stockio.cpp

通达信股票软件数据接收程序 能够将连接服务器

#include <fstream>
#include <sstream>

#include <boost/thread/detail/config.hpp>
#include <boost/thread/thread.hpp>
#include <boost/thread/recursive_mutex.hpp>
#include <boost/date_time/posix_time/posix_time_types.hpp>

#include "boost/filesystem/operations.hpp" // includes boost/filesystem/path.hpp
#include "boost/filesystem/fstream.hpp"    // ditto

#include <iomanip>

#include "Stock.h"
#include "request.h"
#include "response.h"
#include "commands.h"
#include "util.hpp"
#include "StockIo.h"

using namespace std;
using namespace boost;

BOOST_CLASS_TRACKING(StockMarket::StockBid::BidMap, serialization::track_never);
BOOST_CLASS_TRACKING(StockMarket::StockTransact::TransactMap, serialization::track_never);

namespace StockMarket
{


void AddStockListRequest(bool all)
{
	recursive_mutex::scoped_lock guard(req_queue_mutex);
	CmdQueue_t &q = CmdQueue::Instance();
	int total, oneReqCnt;
	// 因为 socket 底层组包不能太长的关系， 所以这里不能超过 70
	// 开始的时候不知道 stocks_count, 所以用一个很大的数字
	for(MarketInfo::MarketType m = MarketInfo::MARKET_FIRST;
		m < MarketInfo::MARKET_MAX; m=(MarketInfo::MarketType)(m+1))
	{
		if(all)
		{
			total = MarketInfo::stocks_count[m];
			oneReqCnt = 70;
		}
		else
		{
			total = oneReqCnt = 1;
		}
		CmdData_t r(new StockListReq(m, 0, oneReqCnt, total));
		q.push(r);
	}
}

void AddInstantTransRequest( int count)
{
	recursive_mutex::scoped_lock guard(req_queue_mutex);
	CmdQueue_t &q = CmdQueue::Instance();
	CmdData_t r(new InstantTransReq(count));
	q.push(r);

}

string get_transaction_filename(uint d)
{
	stringstream ss;
	const string stock_transaction_path = "F:\\Develop\\stock\\data\\transaction\\";
	ss << stock_transaction_path << d << ".mat";
	return ss.str();
}

// generate the proper filename // for example: \B200510\B20051011.dat
static string get_bid_filepath(uint d)
{
	const string stock_bid_path = "F:\\Develop\\stock\\data\\bid\\";
	stringstream ss;
	ss << stock_bid_path << 'B' << (d /100) << '\\';
	return ss.str();
}
static string get_bid_filename(uint d)
{
	stringstream ss;
	ss << 'B' << d << ".dat";
	return ss.str();
}

void AddHistTransRequest(const gregorian::date& from, const gregorian::date& to)
{
	// check the last date of each data, then send request to get the missing ones
	recursive_mutex::scoped_lock guard(req_queue_mutex);
	CmdQueue_t &q = CmdQueue::Instance();
	gregorian::date current(from);
	for(;current <= to; current += gregorian::date_duration(1))
	{
		uint d = date_to_uint(current);
		string full_filename = get_transaction_filename(d);
		if(! is_file_exist(full_filename))
		{
			CmdData_t r(new HisTransReq(d));
			q.push(r);
		}
	}
	return ;
	
}

void AddGBBQRequest()
{
	// 加载权息数据
	recursive_mutex::scoped_lock guard(req_queue_mutex);
	CmdQueue_t &q = CmdQueue::Instance();

	for(MarketInfo::MarketType m = MarketInfo::MARKET_FIRST;
		m < MarketInfo::MARKET_MAX; m=(MarketInfo::MarketType)(m+1))
	{
		for(StringSet::iterator i = MarketInfo::stocks_set[m].begin();
			i != MarketInfo::stocks_set[m].end();)
		{
			StockHoldChgReq* r1 = new StockHoldChgReq;
			for(int j = 0; j < StockHoldChgReq::max_stocks_a_request && i != MarketInfo::stocks_set[m].end(); ++i, ++j)
			{
				r1->add_stock(*i);
			}
			CmdData_t r(r1);
			q.push(r);
		}
	}

}

void save_day_transaction(uint dt, const StockTransact::DateTransact & transact)
{
	if(transact.empty()) return;

	string stock_day_deal_file = get_transaction_filename(dt);

	StockTransact::DateTransact::const_iterator iter_code;

	if (is_file_exist(stock_day_deal_file))
	{
		return;
	}
	int maxDealCount = 0; int stock_count = 0;
	for(iter_code = transact.begin();iter_code !=  transact.end(); ++iter_code)
	{
		if(iter_code->second.empty()) continue;

