void parse_ref_response(Message message, double** data){
Element ReferenceDataResponse = message.asElement();
ReferenceDataResponse.print(std::cout);
if (ReferenceDataResponse.hasElement("responseError")){
OutputDebugString(L"ERROR");
return;
}
Element securityDataArray = message.getElement("securityData");
int numItems = securityDataArray.numValues();
double array[11];
int sequenceNum;
for (int i = 0; i < numItems; i++){
Element securityData = securityDataArray.getValueAsElement(i);
sequenceNum = securityData.getElementAsInt32("sequenceNumber");
Element fieldData = securityData.getElement("fieldData");
Datetime maturity = fieldData.getElementAsDatetime("MATURITY");
array[0] = (maturity.year()); //0
array[1] = (maturity.month()); //1
array[2] = (maturity.day()); //2
Datetime issue_dt = fieldData.getElementAsDatetime("ISSUE_DT");
array[3] = (maturity.year() - issue_dt.year()); //3
//newRow.push_back(issue_dt.month());
//newRow.push_back(issue_dt.day());
array[4] = (fieldData.getElementAsFloat64("DUR_ADJ_MID")); //4
array[5] = (fieldData.getElementAsFloat64("LAST_PRICE")); //5
array[6] = (fieldData.getElementAsFloat64("PX_LAST_EOD")); //6
array[7] = (fieldData.getElementAsFloat64("YLD_YTM_MID")); //7
array[8] = (fieldData.getElementAsFloat64("ASSET_SWAP_SPD_MID")); //8
array[9] = (fieldData.getElementAsFloat64("BB_Z_SPREAD_TO_OIS_DISC_MID")); //9
array[10] = (fieldData.getElementAsFloat64("BB_Z_SPREAD_TO_OIS_DISC_MID")); //10
}
for (int j = 0; j < 11; j++){
data[sequenceNum][j] = array[j];
}
}
// CLASS METHODS
DatetimeTz CurrentTime::asDatetimeTz()
{
Datetime now = utc();
bsls::TimeInterval offset = LocalTimeOffset::localTimeOffset(now);
now.addSeconds(offset.totalSeconds());
BSLS_ASSERT((-1440 < offset.totalMinutes()) &&
(offset.totalMinutes() < 1440));
return DatetimeTz(now, static_cast<int>(offset.totalMinutes()));
}
DatetimeList HKU_API getDateRange(const Datetime& start, const Datetime& end) {
DatetimeList result;
bd::date start_day = start.date();
bd::date end_day = end.date();
bd::date_period dp(start_day, end_day);
bd::day_iterator iter = dp.begin();
for (; iter != dp.end(); ++iter) {
result.push_back(*iter);
}
return result;
}
vector<int> retrieve(string s, string e, string gra) {
Datetime start = parse(s);
Datetime end = parse(e);
start.setdefault(gra, true);
end.setdefault(gra, false);
auto iter = m.lower_bound(start);
auto jter = m.upper_bound(end);
vector<int> res;
for(auto i = iter; i != jter; ++i)
res.push_back(i->second);
return res;
}
void CheckOuterInstance(const Outer_Class& x)
{
UT_ASSERT(x.booleanScalar_value()); // == true
UT_ASSERT(x.uint8Scalar_value() == 8);
UT_ASSERT(x.sint8Scalar_value() == -8);
UT_ASSERT(x.uint16Scalar_value() == 16);
UT_ASSERT(x.sint16Scalar_value() == -16);
UT_ASSERT(x.uint32Scalar_value() == 32);
UT_ASSERT(x.sint32Scalar_value() == -32);
UT_ASSERT(x.uint64Scalar_value() == 64);
UT_ASSERT(x.sint64Scalar_value() == -64);
UT_ASSERT(Close(x.real32Scalar_value(), 32.32));
UT_ASSERT(Close(x.real64Scalar_value(), 64.64));
UT_ASSERT(x.char16Scalar_value() == 16);
{
Datetime datetimeScalar;
datetimeScalar.Set(MI_T("20091231120030.123456+360"));
UT_ASSERT(x.datetimeScalar_value() == datetimeScalar);
