bool MySQLKDataDriver::_init() {
string func_name(" [MySQLKDataDriver::MySQLKDataDriver]");
string default_host("127.0.0.1");
string default_usr("root");
string default_pwd("");
try {
m_host = m_params.get<string>("host");
} catch(...) {
m_host = default_host;
HKU_WARN("Can't get mysql host! " << func_name);
}
try {
m_port = m_params.get<int>("port");
} catch(...) {
m_port = 3306;
}
try {
m_usr = m_params.get<string>("usr");
} catch(...) {
m_usr = default_usr;
}
try {
m_pwd = m_params.get<string>("pwd");
} catch(...) {
m_pwd = default_pwd;
}
shared_ptr<MYSQL> mysql(new MYSQL, MySQLCloser());
if (!mysql_init(mysql.get())) {
HKU_ERROR(" Initial MySQL handle error!" << func_name);
return false;
}
if (!mysql_real_connect(mysql.get(), m_host.c_str(), m_usr.c_str(),
m_pwd.c_str(), NULL, m_port, NULL, 0) ) {
HKU_ERROR(" Failed to connect to database!" << func_name);
return false;
}
if (mysql_set_character_set(mysql.get(), "utf8")) {
HKU_ERROR(" mysql_set_character_set error!" << func_name);
return false;
}
m_mysql = mysql;
return true;
}
KRecord MySQLKDataDriver::
getKRecord(const string& market, const string& code,
size_t pos, KQuery::KType kType) {
string func_name(" [MySQLKDataDriver::getKRecord]");
KRecord result;
if (!m_mysql) {
HKU_ERROR("Null m_mysql!" << func_name);
return result;
}
/*if (kType >= KQuery::INVALID_KTYPE ) {
HKU_WARN("ktype(" << kType << ") is invalid" << func_name);
return result;
}*/
MYSQL_RES *mysql_result;
MYSQL_ROW row;
string table(_getTableName(market, code, kType));
std::stringstream buf (std::stringstream::out);
buf << "select date, open, high, low, close, amount, count from "
<< table << " order by date limit " << pos << ", 1";
if (!_query(buf.str())) {
HKU_ERROR("mysql_query error! " << func_name);
return result;
}
mysql_result = mysql_store_result(m_mysql.get());
if (!mysql_result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return result;
}
while ((row = mysql_fetch_row(mysql_result))) {
try {
hku_uint64 d = boost::lexical_cast<hku_uint64>(row[0]);
result.datetime = Datetime(d);
result.openPrice = boost::lexical_cast<price_t>(row[1]);
result.highPrice = boost::lexical_cast<price_t>(row[2]);
result.lowPrice = boost::lexical_cast<price_t>(row[3]);
result.closePrice = boost::lexical_cast<price_t>(row[4]);
result.transAmount = boost::lexical_cast<price_t>(row[5]);
result.transCount = boost::lexical_cast<price_t>(row[6]);
} catch (...) {
HKU_INFO("Error get record " << pos << " " << table << func_name);
result = Null<KRecord>();
}
}
mysql_free_result(mysql_result);
return result;
}
bool SaftyLoss::check() {
int n1 = getParam<int>("n1");
int n2 = getParam<int>("n2");
if (n1 < 2) {
HKU_ERROR("Invalid param[n1] must >= 2 ! [SaftyLoss::SaftyLoss]");
return false;
}
if (n2 < 1) {
HKU_ERROR("Invalid param[n2] must >= 1 ! [SaftyLoss::SaftyLoss]");
return false;
}
return true;
}
void Weave::_calculate(const Indicator& ind) {
size_t total = ind.size();
if (m_result_num != 0 && total != size()) {
HKU_ERROR("ind's size must be equal weave's size! [Weave::_calculate]");
return;
}
if (total == 0) {
return;
}
size_t old_m_result_num = m_result_num;
m_result_num = ind.getResultNumber() + m_result_num;
if (m_result_num > MAX_RESULT_NUM) {
HKU_WARN("Weave only can contains " << MAX_RESULT_NUM <<
"reult_num! [Weave::_calculate]");
m_result_num = MAX_RESULT_NUM;
}
if (m_discard < ind.discard()) {
m_discard = ind.discard();
}
price_t null_price = Null<price_t>();
for (size_t i = old_m_result_num; i < m_result_num; ++i) {
m_pBuffer[i] = new PriceList(total, null_price);
for (size_t j = m_discard; j < total; ++j) {
(*m_pBuffer[i])[j] = ind.get(j, i-old_m_result_num);
}
}
}
size_t FixedPercentMoneyManager
