mirror of
https://gitee.com/fasiondog/hikyuu.git
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244 lines
7.5 KiB
C++
244 lines
7.5 KiB
C++
/*
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* _Indicator.cpp
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*
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* Created on: 2012-10-18
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* Author: fasiondog
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*/
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#include <hikyuu/indicator/Indicator.h>
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#include "../pybind_utils.h"
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namespace py = pybind11;
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using namespace hku;
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string (Indicator::*ind_read_name)() const = &Indicator::name;
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void (Indicator::*ind_write_name)(const string&) = &Indicator::name;
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void (Indicator::*setContext_1)(const Stock&, const KQuery&) = &Indicator::setContext;
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void (Indicator::*setContext_2)(const KData&) = &Indicator::setContext;
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Indicator (Indicator::*ind_call_1)(const Indicator&) = &Indicator::operator();
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Indicator (Indicator::*ind_call_2)(const KData&) = &Indicator::operator();
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Indicator (Indicator::*ind_call_3)() = &Indicator::operator();
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void (Indicator::*setIndParam1)(const string&, const Indicator&) = &Indicator::setIndParam;
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void (Indicator::*setIndParam2)(const string&, const IndParam&) = &Indicator::setIndParam;
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void export_Indicator(py::module& m) {
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py::class_<Indicator>(m, "Indicator", "技术指标")
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.def(py::init<>())
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.def(py::init<IndicatorImpPtr>(), py::keep_alive<1, 2>())
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.def("__str__", to_py_str<Indicator>)
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.def("__repr__", to_py_str<Indicator>)
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.def_property("name", ind_read_name, ind_write_name, "指标名称")
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.def_property_readonly("long_name", &Indicator::long_name,
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"返回形如：Name(param1_val,param2_val,...)")
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.def_property_readonly("discard", &Indicator::discard, "结果中需抛弃的个数")
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.def("set_discard", &Indicator::setDiscard, R"(set_discard(self, discard)
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设置抛弃的个数，如果小于原有的discard则无效
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:param int discard: 需抛弃的点数，大于0)")
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.def("get_param", &Indicator::getParam<boost::any>, R"(get_param(self, name)
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获取指定的参数
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:param str name: 参数名称
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:return: 参数值
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:raises out_of_range: 无此参数)")
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.def("set_param", &Indicator::setParam<boost::any>, R"(set_param(self, name, value)
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设置参数
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:param str name: 参数名称
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:param value: 参数值
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:type value: int | bool | float | string | Query | KData | Stock | DatetimeList
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:raises logic_error: Unsupported type! 不支持的参数类型)")
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.def("have_param", &Indicator::haveParam, "是否存在指定参数")
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.def("support_ind_param", &Indicator::supportIndParam, "是否支持动态指标参数")
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.def("have_ind_param", &Indicator::haveIndParam, "是否存在指定的动态指标参数")
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.def("get_ind_param", &Indicator::getIndParam, R"(get_ind_param(self, name)
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获取指定的动态指标参数
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:param str name: 参数名称
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:return: 动态指标参数
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:rtype: IndParam
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:raises out_of_range: 无此参数)")
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.def("set_ind_param", setIndParam1)
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.def("set_ind_param", setIndParam2, R"(set_param(self, name, ind)
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设置动态指标参数
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:param str name: 参数名称
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:param Indicator|IndParam: 参数值（可为 Indicator 或 IndParam 实例）)")
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.def("empty", &Indicator::empty, "是否为空")
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.def("clone", &Indicator::clone, "克隆操作")
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.def("formula", &Indicator::formula, R"(formula(self)
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打印指标公式
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:rtype: str)")
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.def("get_result_num", &Indicator::getResultNumber, R"(get_result_num(self)
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获取结果集数量
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:rtype: int)")
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.def("get", &Indicator::get, py::arg("pos"), py::arg("result_index") = 0,
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R"(get(self, pos[, result_index=0])
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获取指定位置的值
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:param int pos: 指定的位置索引
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:param int result_index: 指定的结果集
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:rtype: float)")
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.def("get_pos", &Indicator::getPos, R"(get_pos(self, date):
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获取指定日期相应的索引位置
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:param Datetime date: 指定日期
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:rtype: int)")
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.def("get_datetime", &Indicator::getDatetime, R"(get_datetime(self, pos)
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获取指定位置的日期
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:param int pos: 指定的位置索引
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:rtype: float)")
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.def("get_by_datetime", &Indicator::getByDate, py::arg("datetime"),
