double print_total(std::ostream& os, const Quote& item, size_t n)
{
double ret = item.net_price(n);
os << "ISBN:" << item.isbn() << "# sold: " << n << "total due: "
<<ret << std::endl;
return ret;
}
int main()
{
Quote q("aaa", 10.60);
Bulk_quote bq("bbb", 111, 10, 0.3);
Limit_quote lq("ccc", 222, 10, 0.3);
/** @note Not dynamic binding!
* The codes below are not dynamic binding. The compiler has known what the
* r refering to at compile time. As a result, the virtual function debug of
* the subobject is called.
*/
Quote *r = &q;
r->debug();
std::cout << "\n";
r = &bq;
r->debug();
std::cout << "\n";
r = &lq;
r->debug();
std::cout << "\n";
std::cout << "====================\n";
q.debug();
bq.debug();
lq.debug();
print_debug(q);
print_debug(bq);
print_debug(lq);
return 0;
}
int main()
{
Bulk_quote bulk_quote("bulk_quote_1", 10.10, 10, 0.5);
// The pointer is of static type Quote, but it's dynamic type is Bulk Quote
// Because of polymorphism the Bulk Quote implementation of the net_price()
// method gets called.
Quote *quote_pointer = &bulk_quote;
quote_pointer->net_price(5);
// The reference is of static type Quote, but it's dynamic type is Bulk Quote
// Like with the pointer, the Bulk Quote implementation of the net_price()
// method gets called.
Quote "e_reference = bulk_quote;
quote_reference.net_price(5);
// The static type of this variable is Quote. Here the Bulk Quote object
// gets upcasted. The Quote part of bulk_quote gets copied into quote, but
// the rest is not handled. Because of the cast the Quote implementation of
// the net_price() method gets called.
Quote quote = bulk_quote;
quote.net_price(5);
return 0;
}
double print_total(ostream& os, const Quote& item, size_t number){
double ret = item.net_price(number);
os << "ISBN: " << item.isbn() << " # sold: " << number
<< " total due: " << ret << endl;
return ret;
}
double print_total(std::ostream& out, const Quote& item, std::size_t n)
{
// depending on the type of the object bound to the item parameter
// call corresponding functuon either Quote::net_price or Bulk_quote::net_price
double ret = item.net_price(n);
out << "IBSN: " << item.isbn() << " # sold: " << n << " total due: " << ret << std::endl;
return ret;
}
double print_total(ostream& os, Quote const& item, size_t sold)
{
double net_price = item.net_price(sold);
os << "isbn: " << item.isbn() << ", sold: " << sold
<< ", total due: " << net_price << endl;
return net_price;
}
// non-member
double print_total(std::ostream &os, const Quote &item, size_t n)
{
// depending on the type of the object bound to the item parameter
// calls either Quote::net_price or Bulk_quote::net_price
double ret = item.net_price(n);
os << "ISBN: " << item.isbn() // calls Quote::isbn
<< " # sold: " << n << " total due: " << ret << std::endl;
return ret;
}
int main()
{
Bulk_quote bulk;
Bulk_quote *bulkP = &bulk; // static and dynamic types are the same
Quote *itemP = &bulk; // static and dynamic types differ
bulkP->discount_policy(); // ok: bulkP has type Bulk_quote*
itemP->discount_policy(); // error: itemP has type Quote*
return 0;
}
int main()
{
Quote base("000111", 50);
print_total(cout, base, 10); //calls Quote::net_price
Bulk_quote bulk("000111", 50, 5, 0.19);
print_total(cout, bulk, 10); //calls Bulk_quote::net_price
