Update 更新文档

2026-02-25 23:01:42 +08:00
parent 40aff32fb0
commit 80518309a7
679 changed files with 4611263 additions and 0 deletions
--- a/cleaned_source_code/data_processing/DataQualityValidator.h
+++ b/cleaned_source_code/data_processing/DataQualityValidator.h
@@ -0,0 +1,90 @@
+#ifndef DATA_QUALITY_VALIDATOR_H
+#define DATA_QUALITY_VALIDATOR_H
+#include <QObject>
+#include <QMap>
+#include <QSet>
+#include <QDateTime>
+#include <QMutex>
+#include <QTimer>
+#include "../common_structures/TradingStructures.h"
+struct DataQualityMetrics {
+    qint64 totalPackets = 0;
+    qint64 validPackets = 0;
+    qint64 invalidPackets = 0;
+    qint64 suspiciousPackets = 0;
+    double validityRate = 0.0;
+    QDateTime lastUpdate;
+    void updateMetrics(bool isValid, bool isSuspicious = false) {
+        totalPackets++;
+        if (isValid) {
+            validPackets++;
+        } else {
+            invalidPackets++;
+        }
+        if (isSuspicious) {
+            suspiciousPackets++;
+        }
+        validityRate = totalPackets > 0 ? static_cast<double>(validPackets) / totalPackets : 0.0;
+        lastUpdate = QDateTime::currentDateTime();
+    }
+};
+struct ValidationRules {
+    double maxPriceDeviation = 0.1; 
+    double minValidPrice = 0.01;
+    double maxValidPrice = 1000000.0;
+    qint64 minValidVolume = 1;
+    qint64 maxValidVolume = 1000000000;
+    int maxOrderBookDepth = 10;
+    int maxTimestampDeviationMs = 5000; 
+    bool enableCrossMarketValidation = true;
+    bool enableStatisticalOutlierDetection = true;
+    bool isValid() const {
+        return maxPriceDeviation > 0 && minValidPrice > 0 && maxValidPrice > minValidPrice;
+    }
+};
+class DataQualityValidator : public QObject
+{
+    Q_OBJECT
+public:
+    static DataQualityValidator* instance();
+    void setValidationRules(const ValidationRules& rules);
+    ValidationRules getValidationRules() const;
+    bool validateQuoteData(const Trading::QuoteData& quote);
+    bool validateOrderBook(const Trading::OrderBook& orderBook);
+    bool validateOrder(const Trading::Order& order);
+    bool validateTrade(const Trading::Trade& trade);
+    bool validateDataPacket(const Trading::DataPacket& packet);
+    DataQualityMetrics getQualityMetrics() const;
+    void resetMetrics();
+    void addAnomalyPattern(const QString& patternName, const QVariant& pattern);
+    void removeAnomalyPattern(const QString& patternName);
+    bool checkForAnomalies(const Trading::DataPacket& packet);
+    void updatePriceStatistics(const QString& symbol, double price);
+    void updateVolumeStatistics(const QString& symbol, qint64 volume);
+    bool isStatisticalOutlier(const QString& symbol, double value, const QString& metric) const;
+signals:
+    void dataValidationFailed(const Trading::DataPacket& packet, const QString& reason);
+    void dataQualityAlert(const QString& symbol, const QString& alertType, const QString& message);
+    void qualityMetricsUpdated(const DataQualityMetrics& metrics);
+    void anomalyDetected(const Trading::DataPacket& packet, const QString& pattern);
+private:
+    explicit DataQualityValidator(QObject *parent = nullptr);
+    ~DataQualityValidator();
+    bool validateQuoteInternal(const Trading::QuoteData& quote);
+    bool validateOrderBookInternal(const Trading::OrderBook& orderBook);
+    bool validateOrderInternal(const Trading::Order& order);
+    bool validateTradeInternal(const Trading::Trade& trade);
+    void updateQualityMetrics(bool isValid, bool isSuspicious = false);
+    void checkCrossMarketData(const Trading::DataPacket& packet);
+    void performStatisticalAnalysis(const Trading::DataPacket& packet);
+    ValidationRules m_validationRules;
+    DataQualityMetrics m_qualityMetrics;
+    QMap<QString, QList<double>> m_priceHistory;
+    QMap<QString, QList<qint64>> m_volumeHistory;
+    QMap<QString, QMap<QString, double>> m_statisticalModels;
+    QMap<QString, QVariant> m_anomalyPatterns;
+    QTimer* m_metricsUpdateTimer;
+    QTimer* m_statisticalUpdateTimer;
+    mutable QMutex m_mutex;
+};
+#endif