Main class to deal with one stock. More...

#include <Stock.h>

Collaboration diagram for Stock:

Public Member Functions
Constructors, destructor
	Stock ()
	Default constructor. More...

	Stock (const std::string iname, const std::string isymbol, const std::string ipath)
	to delete More...

	Stock (const std::string iname, const std::string ipath=Utils::GetPathData())
	Set the name (symbol == name), optionally the path of the data. More...

virtual	~Stock ()

Getters/Setters to private data
std::string	GetName () const

std::string	GetSymbol () const

std::string	GetPath () const

Check / Retrieve content of the Stock
bool	CheckLoaded (const ETime &tmscl) const

bool	CheckLoaded (const ETime &tmscl, const Indicator &indic, const std::vector< int > &param=std::vector< int >()) const
	Check with a TimeScale and an indicator. More...

bool	CheckLoaded (const ETime &tmscl, const std::string &sname) const
	Check with a TimeScale and the shortname. More...

bool	IsEmpty () const
	Test if some ListData are still present, whatever the timescale. More...

ListDataStockBase *	GetListData (const ETime &tmscl, const Indicator &indic, const std::vector< int > param=std::vector< int >()) const
	Get the ListDataStock from a TimeScale, Indicator and vector of parameters. More...

ListDataStockBase *	GetListData (const ETime &tmscl, const std::string &sname) const
	Get the ListDataStock from a TimeScale and a string with the shortname format: "Indicator_params". More...

Load/Compute new indicators
int	LoadListData (const ETime &tmscl, const Indicator &indic=Indicator::StockCSV, const std::vector< int > &param=std::vector< int >(), Utils::firstlast_dates dates=Utils::get_fldate_default()) throw (StockException)
	Load or/and compute an indicator in the Stock. More...

Delete List data from the Stock
void	DeleteListData (const ETime &tmscl, const Indicator &indic, std::vector< int > param=std::vector< int >())
	Delete a list given the TimeScale, Indicator and param. More...

void	DeleteListData (const ETime &tmscl, const std::string &sname)
	Delete a list given the TimeScale and the ShortName "indic_params". More...

void	DeleteAllListData (const ETime &tmscl)
	Delete all data of the given TimeScale. More...

Update the List(s)
int	AddListDataToMap (const ETime &tmscl, ListDataStockBase *p_listdata)
	Insert a ListDataStock to the map. More...

void	Updated (const ETime tmscl)
	Return the last available date of historical data. More...

void	UpdateAllTimeScale (const ETime tmscl, Utils::firstlast_dates opt_dates=Utils::get_fldate_default(), bool b_readfile=true)
	Update all indicators of the given TimeScale. More...

int	UpdateCSVFromFile (const ETime tmscl)
	Load the last historical data from the filesystem into a List in memory. More...

int	UpdateCSVFromWeb (const std::string &source, Utils::firstlast_dates opt_dates=Utils::get_fldate_default()) throw (StockException)
	Update data from the Python parser (and save into the filesystem). More...

void	MergeStock (const Stock *new_stock, bool)
	Merge entries with an other stock. More...

Nice output to console
void	PrintMapChrono (const unsigned int verbose=0) const
	Print map content to the console. More...

Python embedded functions, access ServerPortfolio classes and methods
int	LoadDictionary (std::string dict="")
	Load the dictionary of Stock, see ServerPortfolio. More...

int	TestwrapPython (std::string source)

int	TestwrapPython2 (std::string source)

Private Types
iterator typedefs for the map
typedef std::map< ETime, std::vector< ListDataStockBase * > >::iterator	it_map

typedef std::map< ETime, std::vector< ListDataStockBase * > >::const_iterator	cit_map

typedef std::vector < ListDataStockBase * > ::iterator	it_listdata

typedef std::vector < ListDataStockBase * > ::const_iterator	cit_listdata

Private Member Functions
void	SetLDataFullName (ListDataStockBase *p_listdata) const
	Function to complete the fullname of a listdatastock. More...

