hikyuu2/hikyuu_pywrap/indicator/_build_in.cpp
2019-04-11 23:30:51 +08:00

282 lines
8.4 KiB
C++

/*
* _build_in.cpp
*
* Created on: 2013-2-14
* Author: fasiondog
*/
#include <boost/python.hpp>
#include <hikyuu/indicator/build_in.h>
using namespace hku;
using namespace boost::python;
Indicator (*PRICELIST2)(const PriceList&, int) = PRICELIST;
Indicator (*PRICELIST3)(const Indicator&, int) = PRICELIST;
Indicator (*PRICELIST4)(int) = PRICELIST;
Indicator (*KDATA1)(const KData&) = KDATA;
Indicator (*KDATA3)() = KDATA;
Indicator (*OPEN1)(const KData&) = OPEN;
Indicator (*OPEN3)() = OPEN;
Indicator (*HIGH1)(const KData&) = HIGH;
Indicator (*HIGH3)() = HIGH;
Indicator (*LOW1)(const KData&) = LOW;
Indicator (*LOW3)() = LOW;
Indicator (*CLOSE1)(const KData&) = CLOSE;
Indicator (*CLOSE3)() = CLOSE;
Indicator (*AMO1)(const KData&) = AMO;
Indicator (*AMO3)() = AMO;
Indicator (*VOL1)(const KData&) = VOL;
Indicator (*VOL3)() = VOL;
Indicator (*KDATA_PART1)(const KData& kdata, const string& part) = KDATA_PART;
Indicator (*KDATA_PART3)(const string& part) = KDATA_PART;
Indicator (*AMA_1)(int, int, int) = AMA;
Indicator (*AMA_2)(const Indicator&, int, int, int) = AMA;
Indicator (*ATR_1)(int) = ATR;
Indicator (*ATR_2)(const Indicator&, int) = ATR;
Indicator (*DIFF_1)() = DIFF;
Indicator (*DIFF_2)(const Indicator&) = DIFF;
Indicator (*MA_1)(int, const string&) = MA;
Indicator (*MA_2)(const Indicator&, int, const string&) = MA;
//BOOST_PYTHON_FUNCTION_OVERLOADS(MA_1_overload, MA, 1, 2);
//BOOST_PYTHON_FUNCTION_OVERLOADS(MA_2_overload, MA, 2, 3);
Indicator (*SMA_1)(int) = SMA;
Indicator (*SMA_2)(const Indicator&, int) = SMA;
Indicator (*EMA_1)(int) = EMA;
Indicator (*EMA_2)(const Indicator&, int) = EMA;
Indicator (*MACD_1)(int, int, int) = MACD;
Indicator (*MACD_2)(const Indicator&, int, int, int) = MACD;
//BOOST_PYTHON_FUNCTION_OVERLOADS(MACD_1_overload, MACD, 0, 3);
//BOOST_PYTHON_FUNCTION_OVERLOADS(MACD_2_overload, MACD, 1, 4);
Indicator (*REF_1)(int) = REF;
Indicator (*REF_2)(const Indicator&, int) = REF;
Indicator (*SAFTYLOSS_1)(int n1, int n2, double p) = SAFTYLOSS;
Indicator (*SAFTYLOSS_2)(const Indicator&, int n1, int n2, double p) = SAFTYLOSS;
//BOOST_PYTHON_FUNCTION_OVERLOADS(SAFTYLOSS_1_overload, SAFTYLOSS, 0, 3);
//BOOST_PYTHON_FUNCTION_OVERLOADS(SAFTYLOSS_2_overload, SAFTYLOSS, 1, 4);
Indicator (*STDEV_1)(int) = STDEV;
Indicator (*STDEV_2)(const Indicator&, int) = STDEV;
Indicator (*HHV_1)(int) = HHV;
Indicator (*HHV_2)(const Indicator&, int) = HHV;
Indicator (*LLV_1)(int) = LLV;
Indicator (*LLV_2)(const Indicator&, int) = LLV;
Indicator (*VIGOR_1)(const KData&, int) = VIGOR;
Indicator (*VIGOR_2)(int) = VIGOR;
Indicator (*CVAL_1)(double, size_t) = CVAL;
Indicator (*CVAL_2)(const Indicator&, double, int) = CVAL;
Indicator (*LIUTONGPAN_1)() = LIUTONGPAN;
Indicator (*LIUTONGPAN_2)(const KData&) = LIUTONGPAN;
Indicator (*HSL_1)() = HSL;
Indicator (*HSL_2)(const KData&) = HSL;
Indicator (*IF_1)(const Indicator&, const Indicator&, const Indicator&) = IF;
Indicator (*IF_2)(const Indicator&, price_t, const Indicator&) = IF;
Indicator (*IF_3)(const Indicator&, const Indicator&, price_t) = IF;
Indicator (*IF_4)(const Indicator&, price_t, price_t) = IF;
Indicator (*COUNT_1)(int) = COUNT;
Indicator (*COUNT_2)(const Indicator&, int) = COUNT;
Indicator (*SUM_1)(int) = SUM;
Indicator (*SUM_2)(const Indicator&, int) = SUM;
Indicator (*ABS_1)() = 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)(price_t) = SGN;
Indicator (*SGN_3)(const Indicator&) = SGN;
Indicator (*EXP_1)() = 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;
