DWORD AfxGetMaxDays( CSPDWordArray & adw )
{
DWORD dwMax = 0;
for( int i=0; i<adw.GetSize(); i++ )
{
if( adw.ElementAt(i) > dwMax )
dwMax = adw.ElementAt(i);
}
return dwMax;
}
/***
筹码分布图计算，计算筹码分布
*/
BOOL CCW::CalculateCW( int nStart, int nEnd, CStockInfo & info, double dStep,
CSPDWordArray & adwPrice, CSPDWordArray & adwVolume,
double * pdMinVolume, double * pdMaxVolume, double * pdTotalVolume, double * pdVolPercent )
{
STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd );
if( dStep < 1e-4 )
return FALSE;
float dMinPrice = 0, dMaxPrice = 0;
if( !m_pKData->GetMinMaxInfo( nStart, nEnd, &dMinPrice, &dMaxPrice ) )
return FALSE;
// Calculate
int nMaxCount = (int)((dMaxPrice-dMinPrice)/dStep) + 10;
adwPrice.SetSize( 0, nMaxCount );
adwVolume.SetSize( 0, nMaxCount );
double dMinVolume = 0, dMaxVolume = 0, dTotalVolume = 0, dVolume = 0;
BOOL bFirst = TRUE;
for( double dPrice = dMinPrice; dPrice < dMaxPrice; dPrice += dStep )
{
if( CalculateCW( &dVolume, nStart, nEnd, dPrice, dStep ) )
{
if( bFirst || dVolume < dMinVolume ) dMinVolume = dVolume;
if( bFirst || dVolume > dMaxVolume ) dMaxVolume = dVolume;
adwPrice.Add( DWORD(dPrice * 1000) );
adwVolume.Add( DWORD(dVolume) );
dTotalVolume += dVolume;
bFirst = FALSE;
}
}
// Return
// Min Max
dMinVolume -= fabs(dMinVolume)*0.01;
dMaxVolume += fabs(dMaxVolume)*0.01;
if( dMaxVolume - dMinVolume < 3 )
dMaxVolume = dMinVolume + 3;
if( pdMinVolume ) *pdMinVolume = dMinVolume;
if( pdMaxVolume ) *pdMaxVolume = dMaxVolume;
if( pdTotalVolume ) *pdTotalVolume = dTotalVolume;
// VolPercent
double dVolPercent = 1.0;
double dShareCurrency = 0;
if( (!info.GetShareCurrency( &dShareCurrency ) || dShareCurrency < 1e+6) && nEnd-nStart+1 > 0 )
dShareCurrency = dTotalVolume * 100 / (nEnd-nStart+1);
if( dShareCurrency > 1e-4 )
dVolPercent = dTotalVolume / (dShareCurrency*m_dChangeHand);
if( dVolPercent > 1.0 ) dVolPercent = 1.0;
if( dVolPercent < 0.0 ) dVolPercent = 0.0;
if( pdVolPercent ) *pdVolPercent = dVolPercent;
return adwPrice.GetSize() > 0;
}
BOOL CStockContainer::GetTechDateArray( CSPDWordArray & dwArray )
{
CStockInfo info;
if( GetStockInfo( STKLIB_CODE_MAIN, &info ) )
{
dwArray.SetSize( 0, info.m_kdata.GetSize()+10 );
for( int i=0; i<info.m_kdata.GetSize(); i++ )
dwArray.Add( info.m_kdata.ElementAt(i).m_date );
return TRUE;
}
return FALSE;
}
/***
筹码分布图统计，集中度统计
*/
BOOL CCW::StatMass( double *pdLower, double *pdUpper, double *pdMassPrice, CSPDWordArray &adwPrice, CSPDWordArray &adwVolume, double dMassVol )
{
if( adwPrice.GetSize() != adwVolume.GetSize() || dMassVol < 0 || dMassVol > 1 )
return FALSE;
double dTotalVolume = 0;
for( int k=0; k<adwPrice.GetSize() && k<adwVolume.GetSize(); k++ )
dTotalVolume += adwVolume[k];
if( dTotalVolume > 1e-4 )
{
double dUpperVolume = dTotalVolume * (1-dMassVol) * 0.5;
double dLowerVolume = dUpperVolume;
int nLower = 0, nUpper = adwPrice.GetSize()-1;
for( k=0; k<adwPrice.GetSize(); k++ )
{
dLowerVolume -= (double)adwVolume[k];
if( dLowerVolume < 0 )
break;
}
nLower = k;
for( k=adwPrice.GetSize()-1; k>=0; k-- )
{
dUpperVolume -= (double)adwVolume[k];
if( dUpperVolume < 0 )
break;
}
nUpper = k;
if( nLower < 0 || nLower > nUpper || nUpper >= adwPrice.GetSize() )
