test/hikyuu2
1
0
Fork 0
mirror of https://gitee.com/fasiondog/hikyuu.git synced 2024-11-30 10:59:43 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

优化HHV实现

Browse Source
This commit is contained in:
fasiondog 2019-04-13 02:29:28 +08:00
parent d4dc9d048d
commit 4658283b28
1 changed files with 49 additions and 32 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

81
hikyuu_cpp/hikyuu/indicator/imp/HighLine.cpp
View File

@ -33,56 +33,73 @@ bool HighLine::check() {
return true;
}
void HighLine::_calculate(const Indicator& data) {
size_t total = data.size();
void HighLine::_calculate(const Indicator& ind) {
size_t total = ind.size();
if (0 == total) {
m_discard = 0;
return;
}
int n = getParam<int>("n");
if (0 == n) {
m_discard = data.discard();
if (m_discard >= total) {
m_discard = total;
return;
}
price_t max = data[0];
_set(max, 0);
for (size_t i = m_discard + 1; i < total; i++) {
if (data[i] > max) {
max = data[i];
}
_set(max, i);
}
if (ind.discard() >= total) {
m_discard = total;
return;
}
m_discard = data.discard() + n - 1;
int n = getParam<int>("n");
if (0 == n) {
n = total - ind.discard();
m_discard = ind.discard();
} else {
m_discard = ind.discard() + n - 1;
if (n + m_discard > total) {
n = total - m_discard;
}
}
if (m_discard >= total) {
m_discard = total;
return;
}
size_t pos = m_discard + 1 - n;
price_t max = 0;
for (size_t i = m_discard; i < total; ++i) {
size_t j = i + 1 - n;
if (pos > j) {
j = pos;
} else {
max = data[j];
if (1 == total) {
if (0 == m_discard) {
_set(ind[0], 0);
}
for (; j <= i; ++j) {
if (data[j] > max) {
max = data[j];
pos = j;
}
return;
}
price_t max = ind[m_discard];
size_t pre_pos = m_discard;
size_t start_pos = m_discard + n <= total ? m_discard + n : m_discard;
for (size_t i = m_discard; i < start_pos; i++) {
if (ind[i] >= max) {
max = ind[i];
pre_pos = i;
}
_set(max, i);
}
for (size_t i = start_pos; i < total-1; i++) {
size_t j = i + 1 - n;
if (pre_pos < j) {
pre_pos = j;
max = ind[j];
}
if (ind[i] >= max) {
max = ind[i];
pre_pos = i;
}
_set(max, i);
}
start_pos = total - n;
max = ind[start_pos];
for (size_t i = start_pos; i < total; i++) {
if (ind[i] >= max) {
max = ind[i];
}
}
_set(max, total-1);
}