mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 13:28:11 +08:00
740 lines
24 KiB
C++
740 lines
24 KiB
C++
/*
|
|
* Stock.cpp
|
|
*
|
|
* Created on: 2011-11-9
|
|
* Author: fasiondog
|
|
*/
|
|
|
|
#include "GlobalInitializer.h"
|
|
#include "StockManager.h"
|
|
#include "data_driver/KDataDriver.h"
|
|
#include "data_driver/HistoryFinanceReader.h"
|
|
#include "utilities/util.h"
|
|
#include "KData.h"
|
|
|
|
namespace hku {
|
|
|
|
const string Stock::default_market;
|
|
const string Stock::default_code;
|
|
const string Stock::default_market_code;
|
|
const string Stock::default_name;
|
|
const uint32_t Stock::default_type = Null<uint32_t>();
|
|
const bool Stock::default_valid = false;
|
|
const Datetime Stock::default_startDate; // = Null<Datetime>();
|
|
const Datetime Stock::default_lastDate; // = Null<Datetime>();
|
|
const price_t Stock::default_tick = 0.01;
|
|
const price_t Stock::default_tickValue = 0.01;
|
|
const price_t Stock::default_unit = 1.0;
|
|
const int Stock::default_precision = 2;
|
|
const size_t Stock::default_minTradeNumber = 100;
|
|
const size_t Stock::default_maxTradeNumber = 1000000;
|
|
|
|
HKU_API std::ostream& operator<<(std::ostream& os, const Stock& stock) {
|
|
string strip(", ");
|
|
const StockManager& sm = StockManager::instance();
|
|
StockTypeInfo typeInfo(sm.getStockTypeInfo(stock.type()));
|
|
os << "Stock(" << stock.market() << strip << stock.code() << strip << stock.name() << strip
|
|
<< typeInfo.description() << strip << stock.valid() << strip << stock.startDatetime()
|
|
<< strip << stock.lastDatetime() << ")";
|
|
return os;
|
|
}
|
|
|
|
string Stock::toString() const {
|
|
std::stringstream os;
|
|
string strip(", ");
|
|
const StockManager& sm = StockManager::instance();
|
|
StockTypeInfo typeInfo(sm.getStockTypeInfo(type()));
|
|
os << "Stock(" << market() << strip << code() << strip << name() << strip
|
|
<< typeInfo.description() << strip << valid() << strip << startDatetime() << strip
|
|
<< lastDatetime() << ")";
|
|
return os.str();
|
|
}
|
|
|
|
Stock::Data::Data()
|
|
: m_market(default_market),
|
|
m_code(default_code),
|
|
m_name(default_name),
|
|
m_type(default_type),
|
|
m_valid(default_valid),
|
|
m_startDate(default_startDate),
|
|
m_lastDate(default_lastDate),
|
|
m_tick(default_tick),
|
|
m_tickValue(default_tickValue),
|
|
m_unit(default_unit),
|
|
m_precision(default_precision),
|
|
m_minTradeNumber(default_minTradeNumber),
|
|
m_maxTradeNumber(default_maxTradeNumber) {
|
|
const auto& ktype_list = KQuery::getAllKType();
|
|
for (auto& ktype : ktype_list) {
|
|
pKData[ktype] = nullptr;
|
|
pMutex[ktype] = nullptr;
|
|
}
|
|
}
|
|
|
|
Stock::Data::Data(const string& market, const string& code, const string& name, uint32_t type,
|
|
bool valid, const Datetime& startDate, const Datetime& lastDate, price_t tick,
|
|
price_t tickValue, int precision, double minTradeNumber, double maxTradeNumber)