Quote *baseP = &bulk;
cout << baseP->net_price(10) << endl; //calls Bulk_quote::net_price
cout << baseP->Quote::net_price(10) << endl; //calls Quote::net_price
system("pause");
}
// for test
int main(int argc, char **argv)
{
Quote q("asd", 10.5);
Bulk_Quote b_q("f**k", 10.5, 20, 0.2);
Quote *p;
p = &q;
cout << "20本asd的总价格为:" << p->net_price(20) << endl;
p->debug();
p = &b_q;
cout << "20本f**k的总价格为:" << p->net_price(20) << endl;
p->debug();
system("pause");
return 0;
}
int main(int argc, char* argv[])
{
/// Take file input either from command line or from console
string fileName;
cout << "profile name: ";
if(argc > 1 ) {
fileName = argv[1];
}
else {
cin >> fileName;
}
cout << fileName << endl;
/// Read the file till the end
string inputData, line;
/// Open the file stream
ifstream inputFile (fileName);
/// If file stream succeeds
if(inputFile) {
while( getline (inputFile, line) ) {
inputData.append(line);
}
}
else {
cout << "Error to open the profile file. Please check the file path." << endl;
return -1;
}
/// Deserialized JSON fileName is represented in "pofile" object
Profile profile;
CJsonDeserializer::Deserialize( &profile, inputData );
/// Generates quote with generated profile
Quote q;
cout << "Quote: " << std::fixed << std::setprecision(2) << q.GetQuote(profile) << endl;
return 0;
}
void Board::setQuote(Quote& quote){
deleteQuoteFields();
const vector<QuoteLine>& lines = quote.getLines();
for(vector<QuoteLine>::const_iterator itr = lines.begin(); itr != lines.end(); ++itr){
mQuoteFields += new QuoteField( mGrid->getCell(itr->getIndices().front())->getCenter(),
Rand::randInt(QUOTE_FIELD_NUM_DIVERS_MIN, QUOTE_FIELD_NUM_DIVERS_MAX),
*itr );
}
mQuoteCurrent = "e;
}
void quote_test()
{
zmq::context_t context(1);
zmq::socket_t pub(context, ZMQ_PUB);
pub.bind("tcp://*:5556");
Quote quote;
zmq::message_t message;
timestamp start;
timestamp stop;
timestamp diff;
while (run)
{
double q_price = 150.0 + within(50) + within(100) / 100.0;
uint64_t q_size = 30 + within(1000);
uint8_t q_type = within(3);
quote.set_price(q_price);
quote.set_size(q_size);
quote.set_type(wave::Quote_QuoteType(q_type));
int size = quote.ByteSize();
message.rebuild(size);
start = timestamp::now();
quote.SerializeToArray(message.data(), size);
stop = timestamp::now();
diff = stop - start;
log::debug << "msg pack time = " << diff.total_usecs() << " us";
if (pub.send(message) == -1)
log::error << "error while sending: " << strerror(errno);
sleep(1);
}
}
void print_debug(const Quote &q)
{
q.debug();
}
// copy version
void add_item(Quote const& item)
{
cout << "basket::add_item(Quote const&)" << endl;
items_.insert(std::shared_ptr<Quote>(
item.clone()));
}
void
GUIWidget::createGUI ()
{
QVBoxLayout *vbox = new QVBoxLayout;
vbox->setSpacing(2);
vbox->setMargin(5);
setLayout(vbox);
QFormLayout *form = new QFormLayout;
form->setSpacing(2);
form->setMargin(0);
vbox->addLayout(form);
// csv file
_csvButton = new FileButton(0);
connect(_csvButton, SIGNAL(signalSelectionChanged(QStringList)), this, SLOT(buttonStatus()));
// _csvButton->setFiles(QStringList() << "/tmp/yahoo.csv");
form->addRow (tr("CSV File"), _csvButton);
// format
_format = new QLineEdit;
form->addRow (tr("Format"), _format);
// date format
_dateFormat = new QLineEdit;
