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;
}
}
void TestIStockDataFile::test1()
{
const char* fname = "testdata/stockdata1.dat";
const double delta = 0.01;
IStockDataFile f(m_ctx);
CPPUNIT_ASSERT_EQUAL(std::string(""), f.getFileName());
CPPUNIT_ASSERT(f.open(fname));
CPPUNIT_ASSERT_EQUAL(std::string(fname), f.getFileName());
{
RangeData::Point pt1;
RangeData::Point pt2;
RangeData::Point pt3;
CPPUNIT_ASSERT(f.read(pt1));
CPPUNIT_ASSERT_DOUBLES_EQUAL(0.00, pt1.open, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(1.00, pt1.close, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(2.00, pt1.min, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(3.00, pt1.max, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(4.00, pt1.volume, delta);
CPPUNIT_ASSERT_EQUAL(std::string("20020131T235959"),
boost::posix_time::to_iso_string(pt1.tradeTime));
CPPUNIT_ASSERT(f.read(pt2));
CPPUNIT_ASSERT_DOUBLES_EQUAL(10.00, pt2.open, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(11.05, pt2.close, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(12.10, pt2.min, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(13.15, pt2.max, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(14.20, pt2.volume, delta);
CPPUNIT_ASSERT_EQUAL(std::string("20031231T010203"),
boost::posix_time::to_iso_string(pt2.tradeTime));
CPPUNIT_ASSERT(!f.read(pt3));
}
CPPUNIT_ASSERT(f.rewind());
{
RangeData data;
CPPUNIT_ASSERT(f.read(data));
CPPUNIT_ASSERT_EQUAL(2, int(data.size()));
const RangeData::Point& pt1 = data.get(0);
const RangeData::Point& pt2 = data.get(1);
CPPUNIT_ASSERT_DOUBLES_EQUAL(0.00, pt1.open, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(1.00, pt1.close, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(2.00, pt1.min, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(3.00, pt1.max, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(4.00, pt1.volume, delta);
CPPUNIT_ASSERT_EQUAL(std::string("20020131T235959"),
boost::posix_time::to_iso_string(pt1.tradeTime));
CPPUNIT_ASSERT_DOUBLES_EQUAL(10.00, pt2.open, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(11.05, pt2.close, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(12.10, pt2.min, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(13.15, pt2.max, delta);
CPPUNIT_ASSERT_DOUBLES_EQUAL(14.20, pt2.volume, delta);
CPPUNIT_ASSERT_EQUAL(std::string("20031231T010203"),
boost::posix_time::to_iso_string(pt2.tradeTime));
data.clear();
CPPUNIT_ASSERT(f.read(data));
CPPUNIT_ASSERT_EQUAL(0, int(data.size()));
}
f.close();
CPPUNIT_ASSERT_EQUAL(std::string(""), f.getFileName());
}
