Merge pull request fasiondog#276 from fasiondog/feature/strategey

Feature/strategey TradeManager 增加 addPosition 用于构建存在初始持仓的账户
mydown51 · Aug 16, 2024 · c010caf · c010caf
2 parents 8189538 + ba66be0
commit c010caf
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Showing 5 changed files with 55 additions and 2 deletions.
diff --git a/hikyuu_cpp/hikyuu/GlobalInitializer.cpp b/hikyuu_cpp/hikyuu/GlobalInitializer.cpp
@@ -74,15 +74,17 @@ void GlobalInitializer::init() {
 }
 
 void GlobalInitializer::clean() {
-    if (CanUpgrade()) {
+#if HKU_ENABLE_SEND_FEEDBACK
+    if (runningInPython() && CanUpgrade()) {
         fmt::print(
           "\n====================================================================\n"
           "The new version of Hikyuu is {}, and you can run the upgrade command:\n"
-          "Hikyuu 的最新新版本是 {}, 您可以运行升级命令:\n"
+          "Hikyuu 的最新版本是 {}, 您可以运行升级命令:\n"
           "pip install hikyuu --upgrade\n"
           "========================================================\n\n",
           getLatestVersion(), getLatestVersion());
     }
+#endif
 
     releaseGlobalTaskGroup();
     releaseScheduler();

diff --git a/hikyuu_cpp/hikyuu/trade_manage/TradeManager.cpp b/hikyuu_cpp/hikyuu/trade_manage/TradeManager.cpp
@@ -1709,6 +1709,26 @@ void TradeManager::tocsv(const string& path) {
     file.close();
 }
 
+bool TradeManager::addPosition(const PositionRecord& pr) {
+    HKU_ERROR_IF_RETURN(pr.stock.isNull(), false, "Invalid postion record! stock is null!");
+    HKU_ERROR_IF_RETURN(pr.cleanDatetime != Null<Datetime>(), false,
+                        "Position cleanDatetime({}) must be Null!", pr.cleanDatetime);
+    HKU_ERROR_IF_RETURN(pr.takeDatetime < initDatetime(), false,
+                        "Poistion takeDatetime({}) > initDatetime({})", pr.takeDatetime,
+                        initDatetime());
+    HKU_ERROR_IF_RETURN(!m_trade_list.empty(), false, "Exist trade list!");
+
+    auto iter = m_position.find(pr.stock.id());
+    HKU_ERROR_IF_RETURN(iter != m_position.end(), false, "The stock({}) has position!",
+                        pr.stock.market_code());
+
+    m_position[pr.stock.id()] = pr;
+    if (pr.takeDatetime > m_init_datetime) {
+        m_init_datetime = pr.takeDatetime;
+    }
+    return true;
+}
+
 bool TradeManager::addTradeRecord(const TradeRecord& tr) {
     HKU_IF_RETURN(BUSINESS_INIT == tr.business, _add_init_tr(tr));
     HKU_ERROR_IF_RETURN(tr.datetime < lastDatetime(), false,

diff --git a/hikyuu_cpp/hikyuu/trade_manage/TradeManager.h b/hikyuu_cpp/hikyuu/trade_manage/TradeManager.h
@@ -344,6 +344,15 @@ class HKU_API TradeManager : public TradeManagerBase {
      */
     virtual bool addTradeRecord(const TradeRecord& tr) override;
 
+    /**
+     * 直接加入持仓记录
+     * @note 特殊用途构建初始持仓，可能引起混乱
+     * @param pr 持仓记录
+     * @return true 成功
+     * @return false 失败
+     */
+    virtual bool addPosition(const PositionRecord& pr) override;
+
     /** 字符串输出 */
     virtual string str() const override;
 

diff --git a/hikyuu_cpp/hikyuu/trade_manage/TradeManagerBase.h b/hikyuu_cpp/hikyuu/trade_manage/TradeManagerBase.h
@@ -675,6 +675,17 @@ class HKU_API TradeManagerBase {
         return false;
     }
 
+    /**
+     * 直接加入持仓记录
+     * @param pr 持仓记录
+     * @return true 成功
+     * @return false 失败
+     */
+    virtual bool addPosition(const PositionRecord& pr) {
+        HKU_WARN("The subclass does not implement this method");
+        return false;
+    }
+
     /** 字符串输出 */
     virtual string str() const {
         HKU_WARN("The subclass does not implement this method");

diff --git a/hikyuu_pywrap/trade_manage/_TradeManager.cpp b/hikyuu_pywrap/trade_manage/_TradeManager.cpp
@@ -220,6 +220,10 @@ class PyTradeManagerBase : public TradeManagerBase {
         PYBIND11_OVERRIDE_NAME(bool, TradeManagerBase, "add_trade_record", addTradeRecord, tr);
     }
 
+    bool addPosition(const PositionRecord& pr) override {
+        PYBIND11_OVERRIDE_NAME(bool, TradeManagerBase, "add_position", addPosition, pr);
+    }
+
     string str() const override {
         PYBIND11_OVERRIDE_NAME(string, TradeManagerBase, "__str__", str, );
     }
@@ -544,6 +548,13 @@ void export_TradeManager(py::module& m) {
     :return: True（成功） | False（失败）
     :rtype: bool)")
 
+      .def("add_position", &TradeManagerBase::addPosition, R"(add_postion(self, position)
+
+    建立初始账户后，直接加入持仓记录，仅用于构建初始有持仓的账户
+
+    :param PositionRecord position: 持仓记录
+    return True | False)")
+
       .def("tocsv", &TradeManagerBase::tocsv, R"(tocsv(self, path)
 
     以csv格式输出交易记录、未平仓记录、已平仓记录、资产净值曲线