kdata.cpp

股软 通达信行情接收接口, 包括美元汇率

			m_nKType = ktypeWeek;
		else if( elapse < 4320000 )
			m_nKType = ktypeWeek;
	}
}
int CKData::GetKType( ) { return m_nKType; }
int CKData::GetCurFormat( ) { return m_nCurFormat; }
void CKData::SetMaindataType( int type ) { m_nCurMaindataType = type; }
int CKData::GetMaindataType( ) { return m_nCurMaindataType; }

void CKData::SetDRData( CDRData &drdata )	{	m_drdata	=	drdata;	}
CDRData &CKData::GetDRData( )	{	return m_drdata;	}

void CKData::ChangeCurFormat( int format, DWORD dateAutoDRBegin, double dAutoDRLimit )
{
	SP_ASSERT( GetKType() != ktypeMonth && GetKType() != ktypeWeek );

	if( m_nCurFormat == format )
		return;

	switch( format )
	{
	case formatOriginal:
		LoadDataOriginal( );
		m_nCurFormat = format;
		break;
	case formatXDRup:
		StoreDataOriginal( );
		ConvertXDR( TRUE, dateAutoDRBegin, dAutoDRLimit );
		m_nCurFormat = format;
		break;
	case formatXDRdown:
		StoreDataOriginal( );
		ConvertXDR( FALSE, dateAutoDRBegin, dAutoDRLimit );
		m_nCurFormat = format;
		break;
	default:
		SP_ASSERT( FALSE );
	}
}

void CKData::Clear( )
{
	if( m_pDataOriginal )
	{
		delete [] (BYTE*)m_pDataOriginal;
		m_pDataOriginal	=	NULL;
	}
	if( m_pData )
	{
		delete [] (BYTE*)m_pData;
		m_pData	=	NULL;
	}
	m_nKType	=	ktypeDay;
	m_nCurFormat=	formatOriginal;
	m_nCurMaindataType	=	mdtypeClose;
	m_pDataOriginal	=	NULL;
	m_nSizeOriginal = m_nMaxSizeOriginal = 0;
	m_pData	=	NULL;
	m_nSize = m_nMaxSize = m_nGrowBy = 0;
}

int CKData::CompareLatestDate( CKData &kd )
{
	// compare this kdata with kd's latest time
	int	nYearThis, nMonthThis, nDayThis, nHourThis, nMinuteThis;
	int nYear, nMonth, nDay, nHour, nMinute;
	LatestDate( nYearThis, nMonthThis, nDayThis, nHourThis, nMinuteThis );
	kd.LatestDate( nYear, nMonth, nDay, nHour, nMinute );

	if( nYearThis > nYear || nMonthThis > nMonth || nDayThis > nDay
		|| nHourThis > nHour || nMinuteThis > nMinute )
		return 1;
	if( nYearThis < nYear || nMonthThis < nMonth || nDayThis < nDay
		|| nHourThis < nHour || nMinuteThis < nMinute )
		return -1;
	return 0;
}

int CKData::Min5ToMin15( CKData &kdm5, CKData &kdm15 )
{
	SP_ASSERT( ktypeMin5 == kdm5.GetKType() );
	SP_ASSERT( ktypeMin15 == kdm15.GetKType() );
	return ConvertKData( kdm5, kdm15, 3 );
}

int CKData::Min5ToMin30( CKData &kdm5, CKData &kdm30 )
{
	SP_ASSERT( ktypeMin5 == kdm5.GetKType() );
	SP_ASSERT( ktypeMin30 == kdm30.GetKType() );
	return ConvertKData( kdm5, kdm30, 6 );
}

int CKData::Min5ToMin60( CKData &kdm5, CKData &kdm60 )
{
	SP_ASSERT( ktypeMin5 == kdm5.GetKType() );
	SP_ASSERT( ktypeMin60 == kdm60.GetKType() );
	return ConvertKData( kdm5, kdm60, 12 );
}

int CKData::DayToMonth( CKData &kdday, CKData &kdmonth )
{
	// convert day k line to month k line
	SP_ASSERT( ktypeDay == kdday.GetKType() );
	SP_ASSERT( ktypeMonth == kdmonth.GetKType() );

	kdmonth.SetSize( 0, kdday.GetSize() / 20 + 5 );
	
	int nStart		=	kdday.GetSize() % 3;
	int	nCount		=	0;
	KDATA	dataDest;
	memset( &dataDest, 0, sizeof(dataDest) );
	int	nYearCur = 0, nMonthCur = 0 ;
	for( int pos=nStart; pos<kdday.GetSize(); pos++ )
	{
		KDATA & dataSrc = kdday.ElementAt( pos );