|
|
: m_market(market),
|
|
m_code(code),
|
|
m_name(name),
|
|
m_type(type),
|
|
m_valid(valid),
|
|
m_startDate(startDate),
|
|
m_lastDate(lastDate),
|
|
m_tick(tick),
|
|
m_tickValue(tickValue),
|
|
m_precision(precision),
|
|
m_minTradeNumber(minTradeNumber),
|
|
m_maxTradeNumber(maxTradeNumber) {
|
|
if (0.0 == m_tick) {
|
|
HKU_WARN("tick should not be zero! now use as 1.0");
|
|
m_unit = 1.0;
|
|
} else {
|
|
m_unit = m_tickValue / m_tick;
|
|
}
|
|
|
|
to_upper(m_market);
|
|
m_market_code = m_market + m_code;
|
|
|
|
const auto& ktype_list = KQuery::getAllKType();
|
|
for (auto& ktype : ktype_list) {
|
|
pMutex[ktype] = new std::shared_mutex();
|
|
pKData[ktype] = nullptr;
|
|
}
|
|
}
|
|
|
|
Stock::Data::~Data() {
|
|
for (auto iter = pKData.begin(); iter != pKData.end(); ++iter) {
|
|
if (iter->second) {
|
|
delete iter->second;
|
|
}
|
|
}
|
|
|
|
for (auto iter = pMutex.begin(); iter != pMutex.end(); ++iter) {
|
|
if (iter->second) {
|
|
delete iter->second;
|
|
}
|
|
}
|
|
}
|
|
|
|
Stock::Stock() {}
|
|
|
|
Stock::~Stock() {}
|
|
|
|
Stock::Stock(const Stock& x) : m_data(x.m_data), m_kdataDriver(x.m_kdataDriver) {}
|
|
|
|
Stock::Stock(Stock&& x) : m_data(std::move(x.m_data)), m_kdataDriver(std::move(x.m_kdataDriver)) {}
|
|
|
|
Stock& Stock::operator=(const Stock& x) {
|
|
HKU_IF_RETURN(this == &x, *this);
|
|
m_data = x.m_data;
|
|
m_kdataDriver = x.m_kdataDriver;
|
|
return *this;
|
|
}
|
|
|
|
Stock& Stock::operator=(Stock&& x) {
|
|
HKU_IF_RETURN(this == &x, *this);
|
|
m_data = std::move(x.m_data);
|
|
m_kdataDriver = std::move(x.m_kdataDriver);
|
|
return *this;
|
|
}
|
|
|
|
Stock::Stock(const string& market, const string& code, const string& name) {
|
|
m_data =
|
|
shared_ptr<Data>(new Data(market, code, name, default_type, default_valid, default_startDate,
|
|
default_lastDate, default_tick, default_tickValue,
|
|
default_precision, default_minTradeNumber, default_maxTradeNumber));
|
|
}
|
|
|
|
Stock::Stock(const string& market, const string& code, const string& name, uint32_t type,
|
|
bool valid, const Datetime& startDate, const Datetime& lastDate) {
|
|
m_data = shared_ptr<Data>(new Data(market, code, name, type, valid, startDate, lastDate,
|
|
default_tick, default_tickValue, default_precision,
|
|
default_minTradeNumber, default_maxTradeNumber));
|
|
}
|
|
|
|
Stock::Stock(const string& market, const string& code, const string& name, uint32_t type,
|
|
bool valid, const Datetime& startDate, const Datetime& lastDate, price_t tick,
|
|
price_t tickValue, int precision, size_t minTradeNumber, size_t maxTradeNumber)
|
|
: m_data(make_shared<Data>(market, code, name, type, valid, startDate, lastDate, tick, tickValue,
|
|
precision, minTradeNumber, maxTradeNumber)) {}
|
|
|
|
bool Stock::operator!=(const Stock& stock) const {
|
|
HKU_IF_RETURN(this == &stock, false);
|
|
