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64 lines
1.1 KiB
C++
64 lines
1.1 KiB
C++
/*
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* ISma.cpp
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*
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* Copyright (c) 2019 hikyuu.org
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*
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* Created on: 2019-5-15
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* Author: fasiondog
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*/
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#include "ISma.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::ISma)
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#endif
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namespace hku {
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ISma::ISma(): IndicatorImp("SMA", 1) {
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setParam<int>("n", 22);
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setParam<double>("m", 2.0);
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}
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ISma::~ISma() {
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}
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bool ISma::check() {
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int n = getParam<int>("n");
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if (n < 1) {
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HKU_ERROR("Invalid param! (n >= 1) [ISma::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 ISma::_calculate(const Indicator& ind) {
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size_t total = ind.size();
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m_discard = ind.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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double n = getParam<int>("n");
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double m = getParam<double>("m");
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double p = n - m;
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_set(ind[m_discard], m_discard);
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for (size_t i = m_discard + 1; i < total; i++) {
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_set((m * ind[i] + p * get(i-1)) / n, i);
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}
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}
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Indicator HKU_API SMA(int n, double m) {
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IndicatorImpPtr p = make_shared<ISma>();
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p->setParam<int>("n", n);
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p->setParam<double>("m", m);
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return Indicator(p);
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}
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} /* namespace hku */
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