		CSPTime	tm;
		if( !tm.FromStockTimeDay(dataSrc.m_date) )
			continue;
		int nYear	=	tm.GetYear();
		int nMonth	=	tm.GetMonth();

		if( nYear != nYearCur || nMonth != nMonthCur )	// a new month
		{
			if( 0 != pos )
				kdmonth.Add( dataDest );				// add a month

			memcpy( &dataDest, &dataSrc, sizeof(dataDest) );	// begin a new month
			nYearCur	=	nYear;
			nMonthCur	=	nMonth;
		}
		else
		{
			dataDest.m_fAmount		+=	dataSrc.m_fAmount;
			if( dataDest.m_fHigh < dataSrc.m_fHigh )	dataDest.m_fHigh	=	dataSrc.m_fHigh;
			if( dataDest.m_fLow > dataSrc.m_fLow )		dataDest.m_fLow		=	dataSrc.m_fLow;
			dataDest.m_fVolume		+=	dataSrc.m_fVolume;
			dataDest.m_fClose		=	dataSrc.m_fClose;
		}

		if( pos == kdday.GetSize()-1 )	// the latest one
			kdmonth.Add( dataDest );
	}

	return kdmonth.GetSize();
}

int CKData::DayToWeek( CKData &kdday, CKData &kdweek )
{
	// convert day k line to week k line
	SP_ASSERT( ktypeDay == kdday.GetKType() );
	SP_ASSERT( ktypeWeek == kdweek.GetKType() );

	kdweek.SetSize( 0, kdday.GetSize() / 5 + 5 );
	
	int nStart		=	kdday.GetSize() % 3;
	int	nCount		=	0;
	KDATA	dataDest;
	memset( &dataDest, 0, sizeof(dataDest) );
	for( int pos=nStart; pos<kdday.GetSize(); pos++ )
	{
		KDATA & dataSrc = kdday.ElementAt( pos );

		CSPTime	tm;
		if( !tm.FromStockTimeDay(dataSrc.m_date) )
			continue;

		if( tm.GetDayOfWeek() == 2 )	// a new week
		{
			if( 0 != pos )
				kdweek.Add( dataDest );				// add a week

			memcpy( &dataDest, &dataSrc, sizeof(dataDest) );	// begin a new week
		}
		else
		{
			dataDest.m_fAmount		+=	dataSrc.m_fAmount;
			if( dataDest.m_fHigh < dataSrc.m_fHigh )	dataDest.m_fHigh	=	dataSrc.m_fHigh;
			if( dataDest.m_fLow > dataSrc.m_fLow )		dataDest.m_fLow		=	dataSrc.m_fLow;
			dataDest.m_fVolume		+=	dataSrc.m_fVolume;
			dataDest.m_fClose		=	dataSrc.m_fClose;
		}

		if( pos == kdday.GetSize()-1 )	// the latest one
			kdweek.Add( dataDest );
	}

	return kdweek.GetSize();
}

DWORD CKData::ToDayDate( DWORD date )
{
	switch( GetKType() )
	{
	case ktypeMin60:
	case ktypeMin30:
	case ktypeMin15:
	case ktypeMin5:
		return (date / 10000 + 1990 * 10000);
	default:
		return date;
	}
}

int CKData::MergeKData( CKData * pother )
{
	if( !pother || pother->GetSize() == 0 )
		return 0;
	if( GetKType() != pother->GetKType() )
		return 0;

