time_t
DateRangeDaily::secIn( const DateRange & dateTwo ) const
{
return( UnionOfDur( getTimeT(), dur,
dateTwo.getSecOfDay(), dateTwo.getDur(),
getFrequency() ) );
}
void
GUIWidget::downloadHistory ()
{
_log->clear();
setEnabled(FALSE);
_okButton->setEnabled(FALSE);
_cancelButton->setEnabled(TRUE);
DateRange dr;
QDateTime ed = QDateTime::currentDateTime();
QDateTime sd = dr.interval(ed, _range->currentIndex());
_timer->start(100);
YahooHistoryDownload function(this);
connect(&function, SIGNAL(signalMessage(QString)), _log, SLOT(append(const QString &)));
connect(_cancelButton, SIGNAL(clicked()), &function, SLOT(stop()));
function.download(_symbolButton->files(), sd, ed);
_timer->stop();
setEnabled(TRUE);
_okButton->setEnabled(TRUE);
_cancelButton->setEnabled(FALSE);
}
int
DateRangeDaily::compare( const DateRange & two ) const
{
int diff = ::compare( getStart(), two.getSecOfDay() );
if( diff )
return( diff );
else
return( ::compare( getDur(), two.getDur() ) );
}
time_t
DateRange::secIn( const DateRange & dateTwo ) const
{
time_t secs = 0;
return( UnionOfDur( getTimeT(), dur,
dateTwo.getTimeT(), dateTwo.getDur() ) );
return( secs );
}
/** @todo this method implementation is not generic enough and not extendible by subclasses. */
PyObject* ResourceSkill::create(PyTypeObject* pytype, PyObject* args, PyObject* kwds)
{
try
{
// Pick up the skill
PyObject* skill = PyDict_GetItemString(kwds,"skill");
if (!PyObject_TypeCheck(skill, Skill::metadata->pythonClass))
throw DataException("resourceskill skill must be of type skill");
// Pick up the resource
PyObject* res = PyDict_GetItemString(kwds,"resource");
if (!PyObject_TypeCheck(res, Resource::metadata->pythonClass))
throw DataException("resourceskill resource must be of type resource");
// Pick up the priority
PyObject* q1 = PyDict_GetItemString(kwds,"priority");
int q2 = q1 ? PythonObject(q1).getInt() : 1;
// Pick up the effective dates
DateRange eff;
PyObject* eff_start = PyDict_GetItemString(kwds,"effective_start");
if (eff_start)
{
PythonObject d(eff_start);
eff.setStart(d.getDate());
}
PyObject* eff_end = PyDict_GetItemString(kwds,"effective_end");
if (eff_end)
{
PythonObject d(eff_end);
eff.setEnd(d.getDate());
}
// Create the load
ResourceSkill *l = new ResourceSkill(
static_cast<Skill*>(skill),
static_cast<Resource*>(res),
q2, eff
);
// Return the object
Py_INCREF(l);
return static_cast<PyObject*>(l);
}
catch (...)
