technique.cpp

股软 通达信行情接收接口, 包括美元汇率

/*
	Cross Platform Core Code.

	Copyright(R) 2001-2002 Balang Software.
	All rights reserved.

	Using:
		class	CTechnique;
*/

#include	"StdAfx.h"
#include	"Stock.h"
#include	"Technique.h"

#ifdef _DEBUG
#undef THIS_FILE
static char THIS_FILE[] = __FILE__;
#endif

#ifdef	_DEBUG
#define	new	DEBUG_NEW
#endif

//////////////////////////////////////////////////////////////////
// GetMinMaxInfo
// 一些反复使用的代码，用函数代替，得到技术指标在指定范围内的最大最小值
// 技术指标有不同日期作为参数
BOOL AfxGetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech, CSPDWordArray & adwDays )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue = 0;
	BOOL	bFirst	=	TRUE;
	for( int i=0; i<adwDays.GetSize(); i++ )
	{
		for( int k=nStart; k<=nEnd; k++ )
		{
			if( pTech->Calculate( &dValue, k, adwDays[i], !bFirst ) )
			{
				if( bFirst || dValue < dMin )	dMin	=	dValue;
				if( bFirst || dValue > dMax )	dMax	=	dValue;
				bFirst	=	FALSE;
			}
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;
	
	return !bFirst;
}

// 技术指标有1个最终值
BOOL AfxGetMinMaxInfo1( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue = 0;
	BOOL	bFirst	=	TRUE;
	for( int k=nStart; k<=nEnd; k++ )
	{
		if( pTech->Calculate( &dValue, k, !bFirst ) )	// 技术指标有1个最终值
		{
			if( bFirst || dValue < dMin )	dMin	=	dValue;
			if( bFirst || dValue > dMax )	dMax	=	dValue;
			bFirst	=	FALSE;
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;

	return !bFirst;
}

// 技术指标有2个最终值
BOOL AfxGetMinMaxInfo2( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue1 = 0, dValue2 = 0;
	BOOL	bFirst	=	TRUE;
	for( int k=nStart; k<=nEnd; k++ )
	{
		if( pTech->Calculate( &dValue1, &dValue2, k, !bFirst ) )	// 技术指标有2个最终值
		{
			if( bFirst || dValue1 < dMin )	dMin	=	dValue1;
			if( bFirst || dValue1 > dMax )	dMax	=	dValue1;
			if( dValue2 < dMin )	dMin	=	dValue2;
			if( dValue2 > dMax )	dMax	=	dValue2;
			bFirst	=	FALSE;
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;
	
	return !bFirst;
}

// 技术指标有3个最终值
BOOL AfxGetMinMaxInfo3( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue1 = 0, dValue2 = 0, dValue3 = 0;
	BOOL	bFirst	=	TRUE;
	for( int k=nStart; k<=nEnd; k++ )
	{
		if( pTech->Calculate( &dValue1, &dValue2, &dValue3, k, !bFirst ) )	// 技术指标有3个最终值
		{
			if( bFirst || dValue1 < dMin )	dMin	=	dValue1;
			if( bFirst || dValue1 > dMax )	dMax	=	dValue1;
			if( dValue2 < dMin )	dMin	=	dValue2;
			if( dValue2 > dMax )	dMax	=	dValue2;
			if( dValue3 < dMin )	dMin	=	dValue3;
			if( dValue3 > dMax )	dMax	=	dValue3;
			bFirst	=	FALSE;
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;

	return !bFirst;
}

// 技术指标有4个最终值
BOOL AfxGetMinMaxInfo4( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue1 = 0, dValue2 = 0, dValue3 = 0, dValue4 = 0;
	BOOL	bFirst	=	TRUE;
	for( int k=nStart; k<=nEnd; k++ )
	{
		if( pTech->Calculate( &dValue1, &dValue2, &dValue3, &dValue4, k, !bFirst ) )	// 技术指标有4个最终值
		{
			if( bFirst || dValue1 < dMin )	dMin	=	dValue1;
			if( bFirst || dValue1 > dMax )	dMax	=	dValue1;
			if( dValue2 < dMin )	dMin	=	dValue2;
			if( dValue2 > dMax )	dMax	=	dValue2;
			if( dValue3 < dMin )	dMin	=	dValue3;
			if( dValue3 > dMax )	dMax	=	dValue3;
			if( dValue4 < dMin )	dMin	=	dValue4;
			if( dValue4 > dMax )	dMax	=	dValue4;
			bFirst	=	FALSE;
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;

