hku::System类 参考

交易系统基类 更多...

#include <System.h>

hku::System 的协作图:

Public 类型
typedef SystemPart	Part
typedef shared_ptr< System >	SystemPtr

Public 成员函数
	System ()
	System (const string &name)
	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)
virtual	~System ()
string	name () const
	获取名称 更多...
void	name (const string &name)
	设置名称 更多...
KData	getTO () const
TradeManagerPtr	getTM () const
MoneyManagerPtr	getMM () const
EnvironmentPtr	getEV () const
ConditionPtr	getCN () const
SignalPtr	getSG () const
StoplossPtr	getST () const
StoplossPtr	getTP () const
ProfitGoalPtr	getPG () const
SlippagePtr	getSP () const
void	setTM (const TradeManagerPtr &tm)
void	setMM (const MoneyManagerPtr &mm)
void	setEV (const EnvironmentPtr &ev)
void	setCN (const ConditionPtr &cn)
void	setSG (const SignalPtr &sg)
void	setST (const StoplossPtr &st)
void	setTP (const StoplossPtr &tp)
void	setPG (const ProfitGoalPtr &pg)
void	setSP (const SlippagePtr &sp)
Stock	getStock () const
void	setStock (const Stock &stk)
const TradeRecordList &	getTradeRecordList () const
const TradeRequest &	getBuyTradeRequest () const
const TradeRequest &	getSellTradeRequest () const
const TradeRequest &	getSellShortTradeRequest () const
const TradeRequest &	getBuyShortTradeRequest () const
void	reset (bool with_tm, bool with_ev)
	复位 更多...
SystemPtr	clone (bool with_tm, bool with_ev)
	克隆操作，会依次调用所有部件的clone操作 更多...
void	setTO (const KData &kdata)
	设置交易对象 更多...
void	run (const KQuery &query, bool reset=true)
void	run (const Stock &stock, const KQuery &query, bool reset=true)
void	runMoment (const Datetime &datetime)
void	runMoment (const KRecord &record)
void	clearDelayRequest ()
bool	haveDelayRequest () const
bool	readyForRun ()
bool	_environmentIsValid (const Datetime &datetime)
bool	_conditionIsValid (const Datetime &datetime)
void	_buyNotifyAll (const TradeRecord &)
void	_sellNotifyAll (const TradeRecord &)
size_t	_getBuyNumber (const Datetime &, price_t price, price_t risk, Part from)
size_t	_getSellNumber (const Datetime &, price_t price, price_t risk, Part from)
size_t	_getSellShortNumber (const Datetime &, price_t price, price_t risk, Part from)
size_t	_getBuyShortNumber (const Datetime &, price_t price, price_t risk, Part from)
price_t	_getStoplossPrice (const Datetime &datetime, price_t price)
price_t	_getShortStoplossPrice (const Datetime &datetime, price_t price)
price_t	_getTakeProfitPrice (const Datetime &datetime)
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)
void	_buy (const KRecord &today, Part from)
void	_buyNow (const KRecord &today, Part from)
void	_buyDelay (const KRecord &today)
void	_submitBuyRequest (const KRecord &today, Part from)
void	_sell (const KRecord &today, Part from)
void	_sellNow (const KRecord &today, Part from)
void	_sellDelay (const KRecord &today)
void	_submitSellRequest (const KRecord &today, Part from)
void	_sellShort (const KRecord &today, Part from)
void	_sellShortNow (const KRecord &today, Part from)
void	_sellShortDelay (const KRecord &today)
void	_submitSellShortRequest (const KRecord &today, Part from)
void	_buyShort (const KRecord &today, Part from)
void	_buyShortNow (const KRecord &today, Part from)
void	_buyShortDelay (const KRecord &today)
void	_submitBuyShortRequest (const KRecord &today, Part from)
void	_processRequest (const KRecord &today)
void	_runMoment (const KRecord &record)

Protected 属性
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
bool	m_pre_ev_valid
bool	m_pre_cn_valid
int	m_buy_days
int	m_sell_short_days
TradeRecordList	m_trade_list
price_t	m_lastTakeProfit
price_t	m_lastShortTakeProfit
TradeRequest	m_buyRequest
TradeRequest	m_sellRequest
TradeRequest	m_sellShortRequest
TradeRequest	m_buyShortRequest

