int
RSI::getMA (QString inKey, QString outKey, int type, int period)
{
if (! g_symbol)
return 0;
TA_RetCode rc = TA_Initialize();
if (rc != TA_SUCCESS)
qDebug() << "RSI::getMA: error on TA_Initialize";
QList<int> keys = g_symbol->keys();
TA_Real input[MAX_SIZE];
TA_Real out[MAX_SIZE];
TA_Integer outBeg;
TA_Integer outNb;
int dpos = 0;
for (int kpos = 0; kpos < keys.size(); kpos++)
{
CBar *bar = g_symbol->bar(keys.at(kpos));
double v;
if (! bar->get(inKey, v))
continue;
input[dpos++] = (TA_Real) v;
}
rc = TA_MA(0, dpos - 1, &input[0], period, (TA_MAType) type, &outBeg, &outNb, &out[0]);
if (rc != TA_SUCCESS)
{
qDebug() << "RSI::getMA: TA-Lib error" << rc;
return 0;
}
int keyLoop = keys.size() - 1;
int outLoop = outNb - 1;
while (keyLoop > -1 && outLoop > -1)
{
CBar *bar = g_symbol->bar(keys.at(keyLoop));
bar->set(outKey, out[outLoop]);
keyLoop--;
outLoop--;
}
return 1;
}
int
CurveOHLC::fill (PluginData *pd)
{
if (pd->key1.isEmpty() || pd->key2.isEmpty() || pd->key3.isEmpty() || pd->key4.isEmpty())
return 0;
if (! g_symbol)
{
qDebug() << "CurveOHLC::fill: bars missing";
return 0;
}
if (! pd->data)
return 0;
Curve *curve = (Curve *) pd->data;
QList<int> keys = g_symbol->keys();
for (int pos = 0; pos < keys.size(); pos++)
{
CBar *r = g_symbol->bar(keys.at(pos));
double o = 0;
if (! r->get(pd->key1, o))
continue;
double h = 0;
if (! r->get(pd->key2, h))
continue;
double l = 0;
if (! r->get(pd->key3, l))
continue;
double c = 0;
if (! r->get(pd->key4, c))
continue;
curve->setBar(keys.at(pos), new OHLCBar(pd->color, o, h, l, c));
}
return 1;
}
int Database::getBars (Bars *bd)
{
if (! bd)
return 0;
int length = bd->barLength();
if (length == -1)
{
qDebug() << "Database::getBars: invalid length";
return 0;
}
if (! getSymbol(bd))
return 0;
if (! init())
return 0;
// get last date in db
QDateTime endDate = getMaxDate(bd);
if (! endDate.isValid())
return 0;
DateRange dr;
//Don't bother to load less the all values into memory
//All computers are bound to be able handle this in year 2012
//If ever porting to a mobile device, change at that point
//bd->plotRange()
QDateTime startDate = dr.interval(endDate, DateRange::_ALL);
if (! startDate.isValid())
{
qDebug() << "Database::getBars: invalid range";
return 0;
}
QSqlQuery q(_db);
QString s = "SELECT date,open,high,low,close,volume";
s.append(" FROM " + bd->table());
s.append(" WHERE date >=" + startDate.toString("yyyyMMddHHmmss"));
s.append(" AND date <=" + endDate.toString("yyyyMMddHHmmss"));
s.append(" ORDER BY date ASC");
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "Database::getBars:" + q.lastError().text();
qDebug() << s;
return 0;
}
BarType bt;
BarLength bl;
QDateTime isDate, ieDate;
CBar *bar = 0;
while (q.next())
{
QDateTime lastDate = QDateTime::fromString(q.value(0).toString(), "yyyyMMddHHmmss");
// is date greater than current bar range?
