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136 lines
3.5 KiB
C++
136 lines
3.5 KiB
C++
/*
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* IAlign.cpp
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*
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* Copyright (c) 2019, hikyuu.org
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*
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* Created on: 2019-5-20
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* Author: fasiondog
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*/
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#include "IAlign.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IAlign)
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#endif
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namespace hku {
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IAlign::IAlign() : IndicatorImp("ALIGN", 1) {
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setParam<DatetimeList>("align_date_list", DatetimeList());
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}
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IAlign::~IAlign() {}
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bool IAlign::check() {
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return true;
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}
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void IAlign::_calculate(const Indicator& ind) {
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// ref_date_list 参数会影响 IndicatorImp 全局，勿随意修改
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DatetimeList dates = getParam<DatetimeList>("align_date_list");
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size_t total = dates.size();
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m_result_num = ind.getResultNumber();
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_readyBuffer(total, m_result_num);
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size_t ind_total = ind.size();
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if (total == 0 || ind_total == 0) {
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m_discard = total;
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return;
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}
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//处理本身没有上下文日期的指标
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if (ind.getDatetimeList().size() == 0) {
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if (ind_total <= total) {
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size_t offset = total - ind_total;
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m_discard = offset + ind.discard();
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for (size_t r = 0; r < m_result_num; r++) {
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for (size_t i = m_discard; i < total; i++) {
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_set(ind.get(i - offset, r), i, r);
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}
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}
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return;
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} else {
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// ind_total > total
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m_discard = 0;
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size_t offset = ind_total - total;
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if (ind.discard() > offset) {
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m_discard = ind.discard() - offset;
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}
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for (size_t r = 0; r < m_result_num; r++) {
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for (size_t i = m_discard; i < total; i++) {
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_set(ind.get(i + offset, r), i, r);
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}
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}
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return;
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}
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}
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//其它有上下文日期对应的指标数据
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size_t ind_idx = 0;
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for (size_t i = 0; i < total; i++) {
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if (ind_idx >= ind_total) {
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break;
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}
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Datetime ind_date = ind.getDatetime(ind_idx);
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if (ind_date == dates[i]) {
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for (size_t r = 0; r < m_result_num; r++) {
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_set(ind.get(ind_idx, r), i, r);
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}
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ind_idx++;
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} else if (ind_date < dates[i]) {
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size_t j = ind_idx + 1;
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while (j < ind_total && ind.getDatetime(j) < dates[i]) {
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j++;
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}
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if (j >= ind_total) {
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if (i >= 1) {
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for (size_t r = 0; r < m_result_num; r++) {
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price_t val = ind.get(j - 1, r);
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for (; i < total; i++) {
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_set(val, i, r);
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}
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}
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}
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break;
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}
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if (ind.getDatetime(j) == dates[i]) {
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for (size_t r = 0; r < m_result_num; r++) {
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_set(ind.get(j, r), i, r);
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}
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}
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ind_idx = j + 1;
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}
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}
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m_discard = total;
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for (size_t i = 0; i < total; i++) {
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bool all_not_null = true;
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for (size_t r = 0; r < m_result_num; r++) {
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if (std::isnan(get(i, r))) {
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all_not_null = false;
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break;
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}
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}
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if (all_not_null) {
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m_discard = i;
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break;
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}
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}
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}
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Indicator HKU_API ALIGN(const DatetimeList& ref) {
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IndicatorImpPtr p = make_shared<IAlign>();
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p->setParam<DatetimeList>("align_date_list", ref);
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return Indicator(p);
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}
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} /* namespace hku */
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