hikyuu2/hikyuu_cpp/hikyuu/indicator/imp/IExist.cpp
2019-04-28 23:23:03 +08:00

97 lines
1.7 KiB
C++

/*
* IExist.cpp
*
* Copyright (c) 2019 hikyuu.org
*
* Created on: 2019-4-19
* Author: fasiondog
*/
#include "IExist.h"
#if HKU_SUPPORT_SERIALIZATION
BOOST_CLASS_EXPORT(hku::IExist)
#endif
namespace hku {
IExist::IExist() : IndicatorImp("EXIST", 1) {
setParam<int>("n", 20);
}
IExist::~IExist() {
}
bool IExist::check() {
if (getParam<int>("n") < 0) {
HKU_ERROR("Invalid param! (n>=0) "
<< m_params << " [IExist::check]");
return false;
}
return true;
}
void IExist::_calculate(const Indicator& ind) {
size_t total = ind.size();
if (total == 0) {
return;
}
int n = getParam<int>("n");
if (n == 0) {
n = total;
}
m_discard = ind.discard() + n - 1;
if (m_discard >= total) {
m_discard = total;
return;
}
price_t exist = 0;
size_t pre_pos = m_discard;
for (size_t i = ind.discard(); i <= m_discard; i++) {
if (ind[i] != 0) {
pre_pos = i;
exist = 1;
}
}
_set(exist, m_discard);
for (size_t i = m_discard + 1; i < total-1; i++) {
size_t j = i + 1 - n;
if (pre_pos < j) {
pre_pos = j;
exist = ind[j] != 0 ? 1 : 0;
}
if (ind[i] != 0) {
pre_pos = i;
exist = 1;
}
_set(exist, i);
}
size_t start_pos = total - n;
exist = 0;
for (size_t i = start_pos; i < total; i++) {
if (ind[i] != 0) {
exist = 1;
break;
}
}
_set(exist, total-1);
}
Indicator HKU_API EXIST(int n) {
IndicatorImpPtr p = make_shared<IExist>();
p->setParam<int>("n", n);
return Indicator(p);
}
} /* namespace hku */