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

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2019-04-14 21:26:46 +08:00
/*
* ILowLineBars.cpp
*
* Copyright (c) 2019 hikyuu.org
*
* Created on: 2019-4-14
* Author: fasiondog
*/
#include "ILowLineBars.h"
#if HKU_SUPPORT_SERIALIZATION
BOOST_CLASS_EXPORT(hku::ILowLineBars)
#endif
namespace hku {
ILowLineBars::ILowLineBars() : IndicatorImp("LLVBARS", 1) {
setParam<int>("n", 20);
}
ILowLineBars::~ILowLineBars() {
}
bool ILowLineBars::check() {
if (getParam<int>("n") < 0) {
HKU_ERROR("Invalid param! (n>=0) "
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<< m_params << " [ILowLineBars::check]");
return false;
}
return true;
}
void ILowLineBars::_calculate(const Indicator& ind) {
size_t total = ind.size();
if (0 == total) {
m_discard = 0;
return;
}
if (ind.discard() >= total) {
m_discard = total;
return;
}
m_discard = ind.discard();
if (1 == total) {
if (0 == m_discard) {
_set(0, 0);
}
return;
}
int n = getParam<int>("n");
if (0 == n) {
n = total - m_discard;
} else if (n > total) {
n = total;
}
price_t min = ind[m_discard];
size_t pre_pos = m_discard;
size_t start_pos = m_discard + n < total ? m_discard + n : total;
for (size_t i = m_discard; i < start_pos; i++) {
if (ind[i] <= min) {
min = ind[i];
pre_pos = i;
}
_set(i - pre_pos, i);
}
for (size_t i = start_pos; i < total-1; i++) {
size_t j = i + 1 - n;
if (pre_pos < j) {
pre_pos = j;
min = ind[j];
}
if (ind[i] <= min) {
min = ind[i];
pre_pos = i;
}
_set(i - pre_pos, i);
}
start_pos = total - n;
min = ind[start_pos];
pre_pos = start_pos;
for (size_t i = start_pos; i < total; i++) {
if (ind[i] <= min) {
pre_pos = i;
min = ind[i];
}
}
_set(total-pre_pos-1, total-1);
}
Indicator HKU_API LLVBARS(int n) {
IndicatorImpPtr p = make_shared<ILowLineBars>();
p->setParam<int>("n", n);
return Indicator(p);
}
} /* namespace hku */