Internal methods function to access iterators to ListDataStock from the map
Warning To call if sure than it_map is not at end(), no check performed inside
cit_listdata	GetItList (cit_map &it_m, const Indicator &indic, const std::vector< int > &param=std::vector< int >()) const

cit_listdata	GetItList (cit_map &it_m, const std::string &sname) const

it_listdata	GetItList (it_map &it_m, const Indicator &indic, const std::vector< int > &param=std::vector< int >())
	version non-const More...

it_listdata	GetItList (it_map &it_m, const std::string &sname)
	version non-const More...

Helper methods for loading and computing indicators
void	LoadCSVData (const ETime &tmscl, Utils::firstlast_dates &dates) throw (StockException)
	Get Indicator::StockCSV or StockdCSV with the correct TimeScale Call functions to read and load data from file ReadCSV, day or dcsv. More...

int	Transform_TimeScale (const ETime &new_tmscl)
	Transform history values dcsv or DAY to M5,M10..H1 or WEEK, MONTH..YEAR. More...

int	ComputeTA (const ETime &tmscl, const std::string &name_indic) throw (TALibException)
	Compute an indicator using the TAlib library. More...

Static Private Member Functions
Helper (static) methods to Read/Write headers files
static int	ReadLineHeader (const std::string &line, Utils::firstlast_dates &dates)
	Extract dates from the header of the historic data files. More...

static void	WriteLineHeader (const ETime &tmscl, const Utils::firstlast_dates &dates, std::ostringstream &ss_header)
	Write the header in a stream. More...

Private Attributes
std::string	name
	Name of the stock. More...

std::string	symbol
	symbol refers to the code, i.e., CAC40 More...

const std::string	path
	File path for the data directory. More...

TAlibAPI *	p_talib
	pointer to TA-lib API object, use a lazy initialization of the library More...

std::map< ETime, std::vector < ListDataStockBase * > >	mapTime_ListData
	map TimeScale : vector of ListDataStockBase pointers More...

Related to file I/O
unsigned int	ReadCSV (const ETime tmscl, Utils::firstlast_dates dates=Utils::get_fldate_default()) throw ( StockFileError )
	Read DAY or INST file depending on the TimeScale. More...

void	WriteCSV (const ETime tmscl, bool opt_tmp=false) const throw ( StockException )
	Write historical data into files. More...

int	SaveCSV (const ETime tmscl, bool opt_tmp=false) const
	Save Historical data to file. More...

int	Read_HeaderCSV (ETime tmscl, Utils::firstlast_dates &dates) const throw ( StockFileError )
	Read the dates from the header file. More...

static int	Read_HeaderCSV_static (std::string namestock, ETime tmscl, Utils::firstlast_dates &dates) throw ( StockFileError )
	Static version of Read_HeaderCSV. More...

static int	UpdateCSV_Inst (std::string namestock, DataStock &inst_value, DataStock &inst_volume, ETime tmscl, bool opt_tmp=false) throw ( StockFileError )
	Update file with TimeScale INST. More...

Detailed Description

Main class to deal with one stock.

Object defined for each stock (e.g. DJ, FP, CAC40 )
Store ListDataStock's for historic values and indicators at all TimeScale.

Used for reading and writing stock history from/into file (only DAY and INST are saved by default, others are recomputed)
Transform TimeScale of historic data, e.g. from DAY to WEEK.
Compute indicators in calling TAlib functions: SMA, MACD, RSI...
Call to python modules to update the data from the parser.

Usage:

// creates a new Stock to follow the French CAC40 indices
Stock *st = new Stock("CAC40");
// Load the daily historic, read all data available from the file system
st->LoadListData( ETime::DAY, Indicator::StockCSV );
// Compute the Simple Moving Average of 15 days size, and store the data in memory
st->LoadListData( ETime::DAY, "SMA_15" );

Implementation details:
For each key (TimeScale enumeration ETime) a list of pointer on a ListDataStock :

map <ETime, vector<ListDataStockBase *>>

Definition at line 56 of file Stock.h.

