ConstantValue::ConstantValue(double value, size_t len, size_t discard)
:IndicatorImp("CVAL", 1) {
m_discard = discard > len ? len : discard;
setParam<double>("value", value);
if (len == 0)
return;
_readyBuffer(len, m_result_num);
for (size_t i = m_discard; i < len; ++i) {
_set(value, i);
}
}
void ConstantValue::_calculate(const Indicator& data) {
double value = getParam<double>("value");
int discard = getParam<int>("discard");
size_t total = 0;
if (isLeaf()) {
//叶子节点
KData k = getContext();
if (k.getStock().isNull()) {
_readyBuffer(1, 1);
if (discard < 1) {
m_discard = 0;
_set(value, 0, 0);
} else {
m_discard = 1;
}
return;
}
total = k.size();
if (0 == total) {
return;
}
_readyBuffer(total, 1);
} else {
//非叶子节点
total = data.size();
discard = data.discard() > discard ? data.discard() : discard;
}
m_discard = discard > total ? total : discard;
for (size_t i = m_discard; i < total; ++i) {
_set(value, i, 0);
}
}
void SaftyLoss::_calculate(const Indicator& data) {
size_t total = data.size();
if (total == 0) {
return;
}
_readyBuffer(total, 1);
int n1 = getParam<int>("n1");
int n2 = getParam<int>("n2");
double p = getParam<double>("p");
m_discard = data.discard() + n1 + n2 - 2;
if (m_discard >= total) {
m_discard = total;
return;
}
price_t sum = 0.0;
size_t num = 0;
price_t result = 0.0;
size_t start = discard();
for (size_t i = start; i < total; ++i) {
result = 0.0;
for (size_t j = i + 1 - n2; j <= i; ++j) {
sum = 0.0;
num = 0;
for (size_t k = j + 2 -n1; k <=j; ++k) {
price_t pre = data[k-1];
price_t cur = data[k];
if (pre > cur) {
sum += pre - cur;
++num;
}
}
price_t temp = data[j];
if (num != 0) {
temp = temp - (p * sum / num);
}
if (temp > result) {
result = temp;
}
}
_set(result, i);
}
}
void IPriceList::_calculate(const Indicator& data) {
//如果在叶子节点，直接取自身的data参数
if (isLeaf()) {
PriceList x = getParam<PriceList>("data");
int discard = getParam<int>("discard");
size_t total = x.size();
_readyBuffer(total, 1);
//更新抛弃数量
m_discard = discard > total ? total : discard;
for (size_t i = m_discard; i < total; ++i) {
_set(x[i], i);
}
return;
}
//不在叶子节点上，则忽略本身的data参数，认为其输入实际为函数入参中的data
int result_index = getParam<int>("result_index");
if (result_index < 0 || result_index >= data.getResultNumber()) {
HKU_ERROR("result_index out of range! [IPriceList::IPriceList]");
return;
}
size_t total = data.size();
_readyBuffer(total, 1);
for (size_t i = data.discard(); i < total; ++i) {
_set(data.get(i, result_index), i);
}
//更新抛弃数量
m_discard = data.discard();
}
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);
}
}