HKU_IF_RETURN(m_data == stock.m_data, false);
|
|
HKU_IF_RETURN(!m_data || !stock.m_data, true);
|
|
HKU_IF_RETURN(m_data->m_code != stock.code() || m_data->m_market != stock.market(), true);
|
|
return false;
|
|
}
|
|
|
|
const string& Stock::market() const {
|
|
return m_data ? m_data->m_market : default_market;
|
|
}
|
|
|
|
const string& Stock::code() const {
|
|
return m_data ? m_data->m_code : default_code;
|
|
}
|
|
|
|
const string& Stock::market_code() const {
|
|
return m_data ? m_data->m_market_code : default_market_code;
|
|
}
|
|
|
|
const string& Stock::name() const {
|
|
return m_data ? m_data->m_name : default_name;
|
|
}
|
|
|
|
uint32_t Stock::type() const {
|
|
return m_data ? m_data->m_type : default_type;
|
|
}
|
|
|
|
bool Stock::valid() const {
|
|
return m_data ? m_data->m_valid : default_valid;
|
|
}
|
|
|
|
Datetime Stock::startDatetime() const {
|
|
return m_data ? m_data->m_startDate : default_startDate;
|
|
}
|
|
|
|
Datetime Stock::lastDatetime() const {
|
|
return m_data ? m_data->m_lastDate : default_lastDate;
|
|
}
|
|
|
|
price_t Stock::tick() const {
|
|
return m_data ? m_data->m_tick : default_tick;
|
|
}
|
|
|
|
price_t Stock::tickValue() const {
|
|
return m_data ? m_data->m_tickValue : default_tickValue;
|
|
}
|
|
|
|
price_t Stock::unit() const {
|
|
return m_data ? m_data->m_unit : default_unit;
|
|
}
|
|
|
|
int Stock::precision() const {
|
|
return m_data ? m_data->m_precision : default_precision;
|
|
}
|
|
|
|
double Stock::atom() const {
|
|
return m_data ? m_data->m_minTradeNumber : default_minTradeNumber;
|
|
}
|
|
|
|
double Stock::minTradeNumber() const {
|
|
return m_data ? m_data->m_minTradeNumber : default_minTradeNumber;
|
|
}
|
|
|
|
double Stock::maxTradeNumber() const {
|
|
return m_data ? m_data->m_maxTradeNumber : default_maxTradeNumber;
|
|
}
|
|
|
|
void Stock::setKDataDriver(const KDataDriverConnectPoolPtr& kdataDriver) {
|
|
HKU_CHECK(kdataDriver, "kdataDriver is nullptr!");
|
|
m_kdataDriver = kdataDriver;
|
|
if (m_data) {
|
|
auto& ktype_list = KQuery::getAllKType();
|
|
for (auto& ktype : ktype_list) {
|
|
std::unique_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
delete m_data->pKData[ktype];
|
|
m_data->pKData[ktype] = nullptr;
|
|
}
|
|
}
|
|
}
|
|
|
|
KDataDriverConnectPoolPtr Stock::getKDataDirver() const {
|
|
return m_kdataDriver;
|
|
}
|
|
|
|
void Stock::setWeightList(const StockWeightList& weightList) {
|
|
if (m_data) {
|
|
std::lock_guard<std::mutex> lock(m_data->m_weight_mutex);
|
|
m_data->m_weightList = weightList;
|
|
}
|
|
}
|
|
|
|
bool Stock::isBuffer(KQuery::KType ktype) const {
|
|
HKU_IF_RETURN(!m_data, false);
|
|
string nktype(ktype);
|
|
to_upper(nktype);
|
|
return m_data->pKData.find(nktype) != m_data->pKData.end() && m_data->pKData[nktype];
|
|
}
|
|
|
|
bool Stock::isNull() const {
|
|
return !m_data || !m_kdataDriver;
|
|
}
|
|
|
|