Member Typedef Documentation

typedef std::vector<ListDataStockBase *>::const_iterator Stock::cit_listdata

private

Definition at line 64 of file Stock.h.

typedef std::map<ETime, std::vector<ListDataStockBase *> >::const_iterator Stock::cit_map

private

Definition at line 62 of file Stock.h.

typedef std::vector<ListDataStockBase *>::iterator Stock::it_listdata

private

Definition at line 63 of file Stock.h.

typedef std::map<ETime, std::vector<ListDataStockBase *> >::iterator Stock::it_map

private

Definition at line 61 of file Stock.h.

Constructor & Destructor Documentation

Stock::Stock ( )

inline

Default constructor.

Definition at line 198 of file Stock.h.

References p_talib.

Referenced by SaveCSV().

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Stock::Stock	(	const std::string	iname,
		const std::string	isymbol,
		const std::string	ipath
	)

to delete

Definition at line 29 of file Stock.cpp.

References p_talib.

Stock::Stock	(	const std::string	iname,
		const std::string	ipath = `Utils::GetPathData()`
	)

Set the name (symbol == name), optionally the path of the data.

Definition at line 39 of file Stock.cpp.

References p_talib, and symbol.

Stock::~Stock ( )

virtual

Definition at line 47 of file Stock.cpp.

References mapTime_ListData, name, p_talib, and symbol.

Member Function Documentation

int Stock::AddListDataToMap	(	const ETime &	tmscl,
		ListDataStockBase *	p_listdata
	)

Insert a ListDataStock to the map.

Check if one already exists:

if CSV, dCSV or volume check if it is an update
if TA always call Replace ( recompute all TA by default )
Else:
Insert the new list

Return value :

if new insertion return 0
if update of an existing listdata (update or replace) return 1 => need to delete the entry p_listdata
else error or exit, 2 : if entry has size 0, makes assert

Precondition

p_listdata must be allocated on the heap
size of p_listdata > 0, checked by an assert
shortname of p_listdata must be similar for a correct update

Postcondition

fullname of the inserted list is correct
if return 1 (update), the caller must delete p_listdata otherwise the list will not be deleted !

code example with return value and delete

Parameters

tmscl	TimeScale of the list
p_listdata	pointer on the list data to insert

Returns: int code status, see comments above

Definition at line 622 of file Stock.cpp.

References ListDataStockBase::AddToList(), ListDataStockBase::GetFullName(), ShortName::GetIndicator(), GetListData(), ListDataStockBase::GetName(), ListDataStockBase::GetSize(), mapTime_ListData, ListDataStockBase::Replace(), SetLDataFullName(), Indicator::StockCSV, Indicator::StockInst, and Indicator::Volume.

Referenced by MergeStock(), SaveCSV(), StockManager::SendDatadCSV(), Transform_TimeScale(), and wrapUpdateCSV().

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bool Stock::CheckLoaded ( const ETime & tmscl ) const

Definition at line 529 of file Stock.cpp.

References mapTime_ListData.

Referenced by StockManager::Load(), and UpdateCSVFromFile().

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bool Stock::CheckLoaded	(	const ETime &	tmscl,
		const Indicator &	indic,
		const std::vector< int > &	param = `std::vector<int>()`
	)		const

Check with a TimeScale and an indicator.

Definition at line 539 of file Stock.cpp.

References GetItList(), and mapTime_ListData.

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bool Stock::CheckLoaded	(	const ETime &	tmscl,
		const std::string &	sname
	)		const

Check with a TimeScale and the shortname.

Definition at line 553 of file Stock.cpp.

References GetItList(), and mapTime_ListData.

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int Stock::ComputeTA	(	const ETime &	tmscl,
		const std::string &	name_indic
	)
throw	(	TALibException
	)

private

Compute an indicator using the TAlib library.

Parameters

tmscl	: timescale
name_indic	: shortname of the indicator, e.g. "SMA_3"

Exceptions

TALibException

Definition at line 352 of file Stock.cpp.

