2015-01-07 01:26:14 +08:00
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/*
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* StockManager.h
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*
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* Created on: 2011-11-9
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* Author: fasiondog
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*/
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#ifndef STOCKMANAGER_H_
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#define STOCKMANAGER_H_
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2021-01-25 00:31:47 +08:00
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#include <mutex>
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2017-10-09 02:25:02 +08:00
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#include "utilities/Parameter.h"
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2019-04-07 22:55:47 +08:00
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#include "data_driver/DataDriverFactory.h"
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2016-04-03 00:08:31 +08:00
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#include "Block.h"
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2015-01-07 01:26:14 +08:00
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#include "MarketInfo.h"
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#include "StockTypeInfo.h"
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namespace hku {
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typedef vector<string> MarketList;
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2017-10-13 01:50:11 +08:00
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Parameter default_preload_param();
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2017-10-14 03:08:49 +08:00
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Parameter default_other_param();
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2017-10-13 01:50:11 +08:00
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2015-01-07 01:26:14 +08:00
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/**
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* 证券信息统一管理类
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* @ingroup StockManage
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*/
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class HKU_API StockManager {
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public:
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/** 获取StockManager单例实例 */
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static StockManager& instance();
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virtual ~StockManager();
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/**
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* 初始化函数,必须在程序入口调用
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2017-10-14 03:08:49 +08:00
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* @param baseInfoParam
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* @param blockParam
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* @param kdataParam
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* @param preloadParam
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* @param hikyuuParam
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2015-01-07 01:26:14 +08:00
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*/
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void init(const Parameter& baseInfoParam, const Parameter& blockParam,
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const Parameter& kdataParam, const Parameter& preloadParam = default_preload_param(),
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const Parameter& hikyuuParam = default_other_param());
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2020-03-01 01:24:55 +08:00
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/** 主动退出并释放资源 */
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static void quit();
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2020-10-29 00:03:25 +08:00
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/** 获取基础信息驱动参数 */
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const Parameter& getBaseInfoDriverParameter() const;
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/** 获取板块驱动参数 */
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const Parameter& getBlockDriverParameter() const;
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/** 获取 K 线数据驱动参数 */
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const Parameter& getKDataDriverParameter() const;
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/** 获取预加载参数 */
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const Parameter& getPreloadParameter() const;
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/** 获取其他参数 */
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const Parameter& getHikyuuParameter() const;
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2017-10-26 02:02:32 +08:00
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/** 获取基础信息驱动 */
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BaseInfoDriverPtr getBaseInfoDriver() const;
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2015-01-07 01:26:14 +08:00
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/**
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* 获取用于保存零时变量等的临时目录,如为配置则为当前目录
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* 由m_config中的“tmpdir”指定
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*/
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string tmpdir() const;
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2019-04-03 22:31:55 +08:00
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/** 获取数据目录 */
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string datadir() const;
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2015-01-07 01:26:14 +08:00
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/** 获取证券数量 */
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size_t size() const;
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/**
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* 根据"市场简称证券代码"获取对应的证券实例
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* @param querystr 格式:“市场简称证券代码”,如"sh000001"
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* @return 对应的证券实例,如果实例不存在,则Null<Stock>(),不抛出异常
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*/
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2019-08-03 15:14:39 +08:00
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Stock getStock(const string& querystr) const;
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2015-01-07 01:26:14 +08:00
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/** 同 getStock @see getStock */
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Stock operator[](const string&) const;
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/**
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* 获取相应的市场信息
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* @param market 指定的市场标识
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* @return 相应的市场信息,如果相应的市场信息不存在,则返回Null<MarketInfo>()
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*/
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MarketInfo getMarketInfo(const string& market) const;
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/**
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* 获取相应的证券类型详细信息
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* @param type 证券类型
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* @return 对应的证券类型信息,如果不存在,则返回Null<StockTypeInf>()
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*/
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2020-10-01 22:52:50 +08:00
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StockTypeInfo getStockTypeInfo(uint32_t type) const;
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/** 获取市场简称列表 */
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MarketList getAllMarket() const;
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2016-04-03 00:08:31 +08:00
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/**
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* 获取预定义的板块
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* @param category 板块分类
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* @param name 板块名称
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* @return 板块,如找不到返回空
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*/
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Block getBlock(const string& category, const string& name);
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/**
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* 获取指定分类的板块列表
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* @param category 板块分类
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* @return 板块列表
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*/
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2019-08-03 15:14:39 +08:00
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BlockList getBlockList(const string& category);
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/**
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* 获取所有板块
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* @return 板块列表
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*/
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BlockList getBlockList();
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//目前支持"SH"
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DatetimeList getTradingCalendar(const KQuery& query, const string& market = "SH");
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2015-01-07 01:26:14 +08:00
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/**
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* 初始化时,添加Stock,仅供BaseInfoDriver子类使用
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* @param stock
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* @return true 成功 | false 失败
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*/
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2019-08-15 21:00:00 +08:00
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bool loadStock(const Stock& stock);
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2017-10-09 02:25:02 +08:00
