void DbPlugin::loadIndexData (QString &symbol, QDict<Bar> &lookup, QDateTime &startDate, float weight,
int barRange, BarData::BarLength barLength)
{
QFileInfo fi(symbol);
QString fn = fi.fileName();
DbPlugin db;
if (db.open(symbol, chartIndex))
{
qDebug("Index::getIndexHistory: cannot open symbol chart");
return;
}
BarData *bar = new BarData(symbol);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
int loop;
for (loop = 0; loop < (int) bar->count(); loop++)
{
QDateTime dt;
bar->getDate(loop, dt);
QString s = dt.toString("yyyyMMddhhmmss");
Bar *r = lookup.find(s);
if (! r)
{
r = new Bar;
r->setDate(dt);
r->setOpen(bar->getOpen(loop) * weight);
r->setHigh(bar->getHigh(loop) * weight);
r->setLow(bar->getLow(loop) * weight);
r->setClose(bar->getClose(loop) * weight);
r->setOI(1);
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
else
{
r->setOpen(r->getOpen() + (bar->getOpen(loop) * weight));
r->setHigh(r->getHigh() + (bar->getHigh(loop) * weight));
r->setLow(r->getLow() + (bar->getLow(loop) * weight));
r->setClose(r->getClose() + (bar->getClose(loop) * weight));
r->setOI((int) r->getOI() + 1);
}
}
delete bar;
}
void DbPlugin::getSpreadHistory (BarData *barData, QDateTime &startDate)
{
QString s = "FirstSymbol";
QString fs;
getData(s, fs);
QString ss;
s = "SecondSymbol";
getData(s, ss);
// get the first symbol bars
QFileInfo fi(fs);
QString fn = fi.fileName();
DbPlugin db;
if (db.open(fs, chartIndex))
{
qDebug("Spread::getSpreadHistory: cannot open first symbol chart");
return;
}
BarData *bar = new BarData(fs);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
// get the second symbol bars
QFileInfo fi2(ss);
fn = fi2.fileName();
if (db.open(ss, chartIndex))
{
qDebug("Spread::getSpreadHistory: cannot open second symbol chart");
delete bar;
return;
}
BarData *bar2 = new BarData(ss);
bar2->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar2, startDate);
db.close();
// create lookup dict for first symbol bars
QDict<Bar> lookup;
lookup.setAutoDelete(TRUE);
int loop;
for (loop = 0; loop < bar->count(); loop++)
{
Bar *r = new Bar;
QDateTime dt;
bar->getDate(loop, dt);
r->setDate(dt);
r->setClose(bar->getClose(loop));
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
// match all second symbol bars
for (loop = bar2->count() - 1; loop > -1; loop--)
{
Bar r;
QDateTime dt;
bar2->getDate(loop, dt);
s = dt.toString("yyyyMMddhhmmss");
Bar *tr = lookup.find(s);
if (tr)
{
double t = tr->getClose() - bar2->getClose(loop);
r.setDate(dt);
r.setOpen(t);
r.setHigh(t);
r.setLow(t);
r.setClose(t);
barData->prepend(r);
}
}
delete bar;
delete bar2;
}
PlotLine * SYMBOL::getSYMBOL ()
{
QString s;
Config config;
config.getData(Config::IndexPath, s);
DBIndex index;
index.open(s);
PlotLine *line = new PlotLine();
DbPlugin db;
if (db.open(symbol, &index))
{
db.close();
index.close();
return line;
}
QDateTime date;
data->getDate(0, date);
QString ts;
config.getData(Config::BarLength, ts);
db.setBarLength((BarData::BarLength) ts.toInt());
config.getData(Config::Bars, ts);
db.setBarRange(ts.toInt());
BarData *recordList = new BarData(symbol);
QDateTime dt = QDateTime::currentDateTime();
db.getHistory(recordList, dt);
QDict<Setting> dict;
dict.setAutoDelete(TRUE);
int loop;
ts = "Close";
QString ts2;
for (loop = 0; loop < (int) recordList->count(); loop++)
{
Setting *r = new Setting;
ts2 = QString::number(recordList->getClose(loop));
r->setData(ts, ts2);
recordList->getDate(loop, dt);
QString s = dt.toString("yyyyMMddhhmmss");
dict.insert(s, r);
}
double val = 0;
for (loop = 0; loop < (int) data->count(); loop++)
{
data->getDate(loop, dt);
QString s = dt.toString("yyyyMMddhhmmss");
Setting *r2 = dict[s];
if (r2)
{
val = r2->getDouble(ts);
line->append(val);
}
}
delete recordList;
db.close();
index.close();
line->setScaleFlag(TRUE);
return line;
}
void DbPlugin::getCCHistory (BarData *barData, QDateTime &startDate)
{
FuturesData fd;
if (fd.setSymbol(indexKey))
{
