?? report.cpp
字號(hào):
/*
Cross Platform Core Code.
Copyright(R) 2001-2002 Balang Software.
All rights reserved.
Using:
class CReport;
*/
#include "StdAfx.h"
#include "Stock.h"
#ifdef _DEBUG
#undef THIS_FILE
static char THIS_FILE[] = __FILE__;
#endif
#ifdef _DEBUG
#define new DEBUG_NEW
#endif
/////////////////////////////////////////////////////////////////////////////
CReport::CReport()
{
m_pData = NULL;
m_nSize = m_nMaxSize = m_nGrowBy = 0;
}
CReport::CReport( const CReport &src )
{
m_pData = NULL;
m_nSize = m_nMaxSize = m_nGrowBy = 0;
*this = src;
}
CReport::~CReport()
{
if( m_pData )
delete [] (BYTE*)m_pData;
}
void CReport::SetSize(int nNewSize, int nGrowBy /* = -1 */)
{
SP_ASSERT(nNewSize >= 0);
if (nGrowBy != -1)
m_nGrowBy = nGrowBy; // set new size
if (nNewSize == 0)
{
// shrink to nothing
delete [] (BYTE*)m_pData;
m_pData = NULL;
m_nSize = m_nMaxSize = 0;
}
else if (m_pData == NULL)
{
// create one with exact size
#ifdef SIZE_T_MAX
SP_ASSERT((long)nNewSize * sizeof(REPORT) <= SIZE_T_MAX); // no overflow
#endif
m_pData = (REPORT*) new BYTE[nNewSize * sizeof(REPORT)];
memset(m_pData, 0, nNewSize * sizeof(REPORT)); // zero fill
m_nSize = m_nMaxSize = nNewSize;
}
else if (nNewSize <= m_nMaxSize)
{
// it fits
if (nNewSize > m_nSize)
{
// initialize the new elements
memset(&m_pData[m_nSize], 0, (nNewSize-m_nSize) * sizeof(REPORT));
}
m_nSize = nNewSize;
}
else
{
// Otherwise grow array
int nNewMax;
if (nNewSize < m_nMaxSize + m_nGrowBy)
nNewMax = m_nMaxSize + m_nGrowBy; // granularity
else
nNewMax = nNewSize; // no slush
#ifdef SIZE_T_MAX
SP_ASSERT((long)nNewMax * sizeof(REPORT) <= SIZE_T_MAX); // no overflow
#endif
REPORT* pNewData = (REPORT*) new BYTE[nNewMax * sizeof(REPORT)];
// copy new data from old
memcpy(pNewData, m_pData, m_nSize * sizeof(REPORT));
// construct remaining elements
SP_ASSERT(nNewSize > m_nSize);
memset(&pNewData[m_nSize], 0, (nNewSize-m_nSize) * sizeof(REPORT));
// get rid of old stuff (note: no destructors called)
delete [] (BYTE*)m_pData;
m_pData = pNewData;
m_nSize = nNewSize;
m_nMaxSize = nNewMax;
}
}
void CReport::FreeExtra()
{
if (m_nSize != m_nMaxSize)
{
// shrink to desired size
#ifdef SIZE_T_MAX
SP_ASSERT((long)m_nSize * sizeof(REPORT) <= SIZE_T_MAX); // no overflow
#endif
REPORT* pNewData = NULL;
if (m_nSize != 0)
{
pNewData = (REPORT*) new BYTE[m_nSize * sizeof(REPORT)];
// copy new data from old
memcpy(pNewData, m_pData, m_nSize * sizeof(REPORT));
}
// get rid of old stuff (note: no destructors called)
delete [] (BYTE*)m_pData;
m_pData = pNewData;
m_nMaxSize = m_nSize;
}
}
/////////////////////////////////////////////////////////////////////////////
void CReport::SetAtGrow(int nIndex, REPORT newElement)
{
SP_ASSERT(nIndex >= 0);
if (nIndex >= m_nSize)
SetSize(nIndex+1);
m_pData[nIndex] = newElement;
}
void CReport::InsertAt(int nIndex, REPORT newElement, int nCount /*=1*/)
{
SP_ASSERT(nIndex >= 0); // will expand to meet need
SP_ASSERT(nCount > 0); // zero or negative size not allowed
if (nIndex >= m_nSize)
{
