release 1.1.1

docs/source/indicator/indicator.rst

@@ -203,6 +203,24 @@
     * result(0): MACD_BAR：MACD直柱，即MACD快线－MACD慢线
     * result(1): DIFF: 快线,即（短期EMA-长期EMA）
     * result(2): DEA: 慢线，即快线的n3周期EMA平滑
+
+
+.. py:function:: MAX(ind1, ind2)
+
+    求最大值, MAX(A,B)返回A和B中的较大值。
+    
+    :param Indicator ind1: A
+    :param Indicator ind2: B
+    :rtype: Indicator
+
+
+.. py:function:: MIN(ind1, ind2)
+
+    求最小值, MIN(A,B)返回A和B中的较小值。
+    
+    :param Indicator ind1: A
+    :param Indicator ind2: B
+    :rtype: Indicator
     
     
 .. py:function:: NOT([data])

docs/source/release.rst

@@ -6,7 +6,7 @@
 
 1. HikyuuTDX 新增当前财务信息及历史财务信息下载
 2. Stock 新增 getFinanceInfo、getHistoryFinanceInfo 支持当前及历史财务信息
-3. 新增 LIUTONGPAN（流通盘）、HSL（换手率）、COUNT、IF、SUM、NOT、EXP、SGN、ABS指标
+3. 新增 LIUTONGPAN（流通盘）、HSL（换手率）、COUNT、IF、SUM、NOT、EXP、SGN、ABS、MAX、MIN指标
 4. Kdata添加便捷方法获取OPEN/CLOSE等基本行情数据，如::
         
         k = sm['sh000001'].getKData(Query(-100))
@@ -33,7 +33,7 @@
         C = CLOSE()
         H = HIGH()
         L = LOW()
-        MTR =SUM(H-L > ABS(H - REF(C,1) > ABS(REF(C,1) - L)),N);
+        MTR = SUM(MAX(MAX(H-L,ABS(H-REF(C,1))),ABS(REF(C,1)-L)),N);
         HD = H-REF(H,1)
         LD = REF(L,1)-L
         DMP = SUM(IF(HD>0 & HD>LD, HD, 0), N)

hikyuu/indicator/indicator_doc.py

@@ -261,6 +261,28 @@ MACD([data, n1=12, n2=26, n3=9])
 """
 
 
+MAX.__doc__ = """
+MAX(ind1, ind2)
+
+    求最大值, MAX(A,B)返回A和B中的较大值。
+    
+    :param Indicator ind1: A
+    :param Indicator ind2: B
+    :rtype: Indicator
+"""
+
+
+MIN.__doc__ = """
+MIN(ind1, ind2)
+
+    求最小值, MIN(A,B)返回A和B中的较小值。
+    
+    :param Indicator ind1: A
+    :param Indicator ind2: B
+    :rtype: Indicator
+"""
+
+
 NOT.__doc__ = """
 NOT([data])
 

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -24,6 +24,8 @@
 #include "crt/LIUTONGPAN.h"
 #include "crt/MA.h"
 #include "crt/MACD.h"
+#include "crt/MAX.h"
+#include "crt/MIN.h"
 #include "crt/NOT.h"
 #include "crt/POS.h"
 #include "crt/PRICELIST.h"

hikyuu_cpp/hikyuu/indicator/crt/MAX.h

@@ -0,0 +1,40 @@
+/*
+ * MAX.h
+ *
+ *  Created on: 2019年4月8日
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_MAX_H_
+#define INDICATOR_CRT_MAX_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+Indicator MAX(const Indicator&, const Indicator&);
+Indicator MAX(const Indicator&, price_t val);
+Indicator MAX(price_t val, const Indicator& ind);
+
+inline Indicator MAX(const Indicator& ind1, const Indicator& ind2) {
+    Indicator result = IF(ind1 > ind2, ind1, ind2);
+    result.name("MAX");
+    return result;
+}
+
+inline Indicator MAX(const Indicator& ind, price_t val) {
+    Indicator result = IF(ind > val, ind, val);
+    result.name("MAX");
+    return result;
+}
+
+inline Indicator MAX(price_t val, const Indicator& ind) {
+    Indicator result = IF(val > ind, val, ind);
+    result.name("MAX");
+    return result;
+}
+
+}
+
+
+#endif /* INDICATOR_CRT_MAX_H_ */

hikyuu_cpp/hikyuu/indicator/crt/MIN.h

@@ -0,0 +1,40 @@
+/*
+ * MIN.h
+ *
+ *  Created on: 2019年4月8日
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_MIN_H_
+#define INDICATOR_CRT_MIN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+Indicator MIN(const Indicator&, const Indicator&);
+Indicator MIN(const Indicator&, price_t val);
+Indicator MIN(price_t val, const Indicator& ind);
+
+inline Indicator MIN(const Indicator& ind1, const Indicator& ind2) {
+    Indicator result = IF(ind1 < ind2, ind1, ind2);
+    result.name("MIN");
+    return result;
+}
+
+inline Indicator MIN(const Indicator& ind, price_t val) {
+    Indicator result = IF(ind < val, ind, val);
+    result.name("MIN");
+    return result;
+}
+
+inline Indicator MIN(price_t val, const Indicator& ind) {
+    Indicator result = IF(val < ind, val, ind);
+    result.name("MIN");
+    return result;
+}
+
+}
+
+
+#endif /* INDICATOR_CRT_MIN_H_ */

hikyuu_pywrap/indicator/_build_in.cpp

@@ -117,6 +117,13 @@ Indicator (*SGN_2)(const Indicator&) = SGN;
 Indicator (*EXP_1)() = EXP;
 Indicator (*EXP_2)(const Indicator&) = EXP;
 
+Indicator (*MAX_1)(const Indicator&, const Indicator&) = MAX;
+Indicator (*MAX_2)(const Indicator&, price_t) = MAX;
+Indicator (*MAX_3)(price_t, const Indicator&) = MAX;
+
+Indicator (*MIN_1)(const Indicator&, const Indicator&) = MIN;
+Indicator (*MIN_2)(const Indicator&, price_t) = MIN;
+Indicator (*MIN_3)(price_t, const Indicator&) = MIN;
 
 void export_Indicator_build_in() {
     def("KDATA", KDATA1);
@@ -217,6 +224,14 @@ void export_Indicator_build_in() {
 
     def("EXP", EXP_1);
     def("EXP", EXP_2);
+
+    def("MAX", MAX_1);
+    def("MAX", MAX_2);
+    def("MAX", MAX_3);
+
+    def("MIN", MIN_1);
+    def("MIN", MIN_2);
+    def("MIN", MIN_3);    
 }