void Stock::releaseKDataBuffer(KQuery::KType inkType) {
|
|
HKU_IF_RETURN(!m_data, void());
|
|
|
|
string ktype(inkType);
|
|
to_upper(ktype);
|
|
HKU_IF_RETURN(m_data->pMutex.find(ktype) == m_data->pMutex.end(), void());
|
|
|
|
std::unique_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
auto iter = m_data->pKData.find(ktype);
|
|
if (iter->second) {
|
|
delete iter->second;
|
|
iter->second = nullptr;
|
|
}
|
|
}
|
|
|
|
// 仅在初始化时调用
|
|
void Stock::loadKDataToBuffer(KQuery::KType inkType) {
|
|
HKU_IF_RETURN(!m_data || !m_kdataDriver, void());
|
|
|
|
string kType(inkType);
|
|
to_upper(kType);
|
|
HKU_IF_RETURN(m_data->pKData.find(kType) == m_data->pKData.end(), void());
|
|
|
|
releaseKDataBuffer(kType);
|
|
|
|
const auto& param = StockManager::instance().getPreloadParameter();
|
|
string preload_type = fmt::format("{}_max", kType);
|
|
to_lower(preload_type);
|
|
int max_num = param.tryGet<int>(preload_type, 4096);
|
|
HKU_ERROR_IF_RETURN(max_num < 0, void(), "Invalid preload {} param: {}", preload_type, max_num);
|
|
|
|
auto driver = m_kdataDriver->getConnect();
|
|
size_t total = driver->getCount(m_data->m_market, m_data->m_code, kType);
|
|
HKU_IF_RETURN(total == 0, void());
|
|
int start = total <= max_num ? 0 : total - max_num;
|
|
{
|
|
std::unique_lock<std::shared_mutex> lock(*(m_data->pMutex[kType]));
|
|
KRecordList* ptr_klist = new KRecordList;
|
|
m_data->pKData[kType] = ptr_klist;
|
|
(*ptr_klist) = driver->getKRecordList(m_data->m_market, m_data->m_code,
|
|
KQuery(start, Null<int64_t>(), kType));
|
|
}
|
|
}
|
|
|
|
StockWeightList Stock::getWeight(const Datetime& start, const Datetime& end) const {
|
|
StockWeightList result;
|
|
HKU_IF_RETURN(!m_data || start >= end, result);
|
|
std::lock_guard<std::mutex> lock(m_data->m_weight_mutex);
|
|
StockWeightList::const_iterator start_iter, end_iter;
|
|
start_iter = lower_bound(m_data->m_weightList.begin(), m_data->m_weightList.end(),
|
|
StockWeight(start), std::less<StockWeight>());
|
|
if (start_iter == m_data->m_weightList.end()) {
|
|
return result;
|
|
}
|
|
|
|
end_iter = lower_bound(start_iter, (StockWeightList::const_iterator)m_data->m_weightList.end(),
|
|
StockWeight(end), std::less<StockWeight>());
|
|
for (; start_iter != end_iter; ++start_iter) {
|
|
result.push_back(*start_iter);
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
KData Stock::getKData(const KQuery& query) const {
|
|
return KData(*this, query);
|
|
}
|
|
|
|
size_t Stock::_getCountFromBuffer(KQuery::KType ktype) const {
|
|
std::shared_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
return m_data->pKData[ktype]->size();
|
|
}
|
|
|
|
size_t Stock::getCount(KQuery::KType kType) const {
|
|
HKU_IF_RETURN(!m_data, 0);
|
|
string nktype(kType);
|
|
to_upper(nktype);
|
|
if (m_data->pKData.find(nktype) != m_data->pKData.end() && m_data->pKData[nktype]) {
|
|
return _getCountFromBuffer(nktype);
