SlippageBase.h

浏览该文件的文档.

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

#ifndef SLIPPAGEBASE_H_
#define SLIPPAGEBASE_H_

#include "../../KData.h"
#include "../../utilities/Parameter.h"
#include "../../utilities/util.h"

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

namespace hku {

class HKU_API SlippageBase: public enable_shared_from_this<SlippageBase>  {
    PARAMETER_SUPPORT

public:
    SlippageBase();
    SlippageBase(const string& name);
    virtual ~SlippageBase() {}

    void setTO(const KData& kdata);

    KData getTO() const;

    string name() const;

    void name(const string& name);

    void reset();

    typedef shared_ptr<SlippageBase> SlippagePtr;
    SlippagePtr clone();

    virtual price_t getRealBuyPrice(const Datetime& datetime,
            price_t planPrice) = 0;

    virtual price_t getRealSellPrice(const Datetime& datetime,
            price_t planPrice) = 0;

    virtual SlippagePtr _clone() = 0;

    virtual void _reset() {}

    virtual void _calculate() = 0;

protected:
    string m_name;
    KData m_kdata;

//============================================
// 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(GBToUTF8(m_name));
        ar & boost::serialization::make_nvp("m_name", name);
        ar & BOOST_SERIALIZATION_NVP(m_params);
    }

    template<class Archive>
    void load(Archive & ar, const unsigned int version) {
        string name;
        ar & boost::serialization::make_nvp("m_name", name);
        m_name = UTF8ToGB(name);
        ar & BOOST_SERIALIZATION_NVP(m_params);
    }

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


#if HKU_SUPPORT_SERIALIZATION
BOOST_SERIALIZATION_ASSUME_ABSTRACT(SlippageBase)
#endif

#if HKU_SUPPORT_SERIALIZATION

#define SLIPPAGE_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(SlippageBase); \
    }
#else
#define SLIPPAGE_NO_PRIVATE_MEMBER_SERIALIZATION
#endif


#define SLIPPAGE_IMP(classname) public:\
    virtual SlippagePtr _clone() {\
        return SlippagePtr(new classname());\
    }\
    virtual price_t getRealBuyPrice(const Datetime&, price_t); \
    virtual price_t getRealSellPrice(const Datetime&, price_t); \
    virtual void _calculate();


typedef shared_ptr<SlippageBase> SlippagePtr;
typedef shared_ptr<SlippageBase> SPPtr;

HKU_API std::ostream & operator<<(std::ostream&, const SlippageBase&);
HKU_API std::ostream & operator<<(std::ostream&, const SlippagePtr&);


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

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

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

inline void SlippageBase::reset() {
    _reset();
}

} /* namespace hku */
#endif /* SLIPPAGEBASE_H_ */