References Indicator::AD, INST, Indicator::label(), Indicator::nb_output(), Indicator::nb_param(), Indicator::Null, Indicator::Set(), Indicator::StockCSV, Indicator::StockInst, Utils::toString(), Indicator::Volume, and TALibException::what().

Referenced by UpdateAllTimeScale().

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void Stock::DeleteAllListData ( const ETime & tmscl )

Delete all data of the given TimeScale.

Definition at line 916 of file Stock.cpp.

References mapTime_ListData, and PrintMapChrono().

Referenced by StockManager::DeleteAllListDataFromTimeScale().

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void Stock::DeleteListData	(	const ETime &	tmscl,
		const Indicator &	indic,
		std::vector< int >	param = `std::vector<int>()`
	)

Delete a list given the TimeScale, Indicator and param.

Definition at line 872 of file Stock.cpp.

References Indicator::label(), and ShortName::MakeShortName().

Referenced by StockManager::DeleteListData().

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void Stock::DeleteListData	(	const ETime &	tmscl,
		const std::string &	sname
	)

Delete a list given the TimeScale and the ShortName "indic_params".

Definition at line 885 of file Stock.cpp.

References GetItList(), and mapTime_ListData.

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Stock::cit_listdata Stock::GetItList	(	Stock::cit_map &	it_m,
		const Indicator &	indic,
		const std::vector< int > &	param = `std::vector<int>()`
	)		const

private

Definition at line 72 of file Stock.cpp.

References ShortName::MakeShortName().

Referenced by CheckLoaded(), DeleteListData(), GetItList(), and GetListData().

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Stock::cit_listdata Stock::GetItList	(	Stock::cit_map &	it_m,
		const std::string &	sname
	)		const

private

Definition at line 81 of file Stock.cpp.

Stock::it_listdata Stock::GetItList	(	it_map &	it_m,
		const Indicator &	indic,
		const std::vector< int > &	param = `std::vector<int>()`
	)

private

version non-const

Definition at line 94 of file Stock.cpp.

References GetItList(), and ShortName::MakeShortName().

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Stock::it_listdata Stock::GetItList	(	it_map &	it_m,
		const std::string &	sname
	)

private

version non-const

Definition at line 101 of file Stock.cpp.

ListDataStockBase * Stock::GetListData	(	const ETime &	tmscl,
		const Indicator &	indic,
		const std::vector< int >	param = `std::vector<int>()`
	)		const

Get the ListDataStock from a TimeScale, Indicator and vector of parameters.

Parameters

tmscl	TimeScale, e.g., ETime::DAY, ETime::YEAR
indic	Indicator, e.g., Indicator::StockCSV, Indicator::Volume
param	vector of int to set optional parameters

Returns: a pointer to the list or nullptr if it is not found

Definition at line 581 of file Stock.cpp.

References GetItList(), and mapTime_ListData.

Referenced by AddListDataToMap(), StockManager::GetListData(), SaveCSV(), StockManager::SendDatadCSV(), Transform_TimeScale(), and UpdateCSVFromFile().

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ListDataStockBase * Stock::GetListData	(	const ETime &	tmscl,
		const std::string &	sname
	)		const

Get the ListDataStock from a TimeScale and a string with the shortname format: "Indicator_params".

The string can be constructed with Utils::MakeShortName( Indicator, vec_params )

Parameters

tmscl	TimeScale, e.g., ETime::DAY, ETime::YEAR
sname	describes fully a list in ShortName format, e.g., "SMA_15","MACD_12_9_26"

Returns: a pointer to the list or nullptr if it is not found

Definition at line 597 of file Stock.cpp.

References GetItList(), and mapTime_ListData.

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std::string Stock::GetName ( ) const

inline

Definition at line 210 of file Stock.h.

References name.

Referenced by StockManager::AddStock(), StockManager::DeleteAllListDataFromTimeScale(), StockManager::DeleteListData(), MergeStock(), PrintMapChrono(), and SetLDataFullName().

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std::string Stock::GetPath ( ) const

inline

Definition at line 212 of file Stock.h.