if (lastDate >= ieDate || ! bar)
{
// save old bar
if (bar)
bd->setBar(bd->bars(), bar);
// create new bar
bl.interval(lastDate, bd->barLength(), isDate, ieDate);
bar = new CBar;
bar->setDate(lastDate);
bar->set(bt.indexToString(BarType::_OPEN), q.value(1).toDouble());
bar->set(bt.indexToString(BarType::_HIGH), q.value(2).toDouble());
bar->set(bt.indexToString(BarType::_LOW), q.value(3).toDouble());
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
bar->set(bt.indexToString(BarType::_VOLUME), q.value(5).toDouble());
}
else
{
double v = q.value(2).toDouble();
double v2;
bar->get(bt.indexToString(BarType::_HIGH), v2);
if (v > v2)
bar->set(bt.indexToString(BarType::_HIGH), v);
v = q.value(3).toDouble();
bar->get(bt.indexToString(BarType::_LOW), v2);
if (v < v2)
bar->set(bt.indexToString(BarType::_LOW), v);
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
v = q.value(5).toDouble();
bar->get(bt.indexToString(BarType::_VOLUME), v2);
v += v2;
bar->set(bt.indexToString(BarType::_VOLUME), v);
}
}
// save any left over bar
if (bar)
bd->setBar(bd->bars(), bar);
return 1;
}
int Database::setBars (Bars *symbol)
{
if (! symbol)
return 0;
if (! getSymbol(symbol))
{
if (! newSymbol(symbol))
return 0;
}
else
{
// check if we need to save the name
if (! symbol->name().isEmpty())
setName(symbol);
}
if (! init())
return 0;
_db.transaction();
QSqlQuery q(_db);
QList<int> keys = symbol->keys();
BarType bt;
int loop = 0;
for (; loop < keys.size(); loop++)
{
CBar *bar = symbol->bar(keys.at(loop));
QDateTime dt = bar->date();
QString date = dt.toString("yyyyMMddHHmmss");
// first check if record exists so we know to do an update or insert
QString s = "SELECT date FROM " + symbol->table() + " WHERE date =" + date;
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "Database::setBars:" << q.lastError().text();
qDebug() << s;
continue;
}
if (q.next()) // record exists, use update
{
s = "UPDATE " + symbol->table() + " SET ";
QStringList tl;
double v = 0;
if (bar->get(bt.indexToString(BarType::_OPEN), v))
tl << "open=" + QString::number(v);
v = 0;
if (bar->get(bt.indexToString(BarType::_HIGH), v))
tl << "high=" + QString::number(v);
v = 0;
if (bar->get(bt.indexToString(BarType::_LOW), v))
tl << "low=" + QString::number(v);
v = 0;
if (bar->get(bt.indexToString(BarType::_CLOSE), v))
tl << "close=" + QString::number(v);
v = 0;
if (bar->get(bt.indexToString(BarType::_VOLUME), v))
tl << "volume=" + QString::number(v);
s.append(tl.join(","));
s.append(" WHERE date=" + date);
}
else // new record, use insert
{
QStringList tl;
s = "INSERT INTO " + symbol->table() + " (date,open,high,low,close,volume) VALUES(";
tl << date;
double v = 0;
bar->get(bt.indexToString(BarType::_OPEN), v);
tl << QString::number(v);
v = 0;
bar->get(bt.indexToString(BarType::_HIGH), v);
tl << QString::number(v);
v = 0;
bar->get(bt.indexToString(BarType::_LOW), v);
tl << QString::number(v);
v = 0;
bar->get(bt.indexToString(BarType::_CLOSE), v);
tl << QString::number(v);
v = 0;
bar->get(bt.indexToString(BarType::_VOLUME), v);
tl << QString::number(v);
s.append(tl.join(","));
s.append(")");
}
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "Database::setBars:" << q.lastError().text();
qDebug() << s;
continue;
}
}
_db.commit();
return 1;
}
void NetfondsHistoryDownload::parseHistory(QByteArray &ba, QString &symbol, QString &name)
{
//quote_date,paper,exch,open,high,low,close,volume,value
//20121101,OMXS30,Stockholm,1050.03,1064.08,1047.28,1062.51,0,0
QString ts(ba);
QStringList ll = ts.split('\n');
Bars sym;
sym.setExchange(QString("NETFONDS"));
sym.setTicker(symbol);
sym.setName(name);
sym.setSymbolType(QString("Stock"));
BarType bt;
int line = 0;
int loop = 1; // skip past first line
for (; loop < ll.size()-2; loop++)
{
line++;
ts = ll[loop].remove('"');
ts = ts.trimmed();
if (! ts.length()){
QStringList mess;
mess << symbol << tr("Error!!");
emit signalMessage(mess.join(" "));
return;
}
QStringList l = ts.split(",");
if (l.size() != 9)
{
QStringList mess;
mess << symbol << ":" << tr("invalid # of fields, record skipped");
emit signalMessage(mess.join(" "));
return;
}
CBar *bar = new CBar;
QDateTime dt = QDateTime::fromString(l.at(0).trimmed(), "yyyyMMdd");
if (! dt.isValid())
{
delete bar;
QStringList mess;
mess << symbol << ":" << tr("invalid date") << l.at(0);
emit signalMessage(mess.join(" "));
return;
}
else
bar->setDate(dt);
// verify open
int pos = 3;
bool ok;
