add SQRT indicator

docs/source/indicator/indicator.rst

@@ -344,6 +344,18 @@
     :param int n: 时间窗口
     :rtype: Indicator
 
+
+.. py:function:: SQRT([data])
+
+    开平方
+
+    用法：SQRT(X)为X的平方根
+
+    例如：SQRT(CLOSE)收盘价的平方根
+
+    :param data: 输入数据
+    :rtype: Indicator
+
     
 .. py:function:: STDEV([data, n=10])
 

docs/source/indicator/overview.rst

@@ -36,6 +36,7 @@
 * :py:func:`POW` - 乘幂
 * :py:func:`REF` - 向前引用 （即右移），引用若干周期前的数据
 * :py:func:`SGN` - 求符号值
+* :py:func:`SQRT` - 开平方
 * :py:func:`STDEV` - 计算N周期内样本标准差
 * :py:func:`WEAVE` - 将两个ind的结果合并到一个ind中
 

hikyuu/indicator/indicator_doc.py

@@ -399,6 +399,20 @@ SMA([data, n=22])
 """
 
 
+SQRT.__doc__ = """
+SQRT([data])
+
+    开平方
+
+    用法：SQRT(X)为X的平方根
+
+    例如：SQRT(CLOSE)收盘价的平方根
+
+    :param data: 输入数据
+    :rtype: Indicator
+"""
+
+
 STDEV.__doc__ = """
 STDEV([data, n=10])
 

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -38,6 +38,7 @@
 #include "crt/SAFTYLOSS.h"
 #include "crt/SGN.h"
 #include "crt/SMA.h"
+#include "crt/SQRT.h"
 #include "crt/STDEV.h"
 #include "crt/SUM.h"
 #include "crt/VIGOR.h"

hikyuu_cpp/hikyuu/indicator/crt/SQRT.h

@@ -0,0 +1,40 @@
+/*
+ * SQRT.h
+ * 
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_SQRT_H_
+#define INDICATOR_CRT_SQRT_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 开平方
+ * @details
+ * <pre>
+ * 用法：SQRT(X)为X的平方根
+ * 例如：SQRT(CLOSE)收盘价的平方根
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API SQRT();
+Indicator SQRT(price_t);
+Indicator SQRT(const Indicator& ind);
+
+inline Indicator SQRT(const Indicator& ind) {
+    return SQRT()(ind);
+}
+
+inline Indicator SQRT(price_t val) {
+    return SQRT(CVAL(val));
+}
+
+} /* namespace */
+
+#endif /* INDICATOR_CRT_SQRT_H_ */

hikyuu_cpp/hikyuu/indicator/imp/ISqrt.cpp

@@ -0,0 +1,49 @@
+/*
+ * ISqrt.cpp
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-04-14
+ *      Author: fasiondog
+ */
+
+#include "ISqrt.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::ISqrt)
+#endif
+
+
+namespace hku {
+
+ISqrt::ISqrt() : IndicatorImp("SQRT", 1) {
+
+}
+
+ISqrt::~ISqrt() {
+
+}
+
+bool ISqrt::check() {
+    return true;
+}
+
+void ISqrt::_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::sqrt(data[i]), i);
+    }
+}
+
+
+Indicator HKU_API SQRT() {
+    return Indicator(make_shared<ISqrt>());
+}
+
+} /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/ISqrt.h

@@ -0,0 +1,30 @@
+/*
+ * ISqrt.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ * 
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_IMP_ISQRT_H_
+#define INDICATOR_IMP_ISQRT_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 乘幂
+ */
+class ISqrt: public IndicatorImp {
+    INDICATOR_IMP(ISqrt)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISqrt();
+    virtual ~ISqrt();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ISQRT_H_ */

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

@@ -0,0 +1,96 @@
+/*
+ * test_SQRT.cpp
+ * 
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      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/POW.h>
+#include <hikyuu/indicator/crt/SQRT.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_SQRT test_indicator_SQRT
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_SQRT ) {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i);
+    }
+
+    Indicator data = PRICELIST(a);
+
+    result = SQRT(data);
+    BOOST_CHECK(result.name() == "SQRT");
+    BOOST_CHECK(result.discard() == 0);
+    for (int i = 0; i <10; ++i) {
+        BOOST_CHECK(result[i] == std::sqrt(data[i]));
+    }
+
+    result = SQRT(4);
+    BOOST_CHECK(result.name() == "SQRT");
+    BOOST_CHECK(result.size() == 1);
+    BOOST_CHECK(result.discard() == 0);
+    BOOST_CHECK(result[0] == std::sqrt(4));
+}
+
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_SQRT_export ) {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/SQRT.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = SQRT(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_pywrap/indicator/_build_in.cpp

@@ -152,6 +152,11 @@ Indicator (*POW_1)(int) = POW;
 Indicator (*POW_2)(const Indicator&, int) = POW;
 Indicator (*POW_3)(price_t, int) = POW;
 
+Indicator (*SQRT_1)() = SQRT;
+Indicator (*SQRT_2)(const Indicator&) = SQRT;
+Indicator (*SQRT_3)(price_t) = SQRT;
+
+
 void export_Indicator_build_in() {
     def("KDATA", KDATA1);
     def("KDATA", KDATA3);
@@ -286,4 +291,8 @@ void export_Indicator_build_in() {
     def("POW", POW_1, (arg("n")));
     def("POW", POW_2, (arg("data"), arg("n")));
     def("POW", POW_3), (arg("data"), arg("n"));
+
+    def("SQRT", SQRT_1);
+    def("SQRT", SQRT_2);
+    def("SQRT", SQRT_3);
 }