hikyuu2/hikyuu_cpp/hikyuu/indicator/imp/LowLine.cpp

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2019-03-20 02:47:02 +08:00
/*
* LowLine.cpp
*
* Created on: 201642
* Author: fasiondog
*/
#include "LowLine.h"
namespace hku {
LowLine::LowLine() : IndicatorImp("LLV", 1) {
setParam<int>("n", 20);
}
LowLine::~LowLine() {
}
bool LowLine::check() {
int n = getParam<int>("n");
if (n < 1) {
HKU_ERROR("Invalid param[n] ! (n >= 1) " << m_params
<< " [HighLine::calculate]");
return false;
}
return true;
}
void LowLine::_calculate(const Indicator& data) {
size_t total = data.size();
int n = getParam<int>("n");
m_discard = data.discard() + n - 1;
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if (m_discard >= total) {
m_discard = total;
return;
}
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size_t pos = m_discard + 1 - n;
price_t min = 0;
for (size_t i = m_discard; i < total; ++i) {
size_t j = i + 1 - n;
if (pos > j) {
j = pos;
} else {
min = data[j];
}
for (; j <= i; ++j) {
if (data[j] < min) {
min = data[j];
pos = j;
}
}
_set(min, i);
}
}
Indicator HKU_API LLV(int n =20) {
IndicatorImpPtr p = make_shared<LowLine>();
p->setParam<int>("n", n);
return Indicator(p);
}
Indicator HKU_API LLV(const Indicator& ind, int n =20) {
return LLV(n)(ind);
}
} /* namespace hku */