add some testcases

hikyuu_cpp/hikyuu/indicator/imp/IAd.cpp

@@ -39,12 +39,12 @@ void IAd::_calculate(const Indicator& data) {
 
     _readyBuffer(total, 1);
 
-    price_t ad = 0.0;
+    value_t ad = 0.0;
     auto* dst = this->data();
     dst[m_discard] = 0.0;
     for (size_t i = m_discard + 1; i < total; i++) {
         const KRecord& r = k[i];
-        price_t tmp = r.highPrice - r.lowPrice;
+        value_t tmp = r.highPrice - r.lowPrice;
         if (tmp != 0.0) {
             // 多空对比 = [（收盘价- 最低价） - （最高价 - 收盘价）] / （最高价 - 最低价）
             ad += ((r.closePrice + r.closePrice - r.highPrice - r.lowPrice) / tmp) * r.transAmount;

hikyuu_cpp/unit_test/hikyuu/indicator/test_ACOS.cpp

@@ -7,7 +7,7 @@
  *      Author: fasiondog
  */
 
-#include "doctest/doctest.h"
+#include "../test_config.h"
 #include <fstream>
 #include <hikyuu/StockManager.h>
 #include <hikyuu/indicator/crt/ACOS.h>
@@ -46,6 +46,27 @@ TEST_CASE("test_ACOS") {
     CHECK_EQ(result[0], doctest::Approx(std::acos(-0.1)));
 }
 
+//-----------------------------------------------------------------------------
+// benchmark
+//-----------------------------------------------------------------------------
+#if ENABLE_BENCHMARK_TEST
+TEST_CASE("test_ACOS_benchmark") {
+    Stock stock = getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(0));
+    Indicator c = kdata.close();
+    int cycle = 1000;  // 测试循环次数
+
+    {
+        BENCHMARK_TIME_MSG(test_ACOS_benchmark, cycle, fmt::format("data len: {}", c.size()));
+        SPEND_TIME_CONTROL(false);
+        for (int i = 0; i < cycle; i++) {
+            Indicator ind = ACOS();
+            Indicator result = ind(c);
+        }
+    }
+}
+#endif
+
 //-----------------------------------------------------------------------------
 // test export
 //-----------------------------------------------------------------------------

hikyuu_cpp/unit_test/hikyuu/indicator/test_AD.cpp

@@ -5,7 +5,7 @@
  *      Author: fasiondog
  */
 
-#include "doctest/doctest.h"
+#include "../test_config.h"
 #include <fstream>
 #include <hikyuu/StockManager.h>
 #include <hikyuu/indicator/crt/AD.h>
@@ -36,6 +36,26 @@ TEST_CASE("test_AD") {
     CHECK_EQ(ad[5], doctest::Approx(30.77).epsilon(0.1));
 }
 
+//-----------------------------------------------------------------------------
+// benchmark
+//-----------------------------------------------------------------------------
+#if ENABLE_BENCHMARK_TEST
+TEST_CASE("test_AD_benchmark") {
+    Stock stock = getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(0));
+    int cycle = 1000;  // 测试循环次数
+
+    {
+        BENCHMARK_TIME_MSG(test_AD_benchmark, cycle, fmt::format("data len: {}", kdata.size()));
+        SPEND_TIME_CONTROL(false);
+        for (int i = 0; i < cycle; i++) {
+            Indicator ind = AD();
+            Indicator result = ind(kdata);
+        }
+    }
+}
+#endif
+
 //-----------------------------------------------------------------------------
 // test export
 //-----------------------------------------------------------------------------

hikyuu_cpp/unit_test/hikyuu/indicator/test_ATR.cpp

@@ -0,0 +1,106 @@
+/*
+ * test_ACOS.cpp
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#include "../test_config.h"
+#include <fstream>
+#include <hikyuu/StockManager.h>
+#include <hikyuu/indicator/crt/ATR.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_ATR test_indicator_ATR
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+TEST_CASE("test_ATR") {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i / 2.);
+    }
+
+    vector<Indicator::value_t> expect = {0.,      0.333333, 0.77778, 1.25926, 1.75309,
+                                         2.25103, 2.75034,  3.25011, 3.75004, 4.25001};
+
+    Indicator data = PRICELIST(a);
+
+    result = ATR(data, 2);
+    CHECK_EQ(result.name(), "ATR");
+    CHECK_EQ(result.discard(), 0);
+    CHECK_EQ(result.size(), data.size());
+    for (int i = 0, len = data.size(); i < len; ++i) {
+        CHECK_EQ(result[i], doctest::Approx(expect[i]));
+    }
+}
+
+//-----------------------------------------------------------------------------
+// benchmark
+//-----------------------------------------------------------------------------
+#if ENABLE_BENCHMARK_TEST
+TEST_CASE("test_ATR_benchmark") {
+    Stock stock = getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(0));
+    Indicator c = kdata.close();
+    int cycle = 1000;  // 测试循环次数
+
+    {
+        BENCHMARK_TIME_MSG(test_ATR_benchmark, cycle, fmt::format("data len: {}", c.size()));
+        SPEND_TIME_CONTROL(false);
+        for (int i = 0; i < cycle; i++) {
+            Indicator ind = ATR();
+            Indicator result = ind(c);
+        }
+    }
+}
+#endif
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+TEST_CASE("test_ATR_export") {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/ATR.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = ATR(CLOSE(kdata));
+    {
+        std::ofstream ofs(filename);
+        boost::archive::xml_oarchive oa(ofs);
+        oa << BOOST_SERIALIZATION_NVP(x1);
+    }
+
+    Indicator x2;
+    {
+        std::ifstream ifs(filename);
+        boost::archive::xml_iarchive ia(ifs);
+        ia >> BOOST_SERIALIZATION_NVP(x2);
+    }
+
+    CHECK_EQ(x2.name(), "ATR");
+    CHECK_EQ(x1.size(), x2.size());
+    CHECK_EQ(x1.discard(), x2.discard());
+    CHECK_EQ(x1.getResultNumber(), x2.getResultNumber());
+    for (size_t i = x1.discard(); i < x1.size(); ++i) {
+        CHECK_EQ(x1[i], doctest::Approx(x2[i]));
+    }
+}
+#endif /* #if HKU_SUPPORT_SERIALIZATION */
+
+/** @} */