BOOL CCW::GetMinMaxInfo(int nStart, int nEnd, double dMinPrice, double dMaxPrice, double dStep,
double *pdMinVolume, double *pdMaxVolume )
{
STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd );
if( dMinPrice >= dMaxPrice || dStep < 1e-4 )
return FALSE;
double dMinVolume = 0, dMaxVolume = 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;
bFirst = FALSE;
}
}
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;
return !bFirst;
}
/***
筹码分布图，计算价格区间包括dPrice的日线的成交量
*/
BOOL CCW::CalculateCW( double *pdVolume, int nStart, int nEnd, double dPrice, double dStep )
{
STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd );
double dVolume = 0;
for( int k=nStart; k<=nEnd; k++ )
{
KDATA kd = m_pKData->ElementAt(k);
if( kd.m_fHigh-kd.m_fLow > 1e-4
&& kd.m_fLow < dPrice && kd.m_fHigh > dPrice )
{
// 均匀分布 dVolAve
double dVolAve = kd.m_fVolume;
if( dStep < kd.m_fHigh-kd.m_fLow )
dVolAve = kd.m_fVolume * dStep / (kd.m_fHigh-kd.m_fLow);
// 三角分布
double dFactor = min(dPrice-kd.m_fLow, kd.m_fHigh-dPrice);
dVolume += dVolAve * dFactor * 4 / (kd.m_fHigh-kd.m_fLow);
}
}
if( pdVolume )
*pdVolume = dVolume;
return TRUE;
}
/***
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 CVOLUME::GetMinMaxInfo(int nStart, int nEnd,
double *pdMin, double *pdMax )
{
STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd );
double dMin = 0;
double dMax = 1;
for( int k=nStart; k<=nEnd; k++ )
{
KDATA & kd = m_pKData->ElementAt(k);
if( dMax < kd.m_fVolume )
dMax = (double)kd.m_fVolume;
}
dMax = dMax + 1;
if( dMax - dMin < 3 )
dMax = dMin + 3;
if( pdMin ) *pdMin = dMin;
if( pdMax ) *pdMax = dMax;
return TRUE;
}
/***
得到K线价格的从nStart到nEnd的最小值和最大值
*/
BOOL CKLine::GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax )
{
STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd );
double dMin = -1;
double dMax = 1;
for( int k=nStart; k<=nEnd; k++ )
{
KDATA & kd = m_pKData->ElementAt(k);
if( nStart == k || dMin > kd.m_fLow ) dMin = (double)kd.m_fLow;
if( nStart == k || dMax < kd.m_fHigh ) dMax = (double)kd.m_fHigh;
}
dMin -= fabs(dMin) * 0.01;
dMax += fabs(dMax) * 0.01;
if( dMin <= 0 )
dMin = 0;
if( dMax - dMin < 0.03 )
dMax = dMin + 0.03;
if( pdMin ) *pdMin = dMin;
if( pdMax ) *pdMax = dMax;
return TRUE;
}
