增加CSV数据存储方式（未完）

libs/hikyuu/data_driver/kdata/csv/CsvKDataDriverImp.cpp

@@ -0,0 +1,360 @@
+/*
+ * CsvKDataDriverImp.cpp
+ *
+ *  Created on: 2017年7月19日
+ *      Author: fasiondog
+ */
+
+#include <fstream>
+#include <boost/algorithm/string.hpp>
+#include <boost/lexical_cast.hpp>
+
+#include "CsvKDataDriverImp.h"
+#include "../../../utilities/util.h"
+#include "../../../Log.h"
+
+namespace hku {
+
+CsvKDataDriverImp::CsvKDataDriverImp (
+        const shared_ptr<IniParser>& config,
+        const string& filename)
+: KDataDriverImp(config), m_filename(filename) {
+    for (int i = 0; i < LAST; ++i) {
+        m_column[i] = Null<size_t>();
+    }
+
+    m_token_buf.reserve(LAST);
+}
+
+CsvKDataDriverImp::~CsvKDataDriverImp() {
+
+}
+
+void CsvKDataDriverImp::_get_token(const string& line) {
+    m_token_buf.clear();
+
+    string token;
+    size_t pos = 0, prepos = 0;
+    pos = line.find(',', prepos);
+    while (pos != line.npos) {
+        token.assign(line, pos, pos - prepos);
+        boost::trim(token);
+        m_token_buf.push_back(token);
+        prepos = pos + 1;
+        pos = line.find(',', prepos);
+    }
+
+    if (prepos != pos) {
+        boost::trim(token);
+        m_token_buf.push_back(token);
+    }
+}
+
+void CsvKDataDriverImp::_get_title_column(const string& line) {
+    _get_token(line);
+
+    int total = (int)m_token_buf.size();
+    for (int i = 0; i < total; ++i) {
+        string token = m_token_buf[i];
+        boost::to_upper(token);
+
+        if ("DATE" == token || "DATETIME" == token || HKU_STR("日期") == token) {
+            m_column[DATE] = i;
+
+        } else if ("OPEN" == token || HKU_STR("开盘价") == token) {
+            m_column[OPEN] = i;
+
+        } else if ("HIGH" == token || HKU_STR("最高价") == token) {
+            m_column[HIGH] = i;
+
+        } else if ("LOW" == token || HKU_STR("最低价") == token) {
+            m_column[LOW] = i;
+
+        } else if ("CLOSE" == token || HKU_STR("收盘价") == token) {
+            m_column[CLOSE] = i;
+
+        } else if ("AMOUNT" == token || HKU_STR("成交金额") == token) {
+            m_column[AMOUNT] = i;
+
+        } else if ("VOLUME" == token || "COUNT" == token || "VOL" == token
+                || HKU_STR("成交") == token) {
+            m_column[VOLUME] = i;
+        }
+    }
+}
+
+
+void CsvKDataDriverImp::loadKData(const string& market, const string& code,
+        KQuery::KType kType, size_t start_ix, size_t end_ix,
+        KRecordList* out_buffer) {
+    std::ifstream infile(m_filename.c_str());
+    if (!infile) {
+        HKU_ERROR("Can't open this file: " << m_filename
+                << " [CsvKDataDriverImp::loadKData]");
+        return;
+    }
+
+    string line;
+    if (!std::getline(infile, line)) {
+        infile.close();
+        return;
+    }
+
+    _get_title_column(line);
+
+    size_t line_no = 0;
+    while (std::getline(infile, line)) {
+        if (line_no < start_ix)
+            continue;
+
+        if (line_no >= end_ix)
+            break;
+
+        _get_token(line);
+        size_t token_count = m_token_buf.size();
+
+        KRecord record;
+        string action;
+        try {
+            action = "DATE";
+            if (token_count >= m_column[DATE])
+                record.datetime = Datetime(m_token_buf[m_column[DATE]]);
+
+            action = "OPEN";
+            if (token_count >= m_column[OPEN])
+                record.openPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[OPEN]]);
+
+            action = "HIGH";
+            if (token_count >= m_column[HIGH])
+                record.highPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[HIGH]]);
+
+            action = "LOW";
+            if (token_count >= m_column[LOW])
+                record.lowPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[LOW]]);
+
+            action = "CLOSE";
+            if (token_count >= m_column[CLOSE])
+                record.closePrice = boost::lexical_cast<price_t>(m_token_buf[m_column[CLOSE]]);
+
+            action = "VOLUME";
+            if (token_count >= m_column[VOLUME])
