add LN, LOG ind

docs/source/indicator/indicator.rst

@@ -185,6 +185,22 @@
     :param int n: N日时间窗口
     :rtype: Indicator
 
+
+.. py:function:: LN([data])
+
+    求自然对数, LN(X)以e为底的对数
+
+    :param data: 输入数据
+    :rtype: Indicator
+
+
+.. py:function:: LOG([data])
+
+    以10为底的对数
+
+    :param data: 输入数据
+    :rtype: Indicator
+
     
 .. py:function:: LOW([data])
 

hikyuu/indicator/indicator_doc.py

@@ -222,6 +222,25 @@ LLV([data, n=20])
 """
 
 
+LN.__doc__ = """
+LN([data])
+
+    求自然对数, LN(X)以e为底的对数
+
+    :param data: 输入数据
+    :rtype: Indicator
+"""
+
+LOG.__doc__ = """
+LOG([data])
+
+    以10为底的对数
+
+    :param data: 输入数据
+    :rtype: Indicator
+"""
+
+
 LOW.__doc__ = """
 LOW([data])
 

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -21,8 +21,10 @@
 #include "crt/EXP.h"
 #include "crt/HHV.h"
 #include "crt/HSL.h"
-#include "crt/LLV.h"
 #include "crt/LIUTONGPAN.h"
+#include "crt/LLV.h"
+#include "crt/LN.h"
+#include "crt/LOG.h"
 #include "crt/MA.h"
 #include "crt/MACD.h"
 #include "crt/MAX.h"

hikyuu_cpp/hikyuu/indicator/crt/ABS.h

@@ -8,7 +8,7 @@
 #ifndef INDICATOR_CRT_ABS_H_
 #define INDICATOR_CRT_ABS_H_
 
-#include "../Indicator.h"
+#include "CVAL.h"
 
 namespace hku {
 
@@ -17,18 +17,17 @@ namespace hku {
  * @ingroup Indicator
  */
 Indicator HKU_API ABS();
-
-/**
- * 求绝对值
- * @param ind 待计算的数据
- * @ingroup Indicator
- */
+Indicator ABS(price_t);
 Indicator ABS(const Indicator& ind);
 
 inline Indicator ABS(const Indicator& ind) {
     return ABS()(ind);
 }
 
+inline Indicator ABS(price_t val) {
+    return ABS(CVAL(val));
+}
+
 } /* namespace */
 
 #endif /* INDICATOR_CRT_ABS_H_ */

hikyuu_cpp/hikyuu/indicator/crt/EXP.h

@@ -8,7 +8,7 @@
 #ifndef INDICATOR_CRT_EXP_H_
 #define INDICATOR_CRT_EXP_H_
 
-#include "../Indicator.h"
+#include "CVAL.h"
 
 namespace hku {
 
@@ -17,18 +17,17 @@ namespace hku {
  * @ingroup Indicator
  */
 Indicator HKU_API EXP();
-
-/**
- * 指数, EXP(X)为e的X次幂
- * @param ind 待计算的数据
- * @ingroup Indicator
- */
+Indicator EXP(price_t);
 Indicator EXP(const Indicator& ind);
 
 inline Indicator EXP(const Indicator& ind) {
     return EXP()(ind);
 }
 
+inline Indicator EXP(price_t val) {
+    return EXP(CVAL(val));
+}
+
 } /* namespace */
 
