int
AROON::getAROON (int period, QString ukey, QString dkey)
{
if (! g_symbol)
return 0;
TA_RetCode rc = TA_Initialize();
if (rc != TA_SUCCESS)
qDebug() << "AROON::AROON: error on TA_Initialize";
QList<int> keys = g_symbol->keys();
TA_Real high[MAX_SIZE];
TA_Real low[MAX_SIZE];
TA_Real out[MAX_SIZE];
TA_Real out2[MAX_SIZE];
TA_Integer outBeg;
TA_Integer outNb;
BarType bt;
QString highKey = bt.indexToString(BarType::_HIGH);
QString lowKey = bt.indexToString(BarType::_LOW);
int dpos = 0;
for (int kpos = 0; kpos < keys.size(); kpos++)
{
CBar *bar = g_symbol->bar(keys.at(kpos));
double h;
if (! bar->get(highKey, h))
continue;
double l;
if (! bar->get(lowKey, l))
continue;
high[dpos] = (TA_Real) h;
low[dpos] = (TA_Real) l;
dpos++;
}
rc = TA_AROON(0, dpos - 1, &high[0], &low[0], period, &outBeg, &outNb, &out[0], &out2[0]);
if (rc != TA_SUCCESS)
{
qDebug() << "AROON::getAROON: TA-Lib error" << rc;
return 0;
}
int keyLoop = keys.size() - 1;
int outLoop = outNb - 1;
while (keyLoop > -1 && outLoop > -1)
{
CBar *bar = g_symbol->bar(keys.at(keyLoop));
bar->set(dkey, out[outLoop]);
bar->set(ukey, out2[outLoop]);
keyLoop--;
outLoop--;
}
return 1;
}
void NetfondsHistoryDownload::parseHistory(QByteArray &ba, QString &symbol, QString &name)
{
//quote_date,paper,exch,open,high,low,close,volume,value
//20121101,OMXS30,Stockholm,1050.03,1064.08,1047.28,1062.51,0,0
QString ts(ba);
QStringList ll = ts.split('\n');
Bars sym;
sym.setExchange(QString("NETFONDS"));
sym.setTicker(symbol);
sym.setName(name);
sym.setSymbolType(QString("Stock"));
BarType bt;
int line = 0;
int loop = 1; // skip past first line
for (; loop < ll.size()-2; loop++)
{
line++;
ts = ll[loop].remove('"');
ts = ts.trimmed();
if (! ts.length()){
QStringList mess;
mess << symbol << tr("Error!!");
emit signalMessage(mess.join(" "));
return;
}
QStringList l = ts.split(",");
if (l.size() != 9)
{
QStringList mess;
mess << symbol << ":" << tr("invalid # of fields, record skipped");
emit signalMessage(mess.join(" "));
return;
}
CBar *bar = new CBar;
QDateTime dt = QDateTime::fromString(l.at(0).trimmed(), "yyyyMMdd");
if (! dt.isValid())
{
delete bar;
QStringList mess;
mess << symbol << ":" << tr("invalid date") << l.at(0);
emit signalMessage(mess.join(" "));
return;
}
else
bar->setDate(dt);
// verify open
int pos = 3;
bool ok;
double t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid open") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_OPEN), t);
// verify high
pos = 4;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid high") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_HIGH), t);
// verify low
pos = 5;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid low") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_LOW), t);
// verify close
pos = 6;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid close") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_CLOSE), t);
// verify volume
pos = 7;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid volume") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_VOLUME), t);
sym.setBar(sym.bars(), bar);
}
IDBPlugin *plug = dynamic_cast<IDBPlugin*>(((PluginFactory*)PluginFactory::getPluginFactory())->loadPlugin(QString("Database")));
if (! plug)
{
QStringList mess;
mess << tr("Error, Database plugin missing");
emit signalMessage(mess.join(" "));
return;
}
if (!plug->init())
return;
if (!plug->setBars(&sym))
return;
}
int
DBStock::getBars (PluginData *pd)
{
if (! init())
return 0;
if (! pd->bars)
return 0;
Bars *bd = pd->bars;
// get last date in db
QDateTime endDate = getMaxDate(bd);
if (! endDate.isValid())
return 0;
DateRange dr;
QDateTime startDate = dr.interval(endDate, bd->range());
if (! startDate.isValid())
{
qDebug() << "DBStock::getBars: invalid range";
return 0;
}
QSqlQuery q(_db);
QString s = "SELECT date,open,high,low,close,volume";
s.append(" FROM " + bd->table());
s.append(" WHERE date >=" + startDate.toString("yyyyMMddHHmmss"));
s.append(" AND date <=" + endDate.toString("yyyyMMddHHmmss"));
s.append(" ORDER BY date ASC");
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "DBStock::getBars:" + q.lastError().text();
qDebug() << s;
return 0;
}
BarType bt;
BarLength bl;
QDateTime isDate, ieDate;
CBar *bar = 0;
while (q.next())
{
QDateTime lastDate = QDateTime::fromString(q.value(0).toString(), "yyyyMMddHHmmss");
// is date greater than current bar range?
if (lastDate >= ieDate || ! bar)
{
// save old bar
if (bar)
bd->setBar(bd->bars(), bar);
// create new bar
bl.interval(lastDate, bd->length(), isDate, ieDate);
bar = new CBar;
bar->setDate(lastDate);
bar->set(bt.indexToString(BarType::_OPEN), q.value(1).toDouble());
bar->set(bt.indexToString(BarType::_HIGH), q.value(2).toDouble());
bar->set(bt.indexToString(BarType::_LOW), q.value(3).toDouble());
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
bar->set(bt.indexToString(BarType::_VOLUME), q.value(5).toDouble());
}
else
{
double v = q.value(2).toDouble();
double v2;
bar->get(bt.indexToString(BarType::_HIGH), v2);
if (v > v2)
bar->set(bt.indexToString(BarType::_HIGH), v);
v = q.value(3).toDouble();
bar->get(bt.indexToString(BarType::_LOW), v2);
if (v < v2)
bar->set(bt.indexToString(BarType::_LOW), v);
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
v = q.value(5).toDouble();
bar->get(bt.indexToString(BarType::_VOLUME), v2);
v += v2;
bar->set(bt.indexToString(BarType::_VOLUME), v);
}
}
// save any left over bar
if (bar)
bd->setBar(bd->bars(), bar);
return 1;
}
