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57 lines
1.1 KiB
C++
57 lines
1.1 KiB
C++
/*
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* IDevsq.cpp
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*
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* Copyright (c) 2019, hikyuu.org
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*
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* Created on: 2019-4-18
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* Author: fasiondog
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*/
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#include "IDevsq.h"
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#include "../crt/MA.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IDevsq)
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#endif
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namespace hku {
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IDevsq::IDevsq() : IndicatorImp("DEVSQ", 1) {
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setParam<int>("n", 10);
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}
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IDevsq::~IDevsq() {}
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bool IDevsq::check() {
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return getParam<int>("n") >= 2;
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}
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void IDevsq::_calculate(const Indicator& data) {
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size_t total = data.size();
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int n = getParam<int>("n");
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m_discard = data.discard() + n - 1;
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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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Indicator ma = MA(data, n);
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for (size_t i = discard(); i < total; ++i) {
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price_t mean = ma[i];
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price_t sum = 0.0;
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for (size_t j = i + 1 - n; j <= i; ++j) {
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sum += std::pow(data[j] - mean, 2);
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}
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_set(sum, i);
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}
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}
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Indicator HKU_API DEVSQ(int n) {
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IndicatorImpPtr p = make_shared<IDevsq>();
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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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