Exemplos de STT_ASSERT_CALCULATE em C++ (Cpp)

Exemplo n.º 1

Arquivo: TechKLine.cpp Projeto: darwinbeing/trade

/***
	两种：
	1. MA
	    MA = n日收盘价的平均值	
	2. EXPMA
	    EXPMA(1) = CLOSE(1)
		EXPMA(i) = (1-α)EXPMA(i-1) + αCLOSE(i)
		其中 α = 2 / (n+1)
*/
BOOL CMA::Calculate( double * pValue, int nIndex, int nDays, BOOL bUseLast )
{
	STT_ASSERT_CALCULATE( m_pKData, nIndex, nDays );

	int	nCount	=	0;
	if( nDays > nIndex+1 )
		return FALSE;

	double	dResult	=	0;
	int	k = 0;
	switch( m_nType )
	{
	case typeMA:
		return m_pKData->GetMA( pValue, nIndex, nDays );
		break;
	case typeEXPMA:
		if( bUseLast && pValue )
		{
			if( 0 == nIndex )
				dResult	=	m_pKData->MaindataAt(nIndex);
			else
				dResult	=	(*pValue)*(nDays-1)/(nDays+1) + m_pKData->MaindataAt(nIndex) * 2./(nDays+1);
		}
		else
		{
			for( k=0; k<=nIndex; k++ )
			{
				if( 0 == k )
					dResult	=	m_pKData->MaindataAt(k);
				else
					dResult	=	dResult*(nDays-1)/(nDays+1) + m_pKData->MaindataAt(k) * 2./(nDays+1);
			}
		}
		if( pValue )
			*pValue	=	dResult;
		break;
	default:
		SP_ASSERT( FALSE );
	}
	return TRUE;
}

Exemplo n.º 2

Arquivo: TechEnergy.cpp Projeto: amikey/tradingstrategyking

/***
	计算nDays的平均成交量
*/
BOOL CVOLUME::Calculate( double * pValue, int nIndex, int nDays, BOOL bUseLast )
{
	STT_ASSERT_CALCULATE( m_pKData, nIndex, nDays );

	int	nCount	=	0;
	if( nDays > nIndex+1 )
		return FALSE;
	double	dResult	=	0;
	for( int k=nIndex; k>=0; k-- )
	{
		dResult	+=	m_pKData->ElementAt(k).m_fVolume;
		nCount	++;
		if( nCount == nDays )
		{
			if( pValue )
				*pValue	=	dResult / nDays;
			return TRUE;
		}
	}
	return FALSE;
}