mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-03 04:17:58 +08:00
257 lines
8.8 KiB
C++
257 lines
8.8 KiB
C++
/*
|
||
* Indicator.h
|
||
*
|
||
* Created on: 2012-10-15
|
||
* Author: fasiondog
|
||
*/
|
||
|
||
#ifndef INDICATOR_H_
|
||
#define INDICATOR_H_
|
||
|
||
#include "IndicatorImp.h"
|
||
|
||
namespace hku {
|
||
|
||
#define IND_EQ_THRESHOLD 0.000001 ///<判断浮点数相等的阈值,两者差值小于此数
|
||
|
||
/**
|
||
* 指标类，具体由IndicatorImp实现，实现新指标时应继承IndicatorImp
|
||
* @details 实现新指标时，应继承IndicatorImp类，并定义相关的指标生成函数，如:
|
||
* <pre>
|
||
* class Ma: public IndicatorImp {
|
||
* public:
|
||
* MA(size_t);
|
||
* MA(const Indicator&, size_t);
|
||
*
|
||
* virtual string name() { return "MA"; }
|
||
* virtual string toString() { retun "Indicator(MA)"; }
|
||
* };
|
||
*
|
||
* Indicator HKU_API MA(size_t n = 30) {
|
||
* return Indicator(IndicatorImpPtr(new MA(n)));
|
||
* }
|
||
*
|
||
* Indicator HKU_API MA(const Indicator& indicator, size_t n = 30);
|
||
* </pre>
|
||
* @ingroup Indicator
|
||
*/
|
||
class HKU_API Indicator {
|
||
HKU_API friend std::ostream & operator<<(std::ostream &, const Indicator&);
|
||
|
||
public:
|
||
Indicator() {}
|
||
Indicator(const IndicatorImpPtr& imp);
|
||
Indicator(const Indicator&);
|
||
virtual ~Indicator();
|
||
|
||
Indicator& operator=(const Indicator&);
|
||
|
||
/** 使用已有参数计算新值，返回全新的Indicator */
|
||
Indicator operator()(const Indicator& ind);
|
||
|
||
Indicator operator+(const Indicator&);
|
||
Indicator operator-(const Indicator&);
|
||
Indicator operator*(const Indicator&);
|
||
Indicator operator/(const Indicator&);
|
||
Indicator operator==(const Indicator&);
|
||
Indicator operator!=(const Indicator&);
|
||
Indicator operator>(const Indicator&);
|
||
Indicator operator<(const Indicator&);
|
||
Indicator operator>=(const Indicator&);
|
||
Indicator operator<=(const Indicator&);
|
||
|
||
/** 指标名称 */
|
||
string name() const;
|
||
void name(const string& name);
|
||
|
||
/** 返回形如：Name(param1_val,param2_val,...) */
|
||
string long_name() const;
|
||
|
||
void setContext(const Stock&, const KQuery&);
|
||
|
||
string formula() const;
|
||
|
||
/** 结果中需抛弃的个数 */
|
||
size_t discard() const;
|
||
|
||
/** 设置抛弃的个数，如果小于原有的discard则无效 */
|
||
void setDiscard(size_t discard);
|
||
|
||
/** 返回有几个结果集输出 */
|
||
size_t getResultNumber() const;
|
||
|
||
/** 判断是否为空 **/
|
||
bool empty() const;
|
||
|
||
/** 获取大小 **/
|
||
size_t size() const;
|
||
|
||
/**
|
||
* 只获取第一个结果集中相应位置输出，等同于get(pos, 0)
|
||
* @note 不做下标越界检查，也不抛出异常
|
||
*/
|
||
price_t operator[](size_t pos) const {
|
||
return m_imp->get(pos, 0);
|
||
}
|
||
|
||
/**
|
||
* 获取第num个结果集中指定位置的数据
|
||
* @param pos 结果集中的位置
|
||
* @param num 第几个结果集
|
||
* @note 不做下标越界检查，不会抛出异常
|
||
*/
|
||
price_t get(size_t pos, size_t num = 0) const {
|
||
return m_imp->get(pos, num);
|
||
}
|
||
|
||
Indicator getResult(size_t num) const {
|
||
return m_imp->getResult(num);
|
||
}
|
||
|
||
PriceList getResultAsPriceList(size_t num) const {
|
||
return m_imp->getResultAsPriceList(num);
|
||
}
|
||
|
||
template <typename ValueType>
|
||
void setParam(const string& name, const ValueType& value) {
|
||
if (m_imp) {
|
||
m_imp->setParam<ValueType>(name, value);
|
||
}
|
||
}
|
||
|
||
template <typename ValueType>
|
||
ValueType getParam(const string& name) const {
|
||
if (!m_imp) {
|
||
throw std::out_of_range("out_of_range in Parameter::get : " + name);
|
||
}
|
||
return m_imp->getParam<ValueType>(name);
|
||
}
|
||
|
||
IndicatorImpPtr getImp() const { return m_imp; }
|
||
|
||
protected:
|
||
IndicatorImpPtr m_imp;
|
||
|
||
#if HKU_SUPPORT_SERIALIZATION