qDebug("CC::getCCHistory: invalid futures symbol");
return;
}
Config config;
QString s;
QString baseDir;
config.getData(Config::DataPath, baseDir);
baseDir.append("/Futures/");
fd.getExchange(s);
baseDir.append(s + "/");
fd.getSymbol(s);
baseDir.append(s);
QDir dir(baseDir);
if (! dir.exists(baseDir, TRUE))
return;
QStringList dirList = dir.entryList();
QString lastChart;
fd.getCurrentContract(startDate, lastChart);
QString ey = lastChart.right(5);
ey.truncate(4);
QValueList<Bar> indexList;
int indexCount = -1;
int dirLoop = dirList.findIndex(lastChart);
if (dirLoop == -1)
dirLoop = dirList.count() - 1;
lastChart = dirList[dirLoop];
s = "Adjustment";
QString s2;
getData(s, s2);
bool adjustFlag = s2.toInt();
while (dirLoop > 1)
{
if (indexCount >= barRange)
break;
s = baseDir + "/" + dirList[dirLoop];
DbPlugin tdb;
if (tdb.open(s, chartIndex))
{
tdb.close();
dirLoop--;
lastChart = dirList[dirLoop];
continue;
}
BarData *recordList = new BarData(s);
tdb.setBarRange(barRange);
tdb.setBarLength(barLength);
tdb.getHistory(recordList, startDate);
tdb.close();
int loop;
QDateTime dt = startDate;
int lastBar = -1;
bool dataFlag = FALSE;
for (loop = recordList->count() - 1; loop > -1; loop--)
{
if (indexCount >= barRange)
break;
recordList->getDate(loop, dt);
fd.getCurrentContract(dt, s);
if (! s.compare(lastChart))
{
Bar bar;
recordList->getBar(loop, bar);
indexList.prepend(bar);
indexCount++;
startDate = dt;
lastBar = loop;
dataFlag = TRUE;
}
}
if (dataFlag)
{
if (adjustFlag)
{
Bar bar;
double t = 0;
if (lastBar - 1 > -1)
t = recordList->getClose(lastBar) - recordList->getClose(lastBar - 1);
bar.setClose(t);
bar.setEmptyFlag(TRUE);
indexList.prepend(bar);
}
}
delete recordList;
dirLoop--;
lastChart = dirList[dirLoop];
}
if (! adjustFlag)
{
int loop;
for (loop = 0; loop < (int) indexList.count(); loop++)
{
Bar bar = indexList[loop];
barData->appendRaw(bar);
}
return;
}
// adjust the data
double adjust = 0;
double t = 0;
bool flag = FALSE;
Bar prevBar;
int loop;
for (loop = 1; loop < (int) indexList.count(); loop++)
{
Bar bar = indexList[loop];
if (bar.getEmptyFlag())
{
t = bar.getClose();
flag = TRUE;
continue;
}
if (flag)
{
adjust = prevBar.getClose() - bar.getClose();
bar.setOpen(bar.getOpen() + t);
bar.setHigh(bar.getHigh() + t);
bar.setLow(bar.getLow() + t);
bar.setClose(bar.getClose() + t);
flag = FALSE;
t = 0;
}
bar.setOpen(bar.getOpen() + adjust);
bar.setHigh(bar.getHigh() + adjust);
bar.setLow(bar.getLow() + adjust);
bar.setClose(bar.getClose() + adjust);
barData->appendRaw(bar);
prevBar = bar;
}
}
void Spread::getHistory (BarData *barData, QDateTime &startDate, QString &fs, QString &ss,
int barRange, BarData::BarLength barLength)
{
// get the first symbol bars
QString s;
DbPlugin db;
if (db.openChart(fs))
{
qDebug("DbPlugin::getSpreadHistory: cannot open first symbol chart");
db.close();
return;
}
BarData *bar = new BarData(fs);
bar->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar, startDate);
db.close();
// get the second symbol bars
if (db.openChart(ss))
{
qDebug("DbPlugin::getSpreadHistory: cannot open second symbol chart");
db.close();
delete bar;
return;
}
BarData *bar2 = new BarData(ss);
bar2->setBarLength(barLength);
db.setBarRange(barRange);
db.getHistory(bar2, startDate);
db.close();
// create lookup dict for first symbol bars
QDict<Bar> lookup;
lookup.setAutoDelete(TRUE);
int loop;
for (loop = 0; loop < bar->count(); loop++)
{
Bar *r = new Bar;
QDateTime dt;
bar->getDate(loop, dt);
r->setDate(dt);
r->setClose(bar->getClose(loop));
r->getDateTimeString(FALSE, s);
lookup.insert(s, r);
}
// match all second symbol bars
for (loop = bar2->count() - 1; loop > -1; loop--)
{
Bar r;
QDateTime dt;
bar2->getDate(loop, dt);
s = dt.toString("yyyyMMddhhmmss");
Bar *tr = lookup.find(s);
if (tr)
{
double t = tr->getClose() - bar2->getClose(loop);
r.setDate(dt);
r.setOpen(t);
r.setHigh(t);
r.setLow(t);
r.setClose(t);
barData->prepend(r);
}
}
delete bar;
delete bar2;
}
