HHV 支持动态参数

docs/source/indicator/indicator.rst

@@ -382,7 +382,7 @@
     N日内最高价，N=0则从第一个有效值开始。
 
     :param Indicator data: 输入数据
-    :param int n: N日时间窗口
+    :param int|Indicator n: N日时间窗口
     :rtype: Indicator
     
 

hikyuu_cpp/hikyuu/indicator/crt/HHV.h

@@ -19,6 +19,7 @@ namespace hku {
  * @ingroup Indicator
  */
 Indicator HKU_API HHV(int n = 20);
+Indicator HKU_API HHV(const IndParam& n);
 
 /**
  * N日内最高价, N=0则从第一个有效值开始
@@ -27,6 +28,7 @@ Indicator HKU_API HHV(int n = 20);
  * @ingroup Indicator
  */
 Indicator HKU_API HHV(const Indicator& ind, int n = 20);
+Indicator HKU_API HHV(const Indicator& ind, const Indicator& n);
 
 }  // namespace hku
 

hikyuu_cpp/hikyuu/indicator/imp/IHighLine.cpp

@@ -86,14 +86,34 @@ void IHighLine::_calculate(const Indicator& ind) {
     }
 }
 
+void IHighLine::_dyn_run_one_step(const Indicator& ind, size_t start, size_t curPos) {
+    price_t max_val = ind[start];
+    for (size_t i = start + 1; i <= curPos; i++) {
+        if (ind[i] > max_val) {
+            max_val = ind[i];
+        }
+    }
+    _set(max_val, curPos);
+}
+
 Indicator HKU_API HHV(int n = 20) {
     IndicatorImpPtr p = make_shared<IHighLine>();
     p->setParam<int>("n", n);
     return Indicator(p);
 }
 
+Indicator HKU_API HHV(const IndParam& n) {
+    IndicatorImpPtr p = make_shared<IHighLine>();
+    p->setIndParam("n", n);
+    return Indicator(p);
+}
+
 Indicator HKU_API HHV(const Indicator& ind, int n = 20) {
     return HHV(n)(ind);
 }
 
+Indicator HKU_API HHV(const Indicator& ind, const Indicator& n) {
+    return HHV(IndParam(n))(ind);
+}
+
 } /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/IHighLine.h

@@ -20,7 +20,7 @@ namespace hku {
  * 参数： n: N日时间窗口
  */
 class IHighLine : public IndicatorImp {
-    INDICATOR_IMP(IHighLine)
+    INDICATOR_IMP_SUPPORT_IND_PARAM(IHighLine)
     INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
 
 public:

hikyuu_cpp/unit_test/hikyuu/indicator/test_HHV.cpp

@@ -81,6 +81,22 @@ TEST_CASE("test_HHV") {
     }
 }
 
+/** @par 检测点 */
+TEST_CASE("test_HHV_dyn") {
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i);
+    }
+
+    Indicator data = PRICELIST(a);
+    Indicator expect = HHV(data, 3);
+    Indicator result = HHV(data, CVAL(data, 3));
+    CHECK_EQ(expect.size(), result.size());
+    for (size_t i = 0; i < expect.size(); i++) {
+        CHECK_EQ(expect[i], result[i]);
+    }
+}
+
 //-----------------------------------------------------------------------------
 // test export
 //-----------------------------------------------------------------------------

hikyuu_pywrap/indicator/_build_in.cpp

@@ -77,7 +77,9 @@ Indicator (*STDP_1)(int) = STDP;
 Indicator (*STDP_2)(const Indicator&, int) = STDP;
 
 Indicator (*HHV_1)(int) = HHV;
-Indicator (*HHV_2)(const Indicator&, int) = HHV;
+Indicator (*HHV_2)(const IndParam&) = HHV;
+Indicator (*HHV_3)(const Indicator&, const Indicator&) = HHV;
+Indicator (*HHV_4)(const Indicator&, int) = HHV;
 
 Indicator (*LLV_1)(int) = LLV;
 Indicator (*LLV_2)(const Indicator&, int) = LLV;
@@ -503,12 +505,14 @@ void export_Indicator_build_in() {
     def("POS", POS, (arg("block"), arg("query"), arg("sg")));
 
     def("HHV", HHV_1, (arg("n") = 20));
-    def("HHV", HHV_2, (arg("data"), arg("n") = 20), R"(HHV([data, n=20])
+    def("HHV", HHV_2, (arg("n")));
+    def("HHV", HHV_3, (arg("data"), arg("n")));
+    def("HHV", HHV_4, (arg("data"), arg("n") = 20), R"(HHV([data, n=20])
 
     N日内最高价，N=0则从第一个有效值开始。
 
     :param Indicator data: 输入数据
-    :param int n: N日时间窗口
+    :param int|Indicator n: N日时间窗口
     :rtype: Indicator)");
 
     def("LLV", LLV_1, (arg("n") = 20));