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py::arg("result_index") = 0,
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R"(get_by_datetime(self, date[, result_index=0])
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获取指定日期数值。如果对应日期无结果，返回 constant.null_price
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:param Datetime datetime: 指定日期
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:param int result_index: 指定的结果集
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:rtype: float)")
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.def("get_result", &Indicator::getResult, R"(get_result(self, result_index)
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获取指定结果集
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:param int result_index: 指定的结果集
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:rtype: Indicator)")
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.def("get_result_as_price_list", &Indicator::getResultAsPriceList,
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R"(get_result_as_price_list(self, result_index)
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获取指定结果集
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:param int result_index: 指定的结果集
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:rtype: PriceList)")
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.def("get_datetime_list", &Indicator::getDatetimeList, R"(get_datetime_list(self)
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返回对应的日期列表
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:rtype: DatetimeList)")
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.def("set_context", setContext_1)
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.def("set_context", setContext_2, R"(set_context(self, kdata)
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设置上下文
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:param KData kdata: 关联的上下文K线)
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set_context(self, stock, query)
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设置上下文
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:param Stock stock: 指定的 Stock
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:param Query query: 指定的查询条件)")
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.def("get_context", &Indicator::getContext, R"(get_context(self)
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获取上下文
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:rtype: KData)")
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.def("equal", &Indicator::equal)
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.def("is_same", &Indicator::isSame)
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.def("get_imp", &Indicator::getImp)
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.def("__len__", &Indicator::size)
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.def("__call__", ind_call_1)
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.def("__call__", ind_call_2)
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.def("__call__", ind_call_3)
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.def(
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"to_np",
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[](const Indicator& self) {
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py::array_t<Indicator::value_t> ret;
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auto imp = self.getImp();
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HKU_IF_RETURN(!imp, ret);
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ret = py::array_t<Indicator::value_t>(self.size(), imp->data(0));
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return ret;
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},
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"转化为np.array，如果indicator存在多个值，只返回第一个")
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.def(py::self + py::self)
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.def(py::self + Indicator::value_t())
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.def(Indicator::value_t() + py::self)
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.def(py::self - py::self)
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.def(py::self - Indicator::value_t())
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.def(Indicator::value_t() - py::self)
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.def(py::self * py::self)
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.def(py::self * Indicator::value_t())
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.def(Indicator::value_t() * py::self)
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.def(py::self / py::self)
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.def(py::self / Indicator::value_t())
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.def(Indicator::value_t() / py::self)
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.def(py::self == py::self)
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.def(py::self == Indicator::value_t())
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.def(Indicator::value_t() == py::self)
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.def(py::self != py::self)
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.def(py::self != Indicator::value_t())
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.def(Indicator::value_t() != py::self)
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.def(py::self >= py::self)
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.def(py::self >= Indicator::value_t())
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.def(Indicator::value_t() >= py::self)
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.def(py::self <= py::self)
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.def(py::self <= Indicator::value_t())
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.def(Indicator::value_t() <= py::self)
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.def(py::self > py::self)
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.def(py::self > Indicator::value_t())
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.def(Indicator::value_t() > py::self)
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.def(py::self < py::self)
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.def(py::self < Indicator::value_t())
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.def(Indicator::value_t() < py::self)
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.def(py::self % py::self)
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.def(py::self % Indicator::value_t())
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.def(Indicator::value_t() % py::self)
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.def(py::self & py::self)
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.def(py::self & Indicator::value_t())
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.def(Indicator::value_t() & py::self)
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.def(py::self | py::self)
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.def(py::self | Indicator::value_t())
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.def(Indicator::value_t() | py::self)
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DEF_PICKLE(Indicator);
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}
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