+                record.transAmount = boost::lexical_cast<price_t>(m_token_buf[m_column[VOLUME]]);
+
+            action = "AMOUNT";
+            if (token_count >= m_column[AMOUNT])
+                record.transCount = boost::lexical_cast<price_t>(m_token_buf[m_column[AMOUNT]]);
+
+            out_buffer->push_back(record);
+
+        } catch (...) {
+            HKU_WARN("Invalid data in line " << line_no << "! at trans " << action
+                    << " [CsvKDataDriverImp::loadKData]");
+        }
+
+        line_no++;
+    }
+
+    infile.close();
+}
+
+size_t
+CsvKDataDriverImp::getCount(const string& market, const string& code,
+         KQuery::KType kType) {
+    std::ifstream infile(m_filename.c_str());
+    if (!infile) {
+        HKU_ERROR("Can't open this file: " << m_filename
+                << " [CsvKDataDriverImp::loadKData]");
+        return 0;
+    }
+
+    string line;
+    if (!std::getline(infile, line)) {
+        infile.close();
+        return 0;
+    }
+
+    _get_title_column(line);
+
+    size_t line_no = 0;
+    while (std::getline(infile, line)) {
+        _get_token(line);
+        size_t token_count = m_token_buf.size();
+
+        KRecord record;
+        string action;
+        try {
+            action = "DATE";
+            if (token_count >= m_column[DATE])
+                record.datetime = Datetime(m_token_buf[m_column[DATE]]);
+
+            action = "OPEN";
+            if (token_count >= m_column[OPEN])
+                record.openPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[OPEN]]);
+
+            action = "HIGH";
+            if (token_count >= m_column[HIGH])
+                record.highPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[HIGH]]);
+
+            action = "LOW";
+            if (token_count >= m_column[LOW])
+                record.lowPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[LOW]]);
+
+            action = "CLOSE";
+            if (token_count >= m_column[CLOSE])
+                record.closePrice = boost::lexical_cast<price_t>(m_token_buf[m_column[CLOSE]]);
+
+            action = "VOLUME";
+            if (token_count >= m_column[VOLUME])
+                record.transAmount = boost::lexical_cast<price_t>(m_token_buf[m_column[VOLUME]]);
+
+            action = "AMOUNT";
+            if (token_count >= m_column[AMOUNT])
+                record.transCount = boost::lexical_cast<price_t>(m_token_buf[m_column[AMOUNT]]);
+
+            //out_buffer->push_back(record);
+
+        } catch (...) {
+            HKU_WARN("Invalid data in line " << line_no << "! at trans " << action
+                    << " [CsvKDataDriverImp::getCount]");
+        }
+
+        line_no++;
+    }
+
+    infile.close();
+
+    return line_no;
+}
+
+bool
+CsvKDataDriverImp::getIndexRangeByDate(const string& market, const string& code,
+        const KQuery& query, size_t& out_start, size_t& out_end) {
+    std::ifstream infile(m_filename.c_str());
+    if (!infile) {
+        HKU_ERROR("Can't open this file: " << m_filename
+                << " [CsvKDataDriverImp::loadKData]");
+        return false;
+    }
+
+    string line;
+    if (!std::getline(infile, line)) {
+        infile.close();
+        return false;
+    }
+
+    _get_title_column(line);
+
+    Datetime startDate = query.startDatetime();
+    Datetime endDate = query.endDatetime();
+
+    Datetime currentDate;
+    size_t line_no = 0;
+    while (std::getline(infile, line)) {
+        _get_token(line);
+        size_t token_count = m_token_buf.size();
+
+        string action;
+        try {
+            action = "DATE";
+            if (token_count >= m_column[DATE]) {
+                currentDate = Datetime(m_token_buf[m_column[DATE]]);
+                if (out_start != 0 && currentDate >= startDate ) {
+                    out_start = line_no;
+                }
+                if (out_end != 0 && currentDate > endDate) {
+                    out_end = line_no;
+                }
+            }
+
+        } catch (...) {
+            HKU_WARN("Invalid data in line " << line_no << "! at trans " << action
