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311 lines
9.3 KiB
C++
311 lines
9.3 KiB
C++
/*
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* Stock.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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#pragma once
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#ifndef STOCK_H_
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#define STOCK_H_
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#include <shared_mutex>
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#include "StockWeight.h"
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#include "KQuery.h"
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#include "TimeLineRecord.h"
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#include "TransRecord.h"
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namespace hku {
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class HKU_API StockManager;
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class KDataDriverConnect;
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template <class DriverConnectT>
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class DriverConnectPool;
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typedef DriverConnectPool<KDataDriverConnect> KDataDriverConnectPool;
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typedef shared_ptr<KDataDriverConnectPool> KDataDriverConnectPoolPtr;
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class HKU_API KData;
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class HKU_API Parameter;
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/**
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* Stock基类，Application中一般使用StockPtr进行操作
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* @ingroup StockManage
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*/
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class HKU_API Stock {
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friend class StockManager;
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private:
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static const string default_market;
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static const string default_code;
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static const string default_market_code;
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static const string default_name;
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static const uint32_t default_type;
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static const bool default_valid;
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static const Datetime default_startDate;
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static const Datetime default_lastDate;
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static const price_t default_tick;
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static const price_t default_tickValue;
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static const price_t default_unit;
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static const int default_precision;
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static const size_t default_minTradeNumber;
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static const size_t default_maxTradeNumber;
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public:
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Stock();
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Stock(const Stock&);
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Stock(Stock&&);
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Stock(const string& market, const string& code, const string& name);
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Stock(const string& market, const string& code, const string& name, uint32_t type, bool valid,
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const Datetime& startDate, const Datetime& lastDate);
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Stock(const string& market, const string& code, const string& name, uint32_t type, bool valid,
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const Datetime& startDate, const Datetime& lastDate, price_t tick, price_t tickValue,
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int precision, size_t minTradeNumber, size_t maxTradeNumber);
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virtual ~Stock();
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Stock& operator=(const Stock&);
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Stock& operator=(Stock&&);
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bool operator==(const Stock&) const;
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bool operator!=(const Stock&) const;
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/**
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* 获取内部id，一般用于作为map的键值使用，该id实际为m_data的内存地址
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* @note 非数据库中的stockid
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*/
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uint64_t id() const;
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/** 获取所属市场简称，市场简称是市场的唯一标识 */
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const string& market() const;
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/** 获取证券代码 */
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const string& code() const;
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/** 市场简称+证券代码，如: sh000001 */
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const string& market_code() const;
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/** 获取证券名称 */
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const string& name() const;
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/** 获取证券类型 */
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uint32_t type() const;
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/** 该证券当前是否有效 */
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bool valid() const;
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/** 获取证券起始日期 */
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Datetime startDatetime() const;
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/** 获取证券最后日期 */
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Datetime lastDatetime() const;
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/** 获取最小跳动量 */
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price_t tick() const;
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/** 最小跳动量价值 */
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price_t tickValue() const;
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/** 每单位价值 = tickValue / tick */
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price_t unit() const;
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/** 获取价格精度 */
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int precision() const;
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/** 获取最小交易数量，同minTradeNumber */
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double atom() const;
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/** 获取最小交易数量 */
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double minTradeNumber() const;
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/** 获取最大交易量 */
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double maxTradeNumber() const;
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/**
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* 获取指定时间段[start,end)内的权息信息
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* @param start 起始日期
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* @param end 结束日期
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* @return 满足要求的权息信息列表指针
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*/
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StockWeightList getWeight(const Datetime& start = Datetime::min(),
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const Datetime& end = Null<Datetime>()) const;
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/** 获取不同类型K线数据量 */
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size_t getCount(KQuery::KType dataType = KQuery::DAY) const;
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/** 获取指定日期时刻的市值，即小于等于指定日期的最后一条记录的收盘价 */
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price_t getMarketValue(const Datetime&, KQuery::KType) const;
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/**
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* 根据KQuery指定的条件，获取对应的K线位置范围
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* @param query [in] 指定的查询条件
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* @param out_start [out] 对应的K线起始范围
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* @param out_end [out] 对应的K线结束范围，不包含自身
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* @return true 成功 | false 失败
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*/
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bool getIndexRange(const KQuery& query, size_t& out_start, size_t& out_end) const;
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/** 获取指定索引的K线数据记录，未作越界检查 */
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KRecord getKRecord(size_t pos, KQuery::KType dataType = KQuery::DAY) const;
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/** 根据数据类型（日线/周线等），获取指定日期的KRecord */
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KRecord getKRecord(const Datetime&, KQuery::KType ktype = KQuery::DAY) const;
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/** 获取K线数据 */
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KData getKData(const KQuery&) const;
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/**
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* 根据查询条件获取 KRecordList，不建议在客户端直接使用