return FALSE;
double dLower = 0.001 * adwPrice[nLower];
double dUpper = 0.001 * adwPrice[nUpper];
if( pdLower ) *pdLower = dLower;
if( pdUpper ) *pdUpper = dUpper;
if( pdMassPrice && adwPrice.GetSize() >= 2 )
{
double dPriceRange = 0.001 * ((double)adwPrice[adwPrice.GetSize()-1] - (double)adwPrice[0]);
if( dPriceRange > 1e-4 )
*pdMassPrice = (dUpper-dLower)/dPriceRange;
if( *pdMassPrice < 0 ) *pdMassPrice = 0;
if( *pdMassPrice > 1 ) *pdMassPrice = 1;
}
}
return TRUE;
}
//////////////////////////////////////////////////////////////////
// GetMinMaxInfo
// 一些反复使用的代码，用函数代替，得到技术指标在指定范围内的最大最小值
// 技术指标有不同日期作为参数
BOOL AfxGetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech, CSPDWordArray & adwDays )
{
SP_ASSERT( pTech );
if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
return FALSE;
double dMin = 0, dMax = 0;
double dValue = 0;
BOOL bFirst = TRUE;
for( int i=0; i<adwDays.GetSize(); i++ )
{
for( int k=nStart; k<=nEnd; k++ )
{
if( pTech->Calculate( &dValue, k, adwDays[i], !bFirst ) )
{
if( bFirst || dValue < dMin ) dMin = dValue;
if( bFirst || dValue > dMax ) dMax = dValue;
bFirst = FALSE;
}
}
}
dMin -= fabs(dMin - dMax)*0.2;
dMax += fabs(dMax - dMin)*0.2;
if( dMax - dMin < 0.03 )
dMax = dMin + 0.05;
if( pdMin ) *pdMin = dMin;
if( pdMax ) *pdMax = dMax;
return !bFirst;
}
/***
筹码分布图统计，平均成本统计
*/
BOOL CCW::StatCostAverage( double *pdCostAve, CSPDWordArray &adwPrice, CSPDWordArray &adwVolume )
{
double dTotalVolume = 0;
double dTotalCost = 0;
for( int k=0; k<adwPrice.GetSize() && k<adwVolume.GetSize(); k++ )
{
dTotalVolume += adwVolume[k];
dTotalCost += 0.001 * adwPrice[k] * adwVolume[k];
}
double dCostAve = 0;
if( dTotalVolume > 1e-4 )
dCostAve = dTotalCost / dTotalVolume;
if( pdCostAve ) *pdCostAve = dCostAve;
return TRUE;
}
/***
筹码分布图统计，获利比例统计
*/
BOOL CCW::StatGainPercent( double *pdGainPercent, CSPDWordArray &adwPrice, CSPDWordArray &adwVolume, double dPriceSel )
{
double dTotalVolume = 0;
double dGainVolume = 0;
for( int k=0; k<adwPrice.GetSize() && k<adwVolume.GetSize(); k++ )
{
dTotalVolume += adwVolume[k];
if( adwPrice[k] * 0.001 <= dPriceSel )
dGainVolume += adwVolume[k];
}
double dGainPercent = 0;
if( dTotalVolume > 1e-4 )
dGainPercent = dGainVolume / dTotalVolume;
if( pdGainPercent ) *pdGainPercent = dGainPercent;
return TRUE;
}
BOOL CDateComboBox::InitDates( )
{
ResetContent( );
// Add Date ComboBox Members
CSPDWordArray dwArray;
AfxGetStockContainer().GetTechDateArray( dwArray );
InitStorage( dwArray.GetSize()+2, 32 );
CString strMore;
strMore.LoadString( IDS_DATECOMBOBOX_MORE );
int nIndex = AddString( strMore );
SetItemData( nIndex, -2 );
/*int nMaxDaysCalculate = AfxGetProfile().GetMaxDaysCalculate( );*/
// for( int nCount=dwArray.GetSize()-1; nCount >= 0/*nCount > nMaxDaysCalculate*/; nCount -- )
for( int nCount=0; nCount < dwArray.GetSize(); nCount ++ )
{
CSPTime sptime;
if( sptime.FromStockTimeDay( dwArray[nCount] ) )
{
CSPTime time( sptime.GetTime() );
CString strItem = AfxGetTimeString( time.GetTime(), szDateComboBoxTimeFormat, TRUE );
if( strItem.GetLength() > 0 )
{
int nIndex = AddString( strItem );
SetItemData( nIndex, dwArray[nCount] );
