void DbPlugin::loadIndexData (QString &symbol, QDict<Bar> &lookup, QDateTime &startDate, float weight,
int barRange, BarData::BarLength barLength)
{
QFileInfo fi(symbol);
QString fn = fi.fileName();
DbPlugin db;
if (db.open(symbol, chartIndex))
{
qDebug("Index::getIndexHistory: cannot open symbol chart");
return;
}
BarData *bar = new BarData(symbol);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
int loop;
for (loop = 0; loop < (int) bar->count(); loop++)
{
QDateTime dt;
bar->getDate(loop, dt);
QString s = dt.toString("yyyyMMddhhmmss");
Bar *r = lookup.find(s);
if (! r)
{
r = new Bar;
r->setDate(dt);
r->setOpen(bar->getOpen(loop) * weight);
r->setHigh(bar->getHigh(loop) * weight);
r->setLow(bar->getLow(loop) * weight);
r->setClose(bar->getClose(loop) * weight);
r->setOI(1);
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
else
{
r->setOpen(r->getOpen() + (bar->getOpen(loop) * weight));
r->setHigh(r->getHigh() + (bar->getHigh(loop) * weight));
r->setLow(r->getLow() + (bar->getLow(loop) * weight));
r->setClose(r->getClose() + (bar->getClose(loop) * weight));
r->setOI((int) r->getOI() + 1);
}
}
delete bar;
}
void DbPlugin::getSpreadHistory (BarData *barData, QDateTime &startDate)
{
QString s = "FirstSymbol";
QString fs;
getData(s, fs);
QString ss;
s = "SecondSymbol";
getData(s, ss);
// get the first symbol bars
QFileInfo fi(fs);
QString fn = fi.fileName();
DbPlugin db;
if (db.open(fs, chartIndex))
{
qDebug("Spread::getSpreadHistory: cannot open first symbol chart");
return;
}
BarData *bar = new BarData(fs);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
// get the second symbol bars
QFileInfo fi2(ss);
fn = fi2.fileName();
if (db.open(ss, chartIndex))
{
qDebug("Spread::getSpreadHistory: cannot open second symbol chart");
delete bar;
return;
}
BarData *bar2 = new BarData(ss);
bar2->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar2, startDate);
db.close();
// create lookup dict for first symbol bars
QDict<Bar> lookup;
lookup.setAutoDelete(TRUE);
int loop;
for (loop = 0; loop < bar->count(); loop++)
{
Bar *r = new Bar;
QDateTime dt;
bar->getDate(loop, dt);
r->setDate(dt);
r->setClose(bar->getClose(loop));
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
// match all second symbol bars
for (loop = bar2->count() - 1; loop > -1; loop--)
{
Bar r;
QDateTime dt;
bar2->getDate(loop, dt);
s = dt.toString("yyyyMMddhhmmss");
Bar *tr = lookup.find(s);
if (tr)
{
double t = tr->getClose() - bar2->getClose(loop);
r.setDate(dt);
r.setOpen(t);
r.setHigh(t);
r.setLow(t);
r.setClose(t);
barData->prepend(r);
}
}
delete bar;
delete bar2;
}
void Spread::getHistory (BarData *barData, QDateTime &startDate, QString &fs, QString &ss,
int barRange, BarData::BarLength barLength)
{
// get the first symbol bars
QString s;
DbPlugin db;
if (db.openChart(fs))
{
qDebug("DbPlugin::getSpreadHistory: cannot open first symbol chart");
db.close();
return;
}
BarData *bar = new BarData(fs);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
// get the second symbol bars
if (db.openChart(ss))
{
qDebug("DbPlugin::getSpreadHistory: cannot open second symbol chart");
db.close();
delete bar;
return;
}
BarData *bar2 = new BarData(ss);
bar2->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar2, startDate);
db.close();
// create lookup dict for first symbol bars
QDict<Bar> lookup;
lookup.setAutoDelete(TRUE);
int loop;
for (loop = 0; loop < bar->count(); loop++)
{
Bar *r = new Bar;
QDateTime dt;
bar->getDate(loop, dt);
r->setDate(dt);
r->setClose(bar->getClose(loop));
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
// match all second symbol bars
for (loop = bar2->count() - 1; loop > -1; loop--)
{
Bar r;
QDateTime dt;
bar2->getDate(loop, dt);
s = dt.toString("yyyyMMddhhmmss");
Bar *tr = lookup.find(s);
if (tr)
{
double t = tr->getClose() - bar2->getClose(loop);
r.setDate(dt);
r.setOpen(t);
r.setHigh(t);
r.setLow(t);
r.setClose(t);
barData->prepend(r);
}
}
delete bar;
delete bar2;
}