 #endif /* INDICATOR_CRT_EXP_H_ */

hikyuu_cpp/hikyuu/indicator/crt/LN.h

@@ -0,0 +1,36 @@
+/*
+ * LN.h
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_LN_H_
+#define INDICATOR_CRT_LN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 求自然对数
+ * 用法：LN(X)以e为底的对数
+ * 例如：LN(CLOSE)求收盘价的对数
+ * @ingroup Indicator
+ */
+Indicator HKU_API LN();
+Indicator LN(price_t);
+Indicator LN(const Indicator& ind);
+
+
+inline Indicator LN(const Indicator& ind) {
+    return LN()(ind);
+}
+
+inline Indicator LN(price_t val) {
+    return LN(CVAL(val));
+}
+
+} /* namespace */
+
+#endif /* INDICATOR_CRT_LN_H_ */

hikyuu_cpp/hikyuu/indicator/crt/LOG.h

@@ -0,0 +1,34 @@
+/*
+ * LOG.h
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_LOG_H_
+#define INDICATOR_CRT_LOG_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 以10为底的对数
+ * 用法：LOG(X)取得X的对数
+ * @ingroup Indicator
+ */
+Indicator HKU_API LOG();
+Indicator LOG(price_t);
+Indicator LOG(const Indicator& ind);
+
+inline Indicator LOG(const Indicator& ind) {
+    return LOG()(ind);
+}
+
+Indicator LOG(price_t val) {
+    return LOG(CVAL(val));
+}
+
+} /* namespace */
+
+#endif /* INDICATOR_CRT_LOG_H_ */

hikyuu_cpp/hikyuu/indicator/crt/SGN.h

@@ -8,7 +8,7 @@
 #ifndef INDICATOR_CRT_SGN_H_
 #define INDICATOR_CRT_SGN_H_
 
-#include "../Indicator.h"
+#include "CVAL.h"
 
 namespace hku {
 
@@ -17,18 +17,17 @@ namespace hku {
  * @ingroup Indicator
  */
 Indicator HKU_API SGN();
-
-/**
- * 求符号值, SGN(X)，当 X>0, X=0, X<0分别返回 1, 0, -1。
- * @param ind 待计算的数据
- * @ingroup Indicator
- */
+Indicator SGN(price_t);
 Indicator SGN(const Indicator& ind);
 
 inline Indicator SGN(const Indicator& ind) {
     return SGN()(ind);
 }
 
+inline Indicator SGN(price_t val) {
+    return SGN(CVAL(val));
+}
+
 }
 
 #endif /* INDICATOR_CRT_SGN_H_ */

hikyuu_cpp/hikyuu/indicator/imp/IExp.cpp

@@ -34,15 +34,15 @@ void IExp::_calculate(const Indicator& data) {
         return;
     }
 
+    price_t null_price = Null<price_t>();
     for (size_t i = m_discard; i < total; ++i) {
         price_t x = std::exp(data[i]);
         if (std::isinf(x)) {
-            _set(Null<price_t>(), i);
+            _set(null_price, i);
         } else {
             _set(std::exp(data[i]), i);
         }
     }
-
 }
 
 

hikyuu_cpp/hikyuu/indicator/imp/ILn.cpp

@@ -0,0 +1,53 @@
+/*
+ * ILn.cpp
+ *
+ *  Created on: 2019年4月11日
+ *      Author: fasiondog
+ */
+
+#include "ILn.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ILn)
+#endif
+
+
+namespace hku {
+
+ILn::ILn() : IndicatorImp("LN", 1) {
+
+}
+
+ILn::~ILn() {
+
+}
+
+bool ILn::check() {
+    return true;
+}
+
+void ILn::_calculate(const Indicator& data) {
+    size_t total = data.size();
+    m_discard = data.discard();
+    if (m_discard >= total) {
+        m_discard = total;
+        return;
+    }
+
+    price_t null_price = Null<price_t>();
+    for (size_t i = m_discard; i < total; ++i) {
+        if (data[i] < 0.0) {
+            _set(null_price, i);
+        } else {
+            _set(std::log(data[i]), i);
+        }
+    }
+}
+
+
+Indicator HKU_API LN() {
+    return Indicator(make_shared<ILn>());
+}
+
+
+} /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/ILn.h

