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

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2019-05-18 21:52:55 +08:00
/*
* IRocp.cpp
*
* Copyright (c) 2019 hikyuu.org
*
* Created on: 2019-5-18
* Author: fasiondog
*/
#include "IRocp.h"
#if HKU_SUPPORT_SERIALIZATION
BOOST_CLASS_EXPORT(hku::IRocp)
#endif
namespace hku {
IRocp::IRocp(): IndicatorImp("ROCP", 1) {
setParam<int>("n", 10);
}
IRocp::~IRocp() {
}
bool IRocp::check() {
int n = getParam<int>("n");
if (n < 1) {
HKU_ERROR("Invalid param[n] ! (n >= 1) " << m_params
<< " [IRocp::calculate]");
return false;
}
return true;
}
void IRocp::_calculate(const Indicator& ind) {
size_t total = ind.size();
int n = getParam<int>("n");
m_discard = ind.discard() + n;
if (m_discard >= total) {
m_discard = total;
return;
}
for (size_t i = m_discard; i < total; i++) {
price_t pre_price = ind[i-n];
if (pre_price != 0.0) {
_set((ind[i] - pre_price) / pre_price, i);
} else {
_set(0.0, i);
}
}
}
Indicator HKU_API ROCP(int n) {
IndicatorImpPtr p = make_shared<IRocp>();
p->setParam<int>("n", n);
return Indicator(p);
}
} /* namespace hku */