bool Portfolio::readyForRun() {
string func_name(" [Portfolio::readyForRun]");
if (!m_se) {
HKU_WARN("m_se is null!" << func_name);
return false;
}
if (!m_tm) {
HKU_WARN("m_tm is null!" << func_name);
return false;
}
if (!m_af) {
HKU_WARN("m_am is null!" << func_name);
return false;
}
reset();
//将影子账户指定给资产分配器
m_tm_shadow = m_tm->clone();
m_af->setTM(m_tm_shadow);
return true;
}
Indicator Indicator::getResult(size_t num) const {
if (!m_imp) {
HKU_WARN("indicator imptr is null! [Indicator::getResult]");
return Indicator();
}
return m_imp->getResult(num);
}
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);
}
}
}
PriceList Indicator::getResultAsPriceList(size_t num) const {
if (!m_imp) {
HKU_WARN("indicator imptr is null! [Indicator::getResultAsPriceList]");
return PriceList();
}
return m_imp->getResultAsPriceList(num);
}
Stock::Data::Data(const string& market, const string& code,
const string& name, hku_uint32 type, bool valid,
const Datetime& startDate, const Datetime& lastDate,
price_t tick, price_t tickValue, int precision,
size_t minTradeNumber, size_t maxTradeNumber)
: m_market(market),
m_code(code),
m_name(name),
m_type(type),
m_valid(valid),
m_startDate(startDate),
m_lastDate(lastDate),
m_tick(tick),
m_tickValue(tickValue),
m_precision(precision),
m_minTradeNumber(minTradeNumber),
m_maxTradeNumber(maxTradeNumber) {
if (0.0 == m_tick) {
HKU_WARN("tick should not be zero! [Stock::Data::Data]");
m_unit = 1.0;
} else {
m_unit = m_tickValue / m_tick;
}
boost::to_upper(m_market);
m_market_code = m_market + m_code;
for (int i = 0; i < KQuery::INVALID_KTYPE; ++i) {
pKData[i] = KRecordListPtr();
}
}
KRecordList Stock
::getKRecordList(size_t start_ix, size_t end_ix, KQuery::KType ktype) const {
KRecordList result;
if (!m_data)
return result;
if (m_data->pKData[ktype]) {
size_t total = m_data->pKData[ktype]->size();
if (start_ix >= end_ix || start_ix > total) {
HKU_WARN("Invalid param! (" << start_ix << ", "
<< end_ix << ") [Stock::getKRecordList]");
return result;
}
size_t end = end_ix > total ? total : end_ix;
result.reserve(end - start_ix);
for (size_t i = start_ix; i < end; ++i) {
result.push_back((*m_data->pKData[ktype])[i]);
}
return result;
}
KRecordListPtr plist(new KRecordList);
m_kdataDriver->loadKData(m_data->m_market, m_data->m_code,
ktype, start_ix, end_ix, plist);
size_t total = plist->size();
result.reserve(total);
for (size_t i = 0; i < total; i++) {
result.push_back((*plist)[i]);
}
return result;
}
bool MySQLKDataDriver::_init() {
string func_name(" [MySQLKDataDriver::MySQLKDataDriver]");
string default_host("127.0.0.1");
string default_usr("root");
string default_pwd("");
try {
m_host = m_params.get<string>("host");
} catch(...) {
m_host = default_host;
HKU_WARN("Can't get mysql host! " << func_name);
}
try {
m_port = m_params.get<int>("port");
} catch(...) {
m_port = 3306;
}
try {
m_usr = m_params.get<string>("usr");
} catch(...) {
m_usr = default_usr;
}
try {
m_pwd = m_params.get<string>("pwd");
} catch(...) {
m_pwd = default_pwd;
}
shared_ptr<MYSQL> mysql(new MYSQL, MySQLCloser());
if (!mysql_init(mysql.get())) {
HKU_ERROR(" Initial MySQL handle error!" << func_name);
return false;
}
if (!mysql_real_connect(mysql.get(), m_host.c_str(), m_usr.c_str(),
m_pwd.c_str(), NULL, m_port, NULL, 0) ) {
HKU_ERROR(" Failed to connect to database!" << func_name);
return false;
}
if (mysql_set_character_set(mysql.get(), "utf8")) {
HKU_ERROR(" mysql_set_character_set error!" << func_name);
return false;
}
m_mysql = mysql;
return true;
}
bool BaseInfoDriver::checkType() {
bool result = false;
try {
string type = getParam<string>("type");
boost::to_upper(type);
if (type == m_name) {
result = true;
} else {
result = false;
HKU_WARN("Type of driver mismatch! ("
<< type << " != " << m_name << ") "