{
PythonType::evalException();
return NULL;
}
}
DateRange DateRange::intersect(DateRange const& other) const
{
if (isNull() || other.isNull())
{
return DateRange();
}
QDate startDate = std::max(m_startDate, other.startDate());
QDate endDate = std::min(this->endDate(), other.endDate());
if (startDate <= endDate)
{
return DateRange(startDate, endDate);
}
else
{
return DateRange();
}
}
void GUIWidget::downloadHistory ()
{
_log->clear();
setEnabled(FALSE);
_okButton->setEnabled(FALSE);
DateRange dr;
QDateTime ed = QDateTime::currentDateTime();
QDateTime sd = dr.interval(ed, DateRange::_YEAR5);
_timer->start(100);
NetfondsHistoryDownload function(this);
connect(&function, SIGNAL(signalMessage(QString)), _log, SLOT(append(const QString &)));
function.download(getTickers()); //, sd, ed);
_timer->stop();
setEnabled(TRUE);
_okButton->setEnabled(TRUE);
}
time_t
DateRange::startsIn( const DateRange & dateTwo ) const
{
time_t secs = 0;
if( dateTwo.getTimeT() >= getTimeT() &&
dateTwo.getTimeT() <= (getTimeT() + dur ) )
{
secs = secIn( dateTwo );
}
return( secs );
}
time_t
DateRangeDaily::startsIn( const DateRange & dateTwo ) const
{
time_t secs = 0;
if( dateTwo.getSecOfDay() >= getTimeT() &&
dateTwo.getSecOfDay() <= getTimeT() + dur )
{
secs = secIn( dateTwo );
}
return( secs );
}
Currency RoutineAllocator::allocate(DateRange const& period, Currency available)
{
DateRange range;
if (m_history.isEmpty())
{
range = DateRange();
}
else
{
Q_ASSERT(m_history.lastKey() < period.startDate());
range = DateRange(m_history.firstKey(), period.startDate().addDays(-1));
}
DateRange firstDay(range.startDate(), range.startDate());
foreach (Currency const& total, m_historyTotals)
{
Currency amount = total.amortize(range, firstDay) * period.days();
m_allocation -= amount;
available += amount;
}
PyObject* Flow::create(PyTypeObject* pytype, PyObject* args, PyObject* kwds)
{
try
{
// Pick up the operation
PyObject* oper = PyDict_GetItemString(kwds, "operation");
if (!oper)
throw DataException("missing operation on Flow");
if (!PyObject_TypeCheck(oper, Operation::metadata->pythonClass))
throw DataException("flow operation must be of type operation");
// Pick up the buffer
PyObject* buf = PyDict_GetItemString(kwds, "buffer");
if (!buf)
throw DataException("missing buffer on Flow");
if (!PyObject_TypeCheck(buf, Buffer::metadata->pythonClass))
throw DataException("flow buffer must be of type buffer");
// Pick up the quantity
PyObject* q1 = PyDict_GetItemString(kwds, "quantity");
double q2 = q1 ? PythonData(q1).getDouble() : 1.0;
// Pick up the effectivity dates
DateRange eff;
PyObject* eff_start = PyDict_GetItemString(kwds, "effective_start");
if (eff_start)
{
PythonData d(eff_start);
eff.setStart(d.getDate());
}
PyObject* eff_end = PyDict_GetItemString(kwds, "effective_end");
if (eff_end)
{
PythonData d(eff_end);
eff.setEnd(d.getDate());
}
// Pick up the type and create the flow
Flow *l;
PyObject* t = PyDict_GetItemString(kwds, "type");
if (t)
{
PythonData d(t);
if (d.getString() == "flow_end")
l = new FlowEnd(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
else if (d.getString() == "flow_fixed_end")
l = new FlowFixedEnd(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
else if (d.getString() == "flow_fixed_start")
l = new FlowFixedStart(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
else
l = new FlowStart(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
}
else
l = new FlowStart(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
// Iterate over extra keywords, and set attributes. @todo move this responsibility to the readers...
if (l)
{
l->setEffective(eff);
PyObject *key, *value;
Py_ssize_t pos = 0;
while (PyDict_Next(kwds, &pos, &key, &value))
{
PythonData field(value);
PyObject* key_utf8 = PyUnicode_AsUTF8String(key);
DataKeyword attr(PyBytes_AsString(key_utf8));
Py_DECREF(key_utf8);
if (!attr.isA(Tags::effective_end) && !attr.isA(Tags::effective_start)
&& !attr.isA(Tags::operation) && !attr.isA(Tags::buffer)
&& !attr.isA(Tags::quantity) && !attr.isA(Tags::type)
&& !attr.isA(Tags::action))
{
const MetaFieldBase* fmeta = l->getType().findField(attr.getHash());
if (!fmeta && l->getType().category)
fmeta = l->getType().category->findField(attr.getHash());
if (fmeta)
// Update the attribute
fmeta->setField(l, field);
else
PyErr_Format(PyExc_AttributeError,
"attribute '%S' on '%s' can't be updated",
key, Py_TYPE(l)->tp_name);
}
};
}
// Return the object
Py_INCREF(l);
return static_cast<PyObject*>(l);
}
catch (...)
