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broker.py 6.20 KB
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#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
unicode_literals)
from backtrader.comminfo import CommInfoBase
from backtrader.metabase import MetaParams
from backtrader.utils.py3 import with_metaclass
# from . import fillers as fillers
# from . import fillers as filler
# broker元类,使得get_cash与getcash,get_value与getvalue方法相同
class MetaBroker(MetaParams):
def __init__(cls, name, bases, dct):
# Class has already been created ... fill missing methods if needed be
# Initialize the class
super(MetaBroker, cls).__init__(name, bases, dct)
translations = {
'get_cash': 'getcash',
'get_value': 'getvalue',
}
for attr, trans in translations.items():
if not hasattr(cls, attr):
setattr(cls, name, getattr(cls, trans))
# broker基类
class BrokerBase(with_metaclass(MetaBroker, object)):
# 参数
params = (
('commission', CommInfoBase(percabs=True)),
)
# 初始化
def __init__(self):
self.comminfo = dict()
self.init()
# 这个init用一个None做key,commission做value
def init(self):
# called from init and from start
if None not in self.comminfo:
self.comminfo = dict({None: self.p.commission})
# 开始
def start(self):
self.init()
# 结束
def stop(self):
pass
# 增加历史order
def add_order_history(self, orders, notify=False):
# Add order history. See cerebro for details
raise NotImplementedError
# 设置历史fund
def set_fund_history(self, fund):
# Add fund history. See cerebro for details
raise NotImplementedError
# 获取佣金信息,如果data._name在佣金信息字典中,获取相应的值,否则用默认的self.p.commission
def getcommissioninfo(self, data):
# Retrieves the ``CommissionInfo`` scheme associated with the given ``data``
# if data._name in self.comminfo:
# return self.comminfo[data._name]
# todo 避免访问被保护的属性._name,在加载数据的时候,已经增加了.name属性,用.name替代_name,避免pycharm弹出警告信息
if data.name in self.comminfo:
return self.comminfo[data.name]
return self.comminfo[None]
# 设置佣金
def setcommission(self,
commission=0.0, margin=None, mult=1.0,
commtype=None, percabs=True, stocklike=False,
interest=0.0, interest_long=False, leverage=1.0,
automargin=False,
name=None):
"""This method sets a `` CommissionInfo`` object for assets managed in
the broker with the parameters. Consult the reference for
``CommInfoBase``
If name is ``None``, this will be the default for assets for which no
other ``CommissionInfo`` scheme can be found
"""
comm = CommInfoBase(commission=commission, margin=margin, mult=mult,
commtype=commtype, stocklike=stocklike,
percabs=percabs,
interest=interest, interest_long=interest_long,
leverage=leverage, automargin=automargin)
self.comminfo[name] = comm
# 增加佣金信息
def addcommissioninfo(self, comminfo, name=None):
# Adds a ``CommissionInfo`` object that will be the default for all assets if ``name`` is ``None``
self.comminfo[name] = comminfo
# 获取现金
def getcash(self):
raise NotImplementedError
# 获取市值
def getvalue(self, datas=None):
raise NotImplementedError
# 获取基金份额
def get_fundshares(self):
# Returns the current number of shares in the fund-like mode
return 1.0 # the abstract mode has only 1 share
fundshares = property(get_fundshares)
# 获取基金市值
def get_fundvalue(self):
return self.getvalue()
fundvalue = property(get_fundvalue)
# 设置基金模式
def set_fundmode(self, fundmode, fundstartval=None):
"""Set the actual fundmode (True or False)
If the argument fundstartval is not ``None``, it will use
"""
pass # do nothing, not all brokers can support this
# 获取基金模式
def get_fundmode(self):
# Returns the actual fundmode (True or False)
return False
fundmode = property(get_fundmode, set_fundmode)
# 获取持仓
def getposition(self, data):
raise NotImplementedError
# 提交
def submit(self, order):
raise NotImplementedError
# 取消
def cancel(self, order):
raise NotImplementedError
# 买入下单
def buy(self, owner, data, size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0, oco=None,
trailamount=None, trailpercent=None,
**kwargs):
raise NotImplementedError
# 卖出下单
def sell(self, owner, data, size, price=None, plimit=None,
exectype=None, valid=None, tradeid=0, oco=None,
trailamount=None, trailpercent=None,
**kwargs):
raise NotImplementedError
# 下一个bar
def next(self):
pass
# __all__ = ['BrokerBase', 'fillers', 'filler']
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