SignalBase.h

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/*
 * SignalBase.h
 *
 *  Created on: 2013-3-3
 *      Author: fasiondog
 */

#ifndef SIGNALBASE_H_
#define SIGNALBASE_H_

#include <set>
#include "../../KData.h"
#include "../../utilities/Parameter.h"
#include "../../trade_manage/TradeManager.h"
#include "../../serialization/Datetime_serialization.h"

#if HKU_SUPPORT_SERIALIZATION
#include <boost/serialization/shared_ptr.hpp>
#include <boost/serialization/set.hpp>
#include <boost/serialization/assume_abstract.hpp>
#include <boost/serialization/base_object.hpp>
#endif

namespace hku {

class HKU_API SignalBase: public enable_shared_from_this<SignalBase>  {
    PARAMETER_SUPPORT

public:
    SignalBase();
    SignalBase(const string& name);
    virtual ~SignalBase();

    bool shouldBuy(const Datetime& datetime) const;

    bool shouldSell(const Datetime& datetime) const;

    DatetimeList getBuySignal() const;

    DatetimeList getSellSignal() const;

    void _addBuySignal(const Datetime& datetime);

    void _addSellSignal(const Datetime& datetime);

    void setTO(const KData& kdata);

    KData getTO() const;

    void reset();

    typedef shared_ptr<SignalBase> SignalPtr;
    SignalPtr clone();

    string name() const;

    void name(const string& name);

    virtual void _reset() {}

    virtual SignalPtr _clone() = 0;

    virtual void _calculate() = 0;

protected:
    string m_name;
    KData  m_kdata;
    bool   m_hold;
    std::set<Datetime> m_buySig;
    std::set<Datetime> m_sellSig;

//============================================
// 序列化支持
//============================================
#if HKU_SUPPORT_SERIALIZATION
private:
    friend class boost::serialization::access;
    template<class Archive>
    void save(Archive & ar, const unsigned int version) const {
        string name_str(GBToUTF8(m_name));
        ar & boost::serialization::make_nvp("name", name_str);
        ar & BOOST_SERIALIZATION_NVP(m_params);
        ar & BOOST_SERIALIZATION_NVP(m_hold);
        ar & BOOST_SERIALIZATION_NVP(m_buySig);
        ar & BOOST_SERIALIZATION_NVP(m_sellSig);
        // m_kdata都是系统运行时临时设置，不需要序列化
        //ar & BOOST_SERIALIZATION_NVP(m_kdata);
    }

    template<class Archive>
    void load(Archive & ar, const unsigned int version) {
        ar & boost::serialization::make_nvp("name", m_name);
        ar & BOOST_SERIALIZATION_NVP(m_params);
        ar & BOOST_SERIALIZATION_NVP(m_hold);
        ar & BOOST_SERIALIZATION_NVP(m_buySig);
        ar & BOOST_SERIALIZATION_NVP(m_sellSig);
        // m_kdata都是系统运行时临时设置，不需要序列化
        //ar & BOOST_SERIALIZATION_NVP(m_kdata);
    }

    BOOST_SERIALIZATION_SPLIT_MEMBER()
#endif /* HKU_SUPPORT_SERIALIZATION */
};

#if HKU_SUPPORT_SERIALIZATION
BOOST_SERIALIZATION_ASSUME_ABSTRACT(SignalBase)
#endif

#if HKU_SUPPORT_SERIALIZATION

#define SIGNAL_NO_PRIVATE_MEMBER_SERIALIZATION private:\
    friend class boost::serialization::access; \
    template<class Archive> \
    void serialize(Archive & ar, const unsigned int version) { \
        ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(SignalBase); \
    }
#else
#define SIGNAL_NO_PRIVATE_MEMBER_SERIALIZATION
#endif


#define SIGNAL_IMP(classname) public:\
    virtual SignalPtr _clone() {\
        return SignalPtr(new classname());\
    }\
    virtual void _calculate();



typedef shared_ptr<SignalBase> SignalPtr;
typedef shared_ptr<SignalBase> SGPtr;

HKU_API std::ostream & operator<<(std::ostream&, const SignalBase&);
HKU_API std::ostream & operator<<(std::ostream&, const SignalPtr&);

inline KData SignalBase::getTO() const {
    return m_kdata;
}

inline string SignalBase::name() const {
    return m_name;
}

inline void SignalBase::name(const string& name) {
    m_name = name;
}

inline bool SignalBase::shouldBuy(const Datetime& datetime) const {
    return m_buySig.count(datetime) ? true : false;
}

inline bool SignalBase::shouldSell(const Datetime& datetime) const {
    return m_sellSig.count(datetime) ? true : false;
}

} /* namespace hku */
#endif /* SIGNALBASE_H_ */