		++ stock_count;
		if(iter_code->second.size() > (unsigned int)maxDealCount)
		{
			maxDealCount = iter_code->second.size();
		}
	}

	const int deal_col_count = 6;
	int dims[3];
	dims[0] = deal_col_count;
	dims[1] = maxDealCount;
	dims[2] = stock_count;
	mxArray *mx_t0_data = mxCreateNumericArray(3, &dims[0], mxDOUBLE_CLASS, mxREAL);
	double *p_mxT0data = mxGetPr(mx_t0_data), *p_temp_mxT0data = p_mxT0data;
	
	for(iter_code = transact.begin();iter_code !=  transact.end(); ++iter_code)
	{
		if(iter_code->second.empty()) continue;
		
		bool is_open_price = true;
		for(StockTransact::DailyTransact::const_iterator dtr_i = iter_code->second.begin() ;dtr_i != iter_code->second.end();++dtr_i)
		{
			int bs = dtr_i->bs;
			int tr_count = dtr_i->count <= 0?1:dtr_i->count;
			p_temp_mxT0data[0] = atoi(iter_code->first.c_str());
			p_temp_mxT0data[1] = dtr_i->price;
			p_temp_mxT0data[2] = dtr_i->vol;
			p_temp_mxT0data[3] = tr_count;
			p_temp_mxT0data[4] = bs;
			p_temp_mxT0data[5] = dtr_i->minute;

			p_temp_mxT0data += deal_col_count;
		}
		p_mxT0data += maxDealCount * deal_col_count;
		p_temp_mxT0data = p_mxT0data;

	}
	matlab_engine::Instance().saveVarToFile(stock_day_deal_file, mx_t0_data, "t0_data");
	mxDestroyArray(mx_t0_data);

}

void save_day_bid(const StockBid::BidMap& bid)
{
	recursive_mutex::scoped_lock guard(bid_mutex);
	if(! bid.empty())
	{
		StockBid::BidMap::const_iterator iter = bid.begin();
		if(! iter->second.empty())
		{
			StockBid::DateBid::const_iterator iter2 = iter->second.begin();
			string filepath = get_bid_filepath(iter2->first);
			string filename = filepath + get_bid_filename(iter2->first);
			
			filesystem::path full_path( filesystem::initial_path() );
			full_path = filesystem::system_complete( filesystem::path( filepath, filesystem::native ) );
			try{
				// not exist or this month
				if(!filesystem::exists(full_path))
				{
					filesystem::create_directory(full_path);
				}
				// just overwrite
				ofstream ofs(filename.c_str(), ios::binary);
				if(ofs)
				{
					archive::binary_oarchive oa(ofs);
					oa << bid;
				}
			}
			catch(exception&e)
			{
				cout << e.what();
			}
		}
	}
}


bool transact_data_exsist(const gregorian::date& dt)
{
	uint d = date_to_uint(dt);
	string full_filename = get_transaction_filename(d);
	return is_file_exist(full_filename);
}

bool load_one_day_transact_data(const gregorian::date& current, StockTransact::TransactMap& outTr)
{
	recursive_mutex::scoped_lock guard(transact_mutex);
	// generate the proper filename // for example: \T200510\T20051011.dat
	uint d = date_to_uint(current);
	string full_filename = get_transaction_filename(d);
	ifstream ifs(full_filename.c_str(), ios::binary);
	if(ifs.is_open())
	{
		archive::binary_iarchive ia(ifs);
		outTr.clear();
		ia >> outTr;
		return true;
	}
	return false;
}

int load_transact_data(const gregorian::date& from, const gregorian::date& to, StockTransact::TransactMap& outTr)
{
	StockTransact::TransactMap tempTr;
	for(gregorian::date current(from);current < to; current += gregorian::date_duration(1))
	{
		if(false == load_one_day_transact_data(current, tempTr))
			continue;
		outTr.insert(tempTr.begin(), tempTr.end());
	}
	return 0;
	
}

void load_one_day_bid_data(const gregorian::date& current, StockBid::BidMap& outBid)
{
	recursive_mutex::scoped_lock guard(bid_mutex);
	// generate the proper filename // for example: \B200510\B20051011.dat
	uint d = date_to_uint(current);
	string full_filename = get_bid_filepath(d) + get_bid_filename(d);
	ifstream ifs(full_filename.c_str(), ios::binary);
	if(ifs.is_open())
	{
		archive::binary_iarchive ia(ifs);
		outBid.clear();
		ia >> outBid;
	}

}

int load_bid_data(const gregorian::date& from, const gregorian::date& to, StockBid::BidMap& outBid)
{
	StockBid::BidMap tempBid;
	for(gregorian::date current(from); current < to; current += gregorian::date_duration(1))
	{
		load_one_day_bid_data(current, tempBid);
		outBid.insert(tempBid.begin(), tempBid.end());
	}
	return 0;

}

malabEng::malabEng():pEngine_(engOpen("\0")){}
malabEng::~malabEng()
{
	engClose(pEngine_);
}
void malabEng::putVariable(const mxArray *pInput, const char* var)
{
	engPutVariable(pEngine_, var, pInput);
}
void malabEng::evalString(const char* var)
{
	engEvalString(pEngine_, var);
}
mxArray* malabEng::getVariable(const char* var)
{
	return engGetVariable(pEngine_, var);
}

void malabEng::saveVarToFile(const string &filename, const mxArray *var, const string &var_name)
{
	string eval_str = "save " + filename + + " " + var_name;
	putVariable(var, var_name.c_str());
	evalString(eval_str.c_str());
}


#if 0
	mxArray* DayNnSim(mxArray *pInput)
	{
		engPutVariable(pEngine_, "P", pInput);
		engEvalString(pEngine_, "r = sim(daynet, P)");
		return engGetVariable(pEngine_,"r");
	}
	mxArray* RtNnSim(mxArray *pInput)
	{
		engPutVariable(pEngine_, "P", pInput);
		engEvalString(pEngine_, "r = sim(rtnet, P)");
		return engGetVariable(pEngine_,"r");
	}
#endif


}