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 SpreadDialog::newSpread ()
{
bool ok = FALSE;
QString spread = QInputDialog::getText(QObject::tr("New Spread"),
QObject::tr("Enter symbol name for the new Spread"),
QLineEdit::Normal,
QString::null,
&ok,
0);
if (! spread.length() || ok == FALSE)
return;
QDir dir;
Config config;
QString s;
config.getData(Config::DataPath, s);
s.append("/Spread");
if (! dir.exists(s))
{
if (! dir.mkdir(s, TRUE))
{
QMessageBox::information(0,
QObject::tr("Qtstalker: Error"),
QObject::tr("Could not create Spread directory."));
return;
}
}
s.append("/" + spread);
if (dir.exists(s))
{
QMessageBox::information(0,
QObject::tr("Qtstalker: Error"),
QObject::tr("This Spread already exists."));
return;
}
DbPlugin db;
if (db.openChart(s))
{
QMessageBox::information(0,
QObject::tr("Qtstalker: Disk Error"),
QObject::tr("Cannot create chart."));
db.close();
return;
}
db.setHeaderField(DbPlugin::Symbol, spread);
s = "Spread";
db.setHeaderField(DbPlugin::Type, s);
db.setHeaderField(DbPlugin::Plugin, s);
db.setHeaderField(DbPlugin::Title, spread);
db.close();
}
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;
}
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;
}
}
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 UpgradeMessage::saveHeaderData (DbPlugin &db, QString &k, QString &d, QString &sym, DBIndexItem &item)
{
// is this a co key?
bool ok = FALSE;
double t = k.toDouble(&ok);
if (ok)
{
if (t < 10000)
{
// its a chart object
Setting t;
t.parse(d);
QString s = "Plugin";
QString s2;
t.getData(s,s2);
if (s2.length())
{
t.remove(s);
s = "Type";
t.setData(s, s2);
}
s = "Plot";
t.getData(s, s2);
if (! s2.compare("Main Plot"))
{
s2 = "Bars";
t.setData(s, s2);
}
else
return;
index.setChartObject(sym, k, t);
return;
}
}
if (! k.compare("Type"))
{
item.setType(d);
return;
}
if (! k.compare("FuturesType"))
{
item.setFuturesType(d);
return;
}
if (! k.compare("FuturesMonth"))
{
item.setFuturesMonth(d);
return;
}
if (! k.compare("BarType"))
{
item.setBarType(d);
return;
}
if (! k.compare("Fundamentals"))
{
index.setFundamentals(sym, d);
return;
}
if (! k.compare("LocalIndicators"))
{
index.addIndicator(sym, d);
return;
}
if (! k.compare("QuotePlugin"))
{
item.setQuotePlugin(d);
return;
}
if (! k.compare("Symbol"))
{
item.setSymbol(d);
return;
}
if (! k.compare("Title"))
{
item.setTitle(d);
return;
}
if (! k.compare("Path"))
{
item.setPath(d);
return;
}
if (! k.compare("SpreadFirstSymbol"))
{
int t = d.find("/data0/", 0, TRUE);
d.replace(t + 5, 1, "1");
QString ts = "FirstSymbol";
db.setData(ts, d);
return;
}
if (! k.compare("SpreadSecondSymbol"))
{
int t = d.find("/data0/", 0, TRUE);
d.replace(t + 5, 1, "1");
QString ts = "SecondSymbol";
db.setData(ts, d);
return;
}
if (! k.compare("IndexList"))
{
while (1)
{
int t = d.find("/data0/", 0, TRUE);
if (t == -1)
break;
else
d.replace(t + 5, 1, "1");
}
QString ts = "List";
db.setData(ts, d);
return;
}
if (! k.compare("CCAdjustment"))
{
QString ts = "Adjustment";
db.setData(ts, d);
return;
}
}
bool UpgradeMessage::createChart (QString &path)
{
DB *olddb = 0;
int rc = db_create(&olddb, NULL, 0);
if (rc)
{
qDebug("UpgradeMessage::createChart: %s", db_strerror(rc));
return TRUE;
}
rc = olddb->open(olddb, NULL, (char *) path.latin1(), NULL, DB_BTREE, DB_RDONLY, 0664);
if (rc)
{
qDebug("UpgradeMessage::createChart: %s", db_strerror(rc));
return TRUE;
}
QString newPath = path;
int t = newPath.find("/data0/", 0, TRUE);
newPath.replace(t + 5, 1, "1");
