add ABS Indicator

docs/source/indicator/indicator.rst

@@ -4,6 +4,15 @@
 内建技术指标
 ============
 
+
+.. py:function:: ABS([data])
+
+    求绝对值
+
+    :param Indicator data: 输入数据
+    :rtype: Indicator
+
+
 .. py:function:: AMA([data, n=10, fast_n=2, slow_n=30])
 
     佩里.J 考夫曼（Perry J.Kaufman）自适应移动平均 [BOOK1]_

hikyuu/indicator/indicator_doc.py

@@ -27,6 +27,16 @@
 from .indicator import *
 
 
+ABS.__doc__ = """
+ABS([data])
+
+    求绝对值
+
+    :param Indicator data: 输入数据
+    :rtype: Indicator
+"""
+
+
 AMA.__doc__ = """
 AMA([data, n=10, fast_n=2, slow_n=30])
 

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -10,6 +10,7 @@
 
 #include "Indicator.h"
 #include "crt/KDATA.h"
+#include "crt/ABS.h"
 #include "crt/AMA.h"
 #include "crt/ATR.h"
 #include "crt/COUNT.h"

hikyuu_cpp/hikyuu/indicator/crt/ABS.h

@@ -0,0 +1,34 @@
+/*
+ * ABS.h
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_ABS_H_
+#define INDICATOR_CRT_ABS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 求绝对值
+ * @ingroup Indicator
+ */
+Indicator HKU_API ABS();
+
+/**
+ * 求绝对值
+ * @param ind 待计算的数据
+ * @ingroup Indicator
+ */
+Indicator ABS(const Indicator& ind);
+
+inline Indicator ABS(const Indicator& ind) {
+    return ABS()(ind);
+}
+
+} /* namespace */
+
+#endif /* INDICATOR_CRT_ABS_H_ */

hikyuu_cpp/hikyuu/indicator/imp/IAbs.cpp

@@ -0,0 +1,49 @@
+/*
+ * IAbs.cpp
+ *
+ *  Created on: 2019年4月2日
+ *      Author: fasiondog
+ */
+
+#include "IAbs.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::IAbs)
+#endif
+
+
+namespace hku {
+
+IAbs::IAbs() : IndicatorImp("ABS", 1) {
+
+}
+
+IAbs::~IAbs() {
+
+}
+
+bool IAbs::check() {
+    return true;
+}
+
+void IAbs::_calculate(const Indicator& data) {
+    size_t total = data.size();
+    m_discard = data.discard();
+    if (m_discard >= total) {
+        m_discard = total;
+        return;
+    }
+
+    for (size_t i = m_discard; i < total; ++i) {
+        _set(std::abs(data[i]), i);
+    }
+
+}
+
+
+Indicator HKU_API ABS() {
+    return Indicator(make_shared<IAbs>());
+}
+
+
+} /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/IAbs.h

@@ -0,0 +1,25 @@
+/*
+ * IAbs.h
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_IMP_IABS_H_
+#define INDICATOR_IMP_IABS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IAbs: public IndicatorImp {
+    INDICATOR_IMP(IAbs)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IAbs();
+    virtual ~IAbs();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IABS_H_ */

hikyuu_cpp/hikyuu/indicator/imp/ISum.cpp

@@ -14,7 +14,7 @@ BOOST_CLASS_EXPORT(hku::ISum)
 
 namespace hku {
 
-ISum::ISum() : IndicatorImp("ISum", 1) {
+ISum::ISum() : IndicatorImp("SUM", 1) {
     setParam<int>("n", 20);
 }
 

hikyuu_cpp/unit_test/libs/hikyuu/indicator/test_ABS.cpp

@@ -0,0 +1,88 @@
+/*
+ * test_ABS.cpp
+ *
+ *  Created on: 2019年4月2日
+ *      Author: fasiondog
+ */
+
+#ifdef TEST_ALL_IN_ONE
+    #include <boost/test/unit_test.hpp>
+#else
+    #define BOOST_TEST_MODULE test_hikyuu_indicator_suite
+    #include <boost/test/unit_test.hpp>
+#endif
+
+#include <fstream>
+#include <hikyuu/StockManager.h>
+#include <hikyuu/indicator/crt/HHV.h>
+#include <hikyuu/indicator/crt/ABS.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_ABS test_indicator_ABS
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_ABS ) {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(-i);
+    }
+
+    Indicator data = PRICELIST(a);
+
+    result = ABS(data);
+    BOOST_CHECK(result.name() == "ABS");
+    BOOST_CHECK(result.discard() == 0);
+    for (int i = 0; i <10; ++i) {
+        BOOST_CHECK(result[i] == -data[i]);
+    }
+}
+
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_ABS_export ) {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/ABS.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = ABS(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);
+    }
+
+    BOOST_CHECK(x1.size() == x2.size());
+    BOOST_CHECK(x1.discard() == x2.discard());
+    BOOST_CHECK(x1.getResultNumber() == x2.getResultNumber());
+    for (size_t i = 0; i < x1.size(); ++i) {
+        BOOST_CHECK_CLOSE(x1[i], x2[i], 0.00001);
+    }
+}
+#endif /* #if HKU_SUPPORT_SERIALIZATION */
+
+/** @} */
+
+

hikyuu_cpp/unit_test/libs/hikyuu/indicator/test_SUM.cpp

@@ -14,7 +14,6 @@
 
 #include <fstream>
 #include <hikyuu/StockManager.h>
-#include <hikyuu/indicator/crt/LLV.h>
 #include <hikyuu/indicator/crt/SUM.h>
 #include <hikyuu/indicator/crt/KDATA.h>
 #include <hikyuu/indicator/crt/PRICELIST.h>

hikyuu_cpp/unit_test/libs/hikyuu/indicator/test_WEAVE.cpp

@@ -20,7 +20,7 @@
 #include <boost/archive/xml_oarchive.hpp>
 #include <boost/archive/xml_iarchive.hpp>
 #include <hikyuu/StockManager.h>
-#include <hikyuu/indicator/build_in.h>
+#include <hikyuu/indicator/crt/KDATA.h>
 
 using namespace hku;
 

hikyuu_pywrap/indicator/_build_in.cpp

@@ -105,6 +105,9 @@ Indicator (*COUNT_2)(const Indicator&, int) = COUNT;
 Indicator (*SUM_1)(int) = SUM;
 Indicator (*SUM_2)(const Indicator&, int) = SUM;
 
+Indicator (*ABS_1)() = ABS;
+Indicator (*ABS_2)(const Indicator&) = ABS;
+
 void export_Indicator_build_in() {
     def("KDATA", KDATA1);
     def("KDATA", KDATA3);
@@ -193,6 +196,8 @@ void export_Indicator_build_in() {
     def("SUM", SUM_1, (arg("n")=20));
     def("SUM", SUM_2, (arg("data"), arg("n")=20));
 
+    def("ABS", ABS_1);
+    def("ABS", ABS_2);
 }