}
}
}
CString strNow;
strNow.LoadString( IDS_DATECOMBOBOX_NOW );
nIndex = AddString( strNow );
SetItemData( nIndex, -1 );
SetCurSel( nIndex );
return TRUE;
}
// 得到趋势信号
int CTechnique::GetTrendIntensity(int nIndex, CSPDWordArray & adwDays,
UINT itsLong, UINT itsShort, UINT * pnCode )
{
if( pnCode ) *pnCode = ITSC_NOTHING;
if( nIndex <= 0 )
return ITS_NOTHING;
int nRet = ITS_NOTHING;
for( int k=1; k<adwDays.GetSize(); k++ )
{
double dMALast1, dMALast2, dMANow1, dMANow2;
if( !Calculate( &dMALast1, nIndex-1, min(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMALast2, nIndex-1, max(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMANow1, nIndex, min(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMANow2, nIndex, max(adwDays[k-1],adwDays[k]), FALSE ) )
return ITS_NOTHING;
if( dMANow1 >= dMALast1 && dMANow2 >= dMALast2
&& dMANow1 > dMANow2 && (dMANow1-dMANow2)>=(dMALast1-dMALast2)
&& (ITS_ISBUY(nRet) || 1==k) )
{
if( pnCode ) *pnCode = ITSC_LONG;
nRet = itsLong;
}
else if( dMANow1 <= dMALast1 && dMANow2 <= dMALast2
&& dMANow1 < dMANow2 && (dMANow1-dMANow2)<=(dMALast1-dMALast2)
&& (ITS_ISSELL(nRet) || 1==k) )
{
if( pnCode ) *pnCode = ITSC_SHORT;
nRet = itsShort;
}
else
{
if( pnCode ) *pnCode = ITSC_NOTHING;
return ITS_NOTHING;
}
}
return nRet;
}
BOOL CStockContainer::GetMultiSortIDArray( CSPDWordArray & adwSortID, LONG lStockType, UINT nSLH, BOOL bAsc, int nCount )
{
CSPMutex::Scoped l(m_mutex);
SP_ASSERT( nCount > 0 && nSLH >= SLH_MIN && nSLH <= SLH_MAX );
if( nCount <= 0 || nSLH < SLH_MIN || nSLH > SLH_MAX )
return FALSE;
adwSortID.RemoveAll();
for( int n=0; n<nCount; n++ )
{
int nMinMaxIndex = -1;
double dMinMaxValue = 0;
BOOL bInited = FALSE;
for( int i=0; i<GetSize(); i++ )
{
CStockInfo & info = ElementAt(i);
// 股票类型
if( info.GetType() != lStockType )
continue;
// 如果加过，则继续寻找下一个
for( int k=0; k<adwSortID.GetSize(); k++ )
{
if( adwSortID[k] == (DWORD)i )
break;
}
if( k != adwSortID.GetSize() )
continue;
// 判断大小
double dValue = 0;
if( AfxGetVariantValue( nSLH, info, &dValue, NULL ) )
{
if( !bInited )
{
nMinMaxIndex = i;
dMinMaxValue = dValue;
bInited = TRUE;
}
if( bAsc && dValue < dMinMaxValue )
{
nMinMaxIndex = i;
dMinMaxValue = dValue;
}
if( !bAsc && dValue > dMinMaxValue )
{
nMinMaxIndex = (DWORD)i;
dMinMaxValue = dValue;
}
}
}
if( -1 == nMinMaxIndex )
break;
adwSortID.Add( nMinMaxIndex );
}
return TRUE;
}
void CSetColumnDlg::SetListColumnItems( CSPDWordArray & anShow, BOOL bSetDefault )
{
m_listColumn.DeleteAllItems( );
CSPDWordArray & anOrder = AfxGetProfile().GetSListColumnsOrder( );
CIndexContainer & acol = AfxGetProfile().GetSListColumnsUser( );
CString strDay;
strDay.LoadString( IDS_SLHHDR_DAY );
int nCount = 0;
for( int i=0; i<anOrder.GetSize(); i++ )
{
// Set Item Text
CString strName, strDes;
int nItem = -1;
UINT nID = anOrder[i];
strName = AfxGetVariantName( nID, FALSE );
if( strName.IsEmpty() )
continue;
if( nID >= SLH_USERDEFINE_BEGIN )
strDes.LoadString( IDS_SETCOLUMN_USERDEFINE );
else
strDes = (LPCTSTR)AfxGetSLHDescript( nID );
nItem = m_listColumn.InsertItem( nCount, strName, -1 );
m_listColumn.SetItemText( nItem, 1, strDes );
m_listColumn.SetItemData( nItem, nID );
