add EXP Indicator

docs/source/indicator/indicator.rst

@@ -90,7 +90,15 @@
     :param int n: 计算均值的周期窗口，必须为大于0的整数 
     :rtype: Indicator
     
-    
+
+.. py:function:: EXP([data])
+
+    EXP(X)为e的X次幂
+
+    :param Indicator data: 输入数据
+    :rtype: Indicator
+
+
 .. py:function:: HHV([data, n=20])
 
     N日内最高价，N=0则从第一个有效值开始。

docs/source/indicator/overview.rst

@@ -24,6 +24,7 @@
 * :py:func:`CVAL` - 创建指定长度的固定数值指标
 * :py:func:`COUNT` - 统计满足条件的周期数
 * :py:func:`DIFF` - 差分指标，即data[i] - data[i-1]
+* :py:func:`EXP` - e的X次幂
 * :py:func:`HHV` - N日内最高价
 * :py:func:`IF` - 根据条件求不同的值
 * :py:func:`LLV` - N日内最低价

hikyuu/indicator/indicator_doc.py

@@ -122,6 +122,16 @@ EMA([data, n=22])
 """
 
 
+EXP.__doc__ = """
+EXP([data])
+
+    EXP(X)为e的X次幂
+
+    :param Indicator data: 输入数据
+    :rtype: Indicator
+"""
+
+
 HHV.__doc__ = """
 HHV([data, n=20])
 

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -17,6 +17,7 @@
 #include "crt/CVAL.h"
 #include "crt/DIFF.h"
 #include "crt/EMA.h"
+#include "crt/EXP.h"
 #include "crt/HHV.h"
 #include "crt/HSL.h"
 #include "crt/LLV.h"

hikyuu_cpp/hikyuu/indicator/crt/EXP.h

@@ -0,0 +1,34 @@
+/*
+ * EXP.h
+ *
+ *  Created on: 2019-4-3
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_CRT_EXP_H_
+#define INDICATOR_CRT_EXP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 指数, EXP(X)为e的X次幂
+ * @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(const Indicator& ind);
+
+inline Indicator EXP(const Indicator& ind) {
+    return EXP()(ind);
+}
+
+} /* namespace */
+
+#endif /* INDICATOR_CRT_EXP_H_ */

hikyuu_cpp/hikyuu/indicator/imp/IExp.cpp

@@ -0,0 +1,54 @@
+/*
+ * IExp.cpp
+ *
+ *  Created on: 2019年4月3日
+ *      Author: fasiondog
+ */
+
+#include "IExp.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::IExp)
+#endif
+
+
+namespace hku {
+
+IExp::IExp() : IndicatorImp("EXP", 1) {
+
+}
+
+IExp::~IExp() {
+
+}
+
+bool IExp::check() {
+    return true;
+}
+
+void IExp::_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) {
+        price_t x = std::exp(data[i]);
+        if (isinf(x)) {
+            _set(Null<price_t>(), i);
+        } else {
+            _set(std::exp(data[i]), i);
+        }
+    }
+
+}
+
+
+Indicator HKU_API EXP() {
+    return Indicator(make_shared<IExp>());
+}
+
+
+} /* namespace hku */

hikyuu_cpp/hikyuu/indicator/imp/IExp.h

@@ -0,0 +1,27 @@
+/*
+ * IExp.h
+ * 
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2019-4-3
+ *      Author: fasiondog
+ */
+
+#ifndef INDICATOR_IMP_IEXP_H_
+#define INDICATOR_IMP_IEXP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IExp: public IndicatorImp {
+    INDICATOR_IMP(IExp)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IExp();
+    virtual ~IExp();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IEXP_H_ */

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

@@ -0,0 +1,87 @@
+/*
+ * 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/EXP.h>
+#include <hikyuu/indicator/crt/KDATA.h>
+#include <hikyuu/indicator/crt/PRICELIST.h>
+
+using namespace hku;
+
+/**
+ * @defgroup test_indicator_EXP test_indicator_EXP
+ * @ingroup test_hikyuu_indicator_suite
+ * @{
+ */
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_EXP ) {
+    Indicator result;
+
+    PriceList a;
+    for (int i = 0; i < 10; ++i) {
+        a.push_back(i);
+    }
+
+    Indicator data = PRICELIST(a);
+
+    result = EXP(data);
+    BOOST_CHECK(result.name() == "EXP");
+    BOOST_CHECK(result.discard() == 0);
+    for (int i = 0; i <10; ++i) {
+        BOOST_CHECK(result[i] == std::exp(data[i]));
+    }
+}
+
+
+//-----------------------------------------------------------------------------
+// test export
+//-----------------------------------------------------------------------------
+#if HKU_SUPPORT_SERIALIZATION
+
+/** @par 检测点 */
+BOOST_AUTO_TEST_CASE( test_EXP_export ) {
+    StockManager& sm = StockManager::instance();
+    string filename(sm.tmpdir());
+    filename += "/EXP.xml";
+
+    Stock stock = sm.getStock("sh000001");
+    KData kdata = stock.getKData(KQuery(-20));
+    Indicator x1 = EXP(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

@@ -75,7 +75,7 @@ BOOST_AUTO_TEST_CASE( test_SUM ) {
 BOOST_AUTO_TEST_CASE( test_SUM_export ) {
     StockManager& sm = StockManager::instance();
     string filename(sm.tmpdir());
-    filename += "SUM.xml";
+    filename += "/SUM.xml";
 
     Stock stock = sm.getStock("sh000001");
     KData kdata = stock.getKData(KQuery(-20));

hikyuu_pywrap/indicator/_build_in.cpp

@@ -114,6 +114,9 @@ Indicator (*NOT_2)(const Indicator&) = NOT;
 Indicator (*SGN_1)() = SGN;
 Indicator (*SGN_2)(const Indicator&) = SGN;
 
+Indicator (*EXP_1)() = EXP;
+Indicator (*EXP_2)(const Indicator&) = EXP;
+
 
 void export_Indicator_build_in() {
     def("KDATA", KDATA1);
@@ -211,6 +214,9 @@ void export_Indicator_build_in() {
 
     def("SGN", SGN_1);
     def("SGN", SGN_2);
+
+    def("EXP", EXP_1);
+    def("EXP", EXP_2);
 }