double TechUtils::CalulateWMA(const std::vector<TickWrapper>& data, const TickWrapper& current, size_t seconds)
{
//datetime to timestamp
size_t n = seconds * 2;
double totalExchangeLastPrice = current.LastPrice() * n;
long long count = n--;
long long leftedge = current.toTimeStamp() - seconds * 2;
for (auto it = data.rbegin(); it != data.rend(); it++)
{
if (it->toTimeStamp() > leftedge){
totalExchangeLastPrice += (it->LastPrice() * n);
--n;
count += n;
}
else{
break;
}
}
//assert(totalVolume != 0);
//assert(totalExchangePrice >= 0.0);
return totalExchangeLastPrice / count;
}
int64_t TimeStamp::Get(bool &error, int hou, int min, int sec, int mon, int day,
int yea, bool gmt) {
auto dt = req::make<DateTime>(Current());
if (gmt) {
dt->setTimezone(req::make<TimeZone>("UTC"));
}
dt->set(hou, min, sec, mon, day, yea);
return dt->toTimeStamp(error);
}
bool RDateTime::operator >= ( const RDateTime &other ) const
{
ri64 t1, t2;
t1 = toTimeStamp();
t2 = other.toTimeStamp();
if( t1 >= t2 ) return true;
else return false;
}
static Variant strtotimeImpl(const String& input, int64_t timestamp) {
if (input.empty()) {
return false;
}
auto dt = req::make<DateTime>(timestamp);
if (!dt->fromString(input, req::ptr<TimeZone>(), nullptr, false)) {
return false;
}
bool error;
return dt->toTimeStamp(error);
}
Variant HHVM_METHOD(DateTimeZone, getOffset,
const Object& datetime) {
DateTimeZoneData* data = Native::data<DateTimeZoneData>(this_);
bool error;
if (!datetime.instanceof(s_DateTime)) {
raise_argument_warning("DateTimeZone::getOffset", 1, s_DateTime, datetime);
return false;
}
auto dt = DateTimeData::unwrap(datetime);
int64_t ts = dt->toTimeStamp(error);
return data->m_tz->offset(ts);
}
static Variant HHVM_FUNCTION(strtotime, int64_t argc,
const String& input, int64_t timestamp) {
if (input.empty()) {
return false;
}
if (argc < 2) {
timestamp = TimeStamp::Current();
}
auto dt = req::make<DateTime>(timestamp);
if (!dt->fromString(input, req::ptr<TimeZone>(), nullptr, false)) {
return false;
}
bool error;
return dt->toTimeStamp(error);
}
void RealTimeDataProcessor::StoreStrategySequenceToDB(const std::string& mark)
{
spdlog::get("console")->info() << "Start to store db...";
//store Strategy data in memory into db
long long pre_uuid = 0;
TickType pre_type = TickType::Commom;
for (auto iter = m_DataSeq.rbegin(); iter != m_DataSeq.rend(); iter++){
if (iter->m_techvec != nullptr && iter->m_techvec->GetTickType() != TickType::Commom && iter->toTimeStamp() != (pre_uuid + 1) && iter->m_techvec->GetTickType() != pre_type){
pre_uuid = iter->toTimeStamp();
pre_type = iter->m_techvec->GetTickType();
iter->m_techvec->serializeToDB(*(m_dbptr.get()), mark);
}
}
spdlog::get("console")->info() << "End to store db.";
}
double TechUtils::CalulateAMA(const std::vector<TickWrapper>& data, const TickWrapper& current, size_t seconds)
{
double totalExchangePrice = current.TurnOver();
long long totalVolume = current.Volume();
long long leftedge = current.toTimeStamp() - seconds * 2;
for (auto it = data.rbegin(); it != data.rend(); it++)
{
if (it->toTimeStamp() > leftedge){
totalExchangePrice += it->TurnOver();
totalVolume += it->Volume();
}
else{
break;
}
}
//assert(totalVolume != 0);
//assert(totalExchangePrice >= 0.0);
return totalExchangePrice / totalVolume;
}
double TechUtils::CalulateMA(const std::list<TickWrapper>& data, const TickWrapper& current, size_t seconds)
{
//datetime to timestamp
double totalExchangeLastPrice = current.LastPrice();
long long count = 1;
long long leftedge = current.toTimeStamp() - seconds * 2;
for (auto it = data.begin(); it != data.end(); it++)
{
if (it->toTimeStamp() > leftedge){
totalExchangeLastPrice += it->LastPrice();
++count;
}
else{
break;
}
}
//assert(totalVolume != 0);
//assert(totalExchangePrice >= 0.0);
return totalExchangeLastPrice / count;
}
