mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
292 lines
8.6 KiB
C++
292 lines
8.6 KiB
C++
/*
|
||
* Stock.h
|
||
*
|
||
* Created on: 2011-11-9
|
||
* Author: fasiondog
|
||
*/
|
||
|
||
#pragma once
|
||
#ifndef STOCK_H_
|
||
#define STOCK_H_
|
||
|
||
#include "StockWeight.h"
|
||
#include "KQuery.h"
|
||
#include "TimeLineRecord.h"
|
||
#include "TransRecord.h"
|
||
|
||
namespace hku {
|
||
|
||
class HKU_API StockManager;
|
||
class KDataDriver;
|
||
typedef shared_ptr<KDataDriver> KDataDriverPtr;
|
||
class HKU_API KData;
|
||
class HKU_API Parameter;
|
||
|
||
/**
|
||
* Stock基类，Application中一般使用StockPtr进行操作
|
||
* @ingroup StockManage
|
||
*/
|
||
class HKU_API Stock {
|
||
friend class StockManager;
|
||
|
||
private:
|
||
static const string default_market;
|
||
static const string default_code;
|
||
static const string default_market_code;
|
||
static const string default_name;
|
||
static const uint32 default_type;
|
||
static const bool default_valid;
|
||
static const Datetime default_startDate;
|
||
static const Datetime default_lastDate;
|
||
static const price_t default_tick;
|
||
static const price_t default_tickValue;
|
||
static const price_t default_unit;
|
||
static const int default_precision;
|
||
static const size_t default_minTradeNumber;
|
||
static const size_t default_maxTradeNumber;
|
||
|
||
public:
|
||
Stock();
|
||
|
||
Stock(const Stock&);
|
||
Stock(const string& market, const string& code, const string& name);
|
||
|
||
Stock(const string& market, const string& code,
|
||
const string& name, uint32 type, bool valid,
|
||
const Datetime& startDate, const Datetime& lastDate);
|
||
Stock(const string& market, const string& code,
|
||
const string& name, uint32 type, bool valid,
|
||
const Datetime& startDate, const Datetime& lastDate,
|
||
price_t tick, price_t tickValue, int precision,
|
||
size_t minTradeNumber, size_t maxTradeNumber);
|
||
virtual ~Stock();
|
||
Stock& operator=(const Stock&);
|
||
bool operator==(const Stock&) const;
|
||
bool operator!=(const Stock&) const;
|
||
|
||
/** 获取内部id，一般用于作为map的键值使用，该id实质为m_data的内存地址 */
|
||
uint64 id() const;
|
||
|
||
/** 获取所属市场简称，市场简称是市场的唯一标识 */
|
||
const string& market() const;
|
||
|
||
/** 获取证券代码 */
|
||
const string& code() const;
|
||
|
||
/** 市场简称+证券代码，如: sh000001 */
|
||
const string& market_code() const;
|
||
|
||
/** 获取证券名称 */
|
||
const string& name() const;
|
||
|
||
/** 获取证券类型 */
|
||
uint32 type() const;
|
||
|
||
/** 该证券当前是否有效 */
|
||
bool valid() const;
|
||
|
||
/** 获取证券起始日期 */
|
||
Datetime startDatetime() const;
|
||
|
||
/** 获取证券最后日期 */
|
||
Datetime lastDatetime() const;
|
||
|
||
/** 获取最小跳动量 */
|
||
price_t tick() const;
|
||
|
||
/** 最小跳动量价值 */
|
||
price_t tickValue() const;
|
||
|
||
/** 每单位价值 = tickValue / tick */
|
||
price_t unit() const;
|
||
|
||
/** 获取价格精度 */
|
||
int precision() const;
|
||
|
||
/** 获取最小交易数量，同minTradeNumber */
|
||
size_t atom() const;
|
||
|
||
/** 获取最小交易数量 */
|
||
size_t minTradeNumber() const;
|
||
|
||
/** 获取最大交易量 */
|
||
size_t maxTradeNumber() const;
|
||
|
||
/** 获取所有权息信息 */
|
||
StockWeightList getWeight() const;
|
||
|
||
/**
|
||
* 获取指定时间段[start,end)内的权息信息
|
||
* @param start 起始日期
|
||
* @param end 结束日期
|
||
* @return 满足要求的权息信息列表指针
|
||
*/
|
||
StockWeightList getWeight(const Datetime& start,
|
||
const Datetime& end = Null<Datetime>()) const;
|
||
|
||
/** 获取不同类型K线数据量 */
|
||
size_t getCount(KQuery::KType dataType = KQuery::DAY) const;
|
||
|
||
/** 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 */
|
||
price_t getMarketValue(const Datetime&, KQuery::KType) const;
|
||
|
||
/**
|
||
* 根据KQuery指定的条件，获取对应的K线位置范围
|
||
* @param query [in] 指定的查询条件
|
||
* @param out_start [out] 对应的K线起始范围
|
||
* @param out_end [out] 对应的K线结束范围，不包含自身
|
||
* @return true 成功 | false 失败
|
||
*/
|
||
bool getIndexRange(const KQuery& query, size_t& out_start, size_t& out_end) const;
|
||
|
||
/** 获取指定索引的K线数据记录，未作越界检查 */
|
||
KRecord getKRecord(size_t pos,
|
||
KQuery::KType dataType = KQuery::DAY) const;
|
||
|
||
/** 根据数据类型（日线/周线等），获取指定日期的KRecord */