@@ -0,0 +1,27 @@
+/*
+ * ILn.h
+ * 
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_IMP_ILN_H_
+#define INDICATOR_IMP_ILN_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ILn: public IndicatorImp {
+    INDICATOR_IMP(ILn)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ILn();
+    virtual ~ILn();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ILN_H_ */

hikyuu_cpp/hikyuu/indicator/imp/ILog.cpp

@@ -0,0 +1,53 @@
+/*
+ * ILog.cpp
+ *
+ *  Created on: 2019年4月11日
+ *      Author: fasiondog
+ */
+
+#include "ILog.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ILog)
+#endif
+
+
+namespace hku {
+
+ILog::ILog() : IndicatorImp("LOG", 1) {
+
+}
+
+ILog::~ILog() {
+
+}
+
+bool ILog::check() {
+    return true;
+}
+
+void ILog::_calculate(const Indicator& data) {
+    size_t total = data.size();
+    m_discard = data.discard();
+    if (m_discard >= total) {
+        m_discard = total;
+        return;
+    }
+
+    price_t null_price = Null<price_t>();
+    for (size_t i = m_discard; i < total; ++i) {
+        if (data[i] < 0.0) {
+            _set(null_price, i);
+        } else {
+            _set(std::log10(data[i]), i);
+        }
+    }
+}
+
+
+Indicator HKU_API LOG() {
+    return Indicator(make_shared<ILog>());
+}
+
+
+} /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/ILog.h

@@ -0,0 +1,27 @@
+/*
+ * ILog.h
+ * 
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_IMP_ILog_H_
+#define INDICATOR_IMP_ILog_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ILog: public IndicatorImp {
+    INDICATOR_IMP(ILog)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ILog();
+    virtual ~ILog();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ILog_H_ */

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

@@ -43,6 +43,11 @@ BOOST_AUTO_TEST_CASE( test_ABS ) {
     for (int i = 0; i <10; ++i) {
         BOOST_CHECK(result[i] == -data[i]);
     }
+
+    result = ABS(-11);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == 11);
 }
 
 

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

@@ -96,7 +96,6 @@ BOOST_AUTO_TEST_CASE( test_BETWEEN ) {
     BOOST_CHECK(result.size() == 1);
     BOOST_CHECK(result.discard() == 0);
     BOOST_CHECK(result[0] == 0);
-
 }
 
 

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

@@ -43,6 +43,11 @@ BOOST_AUTO_TEST_CASE( test_EXP ) {
     for (int i = 0; i <10; ++i) {
         BOOST_CHECK(result[i] == std::exp(data[i]));
     }
+
+    result = EXP(1);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == std::exp(1));
 }
 
 

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

@@ -0,0 +1,95 @@
+/*
+ * test_LN.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/LN.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_LN test_indicator_LN
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_LN ) {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i);
+    }
+    a.push_back(-1);
+
+    Indicator data = PRICELIST(a);
+
+    result = LN(data);
+    BOOST_CHECK(result.name() == "LN");
+    BOOST_CHECK(result.size() == 11);
+    BOOST_CHECK(result.discard() == 0);
+    for (int i = 0; i <10; ++i) {
+        BOOST_CHECK_CLOSE(result[i], std::log(i), 0.00001);
+    }
+    BOOST_CHECK(result[10] == Null<price_t>());
+
+    result = LN(10);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK_CLOSE(result[0], std::log(10.0), 0.00001);
+}
+
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_LN_export ) {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/LN.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = LN(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_LOG.cpp

@@ -0,0 +1,95 @@
+/*
+ * test_LOG.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/LOG.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_LN test_indicator_LOG
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_LOG ) {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i);
+    }
+    a.push_back(-1);
+
+    Indicator data = PRICELIST(a);
+
+    result = LOG(data);
+    BOOST_CHECK(result.name() == "LOG");
+    BOOST_CHECK(result.size() == 11);
+    BOOST_CHECK(result.discard() == 0);
+    for (int i = 0; i <10; ++i) {
+        BOOST_CHECK_CLOSE(result[i], std::log10(i), 0.00001);
+    }
+    BOOST_CHECK(result[10] == Null<price_t>());
+
+    result = LOG(10);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK_CLOSE(result[0], std::log10(10.0), 0.00001);
+}
+
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_LOG_export ) {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/LOG.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = LOG(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_SGN.cpp