}
UT_ASSERT(x.stringScalar_value() == ZT("string"));
CheckInnerInstance(x.instanceScalar_value());
UT_ASSERT(CheckArray<Boolean>::func(x.booleanArray_value(), true, false));
UT_ASSERT(CheckArray<Uint8>::func(x.uint8Array_value(), 8, 8));
UT_ASSERT(CheckArray<Sint8>::func(x.sint8Array_value(), -8, -8));
UT_ASSERT(CheckArray<Uint16>::func(x.uint16Array_value(), 16, 16));
UT_ASSERT(CheckArray<Sint16>::func(x.sint16Array_value(), -16, -16));
UT_ASSERT(CheckArray<Uint32>::func(x.uint32Array_value(), 32, 32));
UT_ASSERT(CheckArray<Sint32>::func(x.sint32Array_value(), -32, -32));
UT_ASSERT(CheckArray<Uint64>::func(x.uint64Array_value(), 64, 64));
UT_ASSERT(CheckArray<Sint64>::func(x.sint64Array_value(), -64, -64));
UT_ASSERT(CheckArray<Real32>::func(x.real32Array_value(), 32.32f, 32.32f));
UT_ASSERT(CheckArray<Real64>::func(x.real64Array_value(), 64.64, 64.64));
UT_ASSERT(CheckArray<Char16>::func(x.char16Array_value(), 16, 16));
UT_ASSERT(CheckArray<String>::func(x.stringArray_value(),
String(ZT("string")), String(ZT("string"))));
{
Datetime dt;
dt.Set(ZT("20091231120030.123456+360"));
UT_ASSERT(CheckArray<Datetime>::func(x.datetimeArray_value(), dt, dt));
}
{
UT_ASSERT(x.instanceArray_value().GetSize() == 2);
CheckInnerInstance(x.instanceArray_value()[0]);
CheckInnerInstance(x.instanceArray_value()[1]);
}
}
// [[Rcpp::export]]
List Datetime_get_functions(Datetime x) {
Datetime dt = Datetime(x);
return List::create(Named("year") = dt.getYear(),
Named("month") = dt.getMonth(),
Named("day") = dt.getDay(),
Named("wday") = dt.getWeekday(),
Named("hour") = dt.getHours(),
Named("minute") = dt.getMinutes(),
Named("second") = dt.getSeconds(),
Named("microsec") = dt.getMicroSeconds());
}
void processMessage(Message &msg) {
Element data = msg.getElement(BAR_DATA).getElement(BAR_TICK_DATA);
int numBars = data.numValues();
std::cout <<"Response contains " << numBars << " bars" << std::endl;
std::cout <<"Datetime\t\tOpen\t\tHigh\t\tLow\t\tClose" <<
"\t\tNumEvents\tVolume" << std::endl;
for (int i = 0; i < numBars; ++i) {
Element bar = data.getValueAsElement(i);
Datetime time = bar.getElementAsDatetime(TIME);
assert(time.hasParts(DatetimeParts::DATE
| DatetimeParts::HOURS
| DatetimeParts::MINUTES));
double open = bar.getElementAsFloat64(OPEN);
double high = bar.getElementAsFloat64(HIGH);
double low = bar.getElementAsFloat64(LOW);
double close = bar.getElementAsFloat64(CLOSE);
int numEvents = bar.getElementAsInt32(NUM_EVENTS);
long long volume = bar.getElementAsInt64(VOLUME);
std::cout.setf(std::ios::fixed, std::ios::floatfield);
std::cout << time.month() << '/' << time.day() << '/' << time.year()
<< " " << time.hours() << ":" << time.minutes()
<< "\t\t" << std::showpoint
<< std::setprecision(3) << open << "\t\t"
<< high << "\t\t"
<< low << "\t\t"
<< close << "\t\t"
<< numEvents << "\t\t"
<< std::noshowpoint
<< volume << std::endl;
}
}
KRecord Stock::
getKRecordByDate(const Datetime& datetime, KQuery::KType ktype) const {
size_t startix = 0, endix = 0;
KQuery query = KQueryByDate(datetime, Datetime(datetime.number() + 1), ktype);
if (getIndexRange(query, startix, endix)) {
return getKRecord(startix, ktype);
}
return Null<KRecord>();