DbPlugin db;
if (db.open(newPath, &index))
{
olddb->close(olddb, 0);
return TRUE;
}
QFileInfo fi(newPath);
QString fn = fi.fileName();
DBIndexItem item;
DBT key, data;
DBC *cur;
memset(&key, 0, sizeof(DBT));
memset(&data, 0, sizeof(DBT));
olddb->cursor(olddb, NULL, &cur, 0);
while (! cur->c_get(cur, &key, &data, DB_NEXT))
{
QString k = (char *) key.data;
QString d = (char *) data.data;
if (key.size != 15)
{
saveHeaderData(db, k, d, fn, item);
continue;
}
Bar bar;
if (bar.setDate(k))
continue;
QStringList l = QStringList::split(",", d, FALSE);
bar.setOpen(l[0].toDouble());
bar.setHigh(l[1].toDouble());
bar.setLow(l[2].toDouble());
bar.setClose(l[3].toDouble());
bar.setVolume(l[4].toDouble());
if (l.count() == 6)
bar.setOI(l[5].toInt());
db.setBar(bar);
}
cur->c_close(cur);
olddb->close(olddb, 0);
db.close();
index.setIndexItem(fn, item);
return FALSE;
}
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;
}
void Scanner::scan ()
{
if (! fileList.count() && ! allSymbols->isChecked())
{
QMessageBox::information(this,
tr("Qtstalker: Error"),
tr("No symbols selected."));
return;
}
// open the CUS plugin
QString iplugin("CUS");
IndicatorPlugin *plug = config.getIndicatorPlugin(iplugin);
if (! plug)
{
config.closePlugin(iplugin);
return;
}
QString s;
list->getText(s);
QStringList l = QStringList::split("\n", s, FALSE);
plug->setCustomFunction(l);
this->setEnabled(FALSE);
// clear dir for scan symbols
QDir dir;
config.getData(Config::GroupPath, s);
s.append("/Scanner");
if (! dir.exists(s, TRUE))
dir.mkdir(s, TRUE);
s.append("/" + scannerName);
if (! dir.exists(s, TRUE))
dir.mkdir(s, TRUE);
else
{
int loop;
dir.setPath(s);
for (loop = 2; loop < (int) dir.count(); loop++)
{
QString s2 = dir.absPath() + "/" + dir[loop];
if (! dir.remove(s2, TRUE))
qDebug("%s not removed", s2.latin1());
}
}
if (allSymbols->isChecked())
{
QString ts;
if (! basePath->currentText().compare(tr("Chart")))
config.getData(Config::DataPath, ts);
else
config.getData(Config::GroupPath, ts);
Traverse trav(Traverse::File);
trav.traverse(ts);
trav.getList(fileList);
}
QProgressDialog prog(tr("Scanning..."),
tr("Cancel"),
fileList.count(),
this,
"progress",
TRUE);
prog.show();
int minBars = bars->value();
emit message(QString("Scanning..."));
int loop;
for (loop = 0; loop < (int) fileList.count(); loop++)
{
prog.setProgress(loop);
emit message(QString());
if (prog.wasCancelled())
{
emit message(QString("Scan cancelled"));
break;
}
QFileInfo fi(fileList[loop]);
if (fi.isDir())
continue;
DbPlugin db;
QDir dir;
if (! dir.exists(fileList[loop]))
continue;
db.open(fileList[loop], chartIndex);
db.setBarRange(minBars);
db.setBarLength((BarData::BarLength) barLengthList.findIndex(period->currentText()));
BarData *recordList = new BarData(fileList[loop]);
QDateTime dt = QDateTime::currentDateTime();
db.getHistory(recordList, dt);
db.close();
// load the CUS plugin and calculate
plug->setIndicatorInput(recordList);
Indicator *i = plug->calculate();
if (! i->getLines())
{
delete recordList;
delete i;
continue;
}
PlotLine *line = i->getLine(0);
if (line && line->getSize() > 0)
{
if (line->getData(line->getSize() - 1) > 0)
{
QString ts;
config.getData(Config::GroupPath, ts);
QString s = "ln -s \"" + fileList[loop] + "\" " + ts + "/Scanner/" + scannerName;
system(s);
}
}
delete recordList;
delete i;
emit message(QString());
}
if (! prog.wasCancelled())
emit message(QString("Scan complete"));
config.closePlugin(iplugin);
this->setEnabled(TRUE);
emit scanComplete();
}