	if( GetSize() == 0 )
	{
		CopyData( *pother );
		return GetSize();
	}

	int	nCount		= 0;
	SetSize( GetSize(), pother->GetSize()+1 );
	for( int i=0; i<pother->GetSize(); i++ )
	{
		KDATA	kdnew	=	pother->ElementAt(i);
		if( kdnew.m_fClose < 1e-4 || kdnew.m_fOpen < 1e-4 || kdnew.m_fHigh < 1e-4 || kdnew.m_fLow < 1e-4 )
			continue;

		int j;
		for( j=0; j<GetSize(); j++ )
		{
			if( kdnew.m_date == ElementAt(j).m_date )
			{
				SetAt(j,kdnew);
				break;
			}
			if( kdnew.m_date < ElementAt(j).m_date )
			{
				InsertAt(j,kdnew);
				break;
			}
		}
		if( GetSize() == j )
			Add( kdnew );
		nCount	++;
	}

	return nCount;

/*	The Old Version
	if( !pother || pother->GetSize() == 0 )
		return GetSize();
	if( GetKType() != pother->GetKType() )
		return GetSize();

	if( GetSize() == 0 )
	{
		CopyData( *pother );
		return GetSize();
	}

	int nLen = GetSize();
	int nLenOther = pother->GetSize();

	SP_ASSERT( 0 != nLen && 0 != nLenOther );

	if( ElementAt(nLen-1).m_date < pother->ElementAt(0).m_date )
		CopyData( *pother );
//	else if( ElementAt(0).m_date > pother->ElementAt(nLenOther-1).m_date )
//		;
//	else if( ElementAt(0).m_date <= pother->ElementAt(0).m_date
//		&& ElementAt(nLen-1).m_date >= pother->ElementAt(nLenOther-1).m_date )
//		;
	else if( ElementAt(0).m_date > pother->ElementAt(0).m_date
		&& ElementAt(nLen-1).m_date < pother->ElementAt(nLenOther-1).m_date )
		CopyData( *pother );
	else if( ElementAt(0).m_date <= pother->ElementAt(0).m_date
		&& ElementAt(nLen-1).m_date < pother->ElementAt(nLenOther-1).m_date )
	{
		// append from pother
		DWORD	date	=	ElementAt(nLen-1).m_date;
		SetSize( GetSize(), pother->GetSize() );
		for( int i=0; i<pother->GetSize(); i++ )
		{
			KDATA	& kd	=	pother->ElementAt(i);
			if( kd.m_date > m_data )
				Add( kd );
		}
	}
	else if( ElementAt(0).m_date >= pother->ElementAt(0).m_date
		&& ElementAt(nLen-1).m_date > pother->ElementAt(nLenOther-1).m_date )
	{
		// insert from pother
		CKData	temp	=	(*pother);
		DWORD	date	=	pother->ElementAt(nLenOther-1).m_date;
		temp.SetSize( temp.GetSize(), GetSize()+5 );
		for( int i=0; i<GetSize(); i++ )
		{
			KDATA	& kd	=	ElementAt(i);
			if( kd.m_date > date )
				temp.Add( kd );
		}
		CopyData( temp );
	}
	
	return GetSize();
*/
}

int CKData::FullFillKData( CKData & kdataMain, BOOL bFillToEnd )
{
	SP_ASSERT( GetKType() == kdataMain.GetKType() );
	if( GetKType() != kdataMain.GetKType() )
		return 0;
	if( GetSize() == 0 || kdataMain.GetSize() == 0 )
		return 0;

	DWORD	dateBegin	=	ElementAt(0).m_date;
	DWORD	dateMainEnd5	=	(kdataMain.GetSize() >= 5 ? kdataMain.ElementAt(kdataMain.GetSize()-5).m_date : 0);
	DWORD	dateEnd5		=	(GetSize() >= 5 ? ElementAt(GetSize()-5).m_date : 0);
	int		iMain = 0, iSelf = 0;
	for( iMain=0; iMain<kdataMain.GetSize(); iMain ++ )
	{
		if( dateBegin == kdataMain.ElementAt(iMain).m_date )
			break;
	}