double t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid open") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_OPEN), t);
// verify high
pos = 4;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid high") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_HIGH), t);
// verify low
pos = 5;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid low") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_LOW), t);
// verify close
pos = 6;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid close") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_CLOSE), t);
// verify volume
pos = 7;
t = l.at(pos).trimmed().toDouble(&ok);
if (! ok)
{
delete bar;
QStringList mess;
mess << tr("Error, invalid volume") << l.at(pos);
emit signalMessage(mess.join(" "));
return;
}
else
bar->set(bt.indexToString(BarType::_VOLUME), t);
sym.setBar(sym.bars(), bar);
}
IDBPlugin *plug = dynamic_cast<IDBPlugin*>(((PluginFactory*)PluginFactory::getPluginFactory())->loadPlugin(QString("Database")));
if (! plug)
{
QStringList mess;
mess << tr("Error, Database plugin missing");
emit signalMessage(mess.join(" "));
return;
}
if (!plug->init())
return;
if (!plug->setBars(&sym))
return;
}
int
AROON::getAROON (int period, QString ukey, QString dkey)
{
if (! g_symbol)
return 0;
TA_RetCode rc = TA_Initialize();
if (rc != TA_SUCCESS)
qDebug() << "AROON::AROON: error on TA_Initialize";
QList<int> keys = g_symbol->keys();
TA_Real high[MAX_SIZE];
TA_Real low[MAX_SIZE];
TA_Real out[MAX_SIZE];
TA_Real out2[MAX_SIZE];
TA_Integer outBeg;
TA_Integer outNb;
BarType bt;
QString highKey = bt.indexToString(BarType::_HIGH);
QString lowKey = bt.indexToString(BarType::_LOW);
int dpos = 0;
for (int kpos = 0; kpos < keys.size(); kpos++)
{
CBar *bar = g_symbol->bar(keys.at(kpos));
double h;
if (! bar->get(highKey, h))
continue;
double l;
if (! bar->get(lowKey, l))
continue;
high[dpos] = (TA_Real) h;
low[dpos] = (TA_Real) l;
dpos++;
}
rc = TA_AROON(0, dpos - 1, &high[0], &low[0], period, &outBeg, &outNb, &out[0], &out2[0]);
if (rc != TA_SUCCESS)
{
qDebug() << "AROON::getAROON: TA-Lib error" << rc;
return 0;
}
int keyLoop = keys.size() - 1;
int outLoop = outNb - 1;
while (keyLoop > -1 && outLoop > -1)
{
CBar *bar = g_symbol->bar(keys.at(keyLoop));
bar->set(dkey, out[outLoop]);
bar->set(ukey, out2[outLoop]);
keyLoop--;
outLoop--;
}
return 1;
}
int
Volume::run (PluginData *pd)
{
if (! g_symbol)
return 0;
QVariant *var = pd->settings->get(QString("upColor"));
if (! var)
return 0;
QColor uc(var->toString());
var = pd->settings->get(QString("downColor"));
if (! var)
return 0;
QColor dc(var->toString());
var = pd->settings->get(QString("neutralColor"));
if (! var)
return 0;
QColor nc(var->toString());
QVariant *label = pd->settings->get(QString("label"));
if (! label)
return 0;
Curve *vol = new Curve(QString("CurveHistogram"));
vol->setStyle(CurveHistogramType::_BAR);
vol->setLabel(label->toString());
BarType bt;
QList<int> keys = g_symbol->keys();
vol->fill(bt.indexToString(BarType::_VOLUME), QString(), QString(), QString(), nc);
for (int pos = 1; pos < keys.size(); pos++)
{
CBar *pbar = g_symbol->bar(keys.at(pos - 1));
CBar *bar = g_symbol->bar(keys.at(pos));
Bar *vbar = vol->bar(keys.at(pos));
double yc = 0;
if (! pbar->get(bt.indexToString(BarType::_CLOSE), yc))
continue;
double c = 0;
if (! bar->get(bt.indexToString(BarType::_CLOSE), c))
continue;
if (c > yc)
vbar->setColor(uc);
else
{
if (c < yc)
vbar->setColor(dc);
}
}
pd->curves << vol;
Curve *ma = getMA(pd->settings);
if (ma)
pd->curves << ma;
return 1;
}
int
DBStock::getBars (PluginData *pd)
{
if (! init())
return 0;
if (! pd->bars)
return 0;
Bars *bd = pd->bars;
// get last date in db
QDateTime endDate = getMaxDate(bd);
if (! endDate.isValid())
return 0;
DateRange dr;
QDateTime startDate = dr.interval(endDate, bd->range());
if (! startDate.isValid())
{
qDebug() << "DBStock::getBars: invalid range";
return 0;
}
QSqlQuery q(_db);
QString s = "SELECT date,open,high,low,close,volume";
s.append(" FROM " + bd->table());
s.append(" WHERE date >=" + startDate.toString("yyyyMMddHHmmss"));
s.append(" AND date <=" + endDate.toString("yyyyMMddHHmmss"));
s.append(" ORDER BY date ASC");
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "DBStock::getBars:" + q.lastError().text();
qDebug() << s;
return 0;
}
BarType bt;
BarLength bl;
QDateTime isDate, ieDate;
CBar *bar = 0;
while (q.next())
{
QDateTime lastDate = QDateTime::fromString(q.value(0).toString(), "yyyyMMddHHmmss");
// is date greater than current bar range?