References path.

std::string Stock::GetSymbol ( ) const

inline

Definition at line 211 of file Stock.h.

References symbol.

bool Stock::IsEmpty ( ) const

Test if some ListData are still present, whatever the timescale.

Definition at line 567 of file Stock.cpp.

References mapTime_ListData, and name.

Referenced by StockManager::DeleteAllListDataFromTimeScale(), and StockManager::DeleteListData().

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void Stock::LoadCSVData	(	const ETime &	tmscl,
		Utils::firstlast_dates &	dates
	)
throw	(	StockException
	)

private

Get Indicator::StockCSV or StockdCSV with the correct TimeScale Call functions to read and load data from file ReadCSV, day or dcsv.

And transform the TimeScale if needed.

Check than both StockCSV/StockInst and Volume are present before TransformTimeScale is called.
Otherwise, force to re-read the file (existing Lists should be "replaced")

Parameters

tmscl	TimeScale to load
dates	range of dates when reading the data. Default use all.

Exceptions

StockException

Definition at line 177 of file Stock.cpp.

References DAY, INST, Indicator::StockCSV, Indicator::StockInst, Indicator::Volume, and StockFileError::what().

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int Stock::LoadListData	(	const ETime &	tmscl,
		const Indicator &	indic = `Indicator::StockCSV`,
		const std::vector< int > &	param = `std::vector<int>()`,
		Utils::firstlast_dates	dates = `Utils::get_fldate_default()`
	)
throw	(	StockException
	)

Load or/and compute an indicator in the Stock.

If an indicator is already present (whatever the initial dates range), the function return 1, it does not try to update.
Update can be done by calling again ReadCSV (with some limitations about dates) for DAY or INST
or call method UpdateAllTimeScale for Indicators

By default the historical data at the same TimeScale are loaded before the indicator are computed,
so that it is possible to ask for a SMA 3 directly.

Example of usage:

Load daily historical data of the SP500, all dates available from the file
stock = new Stock("SP500");

stock->LoadListData( ETime::DAY );
Compute SMA with a moving block of 3 weeks, on weekly data from the start of the year 2012
// set the dates range, important to set default values here

Utils::firstlast_dates fldates = Utils::get_fldate_default()

fldates.first = Utils::StringToTime_t("2012-01-01");

// if last is not specified, it is assumed up to the last data available

// fldates.last = Utils::StringToTime_t("2012-12-31");

stock->LoadListData( ETime::WEEK, Indicator::SMA, std::vector<int>{3}, fldates );

Parameters

tmscl	TimeScale
indic	Indicator, default StockCSV, the function loads the historical data from files
param	an optional vector containing the parameters of the indicator. (Some indicators have a default values (see Indicator.h), but not used here)
dates	optional dates to limit the range. Apply only when reading the file (DAY and INST), other TimeScale are transformed from them. Default use all available (in memory or in file)

Returns: status 0 : loaded correctly, 1 the indicator was already present, others problems throw exception

Exceptions

StockException error in filesystem or cannot compute the indicator

Definition at line 801 of file Stock.cpp.

References TimeScale::GetTimeScaleName(), ShortName::MakeShortName(), Indicator::Null, Utils::Time_tToString(), and TALibException::what().

Referenced by StockManager::Load(), SaveCSV(), and TransDateBox::Valid().

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void Stock::MergeStock	(	const Stock *	new_stock,
		bool
	)

Merge entries with an other stock.

The calling object will insert new entries and replace or discard existing ones

Parameters

new_stock	stock to merge into this
to_replace	if true the new entries will replace the existing ones, otherwise they are discarded. Partly implemented

Definition at line 730 of file Stock.cpp.

References AddListDataToMap(), GetName(), and mapTime_ListData.

Referenced by StockManager::AddStock().

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void Stock::PrintMapChrono ( const unsigned int verbose = 0 ) const

Print map content to the console.

verbose similar to ListDataStock::PrintData() :

0 Print first and last data of each ListDataStock, with header
1 Print all data, no header
Parameters

verbose : level of detail 0 or 1

Definition at line 2127 of file Stock.cpp.

