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254 lines
7.1 KiB
C++
254 lines
7.1 KiB
C++
/*
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* ';.kmuhbvcdxIndicatorImp.h
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*
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* Created on: 2013-2-9
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* Author: fasiondog
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*/
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#ifndef INDICATORIMP_H_
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#define INDICATORIMP_H_
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#include "../KData.h"
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#include "../utilities/Parameter.h"
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#include "../utilities/util.h"
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#if HKU_SUPPORT_SERIALIZATION
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#include <boost/serialization/string.hpp>
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#include <boost/serialization/vector.hpp>
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#include <boost/serialization/shared_ptr.hpp>
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#include <boost/serialization/assume_abstract.hpp>
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#include <boost/serialization/base_object.hpp>
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#endif
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namespace hku {
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#define MAX_RESULT_NUM 6
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class HKU_API Indicator;
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/**
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* 指标实现类，定义新指标时，应从此类继承
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* @ingroup Indicator
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*/
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class HKU_API IndicatorImp: public enable_shared_from_this<IndicatorImp> {
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PARAMETER_SUPPORT
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public:
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enum OPType {
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LEAF, ///<叶子节点
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OP, /// OP(OP1,OP2) OP1->calcalue(OP2->calculate(ind))
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ADD, ///<加
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SUB, ///<减
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MUL, ///<乘
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DIV, ///<除
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EQ, ///<等于
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GT, ///<大于
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LT, ///<小于
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NE, ///<不等于
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GE, ///<大于等于
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LE, ///<小于等于
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AND, ///<与
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OR, ///<或
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INVALID
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};
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public:
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/** 默认构造函数 */
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IndicatorImp();
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IndicatorImp(const string& name);
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IndicatorImp(const string& name, size_t result_num);
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virtual ~IndicatorImp();
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typedef shared_ptr<IndicatorImp> IndicatorImpPtr;
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virtual IndicatorImpPtr operator()(const Indicator& ind);
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size_t getResultNumber() const {
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return m_result_num;
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}
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size_t discard() const {
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return m_discard;
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}
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void setDiscard(size_t discard);
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size_t size() const {
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return m_pBuffer[0] ? m_pBuffer[0]->size() : 0;
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}
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price_t get(size_t pos, size_t num = 0) {
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return (*m_pBuffer[num])[pos];
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}
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/** 以PriceList方式获取指定的输出集 */
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PriceList getResultAsPriceList(size_t result_num);
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/** 以Indicator的方式获取指定的输出集，该方式包含了discard的信息 */
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IndicatorImpPtr getResult(size_t result_num);
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/**
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* 使用IndicatorImp(const Indicator&...)构造函数后，计算结果使用该函数,
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* 未做越界保护
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*/
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void _set(price_t val, size_t pos, size_t num = 0) {
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#if CHECK_ACCESS_BOUND
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if ((m_pBuffer[num] == NULL) || pos>= m_pBuffer[num]->size()) {
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throw(std::out_of_range("Try to access value out of bounds! "
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+ name() + " [IndicatorImp::_set]"));
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}
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(*m_pBuffer[num])[pos] = val;
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#else
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(*m_pBuffer[num])[pos] = val;
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#endif
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}
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/**
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* 准备内存
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* @param len 长度，如果长度大于MAX_RESULT_NUM将抛出异常std::invalid_argument
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* @param result_num 结果集数量
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* @return true 成功 | false 失败
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*/
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void _readyBuffer(size_t len, size_t result_num);
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string name() const { return m_name; }
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void name(const string& name) { m_name = name; }
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/** 返回形如：Name(param1=val,param2=val,...) */
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string long_name() const;
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string formula() const;
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Indicator calculate();
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void setContext(const Stock&, const KQuery&);
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void add(OPType, IndicatorImpPtr left, IndicatorImpPtr right);
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IndicatorImpPtr clone();
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// ===================
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// 子类接口
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// ===================
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virtual bool check() { return true; }
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virtual void _calculate(const Indicator&) {}
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virtual IndicatorImpPtr _clone() { return make_shared<IndicatorImp>(); }