|
||
private:
|
||
friend class boost::serialization::access;
|
||
template<class Archive>
|
||
void serialize(Archive & ar, const unsigned int version) {
|
||
ar & BOOST_SERIALIZATION_NVP(m_imp);
|
||
}
|
||
#endif /* HKU_SUPPORT_SERIALIZATION */
|
||
};
|
||
|
||
|
||
/**
|
||
* Indicator实例相加，两者的size必须相等，否在返回空
|
||
* @return 1) 相加的两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* @ingroup Indicator
|
||
*/
|
||
//HKU_API Indicator operator+(const Indicator&, const Indicator&);
|
||
//HKU_API Indicator operator+(const Indicator&, price_t);
|
||
//HKU_API Indicator operator+(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例相减，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* @ingroup Indicator
|
||
*/
|
||
//HKU_API Indicator operator-(const Indicator&, const Indicator&);
|
||
//HKU_API Indicator operator-(const Indicator&, price_t);
|
||
//HKU_API Indicator operator-(price_t, const Indicator&);
|
||
|
||
#if 0
|
||
/**
|
||
* Indicator实例相乘，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator*(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator*(const Indicator&, price_t);
|
||
HKU_API Indicator operator*(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例相除，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如被除中存在为零的数据，则对应位置结果为Null<price_t>()
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator/(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator/(const Indicator&, price_t);
|
||
HKU_API Indicator operator/(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例相等，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果相同位置的值相等为1.0, 否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator==(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator==(const Indicator&, price_t);
|
||
HKU_API Indicator operator==(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例不相等，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果相同位置的值不相等为1.0，否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator!=(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator!=(const Indicator&, price_t);
|
||
HKU_API Indicator operator!=(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例大于操作，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果ind1相同位置的值大于ind2相同位置的值则为1.0，否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator>(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator>(const Indicator&, price_t);
|
||
HKU_API Indicator operator>(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例小于操作，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果ind1相同位置的值小于ind2相同位置的值则为1.0，否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator<(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator<(const Indicator&, price_t);
|
||
HKU_API Indicator operator<(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例大于操作，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果ind1相同位置的值大于等于ind2相同位置的值则为1.0，否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator>=(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator>=(const Indicator&, price_t);
|
||
HKU_API Indicator operator>=(price_t, const Indicator&);
|
||
|
||
/**
|
||
* Indicator实例小于操作，两者的size必须相等，否在返回空
|
||
* @return 1) 两个实例的size必须相等，否在返回空实例
|
||
* 2）如果两个实例的resultNumber不等，则取最小的resultNumber
|
||
* 3）如果ind1相同位置的值小于等于ind2相同位置的值则为1.0，否则为0.0
|
||
* @ingroup Indicator
|
||
*/
|
||
HKU_API Indicator operator<=(const Indicator&, const Indicator&);
|
||
HKU_API Indicator operator<=(const Indicator&, price_t);
|
||
HKU_API Indicator operator<=(price_t, const Indicator&);
|
||
#endif
|
||
|
||
} /* namespace hku */
|
||
#endif /* INDICATOR_H_ */
|