form->addRow (tr("Date Format"), _dateFormat);
// delimiter
Delimiter d;
_delimiter = new QComboBox;
_delimiter->addItems(d.list());
_delimiter->setCurrentIndex(Delimiter::_SEMICOLON);
form->addRow (tr("Delimiter"), _delimiter);
// type
Quote q;
_type = new QComboBox;
_type->addItems(q.list());
_type->setCurrentIndex(Quote::_STOCK);
form->addRow (tr("Quote Type"), _type);
// exchange
_exchange = new QLineEdit;
form->addRow (tr("Exchange Override"), _exchange);
// filename as symbol
_filename = new QCheckBox;
form->addRow (tr("Use Filename As Symbol"), _filename);
// log
_log = new QTextEdit;
_log->setReadOnly(TRUE);
vbox->addWidget(_log);
// buttonbox
QDialogButtonBox *bb = new QDialogButtonBox(QDialogButtonBox::Help);
vbox->addWidget(bb);
// ok button
_okButton = bb->addButton(QDialogButtonBox::Ok);
_okButton->setText(tr("&OK"));
connect(_okButton, SIGNAL(clicked()), this, SLOT(importThread()));
// cancel button
_cancelButton = bb->addButton(QDialogButtonBox::Cancel);
_cancelButton->setText(tr("&Cancel"));
_cancelButton->setDefault(TRUE);
_cancelButton->setFocus();
_cancelButton->setEnabled(TRUE);
// help button
QPushButton *b = bb->button(QDialogButtonBox::Help);
b->setText(tr("&Help"));
connect(b, SIGNAL(clicked()), this, SIGNAL(signalHelp()));
}
void Process::HandleTSTrading( const Quote& quote ) {
// m_dblCallPrice = m_iterOILatestGammaSelectCall->Call()->Ask();
m_dblPutPrice = m_iterOILatestGammaSelectPut->second.Put()->Ask();
ptime dt = ou::TimeSource::Instance().Internal();
if ( dt.time_of_day() >= m_dtMarketClosingOrder ) {
m_ss.str( "" );
m_ss << dt;
m_ss << " State: Close Orders." << std::endl;
OutputDebugString( m_ss.str().c_str() );
m_TradingState = ETSCloseOrders;
}
else {
double dblMidQuote = ( quote.Bid() + quote.Ask() ) / 2.0;
double dblDeltaPut = m_iterOILatestGammaSelectPut->second.Put()->Delta() * m_posPut->GetRow().nPositionActive * 100;
//double dblDeltaCall = m_iterOILatestGammaSelectCall->second.Call()->Delta() * m_nCalls * 100;
bool bTraded = false;
if ( ( 0.0 != dblDeltaPut ) && !m_posUnderlying->OrdersPending() && !m_posPut->OrdersPending() ) {
try {
// todo: while implied volatility is rising, hold back on exiting?
// todo: while implied volatility is falling, hold back on entering?
double dblDeltaTotalUnderlying = m_posUnderlying->GetRow().nPositionActive;
if ( ou::tf::OrderSide::Sell == m_posUnderlying->GetRow().eOrderSideActive ) {
dblDeltaTotalUnderlying *= -1.0;
}
double dblDeltaDif = dblDeltaPut + dblDeltaTotalUnderlying;
if ( dblDeltaDif > m_dblBaseDeltaIncrement ) { // sell underlying to get closer to put delta
//m_posUnderlying->PlaceOrder( OrderType::Market, OrderSide::Sell, m_dblBaseDeltaIncrement / 100 ); // <<=== temporary fix for this simulation set
m_posUnderlying->PlaceOrder( OrderType::Market, OrderSide::Sell, m_dblBaseDeltaIncrement );
bTraded = true;
m_ss.str( "" );
m_ss << dt;
m_ss << " Underlying Sell " << m_dblBaseDeltaIncrement << ", trigger @" << dblMidQuote << std::endl;
OutputDebugString( m_ss.str().c_str() );
}
else {
if ( dblDeltaDif < -m_dblBaseDeltaIncrement ) { // buy underlying to get closer to put delta
//m_posUnderlying->PlaceOrder( OrderType::Market, OrderSide::Buy, m_dblBaseDeltaIncrement / 100 ); // <<=== temporary fix for this simulation set