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/**
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* 初始化时,添加市场信息
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* @param marketInfo
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* @return
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*/
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2019-08-13 23:29:15 +08:00
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bool loadMarketInfo(const MarketInfo& marketInfo);
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/**
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* 初始化时,添加证券类型信息
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* @param stkTypeInfo
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* @return
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*/
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bool loadStockTypeInfo(const StockTypeInfo& stkTypeInfo);
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2017-09-20 02:29:53 +08:00
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/**
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* 从CSV文件(K线数据)增加临时的Stock,可用于只有CSV格式的K线数据时,进行临时测试
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* @details 增加的临时Stock,其market为“TMP”
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* @param code 自行编号的证券代码,不能和已有的Stock相同,否则将返回Null<Stock>
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* @param day_filename 日线CSV文件名
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* @param min_filename 分钟线CSV文件名
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* @param tick 最小跳动量,默认0.01
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* @param tickValue 最小跳动量价值,默认0.01
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* @param precision 价格精度,默认2
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* @param minTradeNumber 单笔最小交易量,默认1
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* @param maxTradeNumber 单笔最大交易量,默认1000000
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* @return
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*/
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2020-04-20 23:59:47 +08:00
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Stock addTempCsvStock(const string& code, const string& day_filename,
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const string& min_filename, price_t tick = 0.01, price_t tickValue = 0.01,
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int precision = 2, size_t minTradeNumber = 1,
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size_t maxTradeNumber = 1000000);
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2017-07-31 02:26:10 +08:00
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2017-09-20 02:29:53 +08:00
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/**
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* 移除增加的临时Stock
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* @param code
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*/
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2017-07-31 02:26:10 +08:00
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void removeTempCsvStock(const string& code);
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2015-01-07 01:26:14 +08:00
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public:
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typedef StockMapIterator const_iterator;
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const_iterator begin() const {
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return m_stockDict.begin();
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}
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const_iterator end() const {
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return m_stockDict.end();
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}
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2015-01-07 01:26:14 +08:00
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2020-10-29 00:03:25 +08:00
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private:
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/* 设置K线驱动 */
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2021-01-24 20:47:38 +08:00
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void setKDataDriver(const KDataDriverConnectPoolPtr&);
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2020-10-29 00:03:25 +08:00
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2015-01-07 01:26:14 +08:00
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private:
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2020-04-20 23:59:47 +08:00
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StockManager();
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2015-01-07 01:26:14 +08:00
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private:
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static StockManager* m_sm;
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string m_tmpdir;
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string m_datadir;
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BaseInfoDriverPtr m_baseInfoDriver;
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BlockInfoDriverPtr m_blockDriver;
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2017-10-09 02:25:02 +08:00
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2016-04-03 00:08:31 +08:00
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StockMapIterator::stock_map_t m_stockDict; // SH000001 -> stock
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2021-01-26 22:58:19 +08:00
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std::mutex* m_stockDict_mutex;
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2016-04-03 00:08:31 +08:00
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typedef unordered_map<string, MarketInfo> MarketInfoMap;
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mutable MarketInfoMap m_marketInfoDict;
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std::mutex* m_marketInfoDict_mutex;
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2020-10-01 22:52:50 +08:00
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typedef unordered_map<uint32_t, StockTypeInfo> StockTypeInfoMap;
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mutable StockTypeInfoMap m_stockTypeInfo;
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std::mutex* m_stockTypeInfo_mutex;
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Parameter m_baseInfoDriverParam;
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Parameter m_blockDriverParam;
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Parameter m_kdataDriverParam;
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Parameter m_preloadParam;
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Parameter m_hikyuuParam;
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2015-01-07 01:26:14 +08:00
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};
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inline size_t StockManager::size() const {
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return m_stockDict.size();
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}
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inline Stock StockManager::operator[](const string& query) const {
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return getStock(query);
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}
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2020-12-19 23:57:24 +08:00
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inline const Parameter& StockManager::getBaseInfoDriverParameter() const {
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return m_baseInfoDriverParam;
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}
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2020-12-19 23:57:24 +08:00
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inline const Parameter& StockManager::getBlockDriverParameter() const {
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2017-10-26 02:02:32 +08:00
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return m_blockDriverParam;
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}
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2020-12-19 23:57:24 +08:00
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inline const Parameter& StockManager::getKDataDriverParameter() const {
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2017-10-26 02:02:32 +08:00
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return m_kdataDriverParam;
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}
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2020-12-19 23:57:24 +08:00
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inline const Parameter& StockManager::getPreloadParameter() const {
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2017-10-26 02:02:32 +08:00
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return m_preloadParam;
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}
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2020-12-19 23:57:24 +08:00
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inline const Parameter& StockManager::getHikyuuParameter() const {
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2017-10-26 02:02:32 +08:00
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return m_hikyuuParam;
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}
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2019-04-07 22:55:47 +08:00
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inline BaseInfoDriverPtr StockManager::getBaseInfoDriver() const {
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2020-10-29 00:03:25 +08:00
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return m_baseInfoDriver;
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2019-04-07 22:55:47 +08:00
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}
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2019-11-10 19:45:57 +08:00
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} // namespace hku
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2015-01-07 01:26:14 +08:00
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#endif /* STOCKMANAGER_H_ */
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