dmitry_env/ATP/robotrader/robotrader/DataSource.h

Go to the documentation of this file.

/***************************************************************************
*    
*                       Copyright (c) 2007-2010  Argo SE, Inc. All rights reserved. 
*
* The following source code, and the ideas, expressions and concepts
* incorporated therein, as well as the ideas, expressions and concepts of
* any other material (whether tangible or intangible) disclosed in
* conjunction with this source code, are the exclusive and proprietary
* property, and constitutes confidential information, of Argo SE, Inc.
* Accordingly, the user of this source code
* agrees that it shall continue to be bound by the terms and conditions of
* any and all confidentiality agreements executed with Argo SE, Inc.
* concerning the disclosure of the source code and any other materials in 
* conjunction therewith. 
*
*/

#pragma once
#include <assert.h>

namespace RT
{
#define MAX_BARS_COUNT 1000

template <class T>
class IDataSource
{
public:
        virtual ~IDataSource(){}
        virtual int init(T*,int) = 0;

        virtual T* first() const = 0;
        virtual T* last() = 0;
        virtual T* next() = 0;
        virtual T* previous() = 0;
        virtual int count() const = 0;
        virtual void set(T* t,int idx) = 0;
        virtual void count(int) = 0;

        virtual T& operator []  (int indx) = 0;
};

template <class T>
class TDataSource       : public IDataSource<T>
{
public:
        TDataSource(){};
        virtual ~TDataSource(){};

        TDataSource(T* begin,int count )
        {
                init( begin, count);
        }

        virtual int init(T*,int);

        virtual T* first() const;
        virtual T* last();
        virtual T* next();
        virtual T* previous();
        virtual void set(T*,int);
        
        virtual int count() const;
        virtual void count(int);
        virtual T& operator[]  (int indx);

private:
        int current_indx_;
        T* first_;
        int count_;
};

template <class T>
int TDataSource<T>::init(T* begin,int count)
{
        assert(count <= MAX_BARS_COUNT);
        current_indx_ = 0;
        first_ = begin;
        count_ = count;
        return 0;
}

template <class T>
T* TDataSource<T>::first() const
{
        return first_;
}

template <class T>
T* TDataSource<T>::last()
{
        return &first_[count_-1];
}

template <class T>
T* TDataSource<T>::next()
{
        if(current_indx_ == count_-1)
                return 0;
        else
        {
                current_indx_++;
                return &first_[current_indx_];
        }
}

template <class T>
T* TDataSource<T>::previous()
{
        if(current_indx_ == 0)
                return 0;
        else
        {
                current_indx_--;
                return &first_[current_indx_];
        }
}

template <class T>
int TDataSource<T>::count() const
{
        return count_;
}

template <class T>
void TDataSource<T>::set(T* value,int indx)
{
        first_[indx] = *value;
}

template <class T>
void TDataSource<T>::count(int count)
{
        assert(count >= 0 && count <= MAX_BARS_COUNT);
        if(current_indx_ > count-1)
                current_indx_ = count-1;

        count_ = count;
}
template <class T>
T& TDataSource<T>::operator[]  (int indx)
{
        assert(indx >= 0 && indx < MAX_BARS_COUNT);
        return first_[indx];
}

typedef double DataType;
typedef TDataSource<DataType> DataSource;

}

---