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Stock.cpp
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128 lines (102 loc) · 2.51 KB
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#include "Stock.h"
#include <chaiscript/utility/utility.hpp>
#define MOST_RELEVANT std::string("Close")
using namespace quantserver;
ScriptManager& Stock::chai(ScriptManager& scriptManager)
{
chaiscript::ModulePtr m = chaiscript::ModulePtr(new chaiscript::Module());
CHAISCRIPT_CLASS( m,
Stock,
(Stock(const std::string&))
(Stock(const std::string& , const StockMetaDataPtr&))
(Stock(const Stock&)),
((getSymbol))
((addTimeSeriesData))
((getTimeSeriesData))
((getCurrentPrice))
((getMostRelevantTimeSeries))
((meta))
((hasMetaData))
((operator[]))
);
scriptManager.engine().add(m) ;
return scriptManager ;
}
Stock::Stock(const std::string& s)
{
symbol = s ;
metaData = StockMetaDataPtr();
}
Stock::Stock(const std::string& s , const StockMetaDataPtr& meta)
{
symbol = s ;
metaData = meta ;
}
Stock::~Stock(void)
{
priceData.clear();
}
Stock& Stock::loadData(CSVParser& data)
{
//Assume that the first column of data is the date data
int numberOfColumns = data.getNumberOfColumns();
int rowsOfData = data.getNumberOfLines();
//Initialize the indicators
for(int i = 1 ; i < numberOfColumns ; i++ )
{
const std::string& headerString = data.getHeaderOfIndex(i);
priceData[headerString] = TimeSeriesPtr(new TimeSeries(headerString));
}
//Load up the data
for(int i = 0 ; i < rowsOfData ; i++ )
{
PtrStringVector rowData = data.getDataAt(i);
std::string dateData = rowData->at(0);
DatePtr date = PriceAtDate::parseDateIso(dateData);
//std::cout << "Date is: " << *date ;
for(int j = 1 ; j < numberOfColumns ; j++ )
{
std::string dataString = rowData->at(j);
const std::string& headerString = data.getHeaderOfIndex(j);
PricePtr price = PricePtr(new PriceAtDate(date , dataString)) ;
priceData[headerString]->addPriceData(price);
}
}
return *this;
}
const std::string& Stock::getSymbol()
{
return symbol;
}
PriceAtDate& Stock::getCurrentPrice()
{
return getMostRelevantTimeSeries()[0];
}
TimeSeries& Stock::getMostRelevantTimeSeries()
{
return *(priceData[MOST_RELEVANT]) ;
}
void Stock::addTimeSeriesData(const std::string& key , TimeSeriesPtr& data)
{
priceData[key] = data ;
}
TimeSeriesPtr Stock::getTimeSeriesData(const std::string& key)
{
return priceData[key];
}
TimeSeries& Stock::operator[](const std::string& key)
{
return *(priceData[key]);
}
void Stock::setMetaData(const StockMetaDataPtr& meta)
{
metaData = meta;
}
StockMetadata& Stock::meta()
{
return *metaData;
}
bool Stock::hasMetaData()
{
return !(!metaData) ;
}