::_getBuyNumber(const Datetime& datetime, const Stock& stock,
price_t price, price_t risk, SystemPart from) {
double p = getParam<double>("p");
if (p <= 0.0 || p > 1.0) {
HKU_ERROR("Error param (p = " << p
<< ") [PercentRiskMoneyManager::_getBuyNumber]");
return 0;
}
if (risk == 0.0) {
HKU_ERROR("risk is zero! [PercentRiskMoneyManager::_getBuyNumber");
return 0;
}
return int(m_tm->currentCash() * p / risk);
}
bool IRound::check() {
if (getParam<int>("ndigits") < 0) {
HKU_ERROR("Invalid param[ndigits] ! (n >= 0) " << m_params
<< " [IRound::check]");
return false;
}
return true;
}
bool ILowLineBars::check() {
if (getParam<int>("n") < 0) {
HKU_ERROR("Invalid param! (n>=0) "
<< m_params << " [ILowLineBars::check]");
return false;
}
return true;
}
size_t MySQLKDataDriver::
getCount(const string& market,
const string& code,
KQuery::KType kType) {
string func_name(" [MySQLKDataDriver::getCount]");
size_t result = 0;
if (!m_mysql) {
HKU_ERROR("Null m_mysql!" << func_name);
return result;
}
/*if (kType >= KQuery::INVALID_KTYPE ) {
HKU_WARN("ktype(" << kType << ") is invalid" << func_name);
return result;
}*/
MYSQL_RES *mysql_result;
MYSQL_ROW row;
string table(_getTableName(market, code, kType));
std::stringstream buf (std::stringstream::out);
buf << "select count(1) from " << table;
if (!_query(buf.str())) {
HKU_ERROR("mysql_query error! " << func_name);
return result;
}
mysql_result = mysql_store_result(m_mysql.get());
if (!mysql_result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return result;
}
while ((row = mysql_fetch_row(mysql_result))) {
try {
result = boost::lexical_cast<size_t>(row[0]);
} catch (...) {
HKU_INFO("Error get record count of" << table << func_name);
result = 0;
}
}
mysql_free_result(mysql_result);
return result;
}
Indicator HKU_API WEAVE(const Indicator& ind1, const Indicator& ind2) {
if (!ind1.getImp() || !ind2.getImp()) {
HKU_ERROR("ind1 or ind2 is Null Indicator! [WEAVE]");
return Indicator();
}
IndicatorImpPtr p = make_shared<IndicatorImp>();
p->add(IndicatorImp::WEAVE, ind1.getImp(), ind2.getImp());
return p->calculate();
}
bool RightShift::check() {
int n = getParam<int>("n");
if (n < 0) {
HKU_ERROR("Invalid param! (n>=0) "
<< m_params << " [RightShift::RightShift]");
return false;
}
return true;
}
bool IVarp::check() {
int n = getParam<int>("n");
if (n < 2) {
HKU_ERROR("Invalid param[n] ! (n >= 2) " << m_params
<< " [IVarp::calculate]");
return false;
}
return true;
}
bool LowLine::check() {
int n = getParam<int>("n");
if (n < 1) {
HKU_ERROR("Invalid param[n] ! (n >= 1) " << m_params
<< " [HighLine::calculate]");
return false;
}
return true;
}
Indicator HKU_API IF(const Indicator& ind1,
const Indicator& ind2, const Indicator& ind3) {
if (!ind1.getImp() || !ind2.getImp() || !ind3.getImp()) {
HKU_ERROR("Exists null indicator! [IF]");
return Indicator();
}
IndicatorImpPtr p = make_shared<IndicatorImp>();
p->add_if(ind1.getImp(), ind2.getImp(), ind3.getImp());
return p->calculate();
}
bool StockManager::addStockTypeInfo(const StockTypeInfo& stkTypeInfo) {
if (m_stockTypeInfo.find(stkTypeInfo.type()) != m_stockTypeInfo.end()) {
HKU_ERROR("The stockTypeInfo had exist! "
<< stkTypeInfo.type()
<< " [StockManager::addStockTypeInfo]");
return false;
}
m_stockTypeInfo[stkTypeInfo.type()] = stkTypeInfo;
return true;
}
bool StockManager::addMarketInfo(const MarketInfo& marketInfo) {
string market = marketInfo.market();
boost::to_upper(market);
if (m_marketInfoDict.find(market) != m_marketInfoDict.end()) {
HKU_ERROR("The marketInfo had exist! "
<< market
<< " [StockManager::addMarketInfo]");
return false;
}
m_marketInfoDict[market] = marketInfo;
return true;
}
bool StockManager::addStock(const Stock& stock) {
string market_code(stock.market_code());
