mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-05 05:17:47 +08:00
94 lines
1.8 KiB
C++
94 lines
1.8 KiB
C++
/*
|
|
* Macd.cpp
|
|
*
|
|
* Created on: 2013-4-10
|
|
* Author: fasiondog
|
|
*/
|
|
|
|
#include "Macd.h"
|
|
#include "../crt/EMA.h"
|
|
|
|
#if HKU_SUPPORT_SERIALIZATION
|
|
BOOST_CLASS_EXPORT(hku::Macd)
|
|
#endif
|
|
|
|
|
|
namespace hku {
|
|
|
|
Macd::Macd(): IndicatorImp("MACD", 3) {
|
|
setParam<int>("n1", 12);
|
|
setParam<int>("n2", 26);
|
|
setParam<int>("n3", 9);
|
|
}
|
|
|
|
Macd::~Macd() {
|
|
|
|
}
|
|
|
|
bool Macd::check() {
|
|
int n1 = getParam<int>("n1");
|
|
int n2 = getParam<int>("n2");
|
|
int n3 = getParam<int>("n3");
|
|
if (n1 <= 0 || n2 <= 0 || n3 <= 0) {
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
void Macd::_calculate(const Indicator& data) {
|
|
size_t total = data.size();
|
|
if (total == 0) {
|
|
return;
|
|
}
|
|
|
|
_readyBuffer(total, 3);
|
|
|
|
int n1 = getParam<int>("n1");
|
|
int n2 = getParam<int>("n2");
|
|
int n3 = getParam<int>("n3");
|
|
|
|
m_discard = data.discard();
|
|
if (total <= m_discard) {
|
|
m_discard = total;
|
|
return;
|
|
}
|
|
|
|
price_t m1 = 2.0 / (n1 + 1);
|
|
price_t m2 = 2.0 / (n2 + 1);
|
|
price_t m3 = 2.0 / (n3 + 1);
|
|
price_t ema1 = data[0];
|
|
price_t ema2 = data[0];
|
|
price_t diff = 0.0;
|
|
price_t dea = 0.0;
|
|
price_t bar = 0.0;
|
|
_set(bar, 0, 0);
|
|
_set(diff, 0, 1);
|
|
_set(dea, 0, 2);
|
|
|
|
for (size_t i = 1; i < total; ++i) {
|
|
ema1 = (data[i] - ema1) * m1 + ema1;
|
|
ema2 = (data[i] - ema2) * m2 + ema2;
|
|
diff = ema1 - ema2;
|
|
dea = diff * m3 + dea - dea * m3;
|
|
bar = diff - dea;
|
|
_set(bar, i, 0);
|
|
_set(diff, i, 1);
|
|
_set(dea, i, 2);
|
|
}
|
|
}
|
|
|
|
|
|
Indicator HKU_API MACD(int n1, int n2, int n3) {
|
|
IndicatorImpPtr p = make_shared<Macd>();
|
|
p->setParam<int>("n1", n1);
|
|
p->setParam<int>("n2", n2);
|
|
p->setParam<int>("n3", n3);
|
|
return Indicator(p);
|
|
}
|
|
|
|
Indicator HKU_API MACD(const Indicator& data, int n1, int n2, int n3) {
|
|
return MACD(n1, n2, n3)(data);
|
|
}
|
|
|
|
} /* namespace hku */
|