stock_kline.cpp

来自「股票分析源代码」· C++ 代码 · 共 970 行 · 第 1/3 页

	cout << "index_current            : " << info.index_current << endl;
	
	cout << "---------------------------------------------------------" << endl;
	
	cout << "dist_highest_lowest      : " << info.dist_highest_lowest << endl;
	cout << "dist_highest_hc_lowest   : " << info.dist_highest_hc_lowest << endl;
	cout << "dist_highest_current     : " << info.dist_highest_current << endl;
	cout << "dist_hc_lowest_current   : " << info.dist_hc_lowest_current << endl;
	cout << "dist_lowest_current      : " << info.dist_lowest_current << endl;
	
	cout << "---------------------------------------------------------" << endl;
	
	cout << "rate_highest_lowest      : " << info.rate_highest_lowest << endl;
	cout << "rate_highest_hc_lowest   : " << info.rate_highest_hc_lowest << endl;
	cout << "rate_highest_current     : " << info.rate_highest_current << endl;
	cout << "rate_hc_lowest_current   : " << info.rate_hc_lowest_current << endl;
	cout << "rate_lowest_current      : " << info.rate_lowest_current << endl;
	
	cout << "---------------------------------------------------------" << endl;
	
	cout << "rate_highest_lowest_close      : " << info.rate_highest_lowest_close << endl;
	cout << "rate_highest_hc_lowest_close   : " << info.rate_highest_hc_lowest_close << endl;
	cout << "rate_highest_current_close     : " << info.rate_highest_current_close << endl;
	cout << "rate_hc_lowest_current_close   : " << info.rate_hc_lowest_current_close << endl;
	cout << "rate_lowest_current_close      : " << info.rate_lowest_current_close << endl;
	
	cout << "====================================================================" << endl;
}



void hbstock2::get_kline_wave_info(KLineWaveInfo& info,
	const VectStockData& vect_data,
	const unsigned int& len,
	const bool& is_div,const float& div_rate,
	const int& wave_field_width)
{
	info.is_div = is_div;
	info.div_rate = div_rate;
	info.is_include_div_data = false;
	info.wave_field_width = wave_field_width;
	info.is_low_of_last_index = false;
	
	unsigned int i_start = 0;
	unsigned int i_end = vect_data.size();
	
	if (len != 0 && len < i_end-1)
	{
		i_start = i_end - len ;
	}
	
	// init data
	
	info.index_highest = i_start;
	info.index_lowest = i_start;
	
	float f_close_close_rate = 0;
	
	KLineTop kline_top_low ;
	KLineTop kline_top_high ;
	
	kline_top_low.index = 0;
	kline_top_low.is_high_point = false;
	kline_top_high.index = 0;
	kline_top_high.is_high_point = true;
	
	float f_high_price = 0;
	float f_low_price = 0;	
	
	//cout << "vect_data start : " << vect_data[i_start].date << endl;
	
	unsigned int i_left = 0;
	unsigned int i_right = 0;
	bool is_low_point = false;
	bool is_high_point = false;
	unsigned int i_prev_low_index = 0;
	unsigned int i_prev_high_index = 0;
	
	for (unsigned int i=i_start+1;i<i_end;i++)
	{
		if (info.is_div)
		{
			f_close_close_rate = (vect_data[i].close_price-vect_data[i-1].close_price)*100/vect_data[i-1].close_price;	
			if (f_close_close_rate < div_rate)
			{
				info.is_include_div_data = true;
				info.vect_div_data_index.push_back(i);
			}
		}
		
		
		if (i <= i_start + wave_field_width)
		{
			i_left = 0;
		} else
		{
			i_left = i - wave_field_width;	
		}
		
		if (i + wave_field_width > i_end)
		{
			i_right = i_end;
		} else
		{
			i_right = i + wave_field_width;
		}
		
		is_low_point = true;
		
		// get low top
		for (unsigned int j = i_left;j<i;j++)
		{			
			// check low price
			if (info.vect_top_index.size() > 0 && 
				info.vect_top_index[info.vect_top_index.size()-1].is_high_point &&
				j < info.vect_top_index[info.vect_top_index.size()-1].index)
			{
				if (info.vect_top_index[info.vect_top_index.size()-1].index  > i_left &&
				info.vect_top_index[info.vect_top_index.size()-1].index -i_left <= 2 )
				{
					continue;
				}	
			}
			
			if (vect_data[i].low_price > vect_data[j].low_price)
			{				
				is_low_point = false;
				break;						
			}
		}
		
		for (unsigned int j = i+1;j<i_right;j++)
		{
			// check low price
			if (vect_data[i].low_price > vect_data[j].low_price)
			{				
				is_low_point = false;
				break;						
			}
		}
		
		if (is_low_point)
		{
			if (i_prev_low_index == 0 || 
				(i_prev_low_index != 0 && i_prev_low_index + wave_field_width - 1 < i))
			{
				kline_top_low.index = i;
				i_prev_low_index = i;
				info.vect_top_index.push_back(kline_top_low);
			} 
		}
		