|
||
KRecord getKRecordByDate(const Datetime&, KQuery::KType ktype = KQuery::DAY) const;
|
||
|
||
/** 获取K线数据 */
|
||
KData getKData(const KQuery&) const;
|
||
|
||
/** 获取K线记录，一般不直接使用，用getKData替代 */
|
||
KRecordList getKRecordList(size_t start, size_t end, KQuery::KType) const;
|
||
|
||
/** 获取日期列表 */
|
||
DatetimeList getDatetimeList(size_t start, size_t end, KQuery::KType) const;
|
||
|
||
/** 获取日期列表 */
|
||
DatetimeList getDatetimeList(const KQuery& query) const;
|
||
|
||
/** 获取分时线 */
|
||
TimeLineList getTimeLineList(const KQuery& query) const;
|
||
|
||
/** 获取历史分笔数据 */
|
||
TransList getTransList(const KQuery& query) const;
|
||
|
||
/**
|
||
* 获取当前财务信息
|
||
*/
|
||
Parameter getFinanceInfo() const;
|
||
|
||
/**
|
||
* 获取历史财务信息
|
||
* @param date 指定日期必须是0331、0630、0930、1231，如 Datetime(201109300000)
|
||
*/
|
||
PriceList getHistoryFinanceInfo(const Datetime& date) const;
|
||
|
||
/** 设置权息信息 */
|
||
void setWeightList(const StockWeightList&);
|
||
|
||
/** 设置K线数据获取驱动 */
|
||
void setKDataDriver(const KDataDriverPtr& kdataDriver);
|
||
|
||
/** 获取K线数据获取驱动 */
|
||
KDataDriverPtr getKDataDriver() const;
|
||
|
||
/**
|
||
* 将K线数据做自身缓存
|
||
* @note 一般不主动调用，谨慎
|
||
*/
|
||
void loadKDataToBuffer(KQuery::KType);
|
||
|
||
/** 释放对应的K线缓存 */
|
||
void releaseKDataBuffer(KQuery::KType);
|
||
|
||
/** 指定类型的K线数据是否被缓存 */
|
||
bool isBuffer(KQuery::KType) const;
|
||
|
||
/** 是否为Null */
|
||
bool isNull() const;
|
||
|
||
/** （临时函数）只用于更新缓存中的日线数据 **/
|
||
void realtimeUpdate(const KRecord&);
|
||
|
||
/** 仅用于python的__str__ */
|
||
string toString() const;
|
||
|
||
private:
|
||
bool _getIndexRangeByIndex(const KQuery&, size_t& out_start, size_t& out_end) const;
|
||
bool _getIndexRangeByDateFromBuffer(const KQuery&, size_t&, size_t&) const;
|
||
|
||
private:
|
||
struct HKU_API Data;
|
||
shared_ptr<Data> m_data;
|
||
KDataDriverPtr m_kdataDriver;
|
||
};
|
||
|
||
struct HKU_API Stock::Data {
|
||
string m_market; //所属的市场简称
|
||
string m_code; //证券代码
|
||
string m_market_code; //市场简称证券代码
|
||
string m_name; //证券名称
|
||
uint32 m_type; //证券类型
|
||
bool m_valid; //当前证券是否有效
|
||
Datetime m_startDate; //证券起始日期
|
||
Datetime m_lastDate; //证券最后日期
|
||
|
||
StockWeightList m_weightList; //权息信息列表
|
||
|
||
price_t m_tick;
|
||
price_t m_tickValue;
|
||
price_t m_unit;
|
||
int m_precision;
|
||
size_t m_minTradeNumber;
|
||
size_t m_maxTradeNumber;
|
||
|
||
//KRecordListPtr pKData[KQuery::INVALID_KTYPE];
|
||
map<string, KRecordListPtr> pKData;
|
||
|
||
Data();
|
||
Data(const string& market, const string& code,
|
||
const string& name, uint32 type, bool valid,
|
||
const Datetime& startDate, const Datetime& lastDate,
|
||
price_t tick, price_t tickValue, int precision,
|
||
size_t minTradeNumber, size_t maxTradeNumber);
|
||
|
||
virtual ~Data();
|
||
};
|
||
|
||
/**
|
||
* 输出Stock信息，如：Stock(market, code, name, type, valid, startDatetime, lastDatetime)
|
||
* @ingroup StockManage
|
||
*/
|
||
HKU_API std::ostream& operator <<(std::ostream &os, const Stock& stock);
|
||
|
||
/** @ingroup StockManage */
|
||
typedef vector<Stock> StockList;
|
||
|
||
|
||
/**
|
||
* 获取Stock，目的是封装StockManager，客户端不直接使用StockManager对象
|
||
* @param querystr 格式：“市场简称证券代码”，如"sh000001"
|
||
* @return 对应的证券实例，如果实例不存在，则Null<Stock>()，不抛出异常
|
||
* @ingroup StockManage
|
||
*/
|
||
Stock HKU_API getStock(const string& querystr);
|
||
|
||
|
||
|
||
/* 用于将Stock实例作为map的key，一般建议使用stock.id做键值，
|
||
* 否则map还要利用拷贝构造函数，创建新对象，效率低 */
|
||
bool operator < (const Stock& s1, const Stock& s2);
|
||
inline bool operator < (const Stock& s1, const Stock& s2) {
|
||
return s1.id() < s2.id();
|
||
}
|
||
|
||
inline uint64 Stock::id() const {
|
||
return isNull() ? 0 : (int64)m_data.get();
|
||
}
|
||
|
||
inline StockWeightList Stock::getWeight() const {
|
||
return m_data ? m_data->m_weightList : StockWeightList();
|
||
}
|
||
|
||
inline bool Stock::operator==(const Stock& stock) const {
|
||
return (*this != stock) ? false : true;
|
||
}
|
||
|
||
} /* namespace */
|
||
|
||
#endif /* STOCK_H_ */
|