hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/include/hikyuu/indicator/crt/LONGCROSS.h

@@ -0,0 +1,68 @@
+/*
+ * LONGCROSS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LONGCROSS_H_
+#define INDICATOR_CRT_LONGCROSS_H_
+
+#include "CVAL.h"
+#include "EVERY.h"
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 两条线维持一定周期后交叉
+ * @details
+ * <pre>
+ * LONGCROSS(A,B,N) 表示 A 在 N 周期内都小于 B，
+ * 本周期从下方向上穿过 B 时返回 1，否则返回 0。
+ * </pre>
+ * @ingroup Indicator
+ */
+
+inline Indicator LONGCROSS(const Indicator& x, const Indicator& y, int n = 3) {
+    Indicator result = EVERY((REF(x, 1) < REF(y, 1)), n) & (x > y);
+    result.name("LONGCROSS");
+    return result;
+}
+
+inline Indicator LONGCROSS(const Indicator& x, const Indicator& y, const Indicator& n) {
+    Indicator result = EVERY((REF(x, 1) < REF(y, 1)), n) & (x > y);
+    result.name("LONGCROSS");
+    return result;
+}
+
+inline Indicator LONGCROSS(const Indicator& x, Indicator::value_t y, int n = 3) {
+    return LONGCROSS(x, CVAL(x, y), n);
+}
+
+inline Indicator LONGCROSS(const Indicator& x, Indicator::value_t y, const Indicator& n) {
+    return LONGCROSS(x, CVAL(x, y), n);
+}
+
+inline Indicator LONGCROSS(Indicator::value_t x, const Indicator& y, int n = 3) {
+    return LONGCROSS(CVAL(y, x), y, n);
+}
+
+inline Indicator LONGCROSS(Indicator::value_t x, const Indicator& y, const Indicator& n) {
+    return LONGCROSS(CVAL(y, x), y, n);
+}
+
+inline Indicator LONGCROSS(Indicator::value_t x, Indicator::value_t y, int n = 3) {
+    return LONGCROSS(CVAL(x), CVAL(y), n);
+}
+
+inline Indicator LONGCROSS(Indicator::value_t x, Indicator::value_t y, const Indicator& n) {
+    return LONGCROSS(CVAL(x), CVAL(y), n);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LONGCROSS_H_ */

hikyuu/include/hikyuu/indicator/crt/MA.h

@@ -0,0 +1,44 @@
+/*
+ * MA.h
+ *
+ *  Created on: 2013-2-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef MA_H_
+#define MA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 简单移动平均
+ * @param n 计算均值的周期窗口，n为0时从第一个有效数据开始计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API MA(int n = 22);
+Indicator HKU_API MA(const IndParam& n);
+
+/**
+ * 简单移动平均
+ * @param ind 待计算的数据
+ * @param n 计算均值的周期窗口，n为0时从第一个有效数据开始计算
+ * @ingroup Indicator
+ */
+inline Indicator HKU_API MA(const Indicator& ind, int n = 22) {
+    return MA(n)(ind);
+}
+
+inline Indicator HKU_API MA(const Indicator& ind, const IndParam& n) {
+    return MA(n)(ind);
+}
+
+inline Indicator MA(const Indicator& ind, const Indicator& n) {
+    return MA(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* MA_H_ */

hikyuu/include/hikyuu/indicator/crt/MACD.h

@@ -0,0 +1,62 @@
+/*
+ * MACD.h
+ *
+ *  Created on: 2013-4-11
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef MACD_H_
+#define MACD_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * MACD平滑异同移动平均线
+ * @param n1 短期EMA时间窗，默认12
+ * @param n2 长期EMA时间窗，默认26
+ * @param n3 （短期EMA-长期EMA）EMA平滑时间窗，默认9
+ * @return
+ * <pre>
+ * MACD BAR： MACD直柱，即MACD快线－MACD慢线
+ * DIFF: 快线,即（短期EMA-长期EMA）
+ * DEA: 慢线，即快线的n3周期EMA平滑
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API MACD(int n1 = 12, int n2 = 26, int n3 = 9);
+Indicator HKU_API MACD(const IndParam& n1, const IndParam& n2, const IndParam& n3);
+
+/**
+ * MACD平滑异同移动平均线
+ * @param data 待计算数据
+ * @param n1 短期EMA时间窗，默认12
+ * @param n2 长期EMA时间窗，默认26
+ * @param n3 （短期EMA-长期EMA）EMA平滑时间窗，默认9
+ * @return
+ * <pre>
+ * MACD BAR： MACD直柱，即MACD快线－MACD慢线
+ * DIFF: 快线,即（短期EMA-长期EMA）
+ * DEA: 慢线，即快线的n3周期EMA平滑
+ * </pre>
+ * @ingroup Indicator
+ */
+inline Indicator MACD(const Indicator& data, int n1 = 12, int n2 = 26, int n3 = 9) {
+    return MACD(n1, n2, n3)(data);
+}
+
+inline Indicator MACD(const Indicator& data, const IndParam& n1, const IndParam& n2,
+                      const IndParam& n3) {
+    return MACD(n1, n2, n3)(data);
+}
+
+inline Indicator MACD(const Indicator& data, const Indicator& n1, const Indicator& n2,
+                      const Indicator& n3) {
+    return MACD(IndParam(n1), IndParam(n2), IndParam(n3))(data);
+}
+
+}  // namespace hku
+
+#endif /* MACD_H_ */

