void CDRData::Copy( const CDRData &src )
{
SetSize( 0, src.GetSize()+5 );
for( int i=0; i<src.GetSize(); i++ )
{
Add( src.GetAt(i) );
}
}
void CKData::ConvertXDR( BOOL bUP, DWORD dateAutoDRBegin, double dAutoDRLimit )
{
CDRData drtemp;
drtemp = m_drdata;
drtemp.Sort( );
if( m_pData )
{
delete [] (BYTE*)m_pData;
m_nSize = m_nMaxSize = 0;
m_pData = NULL;
}
if( NULL == m_pDataOriginal || 0 == m_nSizeOriginal )
return;
/* if( drtemp.GetSize() == 0 )
{
SetSize( m_nSizeOriginal );
if( m_pData )
memcpy( m_pData, m_pDataOriginal, sizeof(KDATA)*m_nSize );
return;
}
*/
dAutoDRLimit = dAutoDRLimit / 100;
if( bUP )
{
SetSize( 0, m_nSizeOriginal );
int drPos = 0;
float fRatio = 1.000000;
for( int i=0; i<m_nSizeOriginal; i++ )
{
KDATA & kd = m_pDataOriginal[i];
KDATA newkd = kd;
if( drPos < drtemp.GetSize() && ToDayDate(kd.m_date) >= drtemp.ElementAt(drPos).m_date )
{
if( i > 0 )
{
KDATA kdLast = m_pDataOriginal[i-1];
fRatio = fRatio * GetRatio( kdLast.m_fClose, drtemp.ElementAt(drPos) );
}
drPos ++;
}
else if( ToDayDate(kd.m_date) >= dateAutoDRBegin && i > 0 ) // Auto XDR
{
KDATA kdLast = m_pDataOriginal[i-1];
if( kdLast.m_fClose > 1e-4 && kd.m_fOpen < kdLast.m_fClose
&& fabs(kd.m_fOpen/kdLast.m_fClose-1) > dAutoDRLimit )
fRatio = fRatio * kd.m_fOpen / kdLast.m_fClose;
}
newkd.m_fOpen = (kd.m_fOpen / fRatio);
newkd.m_fHigh = (kd.m_fHigh / fRatio);
newkd.m_fLow = (kd.m_fLow / fRatio);
newkd.m_fClose = (kd.m_fClose / fRatio);
newkd.m_fVolume = (kd.m_fVolume * fRatio);
Add( newkd );
}
}
else
{
SetSize( m_nSizeOriginal );
int drPos = drtemp.GetSize()-1;
float fRatio = 1.000000;
for( int i=m_nSizeOriginal-1; i>=0; i-- )
{
KDATA & kd = m_pDataOriginal[i];
KDATA newkd = kd;
if( drPos >= 0 && ToDayDate(kd.m_date) < drtemp.ElementAt(drPos).m_date )
{
if( i < m_nSizeOriginal-1 )
fRatio = fRatio * GetRatio( kd.m_fClose, drtemp.ElementAt(drPos) );
drPos --;
}
else if( ToDayDate(kd.m_date) >= dateAutoDRBegin && i+1 < m_nSizeOriginal ) // Auto XDR
{
KDATA kdNext = m_pDataOriginal[i+1];
if( kdNext.m_fOpen > 1e-4 && kdNext.m_fOpen < kd.m_fClose
&& fabs(kdNext.m_fOpen/kd.m_fClose-1) > dAutoDRLimit )
fRatio = fRatio * kdNext.m_fOpen / kd.m_fClose;
}
newkd.m_fOpen = (kd.m_fOpen * fRatio);
newkd.m_fHigh = (kd.m_fHigh * fRatio);
newkd.m_fLow = (kd.m_fLow * fRatio);
newkd.m_fClose = (kd.m_fClose * fRatio);
newkd.m_fVolume = (kd.m_fVolume / fRatio);
SetAt( i, newkd );
}
}
}