|
|
}
|
|
|
|
return m_kdataDriver ? m_kdataDriver->getConnect()->getCount(market(), code(), nktype) : 0;
|
|
}
|
|
|
|
price_t Stock::getMarketValue(const Datetime& datetime, KQuery::KType inktype) const {
|
|
HKU_IF_RETURN(isNull(), 0.0);
|
|
HKU_IF_RETURN(!valid() && datetime > lastDatetime(), 0.0);
|
|
|
|
string ktype(inktype);
|
|
to_upper(ktype);
|
|
|
|
// 如果为内存缓存或者数据驱动为索引优先,则按索引方式获取
|
|
if (isBuffer(ktype) || m_kdataDriver->getConnect()->isIndexFirst()) {
|
|
KQuery query = KQueryByDate(datetime, Null<Datetime>(), ktype);
|
|
size_t out_start, out_end;
|
|
if (getIndexRange(query, out_start, out_end)) {
|
|
//找到的是>=datetime的记录
|
|
KRecord k = getKRecord(out_start, ktype);
|
|
if (k.datetime == datetime) {
|
|
return k.closePrice;
|
|
}
|
|
if (out_start != 0) {
|
|
k = getKRecord(out_start - 1, ktype);
|
|
return k.closePrice;
|
|
}
|
|
}
|
|
|
|
} else {
|
|
// 未在缓存中,且日期优先的情况下
|
|
// 先尝试获取等于该日期的K线数据
|
|
// 如未找到,则获取小于该日期的最后一条记录
|
|
KQuery query = KQueryByDate(datetime, datetime + Minutes(1), ktype);
|
|
auto k_list = getKRecordList(query);
|
|
if (k_list.size() > 0 && k_list[0].datetime == datetime) {
|
|
return k_list[0].closePrice;
|
|
}
|
|
|
|
query = KQueryByDate(startDatetime(), datetime, ktype);
|
|
k_list = getKRecordList(query);
|
|
if (k_list.size() > 0) {
|
|
return k_list[k_list.size() - 1].closePrice;
|
|
}
|
|
}
|
|
|
|
//没有找到,则取最后一条记录
|
|
price_t price = 0.0;
|
|
size_t total = getCount(ktype);
|
|
if (total > 0) {
|
|
price = getKRecord(total - 1, ktype).closePrice;
|
|
}
|
|
|
|
return price;
|
|
}
|
|
|
|
bool Stock::getIndexRange(const KQuery& query, size_t& out_start, size_t& out_end) const {
|
|
out_start = 0;
|
|
out_end = 0;
|
|
HKU_IF_RETURN(!m_data || !m_kdataDriver, false);
|
|
|
|
if (KQuery::INDEX == query.queryType())
|
|
return _getIndexRangeByIndex(query, out_start, out_end);
|
|
|
|
if ((KQuery::DATE != query.queryType()) || query.startDatetime() >= query.endDatetime())
|
|
return false;
|
|
|
|
if (isBuffer(query.kType())) {
|
|
return _getIndexRangeByDateFromBuffer(query, out_start, out_end);
|
|
}
|
|
|
|
if (!m_kdataDriver->getConnect()->getIndexRangeByDate(m_data->m_market, m_data->m_code, query,
|
|
out_start, out_end)) {
|
|
out_start = 0;
|
|
out_end = 0;
|
|
return false;
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
bool Stock::_getIndexRangeByIndex(const KQuery& query, size_t& out_start, size_t& out_end) const {
|
|
assert(query.queryType() == KQuery::INDEX);
|
|
out_start = 0;
|
|
out_end = 0;
|
|
|
|
size_t total = getCount(query.kType());
|
|
HKU_IF_RETURN(0 == total, false);
|
|
|
|
int64_t startix, endix;
|
|
startix = query.start();
|
|
if (startix < 0) {
|
|
startix += total;
|
|
if (startix < 0)
|
|
startix = 0;
|
|
}
|
|
|
|
endix = query.end();
|
|
if (endix < 0) {
|
|
endix += total;
|
|
if (endix < 0)
|
|
endix = 0;
|
|
}
|
|
|
|
size_t null_size_t = Null<size_t>();
