CMqlx::CMqlx(CString strIniFileName)
{
cout<<"This is CMqlx Construction Fuction."<<endl;
cout<<"IniFileName = "<<strIniFileName<<endl;
int TOTALCONTRACT ;
// 读入初始化文件的数据
FILE *fpIni=fopen(strIniFileName,"rt") ;
if (fpIni==NULL){
cout<<"Open Ini file "<<strIniFileName<<" Error."<<endl;
return ;
}
char buf[128] ;
CString strContractFile ;
typedef pair <CString,CPtrArray*> StrPtr_Pair;
fscanf ( fpIni,"%s",buf ) ;
m_strDestFile = CString("\\txtday\\")+buf ;
fscanf ( fpIni,"%s",buf ) ;
m_strCvtFile = buf ;
fscanf ( fpIni,"%d", &TOTALCONTRACT) ;
cout << "TOTALCONTRACT = "<<TOTALCONTRACT<<endl ;
map<CString,CPtrArray*> &cb = CodeBook ;
for ( int i=0; i<TOTALCONTRACT; i++ )
{
fscanf ( fpIni,"%s",buf ) ;
strContractFile = CString("\\txtday\\")+buf+".txt" ;
CPtrArray *pAQ1= new CPtrArray() ;
ReadQuotes(strContractFile,*pAQ1);
cb.insert(StrPtr_Pair(buf,pAQ1)) ;
cout <<"合约 = "<<buf<<endl ;
}
ReadCvtDate(m_strCvtFile,m_pCvt);
return ;
}
int main(int argc, char *argv[] ) {
//std::cout << "Enter name of input file from yahoo.com: ";
std::string strInputFile = "/home/shiva/Downloads/s1.csv";
//std::cin >> strInputFile;
Quotes quotes = ReadQuotes( strInputFile );
//std::copy( quotes.rbegin(), quotes.rend(), std::ostream_iterator< Quote >( std::cout, "\n" ) );
Quote minVal{ "Initial", std::numeric_limits< double >::max() }, maxVal{ "Initial", std::numeric_limits< double >::min() };
BestPrice bestPrice = std::make_pair( maxVal, minVal );
std::for_each( quotes.begin(), quotes.end(), [ &minVal, &maxVal, &bestPrice ] ( const Quote &q ) {
if( q.dPrice < minVal.dPrice )
minVal = Quote( q.strDate, q.dPrice );
std::cout << "minValue " << minVal << std::endl;
if( abs( bestPrice.first.dPrice ) - abs( bestPrice.second.dPrice ) < abs( maxVal.dPrice ) - abs( minVal.dPrice ) )
bestPrice = std::make_pair( maxVal, minVal );
std::cout << "bestPrice1 " << bestPrice.first << " => " << bestPrice.second << std::endl;
if( q.dPrice > maxVal.dPrice ) {
maxVal = Quote( q.strDate, q.dPrice );
minVal = Quote( q.strDate, q.dPrice );
}
std::cout << "minValue " << minVal << std::endl;
std::cout << "maxValue " << maxVal << std::endl;
if( abs( bestPrice.first.dPrice ) - abs( bestPrice.second.dPrice ) < abs( maxVal.dPrice ) - abs( minVal.dPrice ) )
bestPrice = std::make_pair( maxVal, minVal );
std::cout << "bestPrice2 " << bestPrice.first << " => " << bestPrice.second << std::endl;
} );
std::cout << "Buy at " << bestPrice.second << std::endl;
std::cout << "Sell at " << bestPrice.first << std::endl;
return 0;
}