	return !bFirst;
}

// 技术指标有5个最终值
BOOL AfxGetMinMaxInfo5( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech )
{
	SP_ASSERT( pTech );
	if( nStart < 0 || nEnd < 0 || nStart > nEnd || !pTech )
		return FALSE;

	double	dMin = 0, dMax = 0;
	double	dValue1 = 0, dValue2 = 0, dValue3 = 0, dValue4 = 0, dValue5 = 0;
	BOOL	bFirst	=	TRUE;
	for( int k=nStart; k<=nEnd; k++ )
	{
		if( pTech->Calculate( &dValue1, &dValue2, &dValue3, &dValue4, &dValue5, k, !bFirst ) )	// 技术指标有5个最终值
		{
			if( bFirst || dValue1 < dMin )	dMin	=	dValue1;
			if( bFirst || dValue1 > dMax )	dMax	=	dValue1;
			if( dValue2 < dMin )	dMin	=	dValue2;
			if( dValue2 > dMax )	dMax	=	dValue2;
			if( dValue3 < dMin )	dMin	=	dValue3;
			if( dValue3 > dMax )	dMax	=	dValue3;
			if( dValue4 < dMin )	dMin	=	dValue4;
			if( dValue4 > dMax )	dMax	=	dValue4;
			if( dValue5 < dMin )	dMin	=	dValue5;
			if( dValue5 > dMax )	dMax	=	dValue5;
			bFirst	=	FALSE;
		}
	}
	dMin	-=	fabs(dMin)*0.02;
	dMax	+=	fabs(dMax)*0.02;
	if( dMax - dMin < 0.03 )
		dMax	=	dMin + 0.05;
	if( pdMin )		*pdMin	=	dMin;
	if( pdMax )		*pdMax	=	dMax;

	return !bFirst;
}

DWORD	AfxGetMaxDays( CSPDWordArray & adw )
{
	DWORD	dwMax	=	0;
	for( int i=0; i<adw.GetSize(); i++ )
	{
		if( adw.ElementAt(i) > dwMax )
			dwMax	=	adw.ElementAt(i);
	}
	return dwMax;
}

//////////////////////////////////////////////////////////////////////
//	CTechnique

CTechnique::CTechnique( )
{
	m_pKData		=	NULL;

	m_pdCache1		=	NULL;
	m_pdCache2		=	NULL;
	m_pdCache3		=	NULL;
	m_pdCache4		=	NULL;
	m_pdCache5		=	NULL;
	m_pbHasCache1	=	NULL;
	m_pbHasCache2	=	NULL;
	m_pbHasCache3	=	NULL;
	m_pbHasCache4	=	NULL;
	m_pbHasCache5	=	NULL;
	m_nLength		=	0;
	m_nIndexStart	=	-1;

	m_nLastIntensity		=	ITS_NOTHING;
	m_nLastIntensityCode	=	ITSC_NOTHING;
}

CTechnique::CTechnique( CKData * pKData )
{
	m_pKData	=	pKData;

	m_pdCache1		=	NULL;
	m_pdCache2		=	NULL;
	m_pdCache3		=	NULL;
	m_pdCache4		=	NULL;
	m_pdCache5		=	NULL;
	m_pbHasCache1	=	NULL;
	m_pbHasCache2	=	NULL;
	m_pbHasCache3	=	NULL;
	m_pbHasCache4	=	NULL;
	m_pbHasCache5	=	NULL;
	m_nLength		=	0;
	m_nIndexStart	=	-1;

	m_nLastIntensity		=	ITS_NOTHING;
	m_nLastIntensityCode	=	ITSC_NOTHING;
}

CTechnique::~CTechnique()
{
	CTechnique::Clear( );
}

void CTechnique::SetKData( CKData * pKData )
{
	m_pKData	=	pKData;
	CTechnique::Clear( );
}