if (lastDate >= ieDate || ! bar)
{
// save old bar
if (bar)
bd->setBar(bd->bars(), bar);
// create new bar
bl.interval(lastDate, bd->length(), isDate, ieDate);
bar = new CBar;
bar->setDate(lastDate);
bar->set(bt.indexToString(BarType::_OPEN), q.value(1).toDouble());
bar->set(bt.indexToString(BarType::_HIGH), q.value(2).toDouble());
bar->set(bt.indexToString(BarType::_LOW), q.value(3).toDouble());
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
bar->set(bt.indexToString(BarType::_VOLUME), q.value(5).toDouble());
}
else
{
double v = q.value(2).toDouble();
double v2;
bar->get(bt.indexToString(BarType::_HIGH), v2);
if (v > v2)
bar->set(bt.indexToString(BarType::_HIGH), v);
v = q.value(3).toDouble();
bar->get(bt.indexToString(BarType::_LOW), v2);
if (v < v2)
bar->set(bt.indexToString(BarType::_LOW), v);
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
v = q.value(5).toDouble();
bar->get(bt.indexToString(BarType::_VOLUME), v2);
v += v2;
bar->set(bt.indexToString(BarType::_VOLUME), v);
}
}
// save any left over bar
if (bar)
bd->setBar(bd->bars(), bar);
return 1;
}
int DrawChart(CDataInterface *pData, CEnvParam *pEnv, Interaction *itt,
string VO, string &ppOutStruct,CResult **ppRst)
{
AnaWord aw;
aw.Import(VO);
CTString szChartType = aw.GetAt(0);//调用的算法名字
if (szChartType == CHART_LINE) //直线图
{
CLine line;
(*ppRst) = line.OnChart(pData, VO);
}
else if (szChartType == CHART_BAR) //条状图
{
CBar Bar;
(*ppRst) = Bar.OnChart(pData, VO);
}
else if (szChartType == CHART_PIE) //饼图
{
CPie Pie;
(*ppRst) = Pie.OnChart(pData, VO);
}
else if (szChartType == CHART_AREA) //面积图
{
CArea Area;
(*ppRst) = Area.OnChart(pData, VO);
}
else if (szChartType == CHART_BOXPLOT) //盒状图
{
CBox Box;
(*ppRst) = Box.OnChart(pData, VO);
}
else if (szChartType == CHART_HISTOGRAM)//直方图
{
CHistogram Histogram;
(*ppRst) = Histogram.OnChart(pData, VO);
}
else if (szChartType == CHART_SCATTER) //散点图
{
CScatter Scatter;
(*ppRst) = Scatter.OnChart(pData, VO);
}
else if (szChartType == CHART_SELFCORRELATIONS) //自相关
{
CSelfCorrelation SelfCorr;
(*ppRst) = SelfCorr.OnChart(pData,VO);
}
else if (szChartType == CHART_CROSSCORRELATIONS) //互相关
{
CCrossCorrelation CrossCorr;
(*ppRst) = CrossCorr.OnChart(pData,VO);
}
else if (szChartType == CHART_EMP)
{
CEmp Emp;
(*ppRst) = Emp.OnChart(pData,VO);
}
else
{
CResult *pResult = new CResult("图形接口算法调用错误");
CTString szWarning = "没有相应的图形接口，请与供应商联系！";
CRsltElementText *pWarningTextRslt = new CRsltElementText("错误！");
pWarningTextRslt->AddString(szWarning);
pResult->Add(pWarningTextRslt);
(*ppRst) = pResult;
(*ppRst)->Print();
return 1;
}
if (ppRst == NULL)
{
CResult *pResult = new CResult("图形接口算法调用错误");
CTString szWarning = "您所选择的数据不适合相应的图形接口算法，请重新运行！";
CRsltElementText *pWarningTextRslt = new CRsltElementText( "错误！" );
pWarningTextRslt->AddString(szWarning);
pResult->Add(pWarningTextRslt);
(*ppRst) = pResult;
(*ppRst)->Print();
return 1;
}
else
{
(*ppRst)->Print();
return 0;
}
}