// adding after the end of the array
SetSize(nIndex + nCount); // grow so nIndex is valid
}
else
{
// inserting in the middle of the array
int nOldSize = m_nSize;
SetSize(m_nSize + nCount); // grow it to new size
// shift old data up to fill gap
memmove(&m_pData[nIndex+nCount], &m_pData[nIndex],
(nOldSize-nIndex) * sizeof(REPORT));
// re-init slots we copied from
memset(&m_pData[nIndex], 0, nCount * sizeof(REPORT));
}
// insert new value in the gap
SP_ASSERT(nIndex + nCount <= m_nSize);
while (nCount--)
m_pData[nIndex++] = newElement;
}
void CReport::RemoveAt(int nIndex, int nCount /* = 1 */)
{
SP_ASSERT(nIndex >= 0);
SP_ASSERT(nCount >= 0);
SP_ASSERT(nIndex + nCount <= m_nSize);
// just remove a range
int nMoveCount = m_nSize - (nIndex + nCount);
if (nMoveCount)
memcpy(&m_pData[nIndex], &m_pData[nIndex + nCount],
nMoveCount * sizeof(REPORT));
m_nSize -= nCount;
}
void CReport::InsertAt(int nStartIndex, CReport* pNewArray)
{
SP_ASSERT(pNewArray != NULL);
SP_ASSERT(nStartIndex >= 0);
if (pNewArray->GetSize() > 0)
{
InsertAt(nStartIndex, pNewArray->GetAt(0), pNewArray->GetSize());
for (int i = 0; i < pNewArray->GetSize(); i++)
SetAt(nStartIndex + i, pNewArray->GetAt(i));
}
}
int CReport::InsertReportSort( REPORT newElement )
{
if( newElement.m_time <= 0 )
return -1;
if( newElement.m_fNew < 1e-4 )
return -1;
if( newElement.m_fVolume < 1e-4 )
return -1;
if( !CSPTime::InTradeTime( newElement.m_time, 60 ) )
return -1;
for( int i=GetSize()-1; i>=0; i-- )
{
REPORT & temp = ElementAt(i);
if( newElement.m_time == temp.m_time )
{
SetAt(i,newElement);
return i;
}
if( fabs(newElement.m_fVolume - temp.m_fVolume) < 1e-4 )
{
SetAt(i,newElement);
return i;
}
if( newElement.m_time >= temp.m_time && newElement.m_fVolume > temp.m_fVolume )
{
InsertAt(i+1,newElement);
return i+1;
}
if( newElement.m_time > temp.m_time && newElement.m_fVolume < temp.m_fVolume )
return -1;
if( newElement.m_time < temp.m_time && newElement.m_fVolume > temp.m_fVolume )
return -1;
}
InsertAt( 0, newElement );
return 0;
}
int SortReport(const void *p1,const void *p2)
{
REPORT *pTemp1 = (REPORT *)p1;
REPORT *pTemp2 = (REPORT *)p2;
if( pTemp1 && pTemp2 && pTemp1->m_time < pTemp2->m_time )
return -1;
else if( pTemp1 && pTemp2 && pTemp1->m_time > pTemp2->m_time )
return 1;
if( pTemp1 && pTemp2 && pTemp1->m_fVolume < pTemp2->m_fVolume )
return -1;
else if( pTemp1 && pTemp2 && pTemp1->m_fVolume > pTemp2->m_fVolume )
return 1;
return 0;
}
void CReport::Sort( )
{
if( m_pData )
qsort( m_pData, GetSize(), sizeof(REPORT), SortReport );
}
void CReport::RemoveDirty( )
{
for( int i=GetSize()-1; i>=0; i-- )
{
if( ElementAt(i).m_time <= 0 )
RemoveAt(i);
else if( ElementAt(i).m_fNew < 1e-4 )
RemoveAt(i);
else if( ElementAt(i).m_fVolume < 1e-4 )
RemoveAt(i);
else if( !CSPTime::InTradeTime( ElementAt(i).m_time, 60 ) )
RemoveAt(i);
else if( i>0 && ElementAt(i).m_fVolume - ElementAt(i-1).m_fVolume < 1e-4 )
RemoveAt(i);
}
}
CReport & CReport::operator = ( const CReport &src )
{
Copy( src );
return *this;
}
