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108 lines
2.1 KiB
C++
108 lines
2.1 KiB
C++
/*
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* ILowLineBars.cpp
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*
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* Copyright (c) 2019 hikyuu.org
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*
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* Created on: 2019-4-14
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* Author: fasiondog
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*/
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#include "ILowLineBars.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::ILowLineBars)
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#endif
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namespace hku {
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ILowLineBars::ILowLineBars() : IndicatorImp("LLVBARS", 1) {
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setParam<int>("n", 20);
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}
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ILowLineBars::~ILowLineBars() {
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}
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bool ILowLineBars::check() {
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if (getParam<int>("n") < 0) {
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HKU_ERROR("Invalid param! (n>=0) "
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<< m_params << " [ILowLineBars::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 ILowLineBars::_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(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 (0 == n) {
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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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price_t min = ind[m_discard];
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size_t pre_pos = m_discard;
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size_t start_pos = m_discard + n < total ? m_discard + n : total;
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for (size_t i = m_discard; i < start_pos; 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(i - pre_pos, i);
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}
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for (size_t i = start_pos; i < total-1; 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(i - pre_pos, i);
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}
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start_pos = total - n;
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min = ind[start_pos];
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pre_pos = start_pos;
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for (size_t i = start_pos; 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(total-pre_pos-1, total-1);
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}
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Indicator HKU_API LLVBARS(int n) {
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IndicatorImpPtr p = make_shared<ILowLineBars>();
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p->setParam<int>("n", n);
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return Indicator(p);
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}
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} /* namespace hku */
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