C++ (Cpp) PlotLine::setData示例

示例#1

文件： LOWPASS.cpp 项目： botvs/FinancialAnalytics

PlotLine * LOWPASS::getLowpass (PlotLine *in, double fre, double wid)
{
  PlotLine *out = new PlotLine;
  
  if (in->getSize() == 0)
    return out;
    
// ----------------------------------------------------------------------
  double slope = 0;       // will be modified on call to detrend
  double intercept = 0;
  int length = 0;      // original caller size
  int n = 0;          // size raised to next power of 2 for fft
  int i = 0;

  length = in->getSize();

  // Detrend input series
  PlotLine *series = detrend(in, slope, intercept, true);

  // Raise length to next power of 2, pad with zero
  PlotLine *series2 = raise2Power(series, 0);

  n = series2->getSize();

  //qtsFFT fft(n);        // construct fft object
  fft = new qtsFFT(n);
 
  // do fft
  PlotLine * fftFreq = fft->do_FFTqts(series2);
  //PlotLine * fftFreq = fft.do_FFTqts(series2);

  // apply low pass filter
  double f = 0; 
  double dist = 0; 
  double wt = 0;
  int halfn = n/2;

  double freqSave = fftFreq->getData(halfn);

  for (i = 0 ; i < halfn ; i++)
  {
    f = (double) i / (double) n ;  // Frequency
    if (f <= fre)                 // Flat response
      wt = 1.0 ;
    else
    {
      dist = (f - fre) / wid;
      wt = exp ( -dist * dist ) ;
    }

    fftFreq->setData(i, fftFreq->getData(i) * wt) ;
    fftFreq->setData(halfn + i, fftFreq->getData(halfn + i) * wt) ;
  }

  dist = (0.5 - fre) / wid;     // Do Nyquist in fftFreq[0]
  fftFreq->setData(halfn, freqSave * exp ( -dist * dist )) ;

  // Do inverse FFT to recover real domain
  PlotLine *fftReal = fft->do_iFFTqts(fftFreq);
  //PlotLine *fftReal = fft.do_iFFTqts(fftFreq);

  // Retrend input series, n.b. original length
  PlotLine *series3 = detrend(fftReal, slope, intercept, false);

  for (i = 0; i < length; i++)
    out->append(series3->getData(i));

  delete series;
  delete series2;
  delete series3;
  delete fftReal;
  delete fftFreq;
  delete fft;
  
  return out;
}