void CReport::Copy( const CReport &src )
{
SetSize( 0, src.GetSize()+5 );
for( int i=0; i<src.GetSize(); i++ )
{
Add( src.GetAt(i) );
}
}
BOOL CReport::GetMMLD( int nIndex, double *pdVolBuy, double *pdVolSell, double * pdVolDiff )
{
SP_ASSERT( nIndex >= 0 && nIndex < GetSize() );
if( nIndex < 0 || nIndex > GetSize()-1 )
return FALSE;
double dVolBuy = 0;
double dVolSell = 0;
REPORT & rpt = ElementAt(nIndex);
int k;
for( k=0; k<sizeof(rpt.m_fBuyVolume)/sizeof(rpt.m_fBuyVolume[0]); k++ )
dVolBuy += rpt.m_fBuyVolume[k];
for( k=0; k<sizeof(rpt.m_fSellVolume)/sizeof(rpt.m_fSellVolume[0]); k++ )
dVolSell += rpt.m_fSellVolume[k];
if( pdVolBuy ) *pdVolBuy = dVolBuy;
if( pdVolSell ) *pdVolSell = dVolSell;
if( pdVolDiff ) *pdVolDiff = (dVolBuy-dVolSell);
return TRUE;
}
BOOL CReport::GetMMLDMinMaxInfo( double *pdMin, double *pdMax )
{
double dMin = 0, dMax = 1;
for( int i=0; i<GetSize(); i++ )
{
double dVolBuy = 0;
double dVolSell = 0;
GetMMLD( i, &dVolBuy, &dVolSell, NULL );
if( 0 == i )
{
dMin = dVolBuy;
dMax = dVolBuy;
}
if( dVolBuy < dMin ) dMin = dVolBuy;
if( dVolBuy > dMax ) dMax = dVolBuy;
if( dVolSell < dMin ) dMin = dVolSell;
if( dVolSell > dMax ) dMax = dVolSell;
}
if( dMax < 500 )
dMax = 500; // 最小為5手
if( pdMin ) *pdMin = dMin;
if( pdMax ) *pdMax = dMax;
return TRUE;
}
BOOL CReport::StatBuySellEx( float * fSellPrice, float * fSellVolume, float * fBuyPrice, float * fBuyVolume, int nSize )
{
int k=0, i=0;
for( k=0; k<nSize; k++ )
{
fSellPrice[k] = 0.;
fSellVolume[k] = 0.;
fBuyPrice[k] = 0.;
fBuyVolume[k] = 0.;
}
CSPDWordArray adwSellPrice, adwSellVolume, adwBuyPrice, adwBuyVolume;
REPORT rpt;
memset( &rpt, 0, sizeof(rpt) );
int nBSCount = sizeof(rpt.m_fBuyPrice)/sizeof(float);
for( k=0; k<GetSize(); k++ )
{
REPORT & report = ElementAt(k);
// Insert
for( int i=nBSCount-1; i>=0; i-- )
{
if( report.m_fSellPrice[i] > 1e-4 )
{
adwSellPrice.InsertAt( 0, DWORD(report.m_fSellPrice[i]*1000) );
adwSellVolume.InsertAt( 0, DWORD(report.m_fSellVolume[i]) );
}
if( report.m_fBuyPrice[i] > 1e-4 )
{
adwBuyPrice.InsertAt( 0, DWORD(report.m_fBuyPrice[i]*1000) );
adwBuyVolume.InsertAt( 0, DWORD(report.m_fBuyVolume[i]) );
}
}
// Remove
DWORD dwSellMin = 0;
for( i=0; i<adwSellPrice.GetSize(); i++ )
{
if( adwSellPrice[i] < dwSellMin+1e-4 )
{
adwSellPrice.RemoveAt(i);
adwSellVolume.RemoveAt(i);
i --;
}
else
{
dwSellMin = adwSellPrice[i];
}
}
DWORD dwBuyMax = 0;
for( i=0; i<adwBuyPrice.GetSize(); i++ )
{
if( 0 != dwBuyMax && adwBuyPrice[i] > dwBuyMax-1e-4 )
{
adwBuyPrice.RemoveAt(i);
adwBuyVolume.RemoveAt(i);
i --;
}
else
{
dwBuyMax = adwBuyPrice[i];
}
}
}
// Store
for( k=0; k<nSize && k<adwSellPrice.GetSize(); k++ )
{
fSellPrice[k] = float(0.001 * adwSellPrice[k]);
fSellVolume[k] = float(adwSellVolume[k]);
}
for( k=0; k<nSize && k<adwBuyPrice.GetSize(); k++ )
{
fBuyPrice[k] = float(0.001 * adwBuyPrice[k]);
fBuyVolume[k] = float(adwBuyVolume[k]);
}
return TRUE;
}
/////////////////////////////////////////////////////////////////////////////
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