{
PythonType::evalException();
return NULL;
}
}
void
GUIWidget::createGUI ()
{
_timer = new QTimer(this);
connect(_timer, SIGNAL(timeout()), this, SLOT(updateGUI()));
QVBoxLayout *vbox = new QVBoxLayout;
vbox->setSpacing(2);
vbox->setMargin(5);
setLayout(vbox);
QFormLayout *form = new QFormLayout;
form->setSpacing(2);
form->setMargin(0);
vbox->addLayout(form);
// templates
_templates = new QComboBox;
form->addRow (tr("Templates"), _templates);
// range
DateRange dr;
_range = new QComboBox;
_range->addItems(dr.list());
_range->setCurrentIndex(5);
form->addRow (tr("Range"), _range);
// symbol file
_symbolButton = new FileButton(0);
connect(_symbolButton, SIGNAL(signalSelectionChanged(QStringList)), this, SLOT(buttonStatus()));
_symbolButton->setFiles(QStringList() << "/tmp/yahoo_symbols");
form->addRow (tr("Symbol File"), _symbolButton);
// log
QGroupBox *gbox = new QGroupBox;
gbox->setTitle(tr("Log"));
vbox->addWidget(gbox);
QVBoxLayout *tvbox = new QVBoxLayout;
gbox->setLayout(tvbox);
_log = new QTextEdit;
_log->setReadOnly(TRUE);
tvbox->addWidget(_log);
// buttonbox
QDialogButtonBox *bb = new QDialogButtonBox(QDialogButtonBox::Help);
vbox->addWidget(bb);
// ok button
_okButton = bb->addButton(QDialogButtonBox::Ok);
_okButton->setText(tr("&OK"));
connect(_okButton, SIGNAL(clicked()), this, SLOT(downloadHistory()));
// cancel button
_cancelButton = bb->addButton(QDialogButtonBox::Cancel);
_cancelButton->setText(tr("&Cancel"));
_cancelButton->setDefault(TRUE);
_cancelButton->setFocus();
_cancelButton->setEnabled(FALSE);
// help button
QPushButton *b = bb->button(QDialogButtonBox::Help);
b->setText(tr("&Help"));
connect(b, SIGNAL(clicked()), this, SIGNAL(signalHelp()));
}
int Database::getBars (Bars *bd)
{
if (! bd)
return 0;
int length = bd->barLength();
if (length == -1)
{
qDebug() << "Database::getBars: invalid length";
return 0;
}
if (! getSymbol(bd))
return 0;
if (! init())
return 0;
// get last date in db
QDateTime endDate = getMaxDate(bd);
if (! endDate.isValid())
return 0;
DateRange dr;
//Don't bother to load less the all values into memory
//All computers are bound to be able handle this in year 2012
//If ever porting to a mobile device, change at that point
//bd->plotRange()
QDateTime startDate = dr.interval(endDate, DateRange::_ALL);
if (! startDate.isValid())
{
qDebug() << "Database::getBars: invalid range";
return 0;
}
QSqlQuery q(_db);
QString s = "SELECT date,open,high,low,close,volume";
s.append(" FROM " + bd->table());
s.append(" WHERE date >=" + startDate.toString("yyyyMMddHHmmss"));
s.append(" AND date <=" + endDate.toString("yyyyMMddHHmmss"));
s.append(" ORDER BY date ASC");
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "Database::getBars:" + q.lastError().text();
qDebug() << s;
return 0;
}
BarType bt;
BarLength bl;
QDateTime isDate, ieDate;
CBar *bar = 0;
while (q.next())
{
QDateTime lastDate = QDateTime::fromString(q.value(0).toString(), "yyyyMMddHHmmss");
// is date greater than current bar range?