nCount ++;
// SetCheck
for( int j=0; j<anShow.GetSize(); j++ )
{
if( anShow[j] == nID )
{
m_listColumn.SetCheck( nItem );
break;
}
}
// Set Column Combo Text
CStringArray astr;
if( SLH_DIFF == nID || SLH_DIFFPERCENT == nID || SLH_SCOPE == nID
|| SLH_RATIO_CHANGEHAND == nID || SLH_RATIO_VOLUME == nID || SLH_RS == nID )
{
for( int nDays=1; nDays<=STKLIB_DAYS_CALCULATE; nDays ++ )
{
CString strTemp;
strTemp.Format( "%d%s", nDays, strDay );
astr.Add( strTemp );
}
}
else if( SLH_ANNGAINS_AVERAGE == nID )
{
CString strTemp;
strTemp.Format( "%d%s", 20, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 40, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 60, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 120, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", STKLIB_DAYS_INONEYEAR, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 2*STKLIB_DAYS_INONEYEAR, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 3*STKLIB_DAYS_INONEYEAR, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 6*STKLIB_DAYS_INONEYEAR, strDay ); astr.Add( strTemp );
strTemp.Format( "%d%s", 10*STKLIB_DAYS_INONEYEAR, strDay ); astr.Add( strTemp );
}
if( astr.GetSize() > 0 )
m_listColumn.SetItemStrings( nItem, astr );
// Set Current Parameter
CString strParam;
if( SLH_DIFF == nID )
{
if( bSetDefault ) AfxGetProfile().SetDiffDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetDiffDays(), strDay );
}
else if( SLH_DIFFPERCENT == nID )
{
if( bSetDefault ) AfxGetProfile().SetDiffPercentDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetDiffPercentDays(), strDay );
}
else if( SLH_SCOPE == nID )
{
if( bSetDefault ) AfxGetProfile().SetScopeDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetScopeDays(), strDay );
}
else if( SLH_RATIO_CHANGEHAND == nID )
{
if( bSetDefault ) AfxGetProfile().SetRatioChangeHandDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetRatioChangeHandDays(), strDay );
}
else if( SLH_RATIO_VOLUME == nID )
{
if( bSetDefault ) AfxGetProfile().SetRatioVolumeDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetRatioVolumeDays( ), strDay );
}
else if( SLH_RS == nID )
{
if( bSetDefault ) AfxGetProfile().SetRSDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetRSDays( ), strDay );
}
else if( SLH_ANNGAINS_AVERAGE == nID )
{
if( bSetDefault ) AfxGetProfile().SetYieldAverageDays( -1 );
strParam.Format( "%d%s", AfxGetProfile().GetYieldAverageDays( ), strDay );
}
else if( SLH_ANNGAINS_STDDEV == nID || SLH_BETA == nID || SLH_SHARP == nID )
{
strParam.LoadString( IDS_SETCOLUMN_SAMEASYIELDAVERAGE );
}
if( strParam.GetLength() > 0 )
m_listColumn.SetItemText( nItem, 2, strParam );
}
m_listColumn.SetComboBoxColumn( 2 );
m_listColumn.SetItemState( 0, LVIS_SELECTED, LVIS_SELECTED );
}
void CMultiSort::DrawMultiSort( CDC * pDC, CSPDWordArray &adwSortID, CRect rect, UINT nSLH, int nSelectPos )
{
DECLARE_COLOR_DEFINATION
int x = rect.left+8;
int x2 = (int)( rect.left+0.56*rect.Width() );
int x3 = rect.right-8;
int y = rect.top+20;
int yStep = (rect.Height()-23) / 6 ;
if( yStep <= 0 )
return;
CFont * pOldFont = AfxSelectDCFont( pDC, 14 );
pDC->SetBkColor( clrBK );
for( int i=0; i<adwSortID.GetSize(); i++ )