References GetName(), and mapTime_ListData.

Referenced by DeleteAllListData(), MainControllerIndicatorTHStock::Validation(), and wrapUpdateCSV().

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int Stock::Read_HeaderCSV	(	ETime	tmscl,
		Utils::firstlast_dates &	dates
	)		const
throw	(	StockFileError
	)

Read the dates from the header file.

Open and read header of namestock.DAY/INST.csv
will assign first/last date called before stock created in gui, want to call static Stock::Read_Header

Parameters

tmscl	TimeScale, will read DA> or INST
dates	structure will contain first and last dates after execution

Returns: status 0 is ok

Exceptions

StockFileError cannot be open, or missing header

Definition at line 1487 of file Stock.cpp.

References TimeScale::GetTimeScaleName(), path, and Indicator::StockCSV.

Referenced by SaveCSV(), UpdateCSVFromFile(), and MainControllerIndicatorTHStock::Validation().

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int Stock::Read_HeaderCSV_static	(	std::string	namestock,
		ETime	tmscl,
		Utils::firstlast_dates &	dates
	)
throw	(	StockFileError
	)

static

Static version of Read_HeaderCSV.

Read file : "Utils::GetPathData()/historical/namestock.tmscl.csv"
Test version
path is taken from Utils::GetPathData()

Parameters

namestock	name of the stock, considered similar as symbol
tmscl	TimeScale to read
dates	structure will contain first and last dates after execution

Returns: status 0 is ok

Exceptions

StockFileError cannot be open, or missing header

Definition at line 1519 of file Stock.cpp.

References Utils::GetPathData(), TimeScale::GetTimeScaleName(), and Indicator::StockCSV.

Referenced by wrapLastCSVUpdate().

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unsigned int Stock::ReadCSV	(	const ETime	tmscl,
		Utils::firstlast_dates	dates = `Utils::get_fldate_default()`
	)
throw	(	StockFileError
	)

Read DAY or INST file depending on the TimeScale.

Create a ListDataStock with TimeScale ETime::DAY or ETime::INST (Indicator::StockCSV or Indicator::StockInst) and insert to the map.
Files are read from the data member path, setup by default to Utils::GetPathData().
Theses files are in the subdirectory "historical_data"

If dates.first only is specified (dates.last = 0), load all data from dates.first to last in file
If dates.last only (dates.first = 0), load all data from first in file to dates.last

Note: It is advised to initialize the structure, i.e.,
Utils::firstlast_dates dates = Utils::get_fldate_default()

This function can be called 2 times for an update if :

the first time is equal to the first time of the list in memory, it replaces all existing data
the first time is equal or superior to the last time in memory (assert in ListDataStock::AddToList, it tries to update)

Parameters

tmscl Timescale

dates optional structure (Utils::firstlast_dates), range of dates to load, default (0,0) all.

Returns
the number of data read from the file. (Could return the integer from AddListToMap ?)

Exceptions

StockFileError

Definition at line 957 of file Stock.cpp.

References ListDataStockBase::AddData(), CHRONO, DAY, Utils::firstlast_dates::first, DataStock::GetDate(), ListDataStockBase::GetSize(), TimeScale::GetTimeScaleName(), INST, Utils::firstlast_dates::last, NO_CHRONO, not_a_time, ListDataStockBase::Order(), path, SimpleData::SetData(), ListDataStockBase::SetDates(), Utils::splitline(), Indicator::StockCSV, Utils::StringToTime_t(), and Utils::Time_tToString().

Referenced by UpdateCSVFromFile().

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int Stock::ReadLineHeader	(	const std::string &	line,
		Utils::firstlast_dates &	dates
	)

staticprivate

Extract dates from the header of the historic data files.

Parameters

line	string input, header format 4 or 6 fields
dates	fill the Utils::firstlast_dates structure with dates read from the line

Returns: 0 ok, else problem with string format

Definition at line 116 of file Stock.cpp.

