交易系统基类更多...

#include <System.h>

hku::System 的协作图:

[图例]

Public 类型
typedef SystemPart	Part

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 ()

const string &	name () const
	获取名称更多...

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

const TradeRecordList &	getTradeRecordList () const

const TradeRequest &	getBuyTradeRequest () const

const TradeRequest &	getSellTradeRequest () const

const TradeRequest &	getSellShortTradeRequest () const

const TradeRequest &	getBuyShortTradeRequest () const

void	reset ()
	复位更多...

shared_ptr< System >	clone ()
	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 Stock &stock, const KQuery &query, bool reset=true)

void	runMoment (const Datetime &datetime)

void	runMoment (const KRecord &record)

void	clearRequest ()

bool	_environmentIsValid (const Datetime &datetime)

bool	_conditionIsValid (const Datetime &datetime)

bool	_shouldBuy (const Datetime &datetime)

void	_buyNotifyAll (const TradeRecord &)

void	_sellNotifyAll (const TradeRecord &)

size_t	_getBuyNumber (const Datetime &, price_t price, price_t risk)

size_t	_getSellNumber (const Datetime &, price_t price, price_t risk)

size_t	_getSellShortNumber (const Datetime &, price_t price, price_t risk)

size_t	_getBuyShortNumber (const Datetime &, price_t price, price_t risk)

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)

void	_buyNow (const KRecord &today)

void	_buyDelay (const KRecord &today)

void	_submitBuyRequest (const KRecord &today)

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)

void	_sellShortNow (const KRecord &today)

void	_sellShortDelay (const KRecord &today)

void	_submitSellShortRequest (const KRecord &today)

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)

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

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 )

void hku::System::_buyDelay ( const KRecord & today )

void hku::System::_buyNotifyAll ( const TradeRecord & record )

void hku::System::_buyNow ( const KRecord & today )

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
	)

inline

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

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
	)

inline

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

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 )

void hku::System::_sellShortDelay ( const KRecord & today )

void hku::System::_sellShortNow ( const KRecord & today )

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

inline

void hku::System::_submitBuyRequest ( const KRecord & today )

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 )

void hku::System::clearRequest ( )

SystemPtr hku::System::clone ( )

克隆操作，会依次调用所有部件的clone操作

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

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

inline

获取名称

void hku::System::reset ( )

复位

注解: 不包含TradeManager的复位

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::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

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

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

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

Public 类型

Public 成员函数

Protected 属性

友元

详细描述

成员类型定义说明

构造及析构函数说明

成员函数说明

友元及相关函数文档

类成员变量说明