test/hikyuu2
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fasiondog 2016-04-03 11:13:34 +08:00
parent 95cf3bdf03
commit aa8890f333
4 changed files with 134 additions and 10 deletions
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19
libs/hikyuu/indicator/Indicator.cpp
View File

@ -80,7 +80,7 @@ size_t Indicator::size() const {
}
HKU_API Indicator operator+(const Indicator& ind1, const Indicator& ind2) {
if (ind1.size() != ind2.size() || ind1.size() == 0) {
/*if (ind1.size() != ind2.size() || ind1.size() == 0) {
return Indicator();
}
@ -96,12 +96,13 @@ HKU_API Indicator operator+(const Indicator& ind1, const Indicator& ind2) {
}
}
return Indicator(imp);
return Indicator(imp);*/
return Indicator(ind1.getImp() + ind2.getImp());
}
HKU_API Indicator operator-(const Indicator& ind1, const Indicator& ind2) {
if (ind1.size() != ind2.size() || ind1.size() == 0) {
/*if (ind1.size() != ind2.size() || ind1.size() == 0) {
return Indicator();
}
@ -117,12 +118,13 @@ HKU_API Indicator operator-(const Indicator& ind1, const Indicator& ind2) {
}
}
return Indicator(imp);
return Indicator(imp);*/
return Indicator(ind1.getImp() - ind2.getImp());
}
HKU_API Indicator operator*(const Indicator& ind1, const Indicator& ind2) {
if (ind1.size() != ind2.size() || ind1.size() == 0) {
/*if (ind1.size() != ind2.size() || ind1.size() == 0) {
return Indicator();
}
@ -139,11 +141,13 @@ HKU_API Indicator operator*(const Indicator& ind1, const Indicator& ind2) {
}
return Indicator(imp);
*/
return Indicator(ind1.getImp() * ind2.getImp());
}
HKU_API Indicator operator/(const Indicator& ind1, const Indicator& ind2) {
if (ind1.size() != ind2.size() || ind1.size() == 0) {
/*if (ind1.size() != ind2.size() || ind1.size() == 0) {
return Indicator();
}
@ -163,7 +167,8 @@ HKU_API Indicator operator/(const Indicator& ind1, const Indicator& ind2) {
}
}
return Indicator(imp);
return Indicator(imp);*/
return Indicator(ind1.getImp() / ind2.getImp());
}
} /* namespace hku */

2
libs/hikyuu/indicator/Indicator.h
View File

@ -110,6 +110,8 @@ public:
return m_imp->getParam<ValueType>(name);
}
IndicatorImpPtr getImp() const { return m_imp; }
protected:
IndicatorImpPtr m_imp;

