一个小程序

//
// Created by Jolen on 2021/6/22.
//

#include <iostream>
#include <fstream>
#include <iomanip>
#include <sstream>
#include <string>
#include <vector>
#include <math.h>

using namespace std;

typedef vector<vector<string>> CSV;
typedef vector<double> NumArray;
typedef vector<NumArray> NumDATA;


class Asset
{
public:
    Asset(vector<double> nums)
    {
        size_t len = nums.size() - 1;
        for (size_t i = 1; i <= len; i++)
            reward_rate.push_back((nums[i] / nums[i - 1] - 1) * 100);

        for (double i : reward_rate) {
            reward_avg += (i / len);
        }

        for (double i : reward_rate)
            reward_std += (i - reward_avg) * (i - reward_avg);
        reward_std /= (reward_rate.size() - 1);
        reward_std = sqrt(reward_std);

    }

    string name;
    vector<double> data;
    vector<double> reward_rate;
    double reward_avg = 0;
    double reward_std = 0;
};

double covariance(Asset a, Asset b)
{
    vector<double> ra = a.reward_rate;
    vector<double> rb = b.reward_rate;
    double ra_avg = a.reward_avg;
    double rb_avg = b.reward_avg;
    double ans = 0;

    for (size_t i = 0; i < ra.size(); i++) {
        ans += ((ra[i] - ra_avg) * (rb[i] - rb_avg) / (ra.size()));
    }
    return ans;
}

vector<vector<double>> correlation(vector<vector<double>> cov)
{
    size_t len = cov.size();
    vector<vector<double>> cor(len, vector<double>(len, 0));
    for (size_t i = 0; i < len; i++)
        for (size_t j = 0; j < len; j++) {
            cor[i][j] = cov[i][j] / sqrt(cov[i][i] * cov[j][j]);
        }
    return cor;
}

//加载csv文件
int load_csv(CSV& csv, const std::string& filename)
{
    ifstream in(filename);

    if (in.fail()) {
        return -1;
    }

    string line;
    string s;
    vector<string> csvline;

    cout << "---------- " << filename << " ----------" << endl;

    csv.clear();
    while (!in.eof()) {
        //读取一行
        getline(in, line);

        //忽略空行
        if (line.empty()) {
            continue;
        }

        //cout << line << endl;

        //字符流
        stringstream stm(line);

        //解析
        csvline.clear();
        while (!stm.eof()) {
            getline(stm, s, ',');
            cout.width(10);
            cout << s;
            csvline.push_back(s);
        }
        cout << endl;

        //添加进列表
        if (!csvline.empty()) {
            csv.push_back(csvline);
        }
    }

    cout << endl;

    return csv.empty() ? -1 : 0;
}

void print(ostream& out, const CSV& csv, const NumDATA& data)
{
    for (size_t i = 1; i < csv[0].size(); i++) {
        out << csv[0][i] << endl;
    }

    for (size_t i = 0; i < data.size(); i++) {

        if (i == 0) {
            out << "[ ";
        }
        else {
            out  << "  ";
        }

        if (!data[i].empty()) {
            for (size_t j = 0; j < data[i].size() - 1; j++) {
                out << data[i][j] << ",";
            }

            if (i == data.size() - 1) {
                out << data[i][data.size() - 1] << "]" << endl;
            }
            else {
                out << data[i][data.size() - 1] << endl;
            }
        }
    }
}

int main(int argc, char *argv[])
{
    if (argc < 2) {
        cout << "You have entered the wrong number of argument." << endl;
        return 0;
    }

    CSV csv;
    vector<vector<double>> user_arr;
    vector<double> line;

    if (load_csv(csv, argv[1]) == -1) {
        cout << "csv load failed." << endl;
        return -1;
    }

    //遍历所有行，忽略第一行
    for (size_t y = 1; y < csv.size(); ++y) {
        line.clear();
        for (size_t x = 1; x < csv[y].size(); ++x) {
            double n = atof(csv[y][x].c_str());
            cout.width(10);
            cout << n;
            line.push_back(n);
        }
        cout << endl;
        user_arr.push_back(line);
    }
    cout << endl;

    
    vector<vector<double>> data;
    for (size_t i = 0; i < user_arr[0].size(); i++) {
        line.clear();
        for (size_t j = 0; j < user_arr.size(); j++) {
            line.push_back(user_arr[j][i]);
        }
        data.push_back(line);
    }

    for (size_t i = 0; i < data.size(); i++) {
        for (size_t j = 0; j < data[0].size(); j++) {
            if (data[i][j] == 0) data[i][j] = data[i][j - 1];
        }
    }

    for (size_t i = 0; i < data.size(); i++) {
        for (size_t j = 0; j < data[0].size(); j++) {
            if (data[i][j] == 0) data[i][j] = data[i][j - 1];
        }
    }

    cout << "init data ok: " << data[0].size() << " x " << data.size() << endl;

    size_t num = data.size();

    //    Asset asset[num] = {Asset(data[0]), Asset(data[1])};
    vector<Asset> asset;
    for (size_t i = 0; i < num; i++) {
        asset.push_back(Asset(data[i]));
    }

    vector<vector<double>> cov(num, vector<double>(num, 0));
    vector<vector<double>> cor(num, vector<double>(num, 0));
    for (size_t i = 0; i < num; i++) {
        for (size_t j = 0; j < num; j++) {
            cov[i][j] = covariance(asset[i], asset[j]);
        }
    }

    for (size_t i = 0; i < num; i++) {
        for (size_t j = 0; j < num; j++) {
            cor[i][j] = cov[i][j] / (asset[i].reward_std * asset[j].reward_std);
        }
        cor[i][i] = 1;
    }

    cout << "---------- debug ----------" << endl;
    for (size_t i = 0; i < num; i++) {
        for (size_t j = 0; j < num; j++) {
            printf("%0.4f", cor[i][j]);
        }
        printf("\n");
    }

    // output
    cout << "---------- output ----------" << endl;
    print(cout, csv, cor);

    ofstream outFile("result.txt");
    outFile.precision(4);
    outFile.setf(std::ios::fixed, std::ios::floatfield);
    print(outFile, csv, cor);
    outFile.close();

    return 0;
}