void RangeData::summarizeMonthly(RangeData& newData) const
{
newData.clear();
// nothing to do if we have no data!
if (size() <= 0)
{
return;
}
size_type totalPoints = size();
size_type startIdx = 0;
size_type endIdx = 1;
int currMonth = get(0).tradeTime.date().month();
while (endIdx < totalPoints)
{
int newMonth = get(endIdx).tradeTime.date().month();
// if we are in a new month, then we create a point for up to the
// previous end index
if (newMonth != currMonth)
{
// the new data point
Point point = getSummaryPoint(startIdx, endIdx - 1);
// add the data point!
newData.add(point);
// update startIdx to consider next window
startIdx = endIdx;
currMonth = newMonth;
}
++endIdx;
}
newData.add(getSummaryPoint(startIdx, endIdx - 1));
}
void RangeData::summarize(RangeData& newData, int points) const
{
assert(points > 0);
newData.clear();
// nothing to do if we have no data!
if (size() <= 0)
{
return;
}
size_type totalPoints = size();
size_type startIdx = 0;
while (startIdx < totalPoints)
{
// [startIdx, endIdx] are the data points we're summarizing
size_type endIdx = startIdx + points - 1;
if (endIdx >= totalPoints)
{
endIdx = totalPoints - 1;
}
// actual number of data points (may be less than points for last
// batch)
// the new data point
Point point = getSummaryPoint(startIdx, endIdx);
// add the data point!
newData.add(point);
// update startIdx to consider next window
startIdx = endIdx + 1;
}
}
