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65 lines
1.2 KiB
C++
65 lines
1.2 KiB
C++
/*
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* Atr.cpp
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*
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* Created on: 2016年5月4日
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* Author: Administrator
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*/
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#include "Atr.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::Atr)
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#endif
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namespace hku {
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Atr::Atr() : IndicatorImp("ATR", 1){
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setParam<int>("n", 14);
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}
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Atr::~Atr() {
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}
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bool Atr::check() {
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if (getParam<int>("n") < 1) {
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HKU_ERROR("Invalid param! (n>=1) "
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<< m_params << " [Atr::check]");
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return false;
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}
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return true;
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}
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void Atr::_calculate(const Indicator& indicator) {
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size_t total = indicator.size();
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m_discard = indicator.discard();
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if (m_discard >= total) {
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m_discard = total;
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return;
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}
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int n = getParam<int>("n");
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size_t startPos = discard();
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price_t ema = indicator[startPos];
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_set(ema, startPos);
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price_t multiplier = 2.0 / (n + 1);
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for (size_t i = startPos + 1; i < total; ++i) {
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ema = (indicator[i] - ema) * multiplier + ema;
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_set(ema, i);
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}
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}
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Indicator HKU_API ATR(int n) {
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IndicatorImpPtr p = make_shared<Atr>();
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p->setParam<int>("n", n);
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return Indicator(p);
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}
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Indicator HKU_API ATR(const Indicator& data, int n) {
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return ATR(n)(data);
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}
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} /* namespace hku */
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