mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-04 21:07:57 +08:00
61 lines
1.1 KiB
C++
61 lines
1.1 KiB
C++
/*
|
|
* IRoc.cpp
|
|
*
|
|
* Copyright (c) 2019 hikyuu.org
|
|
*
|
|
* Created on: 2019-5-18
|
|
* Author: fasiondog
|
|
*/
|
|
|
|
#include "IRoc.h"
|
|
|
|
#if HKU_SUPPORT_SERIALIZATION
|
|
BOOST_CLASS_EXPORT(hku::IRoc)
|
|
#endif
|
|
|
|
namespace hku {
|
|
|
|
IRoc::IRoc() : IndicatorImp("ROC", 1) {
|
|
setParam<int>("n", 10);
|
|
}
|
|
|
|
IRoc::~IRoc() {}
|
|
|
|
bool IRoc::check() {
|
|
int n = getParam<int>("n");
|
|
if (n < 1) {
|
|
HKU_ERROR("Invalid param[n] ! (n >= 1) {}", m_params);
|
|
return false;
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
void IRoc::_calculate(const Indicator& ind) {
|
|
size_t total = ind.size();
|
|
int n = getParam<int>("n");
|
|
|
|
m_discard = ind.discard() + n;
|
|
if (m_discard >= total) {
|
|
m_discard = total;
|
|
return;
|
|
}
|
|
|
|
for (size_t i = m_discard; i < total; i++) {
|
|
price_t pre_price = ind[i - n];
|
|
if (pre_price != 0.0) {
|
|
_set(((ind[i] / pre_price) - 1.0) * 100, i);
|
|
} else {
|
|
_set(0.0, i);
|
|
}
|
|
}
|
|
}
|
|
|
|
Indicator HKU_API ROC(int n) {
|
|
IndicatorImpPtr p = make_shared<IRoc>();
|
|
p->setParam<int>("n", n);
|
|
return Indicator(p);
|
|
}
|
|
|
|
} /* namespace hku */
|