m_posUnderlying->PlaceOrder( OrderType::Market, OrderSide::Buy, m_dblBaseDeltaIncrement );
bTraded = true;
m_ss.str( "" );
m_ss << dt;
m_ss << " Underlying Buy " << m_dblBaseDeltaIncrement << ", trigger @" << dblMidQuote << std::endl;
OutputDebugString( m_ss.str().c_str() );
}
}
}
catch ( std::logic_error &e ) {
// just catch, don't do anything
}
if ( bTraded ) {
PrintGreeks();
}
}
}
}
void Process::HandleTSMarketOpened( const Quote& quote ) {
double dblOpenValue = ( quote.Bid() + quote.Ask() ) / 2.0;
// comment our starting trade of the day
m_ss.str( "" );
m_ss << ou::TimeSource::Instance().Internal();
m_ss << " Opening mid quote: " << dblOpenValue << std::endl;
OutputDebugString( m_ss.str().c_str() );
// set iterators for center of the pack (crossovers are above and below trade):
m_iterAboveCrossOver = m_vCrossOverPoints.begin();
while ( dblOpenValue >= *m_iterAboveCrossOver ) {
++m_iterAboveCrossOver;
}
m_iterBelowCrossOver = m_iterAboveCrossOver;
while ( dblOpenValue <= *m_iterBelowCrossOver ) {
--m_iterBelowCrossOver;
}
// comment our crossover points
m_ss.str( "" );
m_ss << "Trade start " << *m_iterBelowCrossOver << ", " << dblOpenValue << ", " << *m_iterAboveCrossOver << std::endl;
OutputDebugString( m_ss.str().c_str() );
// calculate where to have put/call option watches,
// have a range of strikes above and below current trade (have maximum 100 watches available)
m_iterOIHighestWatch = m_mapStrikeInfo.begin();
while ( (m_iterOIHighestWatch->first) <= dblOpenValue ) {
++m_iterOIHighestWatch;
}
m_iterOILowestWatch = m_iterOIHighestWatch;
--m_iterOILowestWatch;
for ( int i = 0; i < 15; ++i ) {
if ( m_mapStrikeInfo.begin() != m_iterOILowestWatch ) {
--m_iterOILowestWatch;
}
if ( m_mapStrikeInfo.end() != m_iterOIHighestWatch ) {
++m_iterOIHighestWatch;
}
}
// set the actual watches
m_bWatchingOptions = true;
if ( keytypes::EProviderSimulator != m_pDataProvider->ID() ) {
for ( mapStrikeInfo_iter_t iter = m_iterOILowestWatch; iter != m_iterOIHighestWatch; ++iter ) {
StrikeInfo& oi = iter->second;
m_pDataProvider->AddQuoteHandler( oi.Call()->GetInstrument(), MakeDelegate( oi.Call(), &CNakedCall::HandleQuote ) );
m_pDataProvider->AddTradeHandler( oi.Call()->GetInstrument(), MakeDelegate( oi.Call(), &CNakedCall::HandleTrade ) );
m_pDataProvider->AddGreekHandler( oi.Call()->GetInstrument(), MakeDelegate( oi.Call(), &CNakedCall::HandleGreek ) );
m_pDataProvider->AddQuoteHandler( oi.Put()->GetInstrument(), MakeDelegate( oi.Put(), &CNakedPut::HandleQuote ) );
m_pDataProvider->AddTradeHandler( oi.Put()->GetInstrument(), MakeDelegate( oi.Put(), &CNakedPut::HandleTrade ) );
m_pDataProvider->AddGreekHandler( oi.Put()->GetInstrument(), MakeDelegate( oi.Put(), &CNakedPut::HandleGreek ) );
}
}
m_TradingState = ETSFirstTrade;
}
void TSReturns::Append( const Quote& quote ) {
price_t price_ = std::log( quote.LogarithmicMidPointA() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( quote.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
void printTotal(ostream& os, const Quote& book, const size_t bookNum)
{
os << book.isbn() <<":" <<book.net_price(bookNum);
}
void add_item(const Quote& sale)
{ items.insert(std::shared_ptr<Quote>(sale.clone())); }
void print_debug(const Quote& item)
{
item.debug();
}