Indicator (*MAX_3)(price_t, const Indicator&) = MAX;
Indicator (*MIN_1)(const Indicator&, const Indicator&) = MIN;
Indicator (*MIN_2)(const Indicator&, price_t) = MIN;
Indicator (*MIN_3)(price_t, const Indicator&) = MIN;
Indicator (*BETWEEN_1)(const Indicator&, const Indicator&, const Indicator&) = BETWEEN;
Indicator (*BETWEEN_2)(const Indicator&, const Indicator&, price_t) = BETWEEN;
Indicator (*BETWEEN_3)(const Indicator&, price_t, const Indicator&) = BETWEEN;
Indicator (*BETWEEN_4)(const Indicator&, price_t, price_t) = BETWEEN;
Indicator (*BETWEEN_5)(price_t, const Indicator&, const Indicator&) = BETWEEN;
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;
Indicator (*HHVBARS_1)(int) = HHVBARS;
Indicator (*HHVBARS_2)(const Indicator&, int) = HHVBARS;
void export_Indicator_build_in() {
def("KDATA", KDATA1);
def("KDATA", KDATA3);
def("CLOSE", CLOSE1);
def("CLOSE", CLOSE3);
def("OPEN", OPEN1);
def("OPEN", OPEN3);
def("HIGH", HIGH1);
def("HIGH", HIGH3);
def("LOW", LOW1);
def("LOW", LOW3);
def("AMO", AMO1);
def("AMO", AMO3);
def("VOL", VOL1);
def("VOL", VOL3);
def("KDATA_PART", KDATA_PART1, (arg("data"), arg("kpart")));
def("KDATA_PART", KDATA_PART3, (arg("kpart")));
def("PRICELIST", PRICELIST2, (arg("data"), arg("discard")=0));
def("PRICELIST", PRICELIST3, (arg("data"), arg("result_index")=0));
def("PRICELIST", PRICELIST4, (arg("result_index")=0));
def("SMA", SMA_1, (arg("n")=22));
def("SMA", SMA_2, (arg("data"), arg("n")=22));
def("EMA", EMA_1, (arg("n")=22));
def("EMA", EMA_2, (arg("data"), arg("n")=22));
def("MA", MA_1, (arg("n")=22, arg("type")="SMA"),"type='SMA|EMA|AMA'");
def("MA", MA_2, (arg("data"), arg("n")=22, arg("type")="SMA"), "type='SMA|EMA|AMA'");
def("AMA", AMA_1, (arg("n")=10, arg("fast_n")=2, arg("slow_n")=30));
def("AMA", AMA_2, (arg("data"), arg("n")=10, arg("fast_n")=2, arg("slow_n")=30));
def("ATR", ATR_1, (arg("n")=14));
def("ATR", ATR_2, (arg("data"), arg("n")=14));
def("MACD", MACD_1, (arg("n1")=12, arg("n2")=26, arg("n3")=9));
def("MACD", MACD_2, (arg("data"), arg("n1")=12, arg("n2")=26, arg("n3")=9));
def("VIGOR", VIGOR_1, (arg("kdata"), arg("n")=2));
def("VIGOR", VIGOR_2, (arg("n")=2));
def("SAFTYLOSS", SAFTYLOSS_1, (arg("n1")=10, arg("n2")=3, arg("p")=2.0));
def("SAFTYLOSS", SAFTYLOSS_2, (arg("data"), arg("n1")=10, arg("n2")=3, arg("p")=2.0));
def("DIFF", DIFF_1);
def("DIFF", DIFF_2);
def("REF", REF_1, (arg("n")));
def("REF", REF_2, (arg("data"), arg("n")));
def("STDEV", STDEV_1, (arg("n")=10));
def("STDEV", STDEV_2, (arg("data"), arg("n")=10));
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));
def("LLV", LLV_1, (arg("n")=20));
def("LLV", LLV_2, (arg("data"), arg("n")=20));
def("CVAL", CVAL_1, (arg("value")=0.0, arg("discard")=0));
def("CVAL", CVAL_2, (arg("data"), arg("value")=0.0, arg("discard")=0));
def("LIUTONGPAN", LIUTONGPAN_1);
def("LIUTONGPAN", LIUTONGPAN_2);
def("HSL", HSL_1);
def("HSL", HSL_2);
def("WEAVE", WEAVE);
def("IF", IF_1);
def("IF", IF_2);
def("IF", IF_3);
def("IF", IF_4);
def("COUNT", COUNT_1, (arg("n")=20));
def("COUNT", COUNT_2, (arg("data"), arg("n")=20));
def("SUM", SUM_1, (arg("n")=20));
def("SUM", SUM_2, (arg("data"), arg("n")=20));
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);
def("MAX", MAX_3);
def("MIN", MIN_1);
def("MIN", MIN_2);
def("MIN", MIN_3);
def("BETWEEN", BETWEEN_1);
def("BETWEEN", BETWEEN_2);
def("BETWEEN", BETWEEN_3);
def("BETWEEN", BETWEEN_4);
def("BETWEEN", BETWEEN_5);
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);
def("HHVBARS", HHVBARS_1, (arg("n")=20));
def("HHVBARS", HHVBARS_2, (arg("data"), arg("n")=20));
}