+                    << " [CsvKDataDriverImp::getIndexRangeByDate]");
+        }
+
+        line_no++;
+    }
+
+    infile.close();
+
+    if (out_start !=0 && out_end == 0) {
+        out_end = line_no;
+    }
+
+    return true;
+}
+
+KRecord
+CsvKDataDriverImp::getKRecord(const string& market, const string& code,
+          size_t pos, KQuery::KType kType) {
+    KRecord record;
+    std::ifstream infile(m_filename.c_str());
+    if (!infile) {
+        HKU_ERROR("Can't open this file: " << m_filename
+                << " [CsvKDataDriverImp::loadKData]");
+        return record;
+    }
+
+    string line;
+    if (!std::getline(infile, line)) {
+        infile.close();
+        return record;
+    }
+
+    _get_title_column(line);
+
+    size_t line_no = 0;
+    while (std::getline(infile, line)) {
+        _get_token(line);
+        size_t token_count = m_token_buf.size();
+
+
+        string action;
+        try {
+            action = "DATE";
+            if (token_count >= m_column[DATE])
+                record.datetime = Datetime(m_token_buf[m_column[DATE]]);
+
+            action = "OPEN";
+            if (token_count >= m_column[OPEN])
+                record.openPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[OPEN]]);
+
+            action = "HIGH";
+            if (token_count >= m_column[HIGH])
+                record.highPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[HIGH]]);
+
+            action = "LOW";
+            if (token_count >= m_column[LOW])
+                record.lowPrice = boost::lexical_cast<price_t>(m_token_buf[m_column[LOW]]);
+
+            action = "CLOSE";
+            if (token_count >= m_column[CLOSE])
+                record.closePrice = boost::lexical_cast<price_t>(m_token_buf[m_column[CLOSE]]);
+
+            action = "VOLUME";
+            if (token_count >= m_column[VOLUME])
+                record.transAmount = boost::lexical_cast<price_t>(m_token_buf[m_column[VOLUME]]);
+
+            action = "AMOUNT";
+            if (token_count >= m_column[AMOUNT])
+                record.transCount = boost::lexical_cast<price_t>(m_token_buf[m_column[AMOUNT]]);
+
+            //out_buffer->push_back(record);
+
+        } catch (...) {
+            HKU_WARN("Invalid data in line " << line_no << "! at trans " << action
+                    << " [CsvKDataDriverImp::getKRecord]");
+        }
+
+        if (line_no == pos) {
+            break;
+        }
+
+        line_no++;
+    }
+
+    infile.close();
+
+    return record;
+}
+
+} /* namespace hku */

libs/hikyuu/data_driver/kdata/csv/CsvKDataDriverImp.h

@@ -0,0 +1,61 @@
+/*
+ * CsvKDataDriverImp.h
+ *
+ *  Created on: 2017年7月19日
+ *      Author: fasiondog
+ */
+
+#ifndef DATA_DRIVER_KDATA_CSV_CSVKDATADRIVERIMP_H_
+#define DATA_DRIVER_KDATA_CSV_CSVKDATADRIVERIMP_H_
+
+#include "../../KDataDriverImp.h"
+
+namespace hku {
+
+class CsvKDataDriverImp: public KDataDriverImp {
+public:
+    CsvKDataDriverImp(const shared_ptr<IniParser>&, const string& filename);
+    virtual ~CsvKDataDriverImp();
+
+    virtual void loadKData(const string& market, const string& code,
+            KQuery::KType kType, size_t start_ix, size_t end_ix,
+            KRecordList* out_buffer);
+
+    virtual size_t
+    getCount(const string& market, const string& code,
+             KQuery::KType kType) ;
+
+    virtual bool
+    getIndexRangeByDate(const string& market, const string& code,
+            const KQuery& query, size_t& out_start, size_t& out_end);
+
+    virtual KRecord
+    getKRecord(const string& market, const string& code,
+              size_t pos, KQuery::KType kType);
+
+private:
+    void _get_title_column(const string&);
+    void _get_token(const string&);
+
+private:
+    string m_filename;
+
+    enum COLUMN {
+        DATE = 0,
+        OPEN = 1,
+        HIGH = 2,
+        LOW = 3,
+        CLOSE = 4,
+        VOLUME = 5,
+        AMOUNT = 6,
+        LAST = 7
+    };
+
+    size_t m_column[LAST];
+    vector<string> m_token_buf;
+
+};
+
+} /* namespace hku */
+
+#endif /* DATA_DRIVER_KDATA_CSV_CSVKDATADRIVERIMP_H_ */

test/data/test_data.csv

@@ -0,0 +1,243 @@