CKData * CTechnique::GetKData( )
{
	return m_pKData;
}

void CTechnique::Clear( )
{
	if( m_pdCache1 )
		delete	[]	m_pdCache1;
	if( m_pdCache2 )
		delete	[]	m_pdCache2;
	if( m_pdCache3 )
		delete	[]	m_pdCache3;
	if( m_pdCache4 )
		delete	[]	m_pdCache4;
	if( m_pdCache5 )
		delete	[]	m_pdCache5;

	if( m_pbHasCache1 )
		delete	[]	m_pbHasCache1;
	if( m_pbHasCache2 )
		delete	[]	m_pbHasCache2;
	if( m_pbHasCache3 )
		delete	[]	m_pbHasCache3;
	if( m_pbHasCache4 )
		delete	[]	m_pbHasCache4;
	if( m_pbHasCache5 )
		delete	[]	m_pbHasCache5;

	m_pdCache1		=	NULL;
	m_pdCache2		=	NULL;
	m_pdCache3		=	NULL;
	m_pdCache4		=	NULL;
	m_pdCache5		=	NULL;
	m_pbHasCache1	=	NULL;
	m_pbHasCache2	=	NULL;
	m_pbHasCache3	=	NULL;
	m_pbHasCache4	=	NULL;
	m_pbHasCache5	=	NULL;
	m_nLength		=	0;
	m_nIndexStart	=	-1;

	m_nLastIntensity		=	ITS_NOTHING;
	m_nLastIntensityCode	=	ITSC_NOTHING;
}

void CTechnique::ClearLastIntensity( )
{
	m_nLastIntensity		=	ITS_NOTHING;
	m_nLastIntensityCode	=	ITSC_NOTHING;
}

// 准备缓冲区
BOOL CTechnique::PrepareCache( int nStart, int nEnd, BOOL bForceRecalculate )
{
	SP_ASSERT( m_pKData );
	if( NULL == m_pKData )
		return FALSE;
	if( -1 == nEnd )
		nEnd	=	m_pKData->GetSize()-1;
	if( nStart < 0 || nEnd < nStart || nEnd >= m_pKData->GetSize() )
		return FALSE;

	if( bForceRecalculate )
		Clear( );

	return GetMinMaxInfo( nStart, nEnd, NULL, NULL );
}

// 从缓冲区中读取计算好的数据
BOOL CTechnique::LoadFromCache( int nIndex, double * pValue1, double * pValue2, double * pValue3, double * pValue4, double * pValue5 )
{
	if( m_nLength <= 0 || m_nIndexStart < 0
		|| nIndex < m_nIndexStart || nIndex-m_nIndexStart>=m_nLength )
		return FALSE;

	BOOL	bOK	=	TRUE;
	if( pValue1 && !( m_pdCache1 && m_pbHasCache1 && m_pbHasCache1[nIndex-m_nIndexStart] ) )
		bOK	=	FALSE;
	if( pValue2 && !( m_pdCache2 && m_pbHasCache2 && m_pbHasCache2[nIndex-m_nIndexStart] ) )
		bOK	=	FALSE;
	if( pValue3 && !( m_pdCache3 && m_pbHasCache3 && m_pbHasCache3[nIndex-m_nIndexStart] ) )
		bOK	=	FALSE;
	if( pValue4 && !( m_pdCache4 && m_pbHasCache4 && m_pbHasCache4[nIndex-m_nIndexStart] ) )
		bOK	=	FALSE;
	if( pValue5 && !( m_pdCache5 && m_pbHasCache5 && m_pbHasCache5[nIndex-m_nIndexStart] ) )
		bOK	=	FALSE;

	if( !bOK )
		return FALSE;

	if( pValue1 )
		*pValue1	=	m_pdCache1[nIndex-m_nIndexStart];
	if( pValue2 )
		*pValue2	=	m_pdCache2[nIndex-m_nIndexStart];