boost::to_upper(market_code);
if(m_stockDict.find(market_code) != m_stockDict.end()) {
HKU_ERROR("The stock had exist! "
<< market_code
<< " [StockManager::addStock]");
return false;
}
m_stockDict[market_code] = stock;
return true;
}
bool MySQLKDataDriver::_query(const string& sql_str) {
string func_name(" [MySQLKDataDriver::query]");
int res = mysql_query(m_mysql.get(), sql_str.c_str());
if (!res) {
return true;
}
//重新连接数据库
HKU_INFO("MySQL connect invalid, will retry connect!" << func_name);
m_mysql = NULL;
shared_ptr<MYSQL> mysql(new MYSQL, MySQLCloser());
if (!mysql_init(mysql.get())) {
HKU_ERROR(" Initial MySQL handle error!" << func_name);
return false;
}
if (!mysql_real_connect(mysql.get(), m_host.c_str(), m_usr.c_str(),
m_pwd.c_str(), NULL, m_port, NULL, 0) ) {
HKU_ERROR(" Failed to connect to database!" << func_name);
return false;
}
if (mysql_set_character_set(mysql.get(), "utf8")) {
HKU_ERROR(" mysql_set_character_set error!" << func_name);
return false;
}
m_mysql = mysql;
res = mysql_query(m_mysql.get(), sql_str.c_str());
if(!res) {
return true;
}
HKU_ERROR("mysql_query error! error no: " << res
<< " " << sql_str << func_name);
return false;
}
bool BaseInfoDriver::checkType() {
bool result = false;
try {
string type = getParam<string>("type");
boost::to_upper(type);
if (type == m_name) {
result = true;
} else {
result = false;
HKU_WARN("Type of driver mismatch! ("
<< type << " != " << m_name << ") "
<< "[BaseInfoDriver::checkType]");
}
} catch(...) {
result = false;
HKU_ERROR("Can't get type of driver! [BaseInfoDriver::checkType]");
}
return result;
}
void IPriceList::_calculate(const Indicator& data) {
//如果在叶子节点，直接取自身的data参数
if (isLeaf()) {
PriceList x = getParam<PriceList>("data");
int discard = getParam<int>("discard");
size_t total = x.size();
_readyBuffer(total, 1);
//更新抛弃数量
m_discard = discard > total ? total : discard;
for (size_t i = m_discard; i < total; ++i) {
_set(x[i], i);
}
return;
}
//不在叶子节点上，则忽略本身的data参数，认为其输入实际为函数入参中的data
int result_index = getParam<int>("result_index");
if (result_index < 0 || result_index >= data.getResultNumber()) {
HKU_ERROR("result_index out of range! [IPriceList::IPriceList]");
return;
}
size_t total = data.size();
_readyBuffer(total, 1);
for (size_t i = data.discard(); i < total; ++i) {
_set(data.get(i, result_index), i);
}
//更新抛弃数量
m_discard = data.discard();
}
void StockManager::setKDataDriver(const KDataDriverPtr& driver) {
if (!driver) {
HKU_ERROR("kdata driver is null! [StockManager::setKDataDriver]");
return;
}
if (m_kdataDriverParam == driver->getParameter()) {
} else {
m_kdataDriverParam = driver->getParameter();
}
bool preload_day = false;
try {
preload_day = m_preloadParam.get<bool>("day");
if (preload_day)
HKU_INFO("Preloading all day kdata to buffer!");
} catch(...) {
preload_day = false;
}
bool preload_week = false;
try {
preload_week = m_preloadParam.get<bool>("week");
if (preload_week)
HKU_INFO("Preloading all week kdata to buffer!");
} catch(...) {
preload_week = false;
}
bool preload_month = false;
try {
preload_month = m_preloadParam.get<bool>("month");
if (preload_week)
HKU_INFO("Preloading all month kdata to buffer!");
} catch(...) {
preload_month = false;
}
bool preload_quarter = false;
try {
preload_quarter = m_preloadParam.get<bool>("quarter");
if (preload_quarter)
HKU_INFO("Preloading all quarter kdata to buffer!");
} catch(...) {
preload_quarter = false;
}
bool preload_halfyear = false;
try {
preload_halfyear = m_preloadParam.get<bool>("halfyear");
if (preload_halfyear)
HKU_INFO("Preloading all halfyear kdata to buffer!");
} catch(...) {
preload_halfyear = false;
}
bool preload_year = false;
try {
preload_year = m_preloadParam.get<bool>("year");