|
|
size_t startpos = 0;
|
|
size_t endpos = null_size_t;
|
|
|
|
try {
|
|
startpos = boost::numeric_cast<size_t>(startix);
|
|
} catch (...) {
|
|
startpos = null_size_t;
|
|
}
|
|
|
|
try {
|
|
endpos = boost::numeric_cast<size_t>(endix);
|
|
} catch (...) {
|
|
endpos = null_size_t;
|
|
}
|
|
|
|
if (endpos > total) {
|
|
endpos = total;
|
|
}
|
|
|
|
if (startpos >= endpos) {
|
|
return false;
|
|
}
|
|
|
|
out_start = startpos;
|
|
out_end = endpos;
|
|
return true;
|
|
}
|
|
|
|
bool Stock::_getIndexRangeByDateFromBuffer(const KQuery& query, size_t& out_start,
|
|
size_t& out_end) const {
|
|
std::shared_lock<std::shared_mutex> lock(*(m_data->pMutex[query.kType()]));
|
|
out_start = 0;
|
|
out_end = 0;
|
|
|
|
const KRecordList& kdata = *(m_data->pKData[query.kType()]);
|
|
size_t total = kdata.size();
|
|
HKU_IF_RETURN(0 == total, false);
|
|
|
|
size_t mid = total, low = 0, high = total - 1;
|
|
size_t startpos, endpos;
|
|
while (low <= high) {
|
|
if (query.startDatetime() > kdata[high].datetime) {
|
|
mid = high + 1;
|
|
break;
|
|
}
|
|
|
|
if (kdata[low].datetime >= query.startDatetime()) {
|
|
mid = low;
|
|
break;
|
|
}
|
|
|
|
mid = (low + high) / 2;
|
|
if (query.startDatetime() > kdata[mid].datetime) {
|
|
low = mid + 1;
|
|
} else {
|
|
high = mid - 1;
|
|
}
|
|
}
|
|
|
|
if (mid >= total) {
|
|
return false;
|
|
}
|
|
|
|
startpos = mid;
|
|
|
|
low = mid;
|
|
high = total - 1;
|
|
while (low <= high) {
|
|
if (query.endDatetime() > kdata[high].datetime) {
|
|
mid = high + 1;
|
|
break;
|
|
}
|
|
|
|
if (kdata[low].datetime >= query.endDatetime()) {
|
|
mid = low;
|
|
break;
|
|
}
|
|
|
|
mid = (low + high) / 2;
|
|
if (query.endDatetime() > kdata[mid].datetime) {
|
|
low = mid + 1;
|
|
} else {
|
|
high = mid - 1;
|
|
}
|
|
}
|
|
|
|
endpos = (mid >= total) ? total : mid;
|
|
if (startpos >= endpos) {
|
|
return false;
|
|
}
|
|
|
|
out_start = startpos;
|
|
out_end = endpos;
|
|
|
|
return true;
|
|
}
|
|
|
|
KRecord Stock::_getKRecordFromBuffer(size_t pos, KQuery::KType ktype) const {
|
|
std::shared_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
return m_data->pKData[ktype]->at(pos);
|
|
}
|
|
|
|
KRecord Stock::getKRecord(size_t pos, KQuery::KType kType) const {
|
|
HKU_IF_RETURN(!m_data, Null<KRecord>());
|
|
if (isBuffer(kType)) {
|
|
return _getKRecordFromBuffer(pos, kType);
|
|
}
|
|
|
|
HKU_IF_RETURN(!m_kdataDriver || pos >= size_t(Null<int64_t>()), Null<KRecord>());
|
|
auto klist =
|
|
m_kdataDriver->getConnect()->getKRecordList(market(), code(), KQuery(pos, pos + 1, kType));
|
|
return klist.size() > 0 ? klist[0] : Null<KRecord>();
|
|
}
|
|
|
|
KRecord Stock::getKRecord(const Datetime& datetime, KQuery::KType ktype) const {
|
|
KRecord result;
|
|
HKU_IF_RETURN(isNull(), result);
|
|
|
|
KQuery query = KQueryByDate(datetime, datetime + Minutes(1), ktype);
|
|
auto driver = m_kdataDriver->getConnect();