友元
class	boost::serialization::access

详细描述

交易系统基类

成员类型定义说明

typedef SystemPart hku::System::Part

typedef shared_ptr<System> hku::System::SystemPtr

构造及析构函数说明

hku::System::System

(

)

hku::System::System

(

const string &

name

)

hku::System::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
	)

hku::System::~System ( )

virtual

成员函数说明

void hku::System::_buy	(	const KRecord &	today,
		Part	from
	)

void hku::System::_buyDelay

(

const KRecord &

today

)

void hku::System::_buyNotifyAll

(

const TradeRecord &

record

)

void hku::System::_buyNow	(	const KRecord &	today,
		Part	from
	)

void hku::System::_buyShort	(	const KRecord &	today,
		Part	from
	)

void hku::System::_buyShortDelay

(

const KRecord &

today

)

void hku::System::_buyShortNow	(	const KRecord &	today,
		Part	from
	)

bool hku::System::_conditionIsValid ( const Datetime &  datetime )

inline

bool hku::System::_environmentIsValid ( const Datetime &  datetime )

inline

size_t hku::System::_getBuyNumber ( const Datetime &  datetime, price_t  price, price_t  risk, Part  from  )

inline

size_t hku::System::_getBuyShortNumber ( const Datetime &  datetime, price_t  price, price_t  risk, Part  from  )

inline

price_t hku::System::_getGoalPrice ( const Datetime &  datetime, price_t  price  )

inline

price_t hku::System::_getRealBuyPrice ( const Datetime &  datetime, price_t  planPrice  )

inline

price_t hku::System::_getRealSellPrice ( const Datetime &  datetime, price_t  planPrice  )

inline

size_t hku::System::_getSellNumber ( const Datetime &  datetime, price_t  price, price_t  risk, Part  from  )

inline

size_t hku::System::_getSellShortNumber ( const Datetime &  datetime, price_t  price, price_t  risk, Part  from  )

inline

price_t hku::System::_getShortGoalPrice ( const Datetime &  datetime, price_t  price  )

inline

price_t hku::System::_getShortStoplossPrice ( const Datetime &  datetime, price_t  price  )

inline

price_t hku::System::_getStoplossPrice ( const Datetime &  datetime, price_t  price  )

inline

price_t hku::System::_getTakeProfitPrice ( const Datetime &  datetime )

inline

void hku::System::_processRequest

(

const KRecord &

today

)

void hku::System::_runMoment

(

const KRecord &

record

)

void hku::System::_sell	(	const KRecord &	today,
		Part	from
	)

void hku::System::_sellDelay

(

const KRecord &

today

)

void hku::System::_sellNotifyAll

(

const TradeRecord &

record

)

void hku::System::_sellNow	(	const KRecord &	today,
		Part	from
	)

void hku::System::_sellShort	(	const KRecord &	today,
		Part	from
	)

void hku::System::_sellShortDelay

(

const KRecord &

today

)

void hku::System::_sellShortNow	(	const KRecord &	today,
		Part	from
	)

void hku::System::_submitBuyRequest	(	const KRecord &	today,
		Part	from
	)

void hku::System::_submitBuyShortRequest	(	const KRecord &	today,
		Part	from
	)

void hku::System::_submitSellRequest	(	const KRecord &	today,
		Part	from
	)

void hku::System::_submitSellShortRequest	(	const KRecord &	today,
		Part	from
	)

void hku::System::clearDelayRequest

(

)

SystemPtr hku::System::clone	(	bool	with_tm,
		bool	with_ev
	)

