void Weave::_calculate(const Indicator& ind) {
size_t total = ind.size();
if (m_result_num != 0 && total != size()) {
HKU_ERROR("ind's size must be equal weave's size! [Weave::_calculate]");
return;
}
if (total == 0) {
return;
}
size_t old_m_result_num = m_result_num;
m_result_num = ind.getResultNumber() + m_result_num;
if (m_result_num > MAX_RESULT_NUM) {
HKU_WARN("Weave only can contains " << MAX_RESULT_NUM <<
"reult_num! [Weave::_calculate]");
m_result_num = MAX_RESULT_NUM;
}
if (m_discard < ind.discard()) {
m_discard = ind.discard();
}
price_t null_price = Null<price_t>();
for (size_t i = old_m_result_num; i < m_result_num; ++i) {
m_pBuffer[i] = new PriceList(total, null_price);
for (size_t j = m_discard; j < total; ++j) {
(*m_pBuffer[i])[j] = ind.get(j, i-old_m_result_num);
}
}
}
void IPriceList::_calculate(const Indicator& data) {
//如果在叶子节点，直接取自身的data参数
if (isLeaf()) {
PriceList x = getParam<PriceList>("data");
int discard = getParam<int>("discard");
size_t total = x.size();
_readyBuffer(total, 1);
//更新抛弃数量
m_discard = discard > total ? total : discard;
for (size_t i = m_discard; i < total; ++i) {
_set(x[i], i);
}
return;
}
//不在叶子节点上，则忽略本身的data参数，认为其输入实际为函数入参中的data
int result_index = getParam<int>("result_index");
if (result_index < 0 || result_index >= data.getResultNumber()) {
HKU_ERROR("result_index out of range! [IPriceList::IPriceList]");
return;
}
size_t total = data.size();
_readyBuffer(total, 1);
for (size_t i = data.discard(); i < total; ++i) {
_set(data.get(i, result_index), i);
}
//更新抛弃数量
m_discard = data.discard();
}
