< StoplossBase > StoplossPtr
Definition: StoplossBase.h:57
virtual void _reset()
子类复位接口
Definition: IndicatorStoploss.cpp:32
日期类型
Definition: Datetime.h:33
virtual ~IndicatorStoploss()
Definition: IndicatorStoploss.cpp:24
friend class boost::serialization::access
Definition: IndicatorStoploss.h:37
double price_t
Definition: DataType.h:53
止损/止赢策略基类
Definition: StoplossBase.h:28
virtual price_t getPrice(const Datetime &datetime, price_t price)
获取本次预期交易(买入)时的计划止损价格,如果不存在止损价,则返回0。 用于系统在交易执行前向止损策略...
Definition: IndicatorStoploss.cpp:28
virtual void _calculate()
子类计算接口,由setTO调用
Definition: IndicatorStoploss.cpp:42
Hikyuu核心命名空间,包含股票数据的管理、指标实现、交易系统框架等
Definition: Block.cpp:11