+Date,Open,Low,High,Close,Volume,Amount
+2012-01-10 09:31:00,2225.89,2218.73,2225.89,2220.27,1197342,1059492000
+2012-01-10 09:32:00,2220.27,2219.51,2224.25,2224.25,570047,499861700
+2012-01-10 09:33:00,2224.25,2224.01,2226.43,2226.43,545988,481714200
+2012-01-10 09:34:00,2226.43,2225.43,2229.61,2228.01,642494,579898500
+2012-01-10 09:35:00,2228.01,2228.01,2230.46,2229.32,663654,605965100
+2012-01-10 09:36:00,2229.32,2228.17,2230.82,2228.97,786925,687349000
+2012-01-10 09:37:00,2228.97,2228.76,2230.33,2228.76,666056,596582100
+2012-01-10 09:38:00,2228.76,2228.76,2232.26,2230.8,561443,493811700
+2012-01-10 09:39:00,2230.8,2230.8,2234.02,2233.18,616007,523755500
+2012-01-10 09:40:00,2233.18,2232.95,2235.2,2232.95,657271,581244400
+2012-01-10 09:41:00,2232.95,2232.45,2234.71,2232.91,768597,666072100
+2012-01-10 09:42:00,2232.91,2232.47,2234.76,2232.94,689984,577692200
+2012-01-10 09:43:00,2232.94,2231.32,2233.38,2233.13,621470,518084600
+2012-01-10 09:44:00,2233.13,2230.75,2233.68,2231.45,580620,484513800
+2012-01-10 09:45:00,2231.45,2230.56,2233.49,2231.06,629462,530658300
+2012-01-10 09:46:00,2231.06,2231.06,2232.5,2232.15,493683,420263900
+2012-01-10 09:47:00,2232.15,2231.27,2232.97,2232.41,438681,356275200
+2012-01-10 09:48:00,2232.41,2232.41,2234.04,2234.04,455077,395674600
+2012-01-10 09:49:00,2234.04,2233.11,2234.72,2233.46,517985,427772900
+2012-01-10 09:50:00,2233.46,2233.46,2235.93,2234.18,536025,446183400
+2012-01-10 09:51:00,2234.18,2234.18,2236.26,2235.65,556515,479476700
+2012-01-10 09:52:00,2235.65,2234.72,2236.33,2234.89,660882,553145300
+2012-01-10 09:53:00,2234.89,2234.45,2237.42,2237.03,548929,490263600
+2012-01-10 09:54:00,2237.03,2235.08,2238.19,2235.08,567666,465312800
+2012-01-10 09:55:00,2235.08,2235.08,2237.06,2235.66,631583,517126100
+2012-01-10 09:56:00,2235.66,2235.66,2239.17,2239.17,577852,454200300
+2012-01-10 09:57:00,2239.17,2238.52,2240.73,2239.66,674682,527171600
+2012-01-10 09:58:00,2239.66,2239.22,2242.48,2242.48,714828,540953600
+2012-01-10 09:59:00,2242.48,2242.38,2244.56,2244.56,751120,574753800
+2012-01-10 10:00:00,2244.56,2242.36,2244.56,2242.36,901534,717574100
+2012-01-10 10:01:00,2242.36,2241.22,2243.74,2241.22,771554,615679000
+2012-01-10 10:02:00,2241.22,2240.2,2241.95,2240.2,643728,503859200
+2012-01-10 10:03:00,2240.2,2238.95,2241.5,2238.95,543682,445806600
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+2012-01-10 10:07:00,2241.32,2237.84,2242.07,2237.84,612318,504033300
+2012-01-10 10:08:00,2237.84,2236.64,2238.28,2236.64,594766,492484600
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+2012-01-10 10:11:00,2236.03,2235.21,2236.03,2235.49,344766,287758300
+2012-01-10 10:12:00,2235.49,2235.05,2236.39,2235.92,413220,303790100
+2012-01-10 10:13:00,2235.92,2235.57,2237.02,2236.06,394548,292931600
+2012-01-10 10:14:00,2236.06,2236.06,2237.27,2236.48,319084,263108600
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+2012-01-10 10:16:00,2236.49,2236.31,2237.65,2237.5,350746,300466200
+2012-01-10 10:17:00,2237.5,2236.71,2238.37,2238.22,319678,263542800
+2012-01-10 10:18:00,2238.22,2237.34,2239.18,2239.18,273268,239011800
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+2012-01-10 10:32:00,2242.33,2242.23,2243.51,2243.51,284638,221814800
+2012-01-10 10:33:00,2243.51,2242.94,2243.89,2243.62,293818,237097000
+2012-01-10 10:34:00,2243.62,2243.59,2245.33,2245.33,368330,310487000
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+2012-01-10 10:39:00,2248.02,2245.92,2248.86,2245.92,475656,376827900
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+2012-01-10 10:41:00,2246.97,2246.7,2248.01,2247.69,363016,297596900
+2012-01-10 10:42:00,2247.69,2247.18,2248.54,2247.37,316676,260667400
+2012-01-10 10:43:00,2247.37,2247.36,2248.97,2248.97,340012,287756300
+2012-01-10 10:44:00,2248.97,2246.91,2248.97,2248.01,347384,302352400
+2012-01-10 10:45:00,2248.01,2245.82,2248.7,2245.82,449912,361203700
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+2012-01-10 10:47:00,2243.27,2243.24,2245.19,2243.52,410348,343705600
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