ExSan & Interactive Brokers C++ API CODING 002
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CLUSTERING
1 //*----------------------------------
2 // cluster traversal
3 cout << "\n\t:Begin --- cluster traversal----- nStocks: " << nStocksMg;
4
5 for (i = 0; i <= nPointers - 1; i++) {
6 aryStockPtr[i] = nullptr;
7 aryPtr[i] = nullptr;
8 aryStockPtr[i] = net->goto_row(net, ppDataIn, i + 1, 'f');
9 pltM.idStockInQue(aryStockPtr[i]->get_stock_name());
10 aryPtr[i] = aryStockPtr[i]->get_ptrLasTick();
11 }
12
13 for (j = 1; j <= net->get_cols_in_page(ppDataIn, 'f'); j++) {//OK revised Aug 27
14 for (i = 0; i <= nPointers - 1; i++) {//OK revised Aug 27
15 //doNodeClustering
16 aryPtr[i]->Tree_nt_CandleParameters( aryPtr[i], aryPtr[i]->getHead(), ppdata,
17 ppopenVal, pplowVal, pphighVal, ppcloseVal, superMin, superMax);
18
19 aryPtr[i] = aryPtr[i]->get_next_ptr();
20 if(aryPtr[i]->get_col() > net->get_cols_in_page(ppDataIn))
21 aryPtr[i] = aryStockPtr[i]->get_forward_ptr();
22 }
23 }
24
25 unsigned short idGraph(0);
26 pltM.set_titleMg("HISTORICAL DATA - Snapshot of Market, sometime after 2000 " + idGraph);
27 string plot_data = "d:\\\\xxxdirectory\\\\";
28
29 pltM.set_path(plot_data);
30 pltM.set_idPlotmG(++idPlotG);
31
32 unsigned short * indexNtNodeAry = new unsigned short[nStocksMg];
33 fstream* fAry = new fstream[nStocksMg]; //candle
34 fstream* fAryData = new fstream[nStocksMg]; //full data
35
36 string* AryDataFileName = new string[nStocksMg]; //full data
37 string* AryDataFileName2 = new string[nStocksMg]; //full data
38
39 double* minfAryData = new double[nStocksMg]; //full data
40 double* maxfAryData = new double[nStocksMg]; //full data
41
42 double* minfAry = new double[nStocksMg]; //candle
43 double* maxfAry = new double[nStocksMg]; //candle
44
45 for (unsigned short ff = 0; ff < nStocksMg; ff++) {
46 minfAry[ff] = minfAryData[ff] = 10000000.;
47 maxfAry[ff] = maxfAryData[ff] = 0;
48 indexNtNodeAry[ff] = 0;
49
50 AryDataFileName[ff] =
plot_data + "_cndlData_" + to_string(idPlotG) + to_string(ff) + "_" + topic_id_job + ".txt";
51 fAry[ff].open(AryDataFileName[ff], ios::out);
52
53 AryDataFileName2[ff] = plot_data + "_rawData_" + to_string(idPlotG) + to_string(ff) + "_" + topic_id_job + ".txt";
54 fAryData[ff].open(AryDataFileName2[ff], ios::out);
55 }
56
57 for (i = 0; i <= nPointers - 1; i++) {
58 aryPtr[i] = aryStockPtr[i]->get_ptrLasTick();
59 }
60
61 for (j = 1; j <= net->get_cols_in_page(ppDataIn, 'f'); j++) {//OK revised
62 for (i = 0; i <= nPointers - 1; i++) {//OK revised Mar 7
63 switch (aryPtr[i]->get_row()) {
64 case 1:
65 if (j == 1) fAry[0] << ntNodes / 2 ; else fAry[0] << ntNodes / 2 + j * ntNodes;
66 fAry[0] << "\t" << aryPtr[i]->get_data(pp_openVal) << "\t" << aryPtr[i]->get_data(pp_lowVal) <<
67 "\t " << aryPtr[i]->get_data(pp_highVal) << "\t" << aryPtr[i]->get_data(pp_closeVal) << endl;
68
69 if (aryPtr[i]->get_data(pp_lowVal) < minfAry[0]) minfAry[0] = aryPtr[i]->get_data(pp_lowVal);
70 else if (maxfAry[0] < aryPtr[i]->get_data(pp_highVal)) maxfAry[0] = aryPtr[i]->get_data(pp_highVal);
71 break;
72
73 case 2:
74 aryPtr[i]->get_data(pp_lowVal) << aryPtr[i]->get_data(pp_highVal) << aryPtr[i]->get_data(pp_closeVal);
75 if (j == 1) fAry[1] << ntNodes / 2; else fAry[1] << ntNodes / 2 + (j-1) * ntNodes;
76 fAry[1] << "\t" << aryPtr[i]->get_data(pp_openVal) << "\t" << aryPtr[i]->get_data(pp_lowVal) <<
77 "\t " << aryPtr[i]->get_data(pp_highVal) << "\t" << aryPtr[i]->get_data(pp_closeVal) ;
78
79 if (aryPtr[i]->get_data(pp_lowVal) < minfAry[1]) minfAry[1] = aryPtr[i]->get_data(pp_lowVal);
80 else if (maxfAry[1] < aryPtr[i]->get_data(pp_highVal)) maxfAry[1] = aryPtr[i]->get_data(pp_highVal);
81 break;
82
83 case 3:
84 if (j == 1) fAry[2] << ntNodes / 2; else fAry[2] << ntNodes / 2 + (j-1) * ntNodes;
85 fAry[2] << "\t" << aryPtr[i]->get_data(pp_openVal) << "\t" << aryPtr[i]->get_data(pp_lowVal) << "\t "
86 << aryPtr[i]->get_data(pp_highVal) << "\t" << aryPtr[i]->get_data(pp_closeVal) << endl;
87
88 if (aryPtr[i]->get_data(pp_lowVal) < minfAry[2]) minfAry[2] = aryPtr[i]->get_data(pp_lowVal);
89 else if (maxfAry[1] < aryPtr[2]->get_data(pp_highVal)) maxfAry[2] = aryPtr[i]->get_data(pp_highVal);
90 break;
91
92 case 4:
93 if (j == 1) fAry[2] << ntNodes / 2; else fAry[3] << ntNodes / 2 + (j - 1) * ntNodes;
94 fAry[3] << "\t" << aryPtr[i]->get_data(pp_openVal) << "\t" << aryPtr[i]->get_data(pp_lowVal) << "\t "
95 << aryPtr[i]->get_data(pp_highVal) << "\t" << aryPtr[i]->get_data(pp_closeVal) << endl;
96
97 if (aryPtr[i]->get_data(pp_lowVal) < minfAry[2]) minfAry[2] = aryPtr[i]->get_data(pp_lowVal);
98 else if (maxfAry[1] < aryPtr[2]->get_data(pp_highVal)) maxfAry[2] = aryPtr[i]->get_data(pp_highVal);
99 break;
130 ...;
135 }
136 }
137 //*/
138 //-------------cluster traversal--------------------
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