Update 更新文档

TradingCore/data_processing/OrderBookParser.h

@@ -0,0 +1,227 @@
+#pragma once
+
+#include <google/protobuf/arena.h>
+#include <QVector>
+#include <QDebug>
+#include <QSet>
+#include <QCache>
+#include <algorithm>
+#include <functional>
+#include "tool.h"
+#include "BZStruct.h"
+
+class OrderBookParser {
+public:
+	OrderBookParser() {
+		// 初始化缓存，最大缓存100个订单簿数据
+		m_orderCache.setMaxCost(100);
+	}
+
+	bool parse(const char* data, int size, OrderBookData& output) {
+		// 创建Response消息并解析
+		google::protobuf::Arena arena;
+		auto* response = new Qot_UpdateOrderBook::Response;
+		if (!response->ParseFromArray(data, size)) {
+			return false;
+		}
+
+		// 检查响应状态 (0表示成功)
+		if (response->rettype() != 0) {
+			arena.Reset();
+			return false;
+		}
+
+		// 检查是否存在有效数据
+		if (!response->has_s2c()) {
+			arena.Reset();
+			return true;
+		}
+
+		const auto& s2c = response->s2c();
+		output.clear();
+
+		output.name = QString(s2c.name().c_str());
+		output.code = QString(s2c.security().code().c_str());
+		output.askTime = QString(s2c.svrrecvtimeask().c_str());
+		output.bidTime = QString(s2c.svrrecvtimebid().c_str());
+
+		// 处理买盘订单簿 (bids)
+		if (s2c.orderbookbidlist_size() > 0) {
+			parseOrderBookList(s2c.orderbookbidlist(), output.bids);
+		}
+
+		// 处理卖盘订单簿 (asks)
+		if (s2c.orderbookasklist_size() > 0) {
+			parseOrderBookList(s2c.orderbookasklist(), output.asks);
+		}
+
+		// 数据预处理优化
+		if (!validateOrderData(*response)) {
+			arena.Reset();
+			return false;
+		}
+
+		// 压缩数据以减少内存占用
+		compressOrderData(output);
+		
+		// 去重处理
+		removeDuplicateOrders(output);
+
+		arena.Reset(); // 重置内存池供下次使用
+		return true;
+	}
+
+	// 添加数据有效性检查
+	bool validateOrderData(const Qot_UpdateOrderBook::Response &stRsp) {
+		if (!stRsp.has_s2c()) {
+			return false;
+		}
+
+		const auto& s2c = stRsp.s2c();
+		
+		// 检查基本字段
+		if (s2c.security().code().empty() || s2c.name().empty()) {
+			return false;
+		}
+
+		// 检查时间戳有效性
+		if (s2c.svrrecvtimeask().empty() && s2c.svrrecvtimebid().empty()) {
+			return false;
+		}
+
+		// 检查价格和数量合理性
+		auto validatePriceVolume = [](const google::protobuf::RepeatedPtrField<Qot_Common::OrderBook>& list) {
+			for (const auto& item : list) {
+				if (item.price() <= 0 || item.volume() < 0) {
+					return false;
+				}
+				for (const auto& detail : item.detaillist()) {
+					if (detail.orderid() < 0 || detail.volume() < 0) {
+						return false;
+					}
+				}
+			}
+			return true;
+		};
+
+		if (!validatePriceVolume(s2c.orderbookbidlist()) || 
+			!validatePriceVolume(s2c.orderbookasklist())) {
+			return false;
+		}
+
+		return true;
+	}
+	
+	// 添加数据去重机制
+	void removeDuplicateOrders(OrderBookData& data) {
+		auto removeDuplicates = [](QVector<OrderBookEntry>& entries) {
+			QSet<QString> seenPrices;
+			QVector<OrderBookEntry> uniqueEntries;
+			uniqueEntries.reserve(entries.size());
+			
+			for (const auto& entry : entries) {
+				QString priceKey = QString::number(entry.price, 'f', 4);
+				if (!seenPrices.contains(priceKey)) {
+					seenPrices.insert(priceKey);
+					uniqueEntries.append(entry);
+				}
+			}
+			entries = std::move(uniqueEntries);
+		};
+		
+		removeDuplicates(data.bids);
+		removeDuplicates(data.asks);
+	}
+	
+	// 添加数据压缩，减少内存占用
+	void compressOrderData(OrderBookData& data) {
+		// 压缩字符串数据
+		data.name = data.name.simplified();
+		data.code = data.code.simplified();
+		data.askTime = data.askTime.simplified();
+		data.bidTime = data.bidTime.simplified();
+		
+		// 移除空明细的订单条目
+		auto compressEntries = [](QVector<OrderBookEntry>& entries) {
+			QVector<OrderBookEntry> compressed;
+			compressed.reserve(entries.size());
+			
+			for (auto& entry : entries) {
+				if (entry.isValid() && !entry.details.isEmpty()) {
+					// 压缩明细数据 - 移除volume为0的明细
+					QVector<OrderDetail> validDetails;
+					validDetails.reserve(entry.details.size());
+					
+					for (const auto& detail : entry.details) {
+						if (detail.volume > 0 && detail.orderId > 0) {
+							validDetails.append(detail);
+						}
+					}
+					
+					if (!validDetails.isEmpty()) {
+						entry.details = std::move(validDetails);
+						compressed.append(entry);
+					}
+				}
+			}
+			
+			entries = std::move(compressed);
+		};
+		
+		compressEntries(data.bids);
+		compressEntries(data.asks);
+	}
+
+private:
+	QCache<QString, OrderBookData> m_orderCache;
+
+	void parseOrderBookList(
+		const google::protobuf::RepeatedPtrField<Qot_Common::OrderBook>& pbList,
+		QVector<OrderBookEntry>& output)
+	{
+		output.clear();
+		const int itemCount = pbList.size();
+		if (itemCount == 0) return;
+
+		// 预分配输出内存
+		output.reserve(itemCount);
+
+		// 第一遍：计算最大明细数量
+		int maxDetails = 0;
+		for (int i = 0; i < itemCount; ++i) {
+			maxDetails = std::max(maxDetails, pbList.Get(i).detaillist_size());
+		}
+
+		// 第二遍：填充数据（使用局部缓冲区）
+		for (int i = 0; i < itemCount; ++i) {
+			const auto& pb_item = pbList.Get(i);
+			const int detailCount = pb_item.detaillist_size();
+
+			// 为当前条目创建独立的明细缓冲区
+			QVector<OrderDetail> detailsBuffer;
+			detailsBuffer.reserve(detailCount); // 按实际需求预分配
+
+			// 安全解析明细
+			try {
+				for (int j = 0; j < detailCount; ++j) {
+					const auto& pb_detail = pb_item.detaillist(j);
+					OrderDetail detail;
+					detail.orderId = pb_detail.orderid();
+					detail.volume = pb_detail.volume();
+					detailsBuffer.append(detail);	
+				}
+			}
+			catch (const std::exception& e) {
+				detailsBuffer.clear(); // 清除非法数据
+			}
+
+			// 构造 OrderBookEntry（直接移动缓冲区）
+			OrderBookEntry item;
+			item.price = pb_item.price();
+			item.volume = pb_item.volume();
+			item.orderCount = pb_item.oredercount();
+			item.details = detailCount > 0 ? std::move(detailsBuffer) : QVector<OrderDetail>{};
+				output.append(item);
+		}
+	}
+};