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Merge pull request #263 from fasiondog/bugfix

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fixed 对 etf 缩股的复权处理错误
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fasiondog 2024-06-15 00:56:00 +08:00 committed by GitHub
commit 0b11b7e42a
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1 changed files with 12 additions and 4 deletions
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hikyuu_cpp/hikyuu/KDataImp.cpp
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@ -203,7 +203,9 @@ void KDataImp::_recoverForward() {
price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() + price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() +
weightIter->increasement()); weightIter->increasement());
price_t denominator = 1.0 + change; // 分母 = (1+流通股份变动比例) // change 小于 0 时为缩股
price_t denominator =
change < 0.0 ? std::abs(change * 0.1) : 1.0 + change; // 分母 = (1+流通股份变动比例)
price_t temp = weightIter->priceForSell() * change - 0.1 * weightIter->bonus(); price_t temp = weightIter->priceForSell() * change - 0.1 * weightIter->bonus();
if (denominator == 1.0 && temp == 0.0) if (denominator == 1.0 && temp == 0.0)
@ -255,7 +257,9 @@ void KDataImp::_recoverBackward() {
// 流通股份变动比例 // 流通股份变动比例
price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() + price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() +
weightIter->increasement()); weightIter->increasement());
price_t denominator = 1.0 + change; //(1+流通股份变动比例) // change 小于 0 时为缩股
price_t denominator =
change < 0 ? std::abs(change * 0.1) : 1.0 + change; //(1+流通股份变动比例)
price_t temp = 0.1 * weightIter->bonus() - weightIter->priceForSell() * change; price_t temp = 0.1 * weightIter->bonus() - weightIter->priceForSell() * change;
if (denominator == 1.0 && temp == 0.0) if (denominator == 1.0 && temp == 0.0)
@ -322,7 +326,9 @@ void KDataImp::_recoverEqualForward() {
// 流通股份变动比例 // 流通股份变动比例
price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() + price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() +
weightIter->increasement()); weightIter->increasement());
price_t denominator = 1.0 + change; //(1+流通股份变动比例) // change 小于 0 时为缩股
price_t denominator =
change < 0.0 ? std::abs(change * 0.1) : 1.0 + change; //(1+流通股份变动比例)
price_t temp = weightIter->priceForSell() * change - 0.1 * weightIter->bonus(); price_t temp = weightIter->priceForSell() * change - 0.1 * weightIter->bonus();
if (denominator == 0.0 || (denominator == 1.0 && temp == 0.0)) if (denominator == 0.0 || (denominator == 1.0 && temp == 0.0))
@ -373,7 +379,9 @@ void KDataImp::_recoverEqualBackward() {
// 流通股份变动比例 // 流通股份变动比例
price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() + price_t change = 0.1 * (weightIter->countAsGift() + weightIter->countForSell() +
weightIter->increasement()); weightIter->increasement());
price_t denominator = 1.0 + change; //(1+流通股份变动比例) // change 小于 0 时为缩股
price_t denominator =
change < 0.0 ? std::abs(change * 0.1) : 1.0 + change; //(1+流通股份变动比例)
price_t temp = closePrice + weightIter->priceForSell() * change - 0.1 * weightIter->bonus(); price_t temp = closePrice + weightIter->priceForSell() * change - 0.1 * weightIter->bonus();
if (temp == 0.0 || denominator == 0.0) { if (temp == 0.0 || denominator == 0.0) {
continue; continue;