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100 lines
1.9 KiB
C++
100 lines
1.9 KiB
C++
/*
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* HighLine.cpp
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*
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* Created on: 2016年4月1日
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* Author: fasiondog
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*/
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#include "HighLine.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::HighLine)
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#endif
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namespace hku {
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HighLine::HighLine() : IndicatorImp("HHV", 1) {
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setParam<int>("n", 20);
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}
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HighLine::~HighLine() {
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}
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bool HighLine::check() {
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int n = getParam<int>("n");
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if (n < 0) {
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HKU_ERROR("Invalid param[n] ! (n >= 0) " << m_params
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<< " [HighLine::calculate]");
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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 HighLine::_calculate(const Indicator& data) {
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size_t total = data.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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int n = getParam<int>("n");
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if (0 == n) {
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m_discard = data.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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price_t max = data[0];
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_set(max, 0);
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for (size_t i = m_discard + 1; i < total; i++) {
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if (data[i] > max) {
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max = data[i];
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}
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_set(max, i);
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}
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return;
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}
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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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size_t pos = m_discard + 1 - n;
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price_t max = 0;
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for (size_t i = m_discard; i < total; ++i) {
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size_t j = i + 1 - n;
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if (pos > j) {
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j = pos;
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} else {
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max = data[j];
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}
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for (; j <= i; ++j) {
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if (data[j] > max) {
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max = data[j];
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pos = j;
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}
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}
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_set(max, i);
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}
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}
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Indicator HKU_API HHV(int n =20) {
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IndicatorImpPtr p = make_shared<HighLine>();
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p->setParam<int>("n", n);
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return Indicator(p);
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}
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Indicator HKU_API HHV(const Indicator& ind, int n =20) {
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return HHV(n)(ind);
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}
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} /* namespace hku */
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