96
libs/hikyuu/indicator/IndicatorImp.cpp
View File

@ -28,17 +28,17 @@ HKU_API std::ostream & operator<<(std::ostream& os, const IndicatorImpPtr& imp)
IndicatorImp::IndicatorImp()
: m_name("IndicatorImp"), m_discard(0), m_result_num(0) {
: m_name("IndicatorImp"), m_discard(0), m_result_num(0), m_optype(LEAF) {
memset(m_pBuffer, NULL, sizeof(PriceList*) * MAX_RESULT_NUM);
}
IndicatorImp::IndicatorImp(const string& name)
: m_name(name), m_discard(0), m_result_num(0) {
: m_name(name), m_discard(0), m_result_num(0), m_optype(LEAF) {
memset(m_pBuffer, NULL, sizeof(PriceList*) * MAX_RESULT_NUM);
}
IndicatorImp::IndicatorImp(const string& name, size_t result_num)
: m_name(name), m_discard(0) {
: m_name(name), m_discard(0), m_optype(LEAF) {
memset(m_pBuffer, NULL, sizeof(PriceList*) * MAX_RESULT_NUM);
m_result_num = result_num < MAX_RESULT_NUM ? result_num : MAX_RESULT_NUM;
for (size_t i = 0; i < m_result_num; ++i) {
@ -155,4 +155,94 @@ void IndicatorImp::calculate(const Indicator& data) {
}
}
HKU_API IndicatorImpPtr operator+(const IndicatorImpPtr& ind1,
const IndicatorImpPtr& ind2){
if (!ind1 || !ind2 || ind1->size() ==0 || ind1->size() != ind2->size()) {
return IndicatorImpPtr();
}
size_t result_number = std::min(ind1->getResultNumber(), ind2->getResultNumber());
size_t total = ind1->size();
size_t discard = std::max(ind1->discard(), ind2->discard());
IndicatorImpPtr imp(new IndicatorImp());
imp->_readyBuffer(total, result_number);
imp->setDiscard(discard);
for (size_t i = discard; i < total; ++i) {
for (size_t r = 0; r < result_number; ++r) {
imp->_set(ind1->get(i, r) + ind2->get(i, r), i, r);
}
}
return imp;
}
HKU_API IndicatorImpPtr operator-(const IndicatorImpPtr& ind1,
const IndicatorImpPtr& ind2) {
if (!ind1 || !ind2 || ind1->size() ==0 || ind1->size() != ind2->size()) {
return IndicatorImpPtr();
}
size_t result_number = std::min(ind1->getResultNumber(), ind2->getResultNumber());
size_t total = ind1->size();
size_t discard = std::max(ind1->discard(), ind2->discard());
IndicatorImpPtr imp(new IndicatorImp());
imp->_readyBuffer(total, result_number);
imp->setDiscard(discard);
for (size_t i = discard; i < total; ++i) {
for (size_t r = 0; r < result_number; ++r) {
imp->_set(ind1->get(i, r) - ind2->get(i, r), i, r);
}
}
return imp;
}
HKU_API IndicatorImpPtr operator*(const IndicatorImpPtr& ind1,
const IndicatorImpPtr& ind2) {
if (!ind1 || !ind2 || ind1->size() ==0 || ind1->size() != ind2->size()) {
return IndicatorImpPtr();
}
size_t result_number = std::min(ind1->getResultNumber(), ind2->getResultNumber());
size_t total = ind1->size();
size_t discard = std::max(ind1->discard(), ind2->discard());
IndicatorImpPtr imp(new IndicatorImp());
imp->_readyBuffer(total, result_number);
imp->setDiscard(discard);
for (size_t i = discard; i < total; ++i) {
for (size_t r = 0; r < result_number; ++r) {
imp->_set(ind1->get(i, r) * ind2->get(i, r), i, r);
}
}
return imp;
}
HKU_API IndicatorImpPtr operator/(const IndicatorImpPtr& ind1,
const IndicatorImpPtr& ind2) {
if (!ind1 || !ind2 || ind1->size() ==0 || ind1->size() != ind2->size()) {
return IndicatorImpPtr();
}
size_t result_number = std::min(ind1->getResultNumber(), ind2->getResultNumber());
size_t total = ind1->size();
size_t discard = std::max(ind1->discard(), ind2->discard());
IndicatorImpPtr imp(new IndicatorImp());
imp->_readyBuffer(total, result_number);
imp->setDiscard(discard);
for (size_t i = discard; i < total; ++i) {
for (size_t r = 0; r < result_number; ++r) {
if (ind2->get(i, r) == 0.0) {
imp->_set(Null<price_t>(), i, r);
} else {
imp->_set(ind1->get(i, r) / ind2->get(i, r), i, r);
}
}
}
return imp;
}
} /* namespace hku */

27
libs/hikyuu/indicator/IndicatorImp.h
View File

@ -33,6 +33,23 @@ class HKU_API Indicator;
class HKU_API IndicatorImp {
PARAMETER_SUPPORT
public:
enum OPType {
LEAF, ///<叶子节点
OP, /// OP(OP1,OP2) OP1->calcalue(OP2->calculate(ind))
ADD, ///<加
SUB, ///<减
MUL, ///<乘
DIV, ///<除
EQ, ///<等于
GT, ///<大于
LT, ///<小于
NE, ///<不等于
GE, ///<大于等于
LE, ///<小于等于
INVALID
};
public:
/** 默认构造函数 */
IndicatorImp();
@ -114,6 +131,10 @@ protected:
size_t m_result_num;
PriceList *m_pBuffer[MAX_RESULT_NUM];
OPType m_optype;
IndicatorImpPtr m_left;
IndicatorImpPtr m_right;
#if HKU_SUPPORT_SERIALIZATION
private:
friend class boost::serialization::access;
@ -182,5 +203,11 @@ typedef shared_ptr<IndicatorImp> IndicatorImpPtr;
HKU_API std::ostream & operator<<(std::ostream&, const IndicatorImp&);
HKU_API std::ostream & operator<<(std::ostream&, const IndicatorImpPtr&);
HKU_API IndicatorImpPtr operator+(const IndicatorImpPtr&, const IndicatorImpPtr&);
HKU_API IndicatorImpPtr operator-(const IndicatorImpPtr&, const IndicatorImpPtr&);
HKU_API IndicatorImpPtr operator*(const IndicatorImpPtr&, const IndicatorImpPtr&);
HKU_API IndicatorImpPtr operator/(const IndicatorImpPtr&, const IndicatorImpPtr&);
} /* namespace hku */
#endif /* INDICATORIMP_H_ */