|
|
if (isBuffer(query.kType()) || driver->isIndexFirst()) {
|
|
size_t startix = 0, endix = 0;
|
|
return getIndexRange(query, startix, endix) ? getKRecord(startix, ktype) : Null<KRecord>();
|
|
}
|
|
|
|
auto klist = driver->getKRecordList(market(), code(), query);
|
|
return klist.size() > 0 ? klist[0] : Null<KRecord>();
|
|
}
|
|
|
|
KRecordList Stock::_getKRecordListFromBuffer(size_t start_ix, size_t end_ix,
|
|
KQuery::KType ktype) const {
|
|
std::shared_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
KRecordList result;
|
|
size_t total = m_data->pKData[ktype]->size();
|
|
HKU_IF_RETURN(total == 0, result);
|
|
HKU_WARN_IF_RETURN(start_ix >= end_ix || start_ix >= total, result,
|
|
"Invalid param (start_ix: {}, end_ix: {})! current total: {}", start_ix,
|
|
end_ix, total);
|
|
size_t length = end_ix > total ? total - start_ix : end_ix - start_ix;
|
|
result.resize(length);
|
|
std::memcpy(&(result.front()), &((*m_data->pKData[ktype])[start_ix]), sizeof(KRecord) * length);
|
|
return result;
|
|
}
|
|
|
|
KRecordList Stock::getKRecordList(const KQuery& query) const {
|
|
KRecordList result;
|
|
HKU_IF_RETURN(isNull(), result);
|
|
|
|
// 如果是在内存缓存中
|
|
if (isBuffer(query.kType())) {
|
|
size_t start_ix = 0, end_ix = 0;
|
|
if (query.queryType() == KQuery::DATE) {
|
|
if (!_getIndexRangeByDateFromBuffer(query, start_ix, end_ix)) {
|
|
return result;
|
|
}
|
|
} else {
|
|
if (query.start() < 0 || query.end() < 0) {
|
|
// 处理负数索引
|
|
if (!getIndexRange(query, start_ix, end_ix)) {
|
|
return result;
|
|
}
|
|
} else {
|
|
start_ix = query.start();
|
|
end_ix = query.end();
|
|
}
|
|
}
|
|
result = _getKRecordListFromBuffer(start_ix, end_ix, query.kType());
|
|
|
|
} else {
|
|
if (query.queryType() == KQuery::DATE) {
|
|
result =
|
|
m_kdataDriver->getConnect()->getKRecordList(m_data->m_market, m_data->m_code, query);
|
|
} else {
|
|
size_t start_ix = 0, end_ix = 0;
|
|
if (query.queryType() == KQuery::INDEX) {
|
|
if (query.start() < 0 || query.end() < 0) {
|
|
// 处理负数索引
|
|
if (!getIndexRange(query, start_ix, end_ix)) {
|
|
return result;
|
|
}
|
|
} else {
|
|
start_ix = query.start();
|
|
end_ix = query.end();
|
|
}
|
|
}
|
|
result = m_kdataDriver->getConnect()->getKRecordList(
|
|
m_data->m_market, m_data->m_code, KQuery(start_ix, end_ix, query.kType()));
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
DatetimeList Stock::getDatetimeList(const KQuery& query) const {
|
|
DatetimeList result;
|
|
KRecordList k_list = getKRecordList(query);
|
|
result.reserve(k_list.size());
|
|
for (auto& k : k_list) {
|
|
result.push_back(k.datetime); // cppcheck-suppress useStlAlgorithm
|
|
}
|
|
return result;
|
|
}
|
|
|
|
TimeLineList Stock::getTimeLineList(const KQuery& query) const {
|
|
return m_kdataDriver ? m_kdataDriver->getConnect()->getTimeLineList(market(), code(), query)
|
|
: TimeLineList();
|
|
}
|
|
|
|