if (preload_year)
HKU_INFO("Preloading all year kdata to buffer!");
} catch(...) {
preload_year = false;
}
bool preload_min = false;
try {
preload_min = m_preloadParam.get<bool>("min");
if (preload_min)
HKU_INFO("Preloading all 1 min kdata to buffer!");
} catch(...) {
preload_min = false;
}
bool preload_min5 = false;
try {
preload_min5 = m_preloadParam.get<bool>("min5");
if (preload_min5)
HKU_INFO("Preloading all 5 min kdata to buffer!");
} catch(...) {
preload_min5 = false;
}
bool preload_min15 = false;
try {
preload_min15 = m_preloadParam.get<bool>("min15");
if (preload_min15)
HKU_INFO("Preloading all 15 min kdata to buffer!");
} catch(...) {
preload_min15 = false;
}
bool preload_min30 = false;
try {
preload_min30 = m_preloadParam.get<bool>("min30");
if (preload_min30)
HKU_INFO("Preloading all 30 min kdata to buffer!");
} catch(...) {
preload_min30 = false;
}
bool preload_min60 = false;
try {
preload_min60 = m_preloadParam.get<bool>("min60");
if (preload_min60)
HKU_INFO("Preloading all 60 min kdata to buffer!");
} catch(...) {
preload_min60 = false;
}
for(auto iter = m_stockDict.begin(); iter != m_stockDict.end(); ++iter) {
if (iter->second.market() == "TMP")
continue;
iter->second.setKDataDriver(driver);
if (preload_day)
iter->second.loadKDataToBuffer(KQuery::DAY);
if (preload_week)
iter->second.loadKDataToBuffer(KQuery::WEEK);
if (preload_month)
iter->second.loadKDataToBuffer(KQuery::MONTH);
if (preload_quarter)
iter->second.loadKDataToBuffer(KQuery::QUARTER);
if (preload_halfyear)
iter->second.loadKDataToBuffer(KQuery::HALFYEAR);
if (preload_year)
iter->second.loadKDataToBuffer(KQuery::YEAR);
if (preload_min)
iter->second.loadKDataToBuffer(KQuery::MIN);
if (preload_min5)
iter->second.loadKDataToBuffer(KQuery::MIN5);
if (preload_min15)
iter->second.loadKDataToBuffer(KQuery::MIN15);
if (preload_min30)
iter->second.loadKDataToBuffer(KQuery::MIN30);
if (preload_min60)
iter->second.loadKDataToBuffer(KQuery::MIN60);
}
}
bool MySQLKDataDriver::
getIndexRangeByDate(const string& market, const string& code,
const KQuery& query, size_t& out_start, size_t& out_end) {
string func_name(" [MySQLKDataDriver::getIndexRangeByDate]");
out_start = 0;
out_end = 0;
if (query.queryType() != KQuery::DATE) {
HKU_ERROR("queryType must be KQuery::DATE" << func_name);
return false;
}
if(query.startDatetime() >= query.endDatetime()
|| query.startDatetime() > (Datetime::max)()) {
return false;
}
MYSQL_RES *mysql_result;
MYSQL_ROW row;
string table(_getTableName(market, code, query.kType()));
std::stringstream buf (std::stringstream::out);
buf << "select count(1) from " << table
<< " where date<" << query.startDatetime().number();
if (!_query(buf.str())) {
HKU_ERROR("mysql_query error! " << func_name);
return false;
}
mysql_result = mysql_store_result(m_mysql.get());
if (!mysql_result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return false;
}
while ((row = mysql_fetch_row(mysql_result))) {
try {
out_start = boost::lexical_cast<size_t>(row[0]);
} catch (...) {
HKU_INFO("Error boost::lexical_cast<size_t>" << table << func_name);
out_start = 0;
mysql_free_result(mysql_result);
return false;
}
}
mysql_free_result(mysql_result);
buf.str("");
buf << "select count(1) from " << table
<< " where date<=" << query.endDatetime().number();
if (!_query(buf.str())) {
HKU_ERROR("mysql_query error! " << func_name);
return false;
}
mysql_result = mysql_store_result(m_mysql.get());
if (!mysql_result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return false;
}
while ((row = mysql_fetch_row(mysql_result))) {
try {
out_end = boost::lexical_cast<size_t>(row[0]) - 1;
} catch (...) {
HKU_INFO("Error boost::lexical_cast<size_t>" << table << func_name);
out_end = 0;
