TradeCostBase.h

浏览该文件的文档.

/*
 * TradeCostBase.h
 *
 *  Created on: 2013-2-13
 *      Author: fasiondog
 */

#ifndef TRADECOSTBASE_H_
#define TRADECOSTBASE_H_

#include "../Stock.h"
#include "../utilities/util.h"
#include "../utilities/Parameter.h"
#include "CostRecord.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 TradeCostBase {
    PARAMETER_SUPPORT

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

    typedef shared_ptr<TradeCostBase> TradeCostPtr;
    TradeCostPtr clone();

    const string& name() const {
        return m_name;
    }

    virtual CostRecord getBuyCost(const Datetime& datetime,
            const Stock& stock, price_t price, size_t num) const = 0;

    virtual CostRecord getSellCost(const Datetime& datetime,
            const Stock& stock, price_t price, size_t num) const = 0;

    virtual CostRecord getBorrowCashCost(const Datetime& datetime,
            price_t cash) const {
        return CostRecord();
    }

    virtual CostRecord getReturnCashCost(
            const Datetime& borrow_datetime,
            const Datetime& return_datetime,
            price_t cash) const {
        return CostRecord();
    }

    virtual CostRecord getBorrowStockCost(const Datetime& datetime,
            const Stock& stock, price_t price, size_t num) const {
        return CostRecord();
    }

    virtual CostRecord getReturnStockCost(const Datetime& borrow_datetime,
            const Datetime& return_datetime,
            const Stock& stock, price_t price, size_t num) const {
        return CostRecord();
    }


    virtual TradeCostPtr _clone() = 0;

private:
    string m_name;

//============================================
// 序列化支持
//============================================
#if HKU_SUPPORT_SERIALIZATION
private:
    friend class boost::serialization::access;
    template<class Archive>
    void serialize(Archive & ar, const unsigned int version) {
        ar & BOOST_SERIALIZATION_NVP(m_name);
        ar & BOOST_SERIALIZATION_NVP(m_params);
    }
#endif /* HKU_SUPPORT_SERIALIZATION */
};

#if HKU_SUPPORT_SERIALIZATION
BOOST_SERIALIZATION_ASSUME_ABSTRACT(TradeCostBase)
#endif

#if HKU_SUPPORT_SERIALIZATION

#define TRADE_COST_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(TradeCostBase); \
    }
#else
#define TRADE_COST_NO_PRIVATE_MEMBER_SERIALIZATION
#endif


typedef shared_ptr<TradeCostBase> TradeCostPtr;

HKU_API std::ostream & operator<<(std::ostream &, const TradeCostBase&);
HKU_API std::ostream & operator<<(std::ostream &, const TradeCostPtr&);

} /* namespace hku */
#endif /* TRADECOSTBASE_H_ */