if (lastDate >= ieDate || ! bar)
{
// save old bar
if (bar)
bd->setBar(bd->bars(), bar);
// create new bar
bl.interval(lastDate, bd->barLength(), isDate, ieDate);
bar = new CBar;
bar->setDate(lastDate);
bar->set(bt.indexToString(BarType::_OPEN), q.value(1).toDouble());
bar->set(bt.indexToString(BarType::_HIGH), q.value(2).toDouble());
bar->set(bt.indexToString(BarType::_LOW), q.value(3).toDouble());
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
bar->set(bt.indexToString(BarType::_VOLUME), q.value(5).toDouble());
}
else
{
double v = q.value(2).toDouble();
double v2;
bar->get(bt.indexToString(BarType::_HIGH), v2);
if (v > v2)
bar->set(bt.indexToString(BarType::_HIGH), v);
v = q.value(3).toDouble();
bar->get(bt.indexToString(BarType::_LOW), v2);
if (v < v2)
bar->set(bt.indexToString(BarType::_LOW), v);
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
v = q.value(5).toDouble();
bar->get(bt.indexToString(BarType::_VOLUME), v2);
v += v2;
bar->set(bt.indexToString(BarType::_VOLUME), v);
}
}
// save any left over bar
if (bar)
bd->setBar(bd->bars(), bar);
return 1;
}
PyObject* Flow::create(PyTypeObject* pytype, PyObject* args, PyObject* kwds)
{
try
{
// Pick up the operation
PyObject* oper = PyDict_GetItemString(kwds, "operation");
if (!oper)
throw DataException("missing operation on Flow");
if (!PyObject_TypeCheck(oper, Operation::metadata->pythonClass))
throw DataException("flow operation must be of type operation");
else if (!static_cast<Operation*>(oper)->getLocation())
throw DataException("operation location is unspecified");
// Pick up the item
PyObject* item = PyDict_GetItemString(kwds, "item");
if (!item)
throw DataException("missing item on Flow");
if (!PyObject_TypeCheck(item, Item::metadata->pythonClass))
throw DataException("flow item must be of type item");
// Pick up the quantity
PyObject* q1 = PyDict_GetItemString(kwds, "quantity");
double q2 = q1 ? PythonData(q1).getDouble() : 1.0;
// Pick up the effectivity dates
DateRange eff;
PyObject* eff_start = PyDict_GetItemString(kwds, "effective_start");
if (eff_start)
{
PythonData d(eff_start);
eff.setStart(d.getDate());
}
PyObject* eff_end = PyDict_GetItemString(kwds, "effective_end");
if (eff_end)
{
PythonData d(eff_end);
eff.setEnd(d.getDate());
}
// Find or create a buffer for the item at the operation location
Buffer* buf = Buffer::findOrCreate(
static_cast<Item*>(item),
static_cast<Operation*>(oper)->getLocation()
);
// Pick up the type and create the flow
Flow *l;
PyObject* t = PyDict_GetItemString(kwds, "type");
if (t)
{
PythonData d(t);
if (d.getString() == "flow_end")
l = new FlowEnd(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
else if (d.getString() == "flow_transfer_batch")
l = new FlowTransferBatch(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
else
l = new FlowStart(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
}
else
l = new FlowStart(
static_cast<Operation*>(oper),
static_cast<Buffer*>(buf),
q2
);
// Iterate over extra keywords, and set attributes. @todo move this responsibility to the readers...
if (l)
{
l->setEffective(eff);
PyObject *key, *value;
Py_ssize_t pos = 0;
while (PyDict_Next(kwds, &pos, &key, &value))
{
PythonData field(value);
PyObject* key_utf8 = PyUnicode_AsUTF8String(key);
DataKeyword attr(PyBytes_AsString(key_utf8));
Py_DECREF(key_utf8);
if (!attr.isA(Tags::effective_end) && !attr.isA(Tags::effective_start)
&& !attr.isA(Tags::operation) && !attr.isA(Tags::buffer)
&& !attr.isA(Tags::quantity) && !attr.isA(Tags::type)
&& !attr.isA(Tags::action))
{
const MetaFieldBase* fmeta = l->getType().findField(attr.getHash());
if (!fmeta && l->getType().category)
fmeta = l->getType().category->findField(attr.getHash());
if (fmeta)
// Update the attribute
fmeta->setField(l, field);
else
l->setProperty(attr.getName(), value);
}
};
}
// Return the object
Py_INCREF(l);
return static_cast<PyObject*>(l);
}
catch (...)
