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114 lines
2.2 KiB
C++
114 lines
2.2 KiB
C++
/*
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* ILowLine.cpp
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*
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* Copyright (c) 2019 hikyuu.org
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*
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* Created on: 2016年4月2日
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* Author: fasiondog
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*/
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#include "ILowLine.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::ILowLine)
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#endif
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namespace hku {
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ILowLine::ILowLine() : IndicatorImp("LLV", 1) {
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setParam<int>("n", 20);
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}
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ILowLine::~ILowLine() {
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}
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bool ILowLine::check() {
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int n = getParam<int>("n");
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if (n < 0) {
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HKU_ERROR("Invalid param[n] ! (n >= 0) " << m_params
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<< " [LowLine::calculate]");
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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 ILowLine::_calculate(const Indicator& ind) {
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size_t total = ind.size();
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if (0 == total) {
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m_discard = 0;
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return;
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}
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if (ind.discard() >= total) {
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m_discard = total;
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return;
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}
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m_discard = ind.discard();
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if (1 == total) {
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if (0 == m_discard) {
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_set(ind[0], 0);
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}
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return;
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}
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int n = getParam<int>("n");
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if (n <= 0) {
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n = total - m_discard;
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} else if (n > total) {
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n = total;
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}
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size_t startPos = m_discard;
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size_t first_end = startPos + n >= total ? total : startPos + n;
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price_t min = ind[startPos];
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size_t pre_pos = startPos;
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for (size_t i = startPos; i < first_end; i++) {
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if (ind[i] <= min) {
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min = ind[i];
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pre_pos = i;
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}
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_set(min, i);
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}
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for (size_t i = first_end; i < total; i++) {
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size_t j = i + 1 - n;
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if (pre_pos < j) {
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pre_pos = j;
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min = ind[j];
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}
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if (ind[i] <= min) {
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min = ind[i];
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pre_pos = i;
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}
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_set(min, i);
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}
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startPos = total - n;
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min = ind[startPos];
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pre_pos = startPos;
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for (size_t i = startPos; i < total; i++) {
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if (ind[i] <= min) {
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pre_pos = i;
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min = ind[i];
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}
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}
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_set(min, total-1);
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}
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Indicator HKU_API LLV(int n =20) {
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IndicatorImpPtr p = make_shared<ILowLine>();
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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 LLV(const Indicator& ind, int n =20) {
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return LLV(n)(ind);
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}
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} /* namespace hku */
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