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virtual bool isNeedContext() { return false; }
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protected:
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KData getCurrentKData();
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private:
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void initContext();
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IndicatorImpPtr getSameNameNeedContextLeaf(const string& name);
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void execute_add();
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void execute_sub();
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void execute_mul();
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void execute_div();
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void execute_eq();
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void execute_ne();
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void execute_gt();
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void execute_lt();
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void execute_ge();
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void execute_le();
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protected:
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string m_name;
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size_t m_discard;
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size_t m_result_num;
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PriceList *m_pBuffer[MAX_RESULT_NUM];
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OPType m_optype;
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IndicatorImp* m_parent;
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IndicatorImpPtr m_left;
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IndicatorImpPtr m_right;
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#if HKU_SUPPORT_SERIALIZATION
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private:
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friend class boost::serialization::access;
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template<class Archive>
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void save(Archive & ar, const unsigned int version) const {
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namespace bs = boost::serialization;
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string name_str(GBToUTF8(m_name));
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ar & bs::make_nvp<string>("m_name", name_str);
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ar & BOOST_SERIALIZATION_NVP(m_params);
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ar & BOOST_SERIALIZATION_NVP(m_discard);
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ar & BOOST_SERIALIZATION_NVP(m_result_num);
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ar & BOOST_SERIALIZATION_NVP(m_optype);
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ar & BOOST_SERIALIZATION_NVP(m_left);
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ar & BOOST_SERIALIZATION_NVP(m_right);
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/*size_t act_result_num = 0;
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size_t i = 0;
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while (i < m_result_num) {
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if (m_pBuffer[i++])
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act_result_num++;
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}
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ar & BOOST_SERIALIZATION_NVP(act_result_num);
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for (size_t i = 0; i < act_result_num; ++i) {
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std::stringstream buf;
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buf << "result_" << i;
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ar & bs::make_nvp<PriceList>(buf.str().c_str(), *m_pBuffer[i]);
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}*/
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}
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template<class Archive>
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void load(Archive & ar, const unsigned int version) {
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namespace bs = boost::serialization;
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ar & BOOST_SERIALIZATION_NVP(m_name);
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ar & BOOST_SERIALIZATION_NVP(m_params);
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ar & BOOST_SERIALIZATION_NVP(m_discard);
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ar & BOOST_SERIALIZATION_NVP(m_result_num);
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ar & BOOST_SERIALIZATION_NVP(m_optype);
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ar & BOOST_SERIALIZATION_NVP(m_left);
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ar & BOOST_SERIALIZATION_NVP(m_right);
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if (m_left) m_left->m_parent = this;
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if (m_right) m_right->m_parent = this;
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/*size_t act_result_num = 0;
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ar & BOOST_SERIALIZATION_NVP(act_result_num);
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for (size_t i = 0; i < act_result_num; ++i) {
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m_pBuffer[i] = new PriceList();
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std::stringstream buf;
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buf << "result_" << i;
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ar & bs::make_nvp<PriceList>(buf.str().c_str(), *m_pBuffer[i]);
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}*/
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}
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BOOST_SERIALIZATION_SPLIT_MEMBER()
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#endif
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};
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_SERIALIZATION_ASSUME_ABSTRACT(IndicatorImp)
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#endif
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#if HKU_SUPPORT_SERIALIZATION
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#define INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION private:\
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friend class boost::serialization::access; \
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template<class Archive> \
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void serialize(Archive & ar, const unsigned int version) { \
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ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(IndicatorImp); \
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}
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#else
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#define INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
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#endif
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#define INDICATOR_IMP(classname) public: \
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virtual bool check(); \
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virtual void _calculate(const Indicator& data); \
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virtual IndicatorImpPtr _clone() { return make_shared<classname>(); }
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#define INDICATOR_IMP_NEED_CONTEXT(classname) public: \
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virtual bool isNeedContext() { return true; }
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typedef shared_ptr<IndicatorImp> IndicatorImpPtr;
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HKU_API std::ostream & operator<<(std::ostream&, const IndicatorImp&);
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HKU_API std::ostream & operator<<(std::ostream&, const IndicatorImpPtr&);
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} /* namespace hku */
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#endif /* INDICATORIMP_H_ */
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