double DecoTimer::getCurrentTime(void)
{
if (m_isPaused)
{
return timeDiffInSecond(m_pauseTime, m_startTime);
} else {
gettimeofday(&m_nowTime, NULL);
return timeDiffInSecond(m_nowTime, m_startTime);
}
}
int StockProcessor::priceAnomaly(MarketUpdate &mkdt) {
DataBundle data;
data.ts = std::chrono::system_clock::now();
data.mkdt = mkdt;
dataBuf.push_back(data);
if (dataBuf.size() < initBufSize)
return 0;
DataBundle curData = dataBuf[0];
DataBundle preData = dataBuf[1];
double tsDiff = timeDiffInSecond(curData.ts, preData.ts);
double curPrice = weightedPrice(curData.mkdt);
double prePrice = weightedPrice(preData.mkdt);
double prctDiff = (curPrice - prePrice) * 100 / curPrice;
if (tsDiff > 1e-6) {
double prcAcc = prctDiff / tsDiff;
//LOG(INFO) << "prctDiff " << prctDiff << " tsDiff " << tsDiff;
if (prcAcc > priceAnomalyThreshold) {
LOG(INFO) << "Ticker " << code << " speed increase change alert";
} else if (prcAcc < -priceAnomalyThreshold) {
LOG(INFO) << "Ticker " << code << " speed decrease change alert";
}
}
return 0;
}