{
PythonType::evalException();
return nullptr;
}
}
PyObject* Load::create(PyTypeObject* pytype, PyObject* args, PyObject* kwds)
{
try
{
// Pick up the operation
PyObject* oper = PyDict_GetItemString(kwds,"operation");
if (!oper)
throw DataException("missing operation on Load");
if (!PyObject_TypeCheck(oper, Operation::metadata->pythonClass))
throw DataException("load operation must be of type operation");
// Pick up the resource
PyObject* res = PyDict_GetItemString(kwds,"resource");
if (!res)
throw DataException("missing resource on Load");
if (!PyObject_TypeCheck(res, Resource::metadata->pythonClass))
throw DataException("load resource must be of type resource");
// Pick up the quantity
PyObject* q1 = PyDict_GetItemString(kwds,"quantity");
double q2 = q1 ? PythonData(q1).getDouble() : 1.0;
// Pick up the effective dates
DateRange eff;
PyObject* eff_start = PyDict_GetItemString(kwds,"effective_start");
if (eff_start)
{
PythonData d(eff_start);
eff.setStart(d.getDate());
}
PyObject* eff_end = PyDict_GetItemString(kwds,"effective_end");
if (eff_end)
{
PythonData d(eff_end);
eff.setEnd(d.getDate());
}
// Create the load
Load *l = new LoadDefault(
static_cast<Operation*>(oper),
static_cast<Resource*>(res),
q2, eff
);
// Iterate over extra keywords, and set attributes. @todo move this responsibility to the readers...
if (l)
{
PyObject *key, *value;
Py_ssize_t pos = 0;
while (PyDict_Next(kwds, &pos, &key, &value))
{
PythonData field(value);
PyObject* key_utf8 = PyUnicode_AsUTF8String(key);
DataKeyword attr(PyBytes_AsString(key_utf8));
Py_DECREF(key_utf8);
if (!attr.isA(Tags::effective_end) && !attr.isA(Tags::effective_start)
&& !attr.isA(Tags::operation) && !attr.isA(Tags::resource)
&& !attr.isA(Tags::quantity) && !attr.isA(Tags::type)
&& !attr.isA(Tags::action))
{
const MetaFieldBase* fmeta = l->getType().findField(attr.getHash());
if (!fmeta && l->getType().category)
fmeta = l->getType().category->findField(attr.getHash());
if (fmeta)
// Update the attribute
fmeta->setField(l, field);
else
l->setProperty(attr.getName(), value);;
}
};
}
// Return the object
Py_INCREF(l);
return static_cast<PyObject*>(l);
}
catch (...)
{
PythonType::evalException();
return NULL;
}
}
bool DateRange::operator==(DateRange const& other) const
{
return m_startDate == other.m_startDate && endDate() == other.endDate();
}
PyObject* ItemSupplier::create(PyTypeObject* pytype, PyObject* args, PyObject* kwds)
{
try
{
// Pick up the supplier
PyObject* sup = PyDict_GetItemString(kwds,"supplier");
if (!sup)
throw DataException("missing supplier on ItemSupplier");
if (!PyObject_TypeCheck(sup, Supplier::metadata->pythonClass))
throw DataException("ItemSupplier supplier must be of type supplier");
// Pick up the item
PyObject* it = PyDict_GetItemString(kwds,"item");
if (!it)
throw DataException("missing item on ItemSupplier");
if (!PyObject_TypeCheck(it, Item::metadata->pythonClass))
throw DataException("ItemSupplier item must be of type item");
// Pick up the priority
PyObject* q1 = PyDict_GetItemString(kwds,"priority");
int q2 = q1 ? PythonData(q1).getInt() : 1;
// Pick up the effective dates
DateRange eff;
PyObject* eff_start = PyDict_GetItemString(kwds,"effective_start");
if (eff_start)
{
PythonData d(eff_start);
eff.setStart(d.getDate());
}
PyObject* eff_end = PyDict_GetItemString(kwds,"effective_end");
if (eff_end)
{
PythonData d(eff_end);
eff.setEnd(d.getDate());
}
// Create the ItemSupplier
ItemSupplier *l = new ItemSupplier(
static_cast<Supplier*>(sup),
static_cast<Item*>(it),
q2, eff
);
// Iterate over extra keywords, and set attributes. @todo move this responsibility to the readers...