	SetSize( GetSize(), kdataMain.GetSize()-iMain-GetSize() > 0 ? kdataMain.GetSize()-iMain-GetSize() : -1 );
	int	nCount	=	0;
	for( ; iMain <= kdataMain.GetSize() && iSelf <= GetSize(); iMain++, iSelf++ )
	{
		if( !bFillToEnd && iSelf == GetSize() && ElementAt(iSelf-1).m_date < dateMainEnd5 )
			break;
		if( !bFillToEnd && iMain == kdataMain.GetSize() && kdataMain.ElementAt(iMain-1).m_date < dateEnd5 )
			break;
		while( iMain > 0 && iMain <= kdataMain.GetSize() && iSelf < GetSize()
				&& ( iMain == kdataMain.GetSize() || kdataMain.ElementAt(iMain).m_date > ElementAt(iSelf).m_date ) )
		{
//			KDATA	kd;
//			memset( &kd, 0, sizeof(kd) );
//			kd.m_date	=	ElementAt(iSelf).m_date;
//			kd.open	=	kd.high	=	kd.low	=	kd.close	=	kdataMain.ElementAt(iMain-1).close;
//			kdataMain.InsertAt( iMain, kd );
//			iMain	++;
			iSelf	++;
//			nCount	++;
		}

		while( iMain < kdataMain.GetSize() && iSelf <= GetSize() && iSelf > 0
				&& ( iSelf == GetSize() || kdataMain.ElementAt(iMain).m_date < ElementAt(iSelf).m_date ) )
		{
			KDATA	kd;
			memset( &kd, 0, sizeof(kd) );
			kd.m_date	=	kdataMain.ElementAt(iMain).m_date;
			kd.m_fOpen	=	kd.m_fHigh	=	kd.m_fLow	=	kd.m_fClose	=	ElementAt(iSelf-1).m_fClose;
			InsertAt( iSelf, kd );
			iMain	++;
			iSelf	++;
			nCount	++;
		}
	}

	return nCount;
}

BOOL CKData::IsAdjacentDays( int nIndex, int nDays )
{
	// check parameters
	SP_ASSERT( nIndex >= 0 && nIndex < GetSize() && nDays >= 1 );
	if( nIndex < 0 || nIndex >= GetSize() || nDays < 1 )
		return FALSE;

	// data not enougy
	if( nDays > nIndex )
		return FALSE;

	CSPTime	sptime1, sptime2;
	sptime1.FromStockTime( ElementAt(nIndex-nDays).m_date, CKData::IsDayOrMin(m_nKType) );
	sptime1.FromStockTime( ElementAt(nIndex).m_date, CKData::IsDayOrMin(m_nKType) );

	if( CKData::ktypeMonth == m_nKType )
	{
		if( sptime2 - sptime1 >= CSPTimeSpan(nDays+63,0,0,0) )
			return FALSE;
	}
	else if( CKData::ktypeWeek == m_nKType )
	{
		if( sptime2 - sptime1 >= CSPTimeSpan(nDays+15,0,0,0) )
			return FALSE;
	}
	else
	{
		if( sptime2 - sptime1 >= CSPTimeSpan(nDays+8,0,0,0) )
			return FALSE;
	}
	return TRUE;
}

BOOL CKData::GetDiff( double * pValue, DWORD dateCur, int nDays )
{
	SP_ASSERT( pValue && nDays > 0 );

	// Find date Current to calculate from
	int		nIndex	=	GetIndexByDate( dateCur );
	if( -1 == nIndex )
		return FALSE;

	// data not enough
	if( nDays > nIndex )
		return FALSE;

	// 检查是否是相邻成交日
	if( !IsAdjacentDays( nIndex, nDays ) )
		return FALSE;

	if( ElementAt(nIndex-nDays).m_fClose < 1e-4 )
		return FALSE;
	if( pValue )
		*pValue	=	ElementAt(nIndex).m_fClose - ElementAt(nIndex-nDays).m_fClose;
	return TRUE;
}

BOOL CKData::GetDiffPercent( double * pValue, DWORD dateCur, int nDays )
{
	SP_ASSERT( pValue && nDays > 0 );

	// Find date Current to calculate from
	int		nIndex	=	GetIndexByDate( dateCur );
	if( -1 == nIndex )
		return FALSE;

	// data not enough
	if( nDays > nIndex )
		return FALSE;