Add implemented new OrderBook statistical functions

CM2005 Object Oriented Programming/Topic 4/4.3.3/OrderBook.cpp

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+#include "OrderBook.h"
+#include "CSVReader.h"
+#include <map>
+#include <iostream>
+
+/* Construct, reading a csv data file */
+OrderBook::OrderBook(std::string filename)
+{
+  orders = CSVReader::readCSV(filename);
+}
+
+/* return vector of all known products in the dataset */
+std::vector<std::string> OrderBook::getKnownProducts()
+{
+  std::vector<std::string> products;
+
+  std::map<std::string, bool> productMap;
+
+  for(OrderBookEntry& entry : orders)
+  {
+    productMap[entry.product] = true;
+  }
+
+  for(auto const&entry : productMap)
+  {
+    products.push_back(entry.first);
+  }
+  return products;
+}
+
+unsigned int OrderBook::getBookSize()
+{
+  return orders.size();
+}
+
+/* return vector of Orders according to the sent filters */
+std::vector<OrderBookEntry> OrderBook::getOrders(OrderBookType type, std::string product, std::string timestamp)
+{
+  std::vector<OrderBookEntry> order_selection;
+
+  for(OrderBookEntry& entry : orders)
+  {
+    if(entry.orderType == type && entry.product == product && entry.timestamp == timestamp)
+    {
+      order_selection.push_back(entry);
+    }
+  }
+
+  return order_selection;
+}
+
+double OrderBook::getHighPrice(std::vector<OrderBookEntry>& orderList)
+{
+  double max = orderList[0].price;
+  for(OrderBookEntry& entry : orderList)
+  {
+    if(entry.price > max)
+      max = entry.price;
+  }
+  return max;
+}
+
+double OrderBook::getLowPrice(std::vector<OrderBookEntry>& orderList)
+{
+  double min = orderList[0].price;
+  for(OrderBookEntry& entry : orderList)
+  {
+    if(entry.price < min)
+      min = entry.price;
+  }
+  
+  return min;
+}
+
+std::string OrderBook::getEarliestTime()
+{
+  return orders[0].timestamp;
+}
+
+std::string OrderBook::getNextTime(std::string timestamp)
+{
+  std::string prev_timestamp = "";
+  for(OrderBookEntry& entry : orders)
+  {
+    if(entry.timestamp > timestamp)
+    {
+      prev_timestamp = entry.timestamp;
+      break;
+    }
+  }
+  if(prev_timestamp == "")
+  {
+    prev_timestamp = orders[0].timestamp;
+  }
+  return prev_timestamp;
+}
+
+double OrderBook::getLastPrice(std::vector<OrderBookEntry>& orderList)
+{
+  //std::cout <<  std::endl << std::to_string(orderList[orderList.size()-1].price) << std::endl;
+  return orderList[orderList.size()-1].price;
+}
+
+double OrderBook::getAverage(std::vector<OrderBookEntry>& orderList)
+{
+  double sum{};
+  for (const OrderBookEntry& entry : orderList)
+  {
+    sum += entry.price;
+  }
+  return sum/orderList.size();
+}
+
+double OrderBook::getSpread(std::vector<OrderBookEntry>& bids, std::vector<OrderBookEntry>& asks)
+{
+  return getAverage(bids) - getAverage(asks);
+}
+double OrderBook::getChangePercent(std::vector<OrderBookEntry>& orderList)
+{
+  std::string prevTime = getPrevTime(orderList[0].timestamp);
+  if(orderList[0].timestamp == prevTime)
+    return 0.0;
+  std::vector<OrderBookEntry> lastList = getOrders(orderList[0].orderType, orderList[0].product, prevTime);
+  double lastAverage = getAverage(lastList);
+  double thisAverage = getAverage(orderList);
+  return ((lastAverage - thisAverage) / lastAverage) * 100;
+}
+
+double OrderBook::getChangeNumber(std::vector<OrderBookEntry>& orderList)
+{
+  std::string prevTime = getPrevTime(orderList[0].timestamp);
+  if(orderList[0].timestamp == prevTime)
+    return 0.0;
+  std::vector<OrderBookEntry> lastList = getOrders(orderList[0].orderType, orderList[0].product, prevTime);
+  double lastAverage = getAverage(lastList);
+  double thisAverage = getAverage(orderList);
+  return lastAverage - thisAverage;
+}
+
+std::string OrderBook::getPrevTime(std::string timestamp)
+{
+  std::string prev_timestamp = "";
+  for(OrderBookEntry& entry : orders)
+  {
+    if(entry.timestamp == timestamp)
+    {
+      break;
+    }
+    prev_timestamp = entry.timestamp;
+  }
+  if(prev_timestamp == "")
+  {
+    prev_timestamp = orders[0].timestamp;
+  }
+  return prev_timestamp;
+}