if (l)
{
PyObject *key, *value;
Py_ssize_t pos = 0;
while (PyDict_Next(kwds, &pos, &key, &value))
{
PythonData field(value);
PyObject* key_utf8 = PyUnicode_AsUTF8String(key);
DataKeyword attr(PyBytes_AsString(key_utf8));
Py_DECREF(key_utf8);
if (!attr.isA(Tags::effective_end) && !attr.isA(Tags::effective_start)
&& !attr.isA(Tags::supplier) && !attr.isA(Tags::item)
&& !attr.isA(Tags::type) && !attr.isA(Tags::priority) && !attr.isA(Tags::action))
{
const MetaFieldBase* fmeta = l->getType().findField(attr.getHash());
if (!fmeta && l->getType().category)
fmeta = l->getType().category->findField(attr.getHash());
if (fmeta)
// Update the attribute
fmeta->setField(l, field);
else
l->setProperty(attr.getName(), value);
}
};
}
// Return the object
Py_INCREF(l);
return static_cast<PyObject*>(l);
}
catch (...)
{
PythonType::evalException();
return nullptr;
}
}
int
DBStock::getBars (PluginData *pd)
{
if (! init())
return 0;
if (! pd->bars)
return 0;
Bars *bd = pd->bars;
// get last date in db
QDateTime endDate = getMaxDate(bd);
if (! endDate.isValid())
return 0;
DateRange dr;
QDateTime startDate = dr.interval(endDate, bd->range());
if (! startDate.isValid())
{
qDebug() << "DBStock::getBars: invalid range";
return 0;
}
QSqlQuery q(_db);
QString s = "SELECT date,open,high,low,close,volume";
s.append(" FROM " + bd->table());
s.append(" WHERE date >=" + startDate.toString("yyyyMMddHHmmss"));
s.append(" AND date <=" + endDate.toString("yyyyMMddHHmmss"));
s.append(" ORDER BY date ASC");
q.exec(s);
if (q.lastError().isValid())
{
qDebug() << "DBStock::getBars:" + q.lastError().text();
qDebug() << s;
return 0;
}
BarType bt;
BarLength bl;
QDateTime isDate, ieDate;
CBar *bar = 0;
while (q.next())
{
QDateTime lastDate = QDateTime::fromString(q.value(0).toString(), "yyyyMMddHHmmss");
// is date greater than current bar range?
if (lastDate >= ieDate || ! bar)
{
// save old bar
if (bar)
bd->setBar(bd->bars(), bar);
// create new bar
bl.interval(lastDate, bd->length(), isDate, ieDate);
bar = new CBar;
bar->setDate(lastDate);
bar->set(bt.indexToString(BarType::_OPEN), q.value(1).toDouble());
bar->set(bt.indexToString(BarType::_HIGH), q.value(2).toDouble());
bar->set(bt.indexToString(BarType::_LOW), q.value(3).toDouble());
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
bar->set(bt.indexToString(BarType::_VOLUME), q.value(5).toDouble());
}
else
{
double v = q.value(2).toDouble();
double v2;
bar->get(bt.indexToString(BarType::_HIGH), v2);
if (v > v2)
bar->set(bt.indexToString(BarType::_HIGH), v);
v = q.value(3).toDouble();
bar->get(bt.indexToString(BarType::_LOW), v2);
if (v < v2)
bar->set(bt.indexToString(BarType::_LOW), v);
bar->set(bt.indexToString(BarType::_CLOSE), q.value(4).toDouble());
v = q.value(5).toDouble();
bar->get(bt.indexToString(BarType::_VOLUME), v2);
v += v2;
bar->set(bt.indexToString(BarType::_VOLUME), v);
}
}
// save any left over bar
if (bar)
bd->setBar(bd->bars(), bar);
return 1;
}
