/*****************************************************************************

* File name: mxMongokTool.cpp

* Description: operate mongodb

* Author: jebin

* Version: 0.1

* Date: 2014/07/30

* History: see git log

*****************************************************************************/

#include "mxMongoTool.h"

extern mongo::DBClientConnection *mCon;

extern std::string mongoServer;

extern std::string database;

extern std::string collection;

mxArray *GetTick(mxArray *inst, mxArray *start, mxArray *end)

{

mxArray *result;

const char *field_names[] = {"tradingday", "time", "instrument", "o", "h", "l", "c", "v", "i", "a1", "b1", "av1", "bv1"};

string instrument = mxArrayToString(inst);

int st = mxGetScalar(start);

int et = mxGetScalar(end);

auto_ptr<DBClientCursor> cursor;

BSONObjBuilder b;

BSONObjBuilder timePeriod;

b.append("InstrumentID", instrument);

timePeriod.appendDate("$gte",( (st - 719529) * 24LL)* 60LL * 60LL * 1000LL);

timePeriod.appendDate("$lte", ( (et - 719529 + 1) * 24LL) * 60LL * 60LL * 1000LL);

b.append("UpdateTime", timePeriod.obj());

BSONObj qry = b.obj();

cursor = mCon->query(string("MarketData.") + collection, qry);

int size = cursor->itcount();

// mexPrintf("数据长度%d, collection为%s\n", size, collection.c_str());

mwSize dims[2] = {1, size};

result = mxCreateStructArray(2, dims, sizeof(field_names)/sizeof(*field_names), field_names);

cursor = mCon->query(string("MarketData.") + collection, qry);

BSONObj p;

int i = size - 1;

while(cursor->more())

{

p = cursor->next();

tm buf;

//trun into peking time;

Date_t pkTime = Date_t(p["UpdateTime"].Date().millis + 8 * 3600000LL);

double time = pkTime.millis%1000 / 100 / 100000.0;

pkTime.toTm(&buf);

int day = (buf.tm_year + 1900) * 10000 + (buf.tm_mon + 1) * 100 + buf.tm_mday;

time = time + buf.tm_hour + buf.tm_min / 100.0 + buf.tm_sec / 10000.0;

mxSetField(result, i, "tradingday", mxCreateDoubleScalar(day));

mxSetField(result, i, "time", mxCreateDoubleScalar(time));

mxSetField(result, i, "instrument", mxCreateString(instrument.c_str()));

mxSetField(result, i, "o", mxCreateDoubleScalar( p["OpenPrice"].Double() ));

mxSetField(result, i, "h", mxCreateDoubleScalar(p["HighestPrice"].Double()));

mxSetField(result, i, "l", mxCreateDoubleScalar(p["LowestPrice"].Double()));

mxSetField(result, i, "c", mxCreateDoubleScalar(p["LastPrice"].Double()));

mxSetField(result, i, "v", mxCreateDoubleScalar(p["Volume"].Int()));

mxSetField(result, i, "i", mxCreateDoubleScalar(p["OpenInterest"].Double()));

mxSetField(result, i, "a1", mxCreateDoubleScalar(p["AskPrice1"].Double()));

mxSetField(result, i, "b1", mxCreateDoubleScalar(p["BidPrice1"].Double()));

mxSetField(result, i, "av1", mxCreateDoubleScalar(p["AskVolume1"].Int()));

mxSetField(result, i, "bv1", mxCreateDoubleScalar(p["BidVolume1"].Int()));

--i;

if(i < -1)

{

mexWarnMsgTxt("GetTick程序越界!");

break;

}

}

return result;

}

void SetCollection(mxArray *coll)