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97 lines
1.7 KiB
C++
97 lines
1.7 KiB
C++
/*
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* IExist.cpp
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*
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* Copyright (c) 2019 hikyuu.org
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*
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* Created on: 2019-4-19
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* Author: fasiondog
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*/
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#include "IExist.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IExist)
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#endif
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namespace hku {
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IExist::IExist() : IndicatorImp("EXIST", 1) {
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setParam<int>("n", 20);
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}
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IExist::~IExist() {
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}
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bool IExist::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 << " [IExist::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 IExist::_calculate(const Indicator& ind) {
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size_t total = ind.size();
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if (total == 0) {
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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;
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}
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m_discard = ind.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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price_t exist = 0;
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size_t pre_pos = m_discard;
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for (size_t i = ind.discard(); i <= m_discard; i++) {
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if (ind[i] != 0) {
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pre_pos = i;
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exist = 1;
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}
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}
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_set(exist, m_discard);
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for (size_t i = m_discard + 1; 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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exist = ind[j] != 0 ? 1 : 0;
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}
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if (ind[i] != 0) {
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pre_pos = i;
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exist = 1;
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}
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_set(exist, i);
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}
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size_t start_pos = total - n;
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exist = 0;
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for (size_t i = start_pos; i < total; i++) {
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if (ind[i] != 0) {
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exist = 1;
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break;
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}
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}
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_set(exist, total-1);
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}
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Indicator HKU_API EXIST(int n) {
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IndicatorImpPtr p = make_shared<IExist>();
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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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