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* @note 该方法不支持复权
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* @param query 查询条件
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*/
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KRecordList getKRecordList(const KQuery& query) const;
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/** 获取日期列表 */
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DatetimeList getDatetimeList(const KQuery& query) const;
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/** 获取分时线 */
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TimeLineList getTimeLineList(const KQuery& query) const;
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/** 获取历史分笔数据 */
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TransList getTransList(const KQuery& query) const;
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/**
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* 获取当前财务信息
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*/
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Parameter getFinanceInfo() const;
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/**
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* 获取历史财务信息
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* @param date 指定日期必须是0331、0630、0930、1231，如 Datetime(201109300000)
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*/
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PriceList getHistoryFinanceInfo(const Datetime& date) const;
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/** 设置权息信息, 仅供初始化时调用 */
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void setWeightList(const StockWeightList&);
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/**
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* 判断是否在交易时间段内，忽略日期仅判断时分秒
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* @param time 时间
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*/
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bool isTransactionTime(Datetime time);
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/** 设置K线数据驱动 */
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void setKDataDriver(const KDataDriverConnectPoolPtr& kdataDriver);
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/** 获取K线驱动*/
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KDataDriverConnectPoolPtr getKDataDirver() const;
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/**
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* 将K线数据做自身缓存
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* @note 一般不主动调用，谨慎
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*/
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void loadKDataToBuffer(KQuery::KType);
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/** 释放对应的K线缓存 */
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void releaseKDataBuffer(KQuery::KType);
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/** 指定类型的K线数据是否被缓存 */
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bool isBuffer(KQuery::KType) const;
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/** 是否为Null */
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bool isNull() const;
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/** （临时函数）只用于更新缓存中的日线数据 **/
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void realtimeUpdate(KRecord, KQuery::KType ktype = KQuery::DAY);
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/** 仅用于python的__str__ */
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string toString() const;
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private:
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bool _getIndexRangeByIndex(const KQuery&, size_t& out_start, size_t& out_end) const;
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// 以下函数属于基础操作添加了读锁
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size_t _getCountFromBuffer(KQuery::KType ktype) const;
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KRecord _getKRecordFromBuffer(size_t pos, KQuery::KType ktype) const;
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KRecordList _getKRecordListFromBuffer(size_t start_ix, size_t end_ix,
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KQuery::KType ktype) const;
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bool _getIndexRangeByDateFromBuffer(const KQuery&, size_t&, size_t&) const;
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private:
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struct HKU_API Data;
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shared_ptr<Data> m_data;
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KDataDriverConnectPoolPtr m_kdataDriver;
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};
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struct HKU_API Stock::Data {
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string m_market; //所属的市场简称
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string m_code; //证券代码
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string m_market_code; //市场简称证券代码
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string m_name; //证券名称
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uint32_t m_type; //证券类型
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bool m_valid; //当前证券是否有效
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Datetime m_startDate; //证券起始日期
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Datetime m_lastDate; //证券最后日期
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StockWeightList m_weightList; //权息信息列表
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std::mutex m_weight_mutex;
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price_t m_tick;
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price_t m_tickValue;
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price_t m_unit;
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int m_precision;
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double m_minTradeNumber;
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double m_maxTradeNumber;
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unordered_map<string, KRecordList*> pKData;
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unordered_map<string, std::shared_mutex*> pMutex;
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Data();
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Data(const string& market, const string& code, const string& name, uint32_t type, bool valid,
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const Datetime& startDate, const Datetime& lastDate, price_t tick, price_t tickValue,
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int precision, double minTradeNumber, double maxTradeNumber);
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virtual ~Data();
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};
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/**
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* 输出Stock信息，如：Stock(market, code, name, type, valid, startDatetime, lastDatetime)
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* @ingroup StockManage
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*/
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HKU_API std::ostream& operator<<(std::ostream& os, const Stock& stock);
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/** @ingroup StockManage */
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typedef vector<Stock> StockList;
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/**
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* 获取Stock，目的是封装StockManager，客户端不直接使用StockManager对象
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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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* @ingroup StockManage
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*/
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Stock HKU_API getStock(const string& querystr);
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/* 用于将Stock实例作为map的key，一般建议使用stock.id做键值，
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* 否则map还要利用拷贝构造函数，创建新对象，效率低 */
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bool operator<(const Stock& s1, const Stock& s2);
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inline bool operator<(const Stock& s1, const Stock& s2) {
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return s1.id() < s2.id();
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}
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inline uint64_t Stock::id() const {
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return isNull() ? 0 : (int64_t)m_data.get();
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}
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inline bool Stock::operator==(const Stock& stock) const {
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return (*this != stock) ? false : true;
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}
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} // namespace hku
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namespace std {
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template <>
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class hash<hku::Stock> {
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public:
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size_t operator()(hku::Stock const& stk) const noexcept {
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return stk.id(); // or use boost::hash_combine
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}
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};
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} // namespace std
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#endif /* STOCK_H_ */
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