		// get high top
		is_high_point = true;
				
		for (unsigned int j = i_left;j<i;j++)
		{
			// check high price
			if (info.vect_top_index.size() > 0 && 
				!info.vect_top_index[info.vect_top_index.size()-1].is_high_point &&
				j < info.vect_top_index[info.vect_top_index.size()-1].index)
			{
				if (info.vect_top_index[info.vect_top_index.size()-1].index  > i_left &&
				info.vect_top_index[info.vect_top_index.size()-1].index -i_left <= 2 )
				{
					continue;
				}	
			}
			
			if (vect_data[i].high_price < vect_data[j].high_price)
			{				
				is_high_point = false;
				break;						
			}
		}
				
		for (unsigned int j = i+1;j<i_right;j++)
		{
			// check high price
			if (vect_data[i].high_price < vect_data[j].high_price)
			{				
				is_high_point = false;
				break;						
			}
		}
		
		/*
		if (vect_data[i].date == "20050920")
		{
			cout << "is_high_point    : " << is_high_point <<  endl;
			cout << "wave_field_width : " << wave_field_width <<  endl;
			
			cout << "i left date      : " << vect_data[i_left].date <<  endl;
			cout << "i right date     : " << vect_data[i_right].date <<  endl;
		}
		*/
		
		if (is_high_point)
		{
			if (i_prev_high_index == 0 || (i_prev_high_index != 0 && i_prev_high_index + wave_field_width - 1 < i))
			{
				i_prev_high_index = i;
				kline_top_high.index = i;
				info.vect_top_index.push_back(kline_top_high);
			} 			
		}
		
	} //for (unsigned int i=i_start+1;i<i_end;i++)
	
	if (vect_data.size() == 0)
	{
		return;
	}
	
	// get highest and lowest
	f_high_price = 0;
	f_low_price = 10000;
	info.index_highest = info.vect_top_index[0].index;
	info.index_lowest = info.vect_top_index[0].index;
		
	for (unsigned int i=0;i<info.vect_top_index.size();i++)
	{
		if (info.vect_top_index[i].is_high_point && 
			f_high_price < vect_data[info.vect_top_index[i].index].high_price)
		{
			f_high_price = vect_data[info.vect_top_index[i].index].high_price;
			info.index_highest = info.vect_top_index[i].index;
		}
		
		if (!info.vect_top_index[i].is_high_point && 
			f_low_price > vect_data[info.vect_top_index[i].index].low_price)
		{
			f_low_price = vect_data[info.vect_top_index[i].index].low_price;
			info.index_lowest = info.vect_top_index[i].index;
		}
	}
	
	if (!info.vect_top_index[info.vect_top_index.size()-1].is_high_point)
	{
		info.is_low_of_last_index = true;
	}
}

void hbstock2::print_kline_wave_info(const KLineWaveInfo& info,
	const VectStockData& vect_data)
{
	cout << "====================================================================" << endl;
	
	cout << "wave field width        : " << info.wave_field_width << endl;
	cout << "is div                  : " << info.is_div << endl;
	cout << "div rate                : " << info.div_rate << endl;
	cout << "is include div data     : " << info.is_include_div_data << endl;
	
	cout << "---------------------------------------------------------" << endl;
	
	cout << "highest index           : " << info.index_highest << endl;
	cout << "Highest date            : " << vect_data[info.index_highest].day << endl;
	cout << "lowest index            : " << info.index_lowest << endl;
	cout << "lowest date             : " << vect_data[info.index_lowest].day << endl;
	cout << "is low of last index    : " << info.is_low_of_last_index << endl;
	
	
	
	if (info.is_include_div_data)
	{
		cout << "---------------------------------------------------------" << endl;
		for (unsigned int i=0;i<info.vect_div_data_index.size();i++)
		{
			cout << "Div index       : " << info.vect_div_data_index[i] << endl;
			cout << "Div date        : " << vect_data[info.vect_div_data_index[i]].day << endl;	
		}
	}
	
	cout << "---------------------------------------------------------" << endl;
	
	for (unsigned int i=0;i<info.vect_top_index.size();i++)
	{
		cout << "Top Point : " << (i+1) ;
		cout << "\tIndex : " << info.vect_top_index[i].index ;
		cout << "\tDate : " << vect_data[info.vect_top_index[i].index].day ;
		cout << "\tType : " ;
		if (info.vect_top_index[i].is_high_point)
		{
			cout << "High Point" ;
		} else
		{
			cout << "Low Point" ;
		}
		
		cout << endl;
	}
	
	cout << "====================================================================" << endl;
}


void hbstock2::get_kline_convex_wave(KLineConvexWave& wave,
	const KLineWaveInfo& info,
	const VectStockData& vect_data)
{
	memset(&wave,0,sizeof(wave));
	
	wave.is_div = info.is_div;
	wave.div_rate = info.div_rate;
	wave.is_include_div_data = false;
	wave.index_div = 0;	
	
	// check div
	if (info.is_include_div_data)
	{
		for (unsigned int i=0;i<info.vect_div_data_index.size();i++)
		{
			if (info.vect_div_data_index[i] > info.index_lowest)
			{
				wave.is_include_div_data = true;
				wave.index_div = info.vect_div_data_index[i];
				break;
			}
		}
	} //if (info.is_include_div_data)
	
	// set is_convex
	wave.is_convex = false;	
	if (info.index_highest > info.index_lowest && info.is_low_of_last_index)