hikyuu/include/hikyuu/indicator/crt/MAX.h

@@ -0,0 +1,45 @@
+/*
+ * MAX.h
+ *
+ *  Created on: 2019年4月8日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_MAX_H_
+#define INDICATOR_CRT_MAX_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 求最大值
+ * @details
+ * <pre>
+ * 用法: MAX(A,B)返回A和B中的较大值
+ * 例如: MAX(CLOSE-OPEN,0)表示若收盘价大于开盘价返回它们的差值，否则返回0
+ * </pre>
+ * @ingroup Indicator
+ */
+inline Indicator MAX(const Indicator& ind1, const Indicator& ind2) {
+    Indicator result = IF(ind1 > ind2, ind1, ind2);
+    result.name("MAX");
+    return result;
+}
+
+inline Indicator MAX(const Indicator& ind, Indicator::value_t val) {
+    Indicator result = IF(ind > val, ind, val);
+    result.name("MAX");
+    return result;
+}
+
+inline Indicator MAX(Indicator::value_t val, const Indicator& ind) {
+    Indicator result = IF(val > ind, val, ind);
+    result.name("MAX");
+    return result;
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_MAX_H_ */

hikyuu/include/hikyuu/indicator/crt/MDD.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-12-24
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 当前价格相对历史最高值的回撤百分比，通常用于计算最大回撤
+ * @ingroup Indicator
+ */
+Indicator HKU_API MDD();
+
+/**
+ * 当前价格相对历史最高值的回撤百分比
+ * @param ind 待计算的数据
+ * @ingroup Indicator
+ */
+inline Indicator MDD(const Indicator& ind) {
+    return MDD()(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/MIN.h

@@ -0,0 +1,45 @@
+/*
+ * MIN.h
+ *
+ *  Created on: 2019年4月8日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_MIN_H_
+#define INDICATOR_CRT_MIN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 求最小值
+ * @details
+ * <pre>
+ * 用法: MIN(A,B)返回A和B中的较小值
+ * 例如: MIN(CLOSE,OPEN)返回开盘价和收盘价中的较小值
+ * </pre>
+ * @ingroup Indicator
+ */
+inline Indicator MIN(const Indicator& ind1, const Indicator& ind2) {
+    Indicator result = IF(ind1 < ind2, ind1, ind2);
+    result.name("MIN");
+    return result;
+}
+
+inline Indicator MIN(const Indicator& ind, Indicator::value_t val) {
+    Indicator result = IF(ind < val, ind, val);
+    result.name("MIN");
+    return result;
+}
+
+inline Indicator MIN(Indicator::value_t val, const Indicator& ind) {
+    Indicator result = IF(val < ind, val, ind);
+    result.name("MIN");
+    return result;
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_MIN_H_ */

hikyuu/include/hikyuu/indicator/crt/MOD.h

@@ -0,0 +1,49 @@
+/*
+ * MOD.h
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_MOD_H_
+#define INDICATOR_IMP_MOD_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 取整后求模
+ * @details
+ * <pre>
+ * 该函数仅为兼容通达信。实际上，指标求模可直接使用 % 操作符
+ * </pre>
+ * @param ind1 指标1，将取整
+ * @param ind2 指标2，将取整
+ * @ingroup Indicator
+ */
+Indicator MOD(const Indicator& ind1, const Indicator& ind2);
+Indicator MOD(const Indicator& ind1, Indicator::value_t ind2);
+Indicator MOD(Indicator::value_t ind1, const Indicator& ind2);
+Indicator MOD(Indicator::value_t ind1, Indicator::value_t ind2);
+
+inline Indicator MOD(const Indicator& ind1, const Indicator& ind2) {
+    return (ind1 % ind2);
+}
+
+inline Indicator MOD(const Indicator& ind1, Indicator::value_t ind2) {
+    return ind1 % CVAL(ind1, ind2);
+}
+
+inline Indicator MOD(Indicator::value_t ind1, const Indicator& ind2) {
+    return CVAL(ind2, ind1) % ind2;
+}
+
+inline Indicator MOD(Indicator::value_t ind1, Indicator::value_t ind2) {
+    return CVAL(ind1) % CVAL(ind2);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_IMP_MOD_H_ */

hikyuu/include/hikyuu/indicator/crt/MRR.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-12-24
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 当前价格相对历史最低值的盈利百分比
+ * @ingroup Indicator
+ */
+Indicator HKU_API MRR();
+
+/**
+ * 当前价格相对历史最低值的盈利百分比
+ * @param ind 待计算的数据
+ * @ingroup Indicator
+ */
+inline Indicator MRR(const Indicator& ind) {
+    return MRR()(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/NDAY.h

