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97 lines
2.5 KiB
C++
97 lines
2.5 KiB
C++
/*
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* IDecline.cpp
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*
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* Copyright (c) 2019, hikyuu.org
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*
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* Created on: 2019-6-3
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* Author: fasiondog
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*/
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#include "IDecline.h"
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#include "../Indicator.h"
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#include "../crt/KDATA.h"
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#include "../crt/REF.h"
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#include "../crt/ALIGN.h"
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#include "../../StockManager.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IDecline)
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#endif
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namespace hku {
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IDecline::IDecline() : IndicatorImp("DECLINE", 1) {
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setParam<KQuery>("query", KQueryByIndex(-100));
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setParam<string>("market", "SH");
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setParam<int>("stk_type", STOCKTYPE_A);
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setParam<bool>("ignore_context", false);
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}
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IDecline::~IDecline() {}
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bool IDecline::check() {
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return true;
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}
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void IDecline::_calculate(const Indicator& ind) {
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// ref_date_list 参数会影响 IndicatorImp 全局，勿随意修改
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string market;
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KQuery q;
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int stk_type = STOCKTYPE_A;
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bool ignore_context = getParam<bool>("ignore_context");
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KData k = getContext();
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if (!ignore_context && !k.empty()) {
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q = k.getQuery();
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Stock stk = k.getStock();
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market = stk.market();
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stk_type = stk.type();
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} else {
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market = getParam<string>("market");
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q = getParam<KQuery>("query");
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stk_type = getParam<int>("stk_type");
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}
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StockManager& sm = StockManager::instance();
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DatetimeList dates = sm.getTradingCalendar(q, market);
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size_t total = dates.size();
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if (total == 0) {
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m_discard = 0;
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_readyBuffer(0, 1);
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return;
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}
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m_discard = 1;
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_readyBuffer(total, 1);
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Indicator x = ALIGN(CLOSE() < REF(CLOSE(), 1), dates);
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for (auto iter = sm.begin(); iter != sm.end(); ++iter) {
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if ((stk_type <= STOCKTYPE_TMP && iter->type() != stk_type) ||
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(market != "" && iter->market() != market)) {
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continue;
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}
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x.setContext(*iter, q);
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for (size_t i = x.discard(); i < total; i++) {
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if (x.getDatetime(i) > iter->lastDatetime()) {
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break;
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}
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if (x[i]) {
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price_t val = get(i);
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_set(std::isnan(val) ? 1 : val + 1, i);
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}
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}
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}
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}
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Indicator HKU_API DECLINE(const KQuery& query, const string& market, int stk_type,
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bool ignore_context) {
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IndicatorImpPtr p = make_shared<IDecline>();
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p->setParam<KQuery>("query", query);
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p->setParam<string>("market", market);
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p->setParam<int>("stk_type", stk_type);
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p->setParam<bool>("ignore_context", ignore_context);
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p->calculate();
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return Indicator(p);
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}
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} /* namespace hku */
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