90 lines
3.6 KiB
C
90 lines
3.6 KiB
C
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#ifndef DATA_QUALITY_VALIDATOR_H
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#define DATA_QUALITY_VALIDATOR_H
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#include <QObject>
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#include <QMap>
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#include <QSet>
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#include <QDateTime>
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#include <QMutex>
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#include <QTimer>
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#include "../common_structures/TradingStructures.h"
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struct DataQualityMetrics {
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qint64 totalPackets = 0;
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qint64 validPackets = 0;
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qint64 invalidPackets = 0;
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qint64 suspiciousPackets = 0;
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double validityRate = 0.0;
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QDateTime lastUpdate;
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void updateMetrics(bool isValid, bool isSuspicious = false) {
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totalPackets++;
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if (isValid) {
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validPackets++;
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} else {
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invalidPackets++;
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}
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if (isSuspicious) {
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suspiciousPackets++;
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}
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validityRate = totalPackets > 0 ? static_cast<double>(validPackets) / totalPackets : 0.0;
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lastUpdate = QDateTime::currentDateTime();
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}
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};
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struct ValidationRules {
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double maxPriceDeviation = 0.1;
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double minValidPrice = 0.01;
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double maxValidPrice = 1000000.0;
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qint64 minValidVolume = 1;
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qint64 maxValidVolume = 1000000000;
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int maxOrderBookDepth = 10;
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int maxTimestampDeviationMs = 5000;
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bool enableCrossMarketValidation = true;
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bool enableStatisticalOutlierDetection = true;
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bool isValid() const {
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return maxPriceDeviation > 0 && minValidPrice > 0 && maxValidPrice > minValidPrice;
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}
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};
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class DataQualityValidator : public QObject
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{
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Q_OBJECT
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public:
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static DataQualityValidator* instance();
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void setValidationRules(const ValidationRules& rules);
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ValidationRules getValidationRules() const;
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bool validateQuoteData(const Trading::QuoteData& quote);
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bool validateOrderBook(const Trading::OrderBook& orderBook);
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bool validateOrder(const Trading::Order& order);
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bool validateTrade(const Trading::Trade& trade);
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bool validateDataPacket(const Trading::DataPacket& packet);
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DataQualityMetrics getQualityMetrics() const;
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void resetMetrics();
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void addAnomalyPattern(const QString& patternName, const QVariant& pattern);
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void removeAnomalyPattern(const QString& patternName);
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bool checkForAnomalies(const Trading::DataPacket& packet);
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void updatePriceStatistics(const QString& symbol, double price);
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void updateVolumeStatistics(const QString& symbol, qint64 volume);
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bool isStatisticalOutlier(const QString& symbol, double value, const QString& metric) const;
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signals:
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void dataValidationFailed(const Trading::DataPacket& packet, const QString& reason);
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void dataQualityAlert(const QString& symbol, const QString& alertType, const QString& message);
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void qualityMetricsUpdated(const DataQualityMetrics& metrics);
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void anomalyDetected(const Trading::DataPacket& packet, const QString& pattern);
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private:
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explicit DataQualityValidator(QObject *parent = nullptr);
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~DataQualityValidator();
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bool validateQuoteInternal(const Trading::QuoteData& quote);
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bool validateOrderBookInternal(const Trading::OrderBook& orderBook);
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bool validateOrderInternal(const Trading::Order& order);
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bool validateTradeInternal(const Trading::Trade& trade);
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void updateQualityMetrics(bool isValid, bool isSuspicious = false);
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void checkCrossMarketData(const Trading::DataPacket& packet);
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void performStatisticalAnalysis(const Trading::DataPacket& packet);
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ValidationRules m_validationRules;
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DataQualityMetrics m_qualityMetrics;
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QMap<QString, QList<double>> m_priceHistory;
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QMap<QString, QList<qint64>> m_volumeHistory;
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QMap<QString, QMap<QString, double>> m_statisticalModels;
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QMap<QString, QVariant> m_anomalyPatterns;
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QTimer* m_metricsUpdateTimer;
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QTimer* m_statisticalUpdateTimer;
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mutable QMutex m_mutex;
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};
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#endif
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