调整 MF.getScores 命名及不存在时返回空列表，不抛出异常

fasiondog · Apr 3, 2024 · 0aa68bd · 0aa68bd
1 parent 8c12727
commit 0aa68bd
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Showing 3 changed files with 16 additions and 10 deletions.
diff --git a/hikyuu_cpp/hikyuu/trade_sys/multifactor/MultiFactorBase.cpp b/hikyuu_cpp/hikyuu/trade_sys/multifactor/MultiFactorBase.cpp
@@ -183,18 +183,20 @@ const IndicatorList& MultiFactorBase::getAllFactors() {
     return m_all_factors;
 }
 
-const ScoreRecordList& MultiFactorBase::getScore(const Datetime& d) {
+ScoreRecordList MultiFactorBase::getScores(const Datetime& d) {
     calculate();
+    ScoreRecordList ret;
     const auto iter = m_date_index.find(d);
-    HKU_CHECK(iter != m_date_index.cend(), "Could not find this date: {}", d);
-    return m_stk_factor_by_date[iter->second];
+    HKU_IF_RETURN(iter == m_date_index.cend(), ret);
+    ret = m_stk_factor_by_date[iter->second];
+    return ret;
 }
 
 ScoreRecordList MultiFactorBase::getScores(const Datetime& date, size_t start, size_t end) {
     ScoreRecordList ret;
     HKU_IF_RETURN(start >= end, ret);
 
-    const auto& cross = getScore(date);
+    const auto& cross = getScores(date);
     if (end == Null<size_t>() || end > cross.size()) {
         end = cross.size();
     }
@@ -211,7 +213,9 @@ ScoreRecordList MultiFactorBase::getScores(const Datetime& date, size_t start, s
     ScoreRecordList ret;
     HKU_IF_RETURN(start >= end, ret);
 
-    const auto& cross = getScore(date);
+    const auto& cross = getScores(date);
+    HKU_IF_RETURN(cross.empty(), ret);
+
     if (end == Null<size_t>() || end > cross.size()) {
         end = cross.size();
     }
@@ -237,7 +241,9 @@ ScoreRecordList MultiFactorBase::getScores(
     ScoreRecordList ret;
     HKU_IF_RETURN(start >= end, ret);
 
-    const auto& cross = getScore(date);
+    const auto& cross = getScores(date);
+    HKU_IF_RETURN(cross.empty(), ret);
+
     if (end == Null<size_t>() || end > cross.size()) {
         end = cross.size();
     }

diff --git a/hikyuu_cpp/hikyuu/trade_sys/multifactor/MultiFactorBase.h b/hikyuu_cpp/hikyuu/trade_sys/multifactor/MultiFactorBase.h
@@ -80,7 +80,7 @@ class HKU_API MultiFactorBase : public enable_shared_from_this<MultiFactorBase>
     const IndicatorList& getAllFactors();
 
     /** 获取指定日期截面的所有因子值，已经降序排列 */
-    const ScoreRecordList& getScore(const Datetime&);
+    ScoreRecordList getScores(const Datetime&);
 
     ScoreRecordList getScores(const Datetime& date, size_t start, size_t end = Null<size_t>());
 

diff --git a/hikyuu_cpp/unit_test/hikyuu/trade_sys/multifactor/test_MF_EqualWeight.cpp b/hikyuu_cpp/unit_test/hikyuu/trade_sys/multifactor/test_MF_EqualWeight.cpp
@@ -106,15 +106,15 @@ TEST_CASE("test_MF_EqualWeight") {
     auto ic2 = IC(MA(CLOSE()), stks, query, ref_stk, 1);
     CHECK_UNARY(ic1.equal(ic2));
 
-    CHECK_THROWS_AS(mf->getScore(Datetime(20111204)), std::exception);
-    auto cross = mf->getScore(Datetime(20111205));
+    CHECK_UNARY(mf->getScores(Datetime(20111204)).empty());
+    auto cross = mf->getScores(Datetime(20111205));
     CHECK_EQ(cross.size(), 2);
     CHECK_EQ(cross[0].stock, sm["sh600004"]);
     CHECK_EQ(cross[0].value, doctest::Approx(6.85));
     CHECK_EQ(cross[1].stock, sm["sh600005"]);
     CHECK_EQ(cross[1].value, doctest::Approx(3.13));
 
-    cross = mf->getScore(Datetime(20111206));
+    cross = mf->getScores(Datetime(20111206));
     CHECK_EQ(cross.size(), 2);
     CHECK_EQ(cross[0].stock, sm["sh600004"]);
     CHECK_EQ(cross[0].value, doctest::Approx(6.855));