string Stock::toString() const {
std::stringstream os;
string strip(", ");
StockManager& sm = StockManager::instance();
StockTypeInfo typeInfo(sm.getStockTypeInfo(type()));
os << "Stock(" << market() << strip << code() << strip
<< name() << strip
<< typeInfo.description() << strip
<< valid() << strip << startDatetime() << strip
<< lastDatetime() << ")";
return os.str();
}
price_t Stock
::getMarketValue(const Datetime& datetime, KQuery::KType ktype) const{
if (isNull()) {
return 0.0;
}
if (!valid()) {
if (datetime > lastDatetime()) {
return 0.0;
}
}
KQuery query = KQueryByDate(datetime, Null<Datetime>(), ktype);
price_t price = 0.0;
size_t out_start, out_end;
KRecord k;
if (getIndexRange(query, out_start, out_end)) {
//找到的是>=datetime的记录
k = getKRecord(out_start, ktype);
if (k.datetime == datetime) {
price = k.closePrice;
} else {
if (out_start != 0) {
k = getKRecord(out_start - 1, ktype);
price = k.closePrice;
}
}
} else {
//没有找到，则取最后一条记录
size_t total = getCount(ktype);
if (total > 0) {
price = getKRecord(total - 1, ktype).closePrice;
}
}
return price;
}
Indicator HKU_API AmaSpecial(const Block& block, KQuery query,
Indicator ama) {
Indicator result;
StockManager& sm = StockManager::instance();
//计算每日股票总数
DatetimeList dateList = sm.getTradingCalendar(query, "SH");
size_t dayTotal = dateList.size();
if (dayTotal == 0) {
result = PRICELIST(PriceList());
result.name("POS");
return result;
}
vector<size_t> numberPerDay(dayTotal);
for (size_t i = 0; i < dayTotal; ++i) {
numberPerDay[i] = 0;
for (auto stk_iter = block.begin(); stk_iter != block.end(); ++stk_iter) {
if (stk_iter->startDatetime() <= dateList[i]
&& dateList[i] <= stk_iter->lastDatetime()) {
numberPerDay[i]++;
}
}
}
vector<size_t> position(dayTotal);
size_t discard = ama.discard();
for (auto stk_iter = block.begin(); stk_iter != block.end(); ++stk_iter) {
KData kdata = stk_iter->getKData(query);
if (kdata.empty())
continue;
SignalPtr sg(SG_Single(ama));
sg->setTO(kdata);
bool isHold = false;
size_t n_dis = 0;
for (size_t i = 0; i < dayTotal; ++i) {
if (isHold) {
if (sg->shouldSell(dateList[i])) {
isHold = false;
} else {
position[i]++;
}
} else {
if (sg->shouldBuy(dateList[i])) {
position[i]++;
isHold = true;
}
}
if (dateList[i] >= kdata[0].datetime) {
if (n_dis < discard) {
n_dis++;
numberPerDay[i]--;
}
}
}
}
PriceList tmp_result(dayTotal, Null<price_t>());
for (auto i = discard; i < dayTotal; ++i) {
tmp_result[i] = numberPerDay[i]
? (double)position[i]/(double)numberPerDay[i] : 1.0;
}
result = PRICELIST(tmp_result);
result.name("POS");
return PRICELIST(result);
}