mysql_free_result(mysql_result);
return false;
}
}
mysql_free_result(mysql_result);
return true;
}
void MySQLKDataDriver::
loadKData(const string& market, const string& code,
KQuery::KType kType, size_t start_ix, size_t end_ix,
KRecordListPtr out_buffer) {
string func_name(" [MySQLKDataDriver::loadKData]");
if (!m_mysql) {
//HKU_ERROR("Null m_mysql!" << func_name);
return;
}
//if (kType >= KQuery::INVALID_KTYPE || start_ix >= end_ix) {
if (start_ix >= end_ix) {
HKU_WARN("ktype(" << kType << ") is invalid or start_ix("
<< start_ix << ") >= endix(" << end_ix << ")" << func_name);
return;
}
MYSQL_RES *result;
MYSQL_ROW row;
string table(_getTableName(market, code, kType));
std::stringstream buf (std::stringstream::out);
buf << "select date, open, high, low, close, amount, count from "
<< table << " order by date limit " << start_ix
<< ", " << (end_ix - start_ix);
if (!_query(buf.str())) {
//HKU_ERROR("mysql_query error!" << func_name);
return;
}
result = mysql_store_result(m_mysql.get());
if (!result) {
HKU_ERROR("mysql_store_result error!" << func_name);
return;
}
int i = 0;
while ((row = mysql_fetch_row(result))) {
try {
KRecord k;
hku_uint64 d = boost::lexical_cast<hku_uint64>(row[0]);
k.datetime = Datetime(d);
k.openPrice = boost::lexical_cast<price_t>(row[1]);
k.highPrice = boost::lexical_cast<price_t>(row[2]);
k.lowPrice = boost::lexical_cast<price_t>(row[3]);
k.closePrice = boost::lexical_cast<price_t>(row[4]);
k.transAmount = boost::lexical_cast<price_t>(row[5]);
k.transCount = boost::lexical_cast<price_t>(row[6]);
out_buffer->push_back(k);
i++;
} catch (...) {
HKU_INFO("Can't fecth No." << i << " record in "
<< table << func_name);
i++;
continue;
}
}
mysql_free_result(result);
return;
}
PriceList HistoryFinanceReader
::getHistoryFinanceInfo(Datetime date,
const string& market, const string& code) {
string funcname(" [HistoryFinanceReader::getHistoryFinanceInfo]");
PriceList result;
string filename(m_dir + "/gpcw"
+ boost::lexical_cast<string>(date.number() / 10000)
+ ".dat");
FILE *fp = fopen(filename.c_str(), "rb");
if (NULL == fp) {
HKU_INFO("Can't found " << filename << funcname);
return result;
}
unsigned int report_date = 0;
unsigned short max_count = 0;
unsigned long report_size = 0;
char header_buf[20];
if (!fread(header_buf, 1, 20, fp)) {
HKU_ERROR("read data failed! " << filename << funcname);
fclose(fp);
return result;
}
memcpy(&report_date, header_buf + 2, 4);
memcpy(&max_count, header_buf + 6, 2);
memcpy(&report_size, header_buf + 12, 4);
char stock_code[7];
hku_uint32 address = 0;
for (int i = 0; i < max_count; i++) {
if (!fread(stock_code, 1, 7, fp)) {
HKU_ERROR("read stock_code failed! " << filename << funcname);
fclose(fp);
return result;
}
if (!fread(&address, 4, 1, fp)) {
HKU_ERROR("read stock_item address failed! " << filename << funcname);
fclose(fp);
return result;
}
stock_code[6] = '\0';
if (strcmp(stock_code, code.c_str()) == 0) {
break;
}
}
if (address != 0) {
const int MAX_COL_NUM = 350;
float result_buffer[MAX_COL_NUM];
int report_fields_count = int(report_size / 4);
if (report_fields_count >= MAX_COL_NUM) {
HKU_WARN("Over MAX_COL_NUM! " << filename << funcname);
report_fields_count = MAX_COL_NUM;
}
fseek(fp, address, SEEK_SET);
if (!fread(result_buffer, 4, report_fields_count, fp)) {
HKU_ERROR("read col data failed! " << filename << funcname);
fclose(fp);
return result;
}
result.reserve(report_fields_count);
price_t null_price = Null<price_t>();
for (int i = 0; i < report_fields_count; i++) {
if (result_buffer[i] == 0xf8f8f8f8) {
result.push_back(null_price);
} else {
result.push_back(result_buffer[i]);
}
}
} else {
HKU_ERROR("Invalid address(0)! " << filename << funcname);
}
fclose(fp);
return result;
}