{
if( (int)adwSortID[i] < 0 || (int)adwSortID[i] >= AfxGetStockContainer().GetSize() )
continue;
CStockInfo & info = AfxGetStockContainer().ElementAt(adwSortID[i]);
pDC->SetTextColor( clrText );
//#ifdef CLKLAN_ENGLISH_US
// pDC->TextOut( x, y, info.GetStockCode() );
//#else
pDC->TextOut( x, y, info.GetStockName() );
//#endif
UINT nOldAlign = pDC->SetTextAlign( TA_RIGHT | TA_TOP );
pDC->SetTextColor( AfxGetVariantColor(SLH_CLOSE,info) );
pDC->TextOut( x2, y, (LPCTSTR)AfxGetVariantDispString(SLH_CLOSE,info,NULL) );
pDC->SetTextColor( AfxGetVariantColor(nSLH,info) );
if( SLH_RATIO_VOLUME == nSLH )
{
double dVolRatio = 1;
CSPTime tTrade;
if( AfxGetVariantValue(nSLH,info,&dVolRatio,NULL)
&& tTrade.FromStockTimeDay( info.m_datetech ) )
dVolRatio = dVolRatio / CSPTime::GetTimeTradeRatioOfOneDay( tTrade, CSPTime::GetCurrentTime() );
CString strTemp;
strTemp.Format( "%.2f", dVolRatio );
pDC->TextOut( x3, y, strTemp );
}
else
{
pDC->TextOut( x3, y, (LPCTSTR)AfxGetVariantDispString(nSLH,info,NULL) );
}
y += yStep;
pDC->SetTextAlign( nOldAlign );
// 选中股票
if( nSelectPos == i )
{
int ySel = y-yStep+16;
if( ySel > rect.top && ySel < rect.bottom )
DrawLine( pDC, 2, clrBorder, rect.left+5, ySel, rect.right-5, ySel );
}
}
// 补足股票排名
for( i=adwSortID.GetSize(); i<6; i++ )
{
pDC->SetTextColor( clrText );
pDC->TextOut( x, y, "-" );
UINT nOldAlign = pDC->SetTextAlign( TA_RIGHT | TA_TOP );
pDC->TextOut( x2, y, "-" );
pDC->TextOut( x3, y, "-" );
y += yStep;
pDC->SetTextAlign( nOldAlign );
}
pDC->SelectObject( pOldFont );
}
// 得到金叉或者死叉信号
int CTechnique::GetForkSignal(int nIndex, CSPDWordArray & adwDays,
UINT itsGoldenFork, UINT itsDeadFork, UINT * pnCode )
{
if( pnCode ) *pnCode = ITSC_NOTHING;
if( nIndex <= 0 )
return ITS_NOTHING;
for( int k=1; k<adwDays.GetSize(); k++ )
{
double dMANow1, dMANow2, dMALast1, dMALast2;
if( !Calculate( &dMANow1, nIndex, min(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMANow2, nIndex, max(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMALast1, nIndex-1, min(adwDays[k-1],adwDays[k]), FALSE )
|| !Calculate( &dMALast2, nIndex-1, max(adwDays[k-1],adwDays[k]), FALSE ) )
return ITS_NOTHING;
if( dMALast1 <= dMALast2 && dMANow1 > dMANow2
&& dMANow1 >= dMALast1 && dMANow2 >= dMALast2 )
{
if( adwDays.GetSize()-1 == k )
{
if( pnCode ) *pnCode = ITSC_GOLDENFORK;
return itsGoldenFork;
}
for( int l=k+1; l<adwDays.GetSize(); l++ )
{
double dMANow3, dMALast3;
if( !Calculate( &dMANow3, nIndex, adwDays[l], FALSE )
|| !Calculate( &dMALast3, nIndex-1, adwDays[l], FALSE ) )
return ITS_NOTHING;
if( dMANow3 >= dMALast3 )
{
if( pnCode ) *pnCode = ITSC_GOLDENFORK;
return itsGoldenFork;
}
}
}
if( dMALast1 >= dMALast2 && dMANow1 < dMANow2
&& dMANow1 <= dMALast1 && dMANow2 <= dMALast2 )
{
if( adwDays.GetSize()-1 == k )
{
if( pnCode ) *pnCode = ITSC_DEADFORK;
return itsDeadFork;
}
for( int l=k+1; l<adwDays.GetSize(); l++ )
{
double dMANow3, dMALast3;
if( !Calculate( &dMANow3, nIndex, adwDays[l], FALSE )
|| !Calculate( &dMALast3, nIndex-1, adwDays[l], FALSE ) )
return ITS_NOTHING;
if( dMANow3 <= dMALast3 )
{
if( pnCode ) *pnCode = ITSC_DEADFORK;
return itsDeadFork;
}
}
}
}
return ITS_NOTHING;
}
