fixed CycleSignale

fasiondog · May 7, 2024 · 9abafb4 · 9abafb4
1 parent 2169f3f
commit 9abafb4
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Showing 3 changed files with 19 additions and 2 deletions.
diff --git a/hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp b/hikyuu_cpp/hikyuu/trade_sys/portfolio/Portfolio.cpp
@@ -296,6 +296,7 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
             // 强制卖出失败的情况下，如果当前仍有持仓，则需要下一交易日继续进行处理
             PositionRecord position = sys.sys->getTM()->getPosition(date, sys.sys->getStock());
             if (position.number > 0.0) {
+                HKU_INFO_IF("[{}] failed to force sell, delay to next day", name());
                 tmp_continue_adjust_sys_list.emplace_back(sys);
             }
         }
@@ -357,17 +358,18 @@ void Portfolio::_runMoment(const Datetime& date, const Datetime& nextCycle, bool
     if (trace) {
         auto funds = m_tm->getFunds(date, m_query.kType());
         HKU_INFO("[PF] [after adjust] - total funds: {},  cash: {}, market_value: {}",
-                 funds.cash + funds.market_value, funds.cash, funds.market_value);
+                 funds.total_assets(), funds.cash, funds.market_value);
     }
 
     //----------------------------------------------------------------------------
     // 执行所有运行中的系统，无论是延迟还是非延迟，当天运行中的系统都需要被执行一次
     //----------------------------------------------------------------------------
     for (auto& sub_sys : m_running_sys_set) {
-        HKU_TRACE_IF(trace, "run: {}", sub_sys->name());
+        HKU_INFO_IF(trace, "[PF] run: {}", sub_sys->name());
         if (adjust) {
             auto sg = sub_sys->getSG();
             sg->startCycle(date, nextCycle);
+            HKU_INFO_IF(trace, "[PF] sg should buy: {}", sg->shouldBuy(date));
         }
 
         auto tr = sub_sys->runMoment(date);

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CycleSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/CycleSignal.cpp
@@ -15,16 +15,21 @@ namespace hku {
 
 CycleSignal::CycleSignal() : SignalBase("SG_AllwaysBuy") {
     setParam<bool>("cycle", true);
+    setParam<bool>("alternate", false);
 }
 
 void CycleSignal::_checkParam(const string& name) const {
     if ("cycle" == name) {
         bool cycle = getParam<bool>(name);
         HKU_CHECK(cycle, "param cycle must be true!");
+    } else if ("alternate" == name) {
+        bool alternate = getParam<bool>("alternate");
+        HKU_CHECK(!alternate, "param alternate must be false!");
     }
 }
 
 void CycleSignal::_calculate(const KData& kdata) {
+    HKU_INFO("cycle start: {}", getCycleStart());
     _addBuySignal(getCycleStart());
 }
 

diff --git a/hikyuu_cpp/hikyuu/trade_sys/system/System.cpp b/hikyuu_cpp/hikyuu/trade_sys/system/System.cpp
@@ -452,6 +452,7 @@ TradeRecord System::_runMoment(const KRecord& today, const KRecord& src_today) {
 
     // 如果当前环境无效
     if (!current_ev_valid) {
+        HKU_INFO_IF(trace, "[{}] current EV is invalid", name());
         TradeRecord tr;
         // 如果持有多头仓位，则立即清仓卖出
         if (m_tm->have(m_stock)) {
@@ -465,6 +466,8 @@ TradeRecord System::_runMoment(const KRecord& today, const KRecord& src_today) {
 
     // 环境是从无效变为有效时
     if (!m_pre_ev_valid) {
+        HKU_INFO_IF(trace, "[{}] EV status from invalid to valid", name());
+
         // 如果使用环境判定策略进行初始建仓
         if (getParam<bool>("ev_open_position")) {
             HKU_INFO_IF(trace, "[{}] EV to buy", name());
@@ -484,6 +487,7 @@ TradeRecord System::_runMoment(const KRecord& today, const KRecord& src_today) {
 
     // 如果系统当前无效
     if (!current_cn_valid) {
+        HKU_INFO_IF(trace, "[{}] current CN is invalid", name());
         TradeRecord tr;
         // 如果持有多头仓位，则立即清仓卖出
         if (m_tm->have(m_stock)) {
@@ -497,6 +501,8 @@ TradeRecord System::_runMoment(const KRecord& today, const KRecord& src_today) {
 
     // 如果系统从无效变为有效
     if (!m_pre_cn_valid) {
+        HKU_INFO_IF(trace, "[{}] CN status from invalid to valid", name());
+
         // 如果使用环境判定策略进行初始建仓
         if (getParam<bool>("cn_open_position")) {
             HKU_INFO_IF(trace, "[{}] CN to buy", name());
@@ -550,6 +556,7 @@ TradeRecord System::_runMoment(const KRecord& today, const KRecord& src_today) {
     price_t src_current_price = src_today.closePrice;  // 未复权的原始价格
 
     PositionRecord position = m_tm->getPosition(today.datetime, m_stock);
+    HKU_INFO_IF(trace, "[{}] current postion: {}", name(), position.number);
     if (position.number != 0) {
         TradeRecord tr;
         if (src_current_price <= position.stoploss) {
@@ -716,6 +723,9 @@ void System::_submitBuyRequest(const KRecord& today, const KRecord& src_today, P
 }
 
 TradeRecord System::_sellForce(const Datetime& date, double num, Part from, bool on_open) {
+    bool trace = getParam<bool>("trace");
+    HKU_INFO_IF(trace, "[{}] force sell {} by {}", name(), num, getSystemPartName(from));
+
     TradeRecord record;
     size_t pos = m_kdata.getPos(date);
     HKU_TRACE_IF_RETURN(pos == Null<size_t>(), record,