References Utils::ERROR_StrToTime, Utils::firstlast_dates::first, Utils::firstlast_dates::last, Utils::splitline(), Utils::StringToTime_t(), and Utils::Time_tToString().

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int Stock::SaveCSV	(	const ETime	tmscl,
		bool	opt_tmp = `false`
	)		const

Save Historical data to file.

This method assures than no data are lost when writing to file.
It should be preferred to WriteCSV in this sense

Parameters

tmscl	TimeScale to save
opt_tmp	if true will write to PATH_DATA/historical_data_tmp directory, for tests (to not overwrite original)

Returns: status, 0 normal data have been saved to file, -1 (did nothing) List not loaded in memory or File already up to date

Exceptions

StockException throw by WriteCSV

Definition at line 1357 of file Stock.cpp.

References AddListDataToMap(), Utils::firstlast_dates::first, Utils::get_fldate_default(), ListDataStockBase::GetFirstTime(), GetListData(), INST, Utils::firstlast_dates::last, ListDataStockBase::LastUpdate(), LoadListData(), M5, name, not_a_time, Read_HeaderCSV(), Stock(), Indicator::StockCSV, Indicator::StockInst, Indicator::Volume, and WriteCSV().

Referenced by wrapUpdateCSV().

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void Stock::SetLDataFullName ( ListDataStockBase * p_listdata ) const

private

Function to complete the fullname of a listdatastock.

Done automaticaly when new data are inserted

Parameters

ListDataStockBase pointer on the List to modify

Definition at line 258 of file Stock.cpp.

References ListDataStockBase::GetName(), GetName(), ListDataStockBase::GetTimeScale(), TimeScale::GetTimeScaleName(), and ListDataStockBase::SetFullName().

Referenced by AddListDataToMap().

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int Stock::Transform_TimeScale ( const ETime & new_tmscl )

private

Transform history values dcsv or DAY to M5,M10..H1 or WEEK, MONTH..YEAR.

Always try

Parameters

new_tmscl new timescale to compute, different of dcsv or DAY (assert)

Returns: status 0 ok, 1 error the list dcsv or DAY cannot be retrieved

Definition at line 273 of file Stock.cpp.

References AddListDataToMap(), DAY, GetListData(), INST, not_a_time, Indicator::StockCSV, Indicator::StockInst, ListDataStock_Utils::TransformTimeScale(), and Indicator::Volume.

Referenced by main(), and UpdateAllTimeScale().

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void Stock::UpdateAllTimeScale	(	const ETime	tmscl,
		Utils::firstlast_dates	opt_dates = `Utils::get_fldate_default()`,
		bool	b_readfile = `true`
	)

Update all indicators of the given TimeScale.

DAY, call to UpdateCSVFromWeb (query Yahoo), and save data to file if new ones available. INST (normally updated by Server), but could call UpdateCSVFromFile (argument or check dates)

Then transform to the correct TimeScale and recompute ta-lib Indicators

Parameters

tmscl	TimeScale to update
opt_dates	optional, specify a range of dates for the update
b_readfile

Returns: size of ListData StockCSV, the largest one, not implemented ? useful ? maybe the number of update better

Definition at line 1892 of file Stock.cpp.

References ComputeTA(), DAY, FullName::GetNameStock(), INST, Utils::firstlast_dates::last, mapTime_ListData, Indicator::Null, Indicator::Set(), Transform_TimeScale(), UpdateCSVFromFile(), and UpdateCSVFromWeb().

Referenced by Updated().

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int Stock::UpdateCSV_Inst	(	std::string	namestock,
		DataStock &	inst_value,
		DataStock &	inst_volume,
		ETime	tmscl,
		bool	opt_tmp = `false`
	)
throw	(	StockFileError
	)

static

Update file with TimeScale INST.

Append the new data (instantaneous value and volume) to the file and update the header.
Creates the file if it does not exist.