克隆操作，会依次调用所有部件的clone操作

TM、EV都是和具体系统无关的策略组件，可以在不同的系统中进行共享。clone将 生成新的独立实例，此时非共享状态。尤其需要注意TM是否共享的情况！

参数

with_tm	是clone还是共享
with_ev	是clone还是共享

注解

不设默认值，强迫用户了解其间的区别，避免误用。

const TradeRequest& hku::System::getBuyShortTradeRequest ( ) const

inline

const TradeRequest& hku::System::getBuyTradeRequest ( ) const

inline

ConditionPtr hku::System::getCN ( ) const

inline

EnvironmentPtr hku::System::getEV ( ) const

inline

MoneyManagerPtr hku::System::getMM ( ) const

inline

ProfitGoalPtr hku::System::getPG ( ) const

inline

const TradeRequest& hku::System::getSellShortTradeRequest ( ) const

inline

const TradeRequest& hku::System::getSellTradeRequest ( ) const

inline

SignalPtr hku::System::getSG ( ) const

inline

SlippagePtr hku::System::getSP ( ) const

inline

StoplossPtr hku::System::getST ( ) const

inline

Stock hku::System::getStock ( ) const

inline

TradeManagerPtr hku::System::getTM ( ) const

inline

KData hku::System::getTO ( ) const

inline

StoplossPtr hku::System::getTP ( ) const

inline

const TradeRecordList& hku::System::getTradeRecordList ( ) const

inline

bool hku::System::haveDelayRequest

(

)

const

string hku::System::name ( ) const

inline

获取名称

void hku::System::name ( const string &  name )

inline

设置名称

bool hku::System::readyForRun

(

)

void hku::System::reset	(	bool	with_tm,
		bool	with_ev
	)

复位

参数

with_tm	是否复位TM组件
with_ev	是否复位EV组件

注解

TM、EV都是和具体系统无关的策略组件，可以在不同的系统中进行共享，复位将引起系统 运行时被重新清空并计算。尤其是在共享TM时需要注意！

void hku::System::run	(	const KQuery &	query,
		bool	reset = true
	)

void hku::System::run	(	const Stock &	stock,
		const KQuery &	query,
		bool	reset = true
	)

void hku::System::runMoment

(

const Datetime &

datetime

)

void hku::System::runMoment

(

const KRecord &

record

)

void hku::System::setCN ( const ConditionPtr &  cn )

inline

void hku::System::setEV ( const EnvironmentPtr &  ev )

inline

void hku::System::setMM ( const MoneyManagerPtr &  mm )

inline

void hku::System::setPG ( const ProfitGoalPtr &  pg )

inline

void hku::System::setSG ( const SignalPtr &  sg )

inline

void hku::System::setSP ( const SlippagePtr &  sp )

inline

void hku::System::setST ( const StoplossPtr &  st )

inline

void hku::System::setStock ( const Stock &  stk )

inline

void hku::System::setTM ( const TradeManagerPtr &  tm )

inline

void hku::System::setTO

(

const KData &

kdata

)

设置交易对象

注解

其中tm, ev没有setTO接口

void hku::System::setTP ( const StoplossPtr &  tp )

inline

友元及相关函数文档

friend class boost::serialization::access

friend

类成员变量说明

int hku::System::m_buy_days

protected

TradeRequest hku::System::m_buyRequest

protected

TradeRequest hku::System::m_buyShortRequest

protected

ConditionPtr hku::System::m_cn

protected

EnvironmentPtr hku::System::m_ev

protected

KData hku::System::m_kdata

protected

price_t hku::System::m_lastShortTakeProfit

protected

price_t hku::System::m_lastTakeProfit

protected

MoneyManagerPtr hku::System::m_mm

protected

string hku::System::m_name

protected

ProfitGoalPtr hku::System::m_pg

protected

bool hku::System::m_pre_cn_valid

protected

bool hku::System::m_pre_ev_valid

protected

int hku::System::m_sell_short_days

protected

TradeRequest hku::System::m_sellRequest

protected

TradeRequest hku::System::m_sellShortRequest

protected

SignalPtr hku::System::m_sg

protected

SlippagePtr hku::System::m_sp

protected

StoplossPtr hku::System::m_st

protected

Stock hku::System::m_stock

protected

TradeManagerPtr hku::System::m_tm

protected

StoplossPtr hku::System::m_tp

protected

TradeRecordList hku::System::m_trade_list

protected

---

该类的文档由以下文件生成:

• hikyuu/trade_sys/system/System.h
• hikyuu/trade_sys/system/System.cpp