@@ -44,6 +44,21 @@ BOOST_AUTO_TEST_CASE( test_SGN ) {
     BOOST_CHECK(result[0] == -1);
     BOOST_CHECK(result[1] == 0);
     BOOST_CHECK(result[2] == 1);
+
+    result = SGN(-1);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == -1);
+
+    result = SGN(0);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == 0);
+
+    result = SGN(1);
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == 1);
 }
 
 

hikyuu_pywrap/indicator/_build_in.cpp

@@ -106,16 +106,19 @@ Indicator (*SUM_1)(int) = SUM;
 Indicator (*SUM_2)(const Indicator&, int) = SUM;
 
 Indicator (*ABS_1)() = ABS;
-Indicator (*ABS_2)(const Indicator&) = ABS;
+Indicator (*ABS_2)(price_t) = ABS;
+Indicator (*ABS_3)(const Indicator&) = ABS;
 
 Indicator (*NOT_1)() = NOT;
 Indicator (*NOT_2)(const Indicator&) = NOT;
 
 Indicator (*SGN_1)() = SGN;
-Indicator (*SGN_2)(const Indicator&) = SGN;
+Indicator (*SGN_2)(price_t) = SGN;
+Indicator (*SGN_3)(const Indicator&) = SGN;
 
 Indicator (*EXP_1)() = EXP;
-Indicator (*EXP_2)(const Indicator&) = EXP;
+Indicator (*EXP_2)(price_t) = EXP;
+Indicator (*EXP_3)(const Indicator&) = EXP;
 
 Indicator (*MAX_1)(const Indicator&, const Indicator&) = MAX;
 Indicator (*MAX_2)(const Indicator&, price_t) = MAX;
@@ -134,6 +137,15 @@ Indicator (*BETWEEN_6)(price_t, const Indicator&, price_t) = BETWEEN;
 Indicator (*BETWEEN_7)(price_t, price_t, const Indicator&) = BETWEEN;
 Indicator (*BETWEEN_8)(price_t, price_t, price_t) = BETWEEN;
 
+Indicator (*LN_1)() = LN;
+Indicator (*LN_2)(price_t) = LN;
+Indicator (*LN_3)(const Indicator&) = LN;
+
+Indicator (*LOG_1)() = LOG;
+Indicator (*LOG_2)(price_t) = LOG;
+Indicator (*LOG_3)(const Indicator&) = LOG;
+
+
 void export_Indicator_build_in() {
     def("KDATA", KDATA1);
     def("KDATA", KDATA3);
@@ -224,15 +236,18 @@ void export_Indicator_build_in() {
 
     def("ABS", ABS_1);
     def("ABS", ABS_2);
+    def("ABS", ABS_3);
 
     def("NOT", NOT_1);
     def("NOT", NOT_2);
 
     def("SGN", SGN_1);
     def("SGN", SGN_2);
+    def("SGN", SGN_3);
 
     def("EXP", EXP_1);
     def("EXP", EXP_2);
+    def("EXP", EXP_3);
 
     def("MAX", MAX_1);
     def("MAX", MAX_2);
@@ -250,6 +265,14 @@ void export_Indicator_build_in() {
     def("BETWEEN", BETWEEN_6);
     def("BETWEEN", BETWEEN_7);
     def("BETWEEN", BETWEEN_8);
+
+    def("LN", LN_1);
+    def("LN", LN_2);
+    def("LN", LN_3);
+
+    def("LOG", LOG_1);
+    def("LOG", LOG_2);
+    def("LOG", LOG_3);
 }