<< "[BaseInfoDriver::checkType]");
}
} catch(...) {
result = false;
HKU_ERROR("Can't get type of driver! [BaseInfoDriver::checkType]");
}
return result;
}
PriceList HistoryFinanceReader
::getHistoryFinanceInfo(Datetime date,
const string& market, const string& code) {
string funcname(" [HistoryFinanceReader::getHistoryFinanceInfo]");
PriceList result;
string filename(m_dir + "/gpcw"
+ boost::lexical_cast<string>(date.number() / 10000)
+ ".dat");
FILE *fp = fopen(filename.c_str(), "rb");
if (NULL == fp) {
HKU_INFO("Can't found " << filename << funcname);
return result;
}
unsigned int report_date = 0;
unsigned short max_count = 0;
unsigned long report_size = 0;
char header_buf[20];
if (!fread(header_buf, 1, 20, fp)) {
HKU_ERROR("read data failed! " << filename << funcname);
fclose(fp);
return result;
}
memcpy(&report_date, header_buf + 2, 4);
memcpy(&max_count, header_buf + 6, 2);
memcpy(&report_size, header_buf + 12, 4);
char stock_code[7];
hku_uint32 address = 0;
for (int i = 0; i < max_count; i++) {
if (!fread(stock_code, 1, 7, fp)) {
HKU_ERROR("read stock_code failed! " << filename << funcname);
fclose(fp);
return result;
}
if (!fread(&address, 4, 1, fp)) {
HKU_ERROR("read stock_item address failed! " << filename << funcname);
fclose(fp);
return result;
}
stock_code[6] = '\0';
if (strcmp(stock_code, code.c_str()) == 0) {
break;
}
}
if (address != 0) {
const int MAX_COL_NUM = 350;
float result_buffer[MAX_COL_NUM];
int report_fields_count = int(report_size / 4);
if (report_fields_count >= MAX_COL_NUM) {
HKU_WARN("Over MAX_COL_NUM! " << filename << funcname);
report_fields_count = MAX_COL_NUM;
}
fseek(fp, address, SEEK_SET);
if (!fread(result_buffer, 4, report_fields_count, fp)) {
HKU_ERROR("read col data failed! " << filename << funcname);
fclose(fp);
return result;
}
result.reserve(report_fields_count);
price_t null_price = Null<price_t>();
for (int i = 0; i < report_fields_count; i++) {
if (result_buffer[i] == 0xf8f8f8f8) {
result.push_back(null_price);
} else {
result.push_back(result_buffer[i]);
}
}
} else {
HKU_ERROR("Invalid address(0)! " << filename << funcname);
}
fclose(fp);
return result;
}
void MySQLKDataDriver::
loadKData(const string& market, const string& code,
KQuery::KType kType, size_t start_ix, size_t end_ix,
KRecordListPtr out_buffer) {
string func_name(" [MySQLKDataDriver::loadKData]");
if (!m_mysql) {
//HKU_ERROR("Null m_mysql!" << func_name);
return;
}
//if (kType >= KQuery::INVALID_KTYPE || start_ix >= end_ix) {
if (start_ix >= end_ix) {
HKU_WARN("ktype(" << kType << ") is invalid or start_ix("
<< start_ix << ") >= endix(" << end_ix << ")" << func_name);
return;
}
MYSQL_RES *result;
MYSQL_ROW row;
string table(_getTableName(market, code, kType));
std::stringstream buf (std::stringstream::out);
buf << "select date, open, high, low, close, amount, count from "
<< table << " order by date limit " << start_ix
<< ", " << (end_ix - start_ix);
if (!_query(buf.str())) {
//HKU_ERROR("mysql_query error!" << func_name);
return;
}
result = mysql_store_result(m_mysql.get());
if (!result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return;
}
int i = 0;
while ((row = mysql_fetch_row(result))) {
try {
KRecord k;
hku_uint64 d = boost::lexical_cast<hku_uint64>(row[0]);
k.datetime = Datetime(d);
k.openPrice = boost::lexical_cast<price_t>(row[1]);
k.highPrice = boost::lexical_cast<price_t>(row[2]);
k.lowPrice = boost::lexical_cast<price_t>(row[3]);
k.closePrice = boost::lexical_cast<price_t>(row[4]);
k.transAmount = boost::lexical_cast<price_t>(row[5]);
k.transCount = boost::lexical_cast<price_t>(row[6]);
out_buffer->push_back(k);
i++;
} catch (...) {
HKU_INFO("Can't fecth No." << i << " record in "
<< table << func_name);
i++;
continue;
}
}
mysql_free_result(result);
return;
}
