By Marc Stahl <mstahl3@uwo.ca>
Copyright (C) 2018 Marc Stahl
MetaStockDB is a C++ library which provides an interface for creating, reading, updating, and deleting financial data held in MetaStock databases. The library is designed to be simple to use yet powerful, allowing developers to easily access all aspects of the MetaStock database format.
The library includes a number of helper classes which make it easy to encapsulate dates and trading data, but minimizes the number of classes which must be learned in order to start using the library.
The MetaStockDB library is designed to provide CRUD (create, read, update, and delete) access to any and all MetaStock data. The project is still a work in progress, but at this time it will read into memory the entire contents of a MetaStock database, and allow read access to all the data.
As well, the library permits adding of additional trading day data to the library. However, the library does not yet support saving (so such changes are lost). See below for more details.
The MetaStockDB library does not yet permit writing (saving) of data to the database stored on disk. As well, many add/delete/update functions are not yet available.
The MetaStockDB is designed to use only POSIX compatible functions, and as a result should run on any POSIX compliant operating system (including Windows and Linux). At this time the product has only been developed and tested on Linux, but the code includes conditional compilation for Windows specific attributes (eg: path divider character).
The library should compile with any C++03 (and later) compiler. Development occurs with a C++03 compiler but the design should allow compilation without change for later versions as well.
The library includes the following files. Note that those marked as "internal" are for use within the library only and the developer using this library does not need to understand them
| file | description |
|---|---|
| activefields.cpp | Internal: Class to manage active fields for an equity |
| activefields.h | |
| bytearray.cpp | Internal: Class to handle an array of bytes |
| bytearray.h | |
| date.cpp | Class to store a single date and perform functions on that date |
| date.h | |
| equity.h | Class to store all information about a single equity |
| equityindb.cpp | Internal: Class to store the equity data, and provide functionality to manipulate the files / data |
| equityindb.h | |
| equityindb-interface.cpp | Internal: Override of base class functions to create a simple interface to an equity |
| globaltypes.h | Internal: Shared types |
| metastockdb.cpp | Class containing all methods for accessing the database |
| metastockdb.h | |
| msfileio.cpp | Internal: Helper functions to read/write proprietary type formats |
| msfileio.h | |
| readme.md | |
| tradingday.cpp | Internal: Class to store a single day trading info for a single day |
| tradingday.h | |
| tradinghistory.cpp | Internal: Class to store all available trading data for one stock |
| tradinghistory.h |
Work continues on the library and I plan to implement all remaing CRUD features. The following are the features that I plan to implement:
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As I don't have access to all possible databases formats, I have not yet tested large datbases (more than 255 stocks, and containing an XMASTER file), or databases containing stocks with periodicity other than daily. If you have databases in these formats please upload them so I can test them.
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I also plan to add performance optimization including lazy loading, so that large databases need not be totally loaded into memory; only equities which are read/manipulated will be read into memory.
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I also plan to add a 'generations' feature, which allows each save of the database to create a backup directory holding the previous generation. This allows for easy restoration of data following a crash or development bug.