TransList Stock::getTransList(const KQuery& query) const {
|
|
return m_kdataDriver ? m_kdataDriver->getConnect()->getTransList(market(), code(), query)
|
|
: TransList();
|
|
}
|
|
|
|
Parameter Stock::getFinanceInfo() const {
|
|
Parameter result;
|
|
HKU_IF_RETURN(type() != STOCKTYPE_A, result);
|
|
|
|
BaseInfoDriverPtr driver = StockManager::instance().getBaseInfoDriver();
|
|
if (driver) {
|
|
result = driver->getFinanceInfo(market(), code());
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
PriceList Stock::getHistoryFinanceInfo(const Datetime& date) const {
|
|
PriceList result;
|
|
HKU_IF_RETURN(type() != STOCKTYPE_A, result);
|
|
const StockManager& sm = StockManager::instance();
|
|
HistoryFinanceReader rd(sm.datadir() + "/downloads/finance");
|
|
result = rd.getHistoryFinanceInfo(date, market(), code());
|
|
return result;
|
|
}
|
|
|
|
// 判断是否在交易时间段内(不判断日期)
|
|
bool Stock::isTransactionTime(Datetime time) {
|
|
MarketInfo market_info = StockManager::instance().getMarketInfo(market());
|
|
HKU_IF_RETURN(market_info == Null<MarketInfo>(), false);
|
|
|
|
HKU_ERROR_IF_RETURN(market_info.openTime1() > market_info.closeTime1() ||
|
|
market_info.openTime2() > market_info.closeTime2(),
|
|
false, "Error transaction time in market({})!", market_info.market());
|
|
|
|
// 如果交易时间段的起始和终止时间都相等则认未做限定,全天都为可交易时间
|
|
HKU_IF_RETURN(market_info.openTime1() == market_info.closeTime1() &&
|
|
market_info.openTime2() == market_info.closeTime2(),
|
|
true);
|
|
|
|
Datetime today = Datetime::today();
|
|
Datetime openTime1 = today + market_info.openTime1();
|
|
Datetime closeTime1 = today + market_info.closeTime1();
|
|
HKU_IF_RETURN(time >= openTime1 && time < closeTime1, true); // close判断不包括等于
|
|
|
|
Datetime openTime2 = today + market_info.openTime2();
|
|
Datetime closeTime2 = today + market_info.closeTime2();
|
|
return time >= openTime2 && time < closeTime2;
|
|
}
|
|
|
|
void Stock::realtimeUpdate(KRecord record, KQuery::KType inktype) {
|
|
HKU_IF_RETURN(!isBuffer(inktype) || record.datetime.isNull() ||
|
|
StockManager::instance().isHoliday(record.datetime),
|
|
void());
|
|
|
|
string ktype(inktype);
|
|
to_upper(ktype);
|
|
|
|
// 加写锁
|
|
std::unique_lock<std::shared_mutex> lock(*(m_data->pMutex[ktype]));
|
|
|
|
if (m_data->pKData[ktype]->empty()) {
|
|
m_data->pKData[ktype]->push_back(record);
|
|
return;
|
|
}
|
|
|
|
KRecord& tmp = m_data->pKData[ktype]->back();
|
|
|
|
// 如果传入的记录日期等于最后一条记录日期,则更新最后一条记录;否则,追加入缓存
|
|
if (tmp.datetime == record.datetime) {
|
|
tmp = record;
|
|
} else if (tmp.datetime < record.datetime) {
|
|
m_data->pKData[ktype]->push_back(record);
|
|
} else {
|
|
HKU_INFO("Ignore record, datetime < last record.datetime!");
|
|
}
|
|
}
|
|
|
|
Stock HKU_API getStock(const string& querystr) {
|
|
const StockManager& sm = StockManager::instance();
|
|
return sm.getStock(querystr);
|
|
}
|
|
|
|
} // namespace hku
|