Implemented for wrapPyStock, python modules can update the file with a correct format of string and modify the header.
Files at timescale ETime::INST are in a chronological order. Faster to append data than reading all previous data.

Parameters

namestock	necessary if want to keep as static function
inst_value,inst_volume	DataStocks for instantaneous value and volume
tmscl	should only be ETime::INST. Maybe later follow same logic for writing M5, M10 because often updated

Returns: status 0 ok new data added. -1 error data have not been added

Exceptions

StockFileError problem in opening or writing into the file

Definition at line 1555 of file Stock.cpp.

References Utils::firstlast_dates::first, Utils::get_fldate_default(), Utils::GetPathData(), TimeScale::GetTimeScaleName(), INST, Utils::firstlast_dates::last, not_a_time, and Indicator::StockCSV.

Referenced by wrap_SaveInst().

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int Stock::UpdateCSVFromFile ( const ETime tmscl )

Load the last historical data from the filesystem into a List in memory.

Original use with INST data, ServerPortfolio always writes the new data to files, and the List was not updated by the Server.
With DAY works the same, when update from Yahoo is asked by an other process.
Assume the file has been updated (not a precondition), the function will make a call to ReadCSV to add the new data.
If the List contains more data than the file (updated by other way: ServerSM), return -1 (or special code CANNOT_UPDATE)
If only a range of the initial data have been loaded all the new data will be added. (maybe not expected with GUI use)
If the List is empty (call from a script), load all the data.

Parameters

tmscl ETime::INST or ETime::DAY (assert to release later)

Returns: number of new data added to the list, 0 nothing has been added, -1 cannot update (in memory more recent than file)

Exceptions

StockFileError may be throw by ReadCSV

Definition at line 2068 of file Stock.cpp.

References CheckLoaded(), Utils::firstlast_dates::first, Utils::get_fldate_default(), GetListData(), INST, Utils::firstlast_dates::last, ListDataStockBase::LastUpdate(), Indicator::Null, Read_HeaderCSV(), ReadCSV(), Indicator::StockCSV, Indicator::StockInst, and Utils::Time_tToString().

Referenced by UpdateAllTimeScale().

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void Stock::Updated ( const ETime tmscl )

Return the last available date of historical data.

First read the last date form the header.
If already loaded in-memory use the last date of it.
If load_list and not in-memory force to load the list in Stock, should be the same date as header.

Check than date in header is not larger than date in-memory. It means only a range has been loaded and update may cause problems. What's about the first date ? If not in memory will need to take care when saving to file.

Before, always load the data in memory, some calling function need this
But could only read the header by default (see LastCSVUpdateFromFile)

Parameters

tmscl	timescale query, should be ETime::DAY or ETime::INST
bool	load_list force to load the ListDataStock if not in memory, default read only the header

Returns: time_t or 0 if error : wrong timescale

Exceptions

StockException

Deprecated:: to delete, easy to read_header

Indicate than data at tmscl have updated, will recompute all (historical data and indicators) for larger TimeScale.

Call by StockManger when a new TCP message has been received and new data have been added.
Inform than new data have been provided ( dcsv for now, later can be CSV as well ) and call UpdateAllTimeScale, specifying Data must not been read from file. All other update, recompuation similar

Should not use LoadListData for this purpose

Parameters

tmscl will recompute all indicators at this TimeScale

Definition at line 1799 of file Stock.cpp.

References TimeScale::as_uint(), DAY, Utils::get_fldate_default(), INST, M5, mapTime_ListData, not_a_time, and UpdateAllTimeScale().

Referenced by StockManager::SendDatadCSV().

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void Stock::WriteCSV	(	const ETime	tmscl,
		bool	opt_tmp = `false`
	)		const
throw	(	StockException
	)

Write historical data into files.

Write the values and the volume at a specified TimeScale, do not check for previous data in file.

Note: Prefer SaveCSV to assure than no data are lost in writing the file.

Only DAY is used (INST files are normally written by python ServerPortfolio, now by UpdateCSV_Inst),
other are implemented and unit-tested, but not used at the moment inside the library.

Parameters