}
const double bbgDatetimeToPOSIX(const Datetime& dt) {
boost::gregorian::date bbg_boost_date(dt.year(),dt.month(),dt.day());
boost::posix_time::time_duration td =
boost::posix_time::hours(dt.hours()) +
boost::posix_time::minutes(dt.minutes()) +
boost::posix_time::seconds(dt.seconds()) +
boost::posix_time::milliseconds(dt.milliseconds());
boost::posix_time::ptime bbg_ptime(bbg_boost_date,td);
struct tm tm_time(to_tm(bbg_ptime));
return static_cast<double>(mktime(&tm_time));
}
void setDatetime(MYSQL_BIND& bind, const Datetime& data)
{
reserve(bind, sizeof(MYSQL_TIME));
memset(bind.buffer, 0, sizeof(MYSQL_TIME));
MYSQL_TIME* ts = static_cast<MYSQL_TIME*>(bind.buffer);
ts->year = data.getYear();
ts->month = data.getMonth();
ts->day = data.getDay();
ts->hour = data.getHour();
ts->minute = data.getMinute();
ts->second = data.getSecond();
bind.buffer_type = MYSQL_TYPE_DATE;
bind.is_null = 0;
}
Datetime Datetime::today() {
Datetime x = Datetime::now();
return Datetime(x.year(), x.month(), x.day());
}
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;
}
//根据调度判断是否允许发送
bool CAlertMain::IsScheduleMatch(string strSchedule)
{
if(strSchedule == "")
return true;
bool bReturn = false;
Datetime tm;
int nDay;
int nHour;
int nMin;
nDay = tm.getDayOfWeek();
nHour = tm.getHour();
nMin = tm.getMinute();
printf("%d:%d:%d ",nDay,nHour,nMin);
//"Type" "绝对任务计划" "相对任务计划" 不存在"绝对任务计划"的情况， 应该在emailset.exe里屏蔽掉
OBJECT hTask = GetTask(strSchedule);
//if(GetTaskValue("Type", hTask) == "相对任务计划")
{
//相对调度条件参数
char buf[256];
string temp1 = "Allow";
itoa(nDay, buf, 10);
temp1 += buf;
string temp = GetTaskValue(temp1, hTask);
if(strcmp(temp.c_str(), "1") == 0)
{
//允许
int nTaskStartHour = 0, nTaskEndHour = 0, nTaskStartMin = 0, nTaskEndMin = 0;
int nTaskStart = 0, nTaskEnd = 0, nInput = 0;
//开始
temp1 = "start";
temp1 += buf;
std::list<string> pTmpList;
temp = GetTaskValue(temp1, hTask);
CAlertMain::ParserToken(pTmpList, temp.c_str(), ":");
sscanf(pTmpList.front().c_str(), "%d", &nTaskStartHour);
sscanf(pTmpList.back().c_str(), "%d", &nTaskStartMin);
//结束
pTmpList.clear();
temp1 = "end";
temp1 += buf;
temp = GetTaskValue(temp1, hTask);
CAlertMain::ParserToken(pTmpList, temp.c_str(), ":");
sscanf(pTmpList.front().c_str(), "%d", &nTaskEndHour);
sscanf(pTmpList.back().c_str(), "%d", &nTaskEndMin);
//比较
nTaskStart = nTaskStartHour * 60 + nTaskStartMin;
nTaskEnd = nTaskEndHour * 60 + nTaskEndMin;
nInput = nHour * 60 + nMin;
if(nInput >= nTaskStart && nInput <= nTaskEnd)
bReturn = true;
}
else
{
//禁止返回 false;
}
}
return bReturn;
}
TEST(Datetime, defaultCtor) {
Datetime time;
ASSERT_EQ(time_t_to_str(std::time(0)), time.toString());
}
const double bbgDateToPOSIX(const Datetime& bbg_date) {
boost::gregorian::date bbg_boost_date(bbg_date.year(),bbg_date.month(),bbg_date.day());
struct tm tm_time(to_tm(bbg_boost_date));
return static_cast<double>(mktime(&tm_time));
}
const int bbgDateToJulianDate(const Datetime& bbg_date) {
const boost::gregorian::date r_epoch(1970,1,1);
boost::gregorian::date bbg_boost_date(bbg_date.year(),bbg_date.month(),bbg_date.day());
boost::gregorian::date_period dp(r_epoch,bbg_boost_date);
return static_cast<int>(dp.length().days());
}
