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66 lines
1.1 KiB
C++
66 lines
1.1 KiB
C++
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/*
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* IRocp.cpp
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*
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* Copyright (c) 2019 hikyuu.org
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*
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* Created on: 2019-5-18
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* Author: fasiondog
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*/
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#include "IRocp.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IRocp)
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#endif
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namespace hku {
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IRocp::IRocp(): IndicatorImp("ROCP", 1) {
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setParam<int>("n", 10);
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}
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IRocp::~IRocp() {
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}
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bool IRocp::check() {
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int n = getParam<int>("n");
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if (n < 1) {
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HKU_ERROR("Invalid param[n] ! (n >= 1) " << m_params
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<< " [IRocp::calculate]");
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return false;
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}
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return true;
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}
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void IRocp::_calculate(const Indicator& ind) {
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size_t total = ind.size();
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int n = getParam<int>("n");
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m_discard = ind.discard() + n;
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if (m_discard >= total) {
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m_discard = total;
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return;
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}
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for (size_t i = m_discard; i < total; i++) {
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price_t pre_price = ind[i-n];
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if (pre_price != 0.0) {
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_set((ind[i] - pre_price) / pre_price, i);
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} else {
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_set(0.0, i);
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}
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}
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}
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Indicator HKU_API ROCP(int n) {
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IndicatorImpPtr p = make_shared<IRocp>();
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p->setParam<int>("n", n);
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return Indicator(p);
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}
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} /* namespace hku */
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