@@ -0,0 +1,43 @@
+/*
+ * NDAY.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_NDAY_H_
+#define INDICATOR_CRT_NDAY_H_
+
+#include "EVERY.h"
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 连大, NDAY(X,Y,N)表示条件X>Y持续存在N个周期
+ * @ingroup Indicator
+ */
+inline Indicator NDAY(const Indicator& x, const Indicator& y, int n = 3) {
+    Indicator result = EVERY(x > y, n);
+    result.name("NDAY");
+    return result;
+}
+
+inline Indicator NDAY(const Indicator& x, const Indicator& y, const Indicator& n) {
+    Indicator result = EVERY(x > y, n);
+    result.name("NDAY");
+    return result;
+}
+
+inline Indicator NDAY(const Indicator& x, const Indicator& y, const IndParam& n) {
+    Indicator result = EVERY(x > y, n);
+    result.name("NDAY");
+    return result;
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_NDAY_H_ */

hikyuu/include/hikyuu/indicator/crt/NOT.h

@@ -0,0 +1,35 @@
+/*
+ * NOT.h
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_NOT_H_
+#define INDICATOR_CRT_NOT_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 求逻辑非。NOT(X)返回非X,即当X<=0时返回1，否则返回0。
+ * @ingroup Indicator
+ */
+Indicator HKU_API NOT();
+
+/**
+ * 求逻辑非。NOT(X)返回非X,即当X=0时返回1，否则返回0。
+ * @param ind 待计算的数据
+ * @ingroup Indicator
+ */
+Indicator NOT(const Indicator& ind);
+
+inline Indicator NOT(const Indicator& ind) {
+    return NOT()(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_NOT_H_ */

hikyuu/include/hikyuu/indicator/crt/POS.h

@@ -0,0 +1,21 @@
+/*
+ * POS.h
+ *
+ *  Created on: 2015年3月17日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_POS_H_
+#define INDICATOR_CRT_POS_H_
+
+#include "../../trade_sys/signal/SignalBase.h"
+#include "../../Block.h"
+
+namespace hku {
+
+Indicator HKU_API POS(const Block& block, KQuery query, SignalPtr ind);
+
+} /* namespace hku */
+
+#endif /* INDICATOR_CRT_POS_H_ */

hikyuu/include/hikyuu/indicator/crt/POW.h

@@ -0,0 +1,48 @@
+/*
+ * POW.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_POW_H_
+#define INDICATOR_CRT_POW_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 乘幂
+ * @details
+ * <pre>
+ * 用法：POW(A,B)返回A的B次幂
+ * 例如：POW(CLOSE,3)求得收盘价的3次方
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API POW(int n);
+Indicator HKU_API POW(const IndParam& n);
+
+inline Indicator POW(const Indicator& ind, int n) {
+    return POW(n)(ind);
+}
+
+inline Indicator POW(const Indicator& ind, const IndParam& n) {
+    return POW(n)(ind);
+}
+
+inline Indicator POW(const Indicator& ind, const Indicator& n) {
+    return POW(IndParam(n))(ind);
+}
+
+inline Indicator POW(Indicator::value_t val, int n) {
+    return POW(CVAL(val), n);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_POW_H_ */

hikyuu/include/hikyuu/indicator/crt/PRICELIST.h

@@ -0,0 +1,59 @@
+/*
+ * PRICELIST.h
+ *
+ *  Created on: 2013-2-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef PRICELIST_H_
+#define PRICELIST_H_
+
+#include "../Indicator.h"
+
+#define VALUE PRICELIST
+
+namespace hku {
+
+/**
+ * 包装PriceList成Indicator
+ * @param data 源数据
+ * @param discard 前端抛弃的数据点数，抛弃的值使用Null<price_t>()填充
+ * @ingroup Indicator
+ */
+Indicator HKU_API PRICELIST(const PriceList& data, int discard = 0);
+Indicator HKU_API PRICELIST(const PriceList& data, const DatetimeList& ds, int discard = 0);
+
+/**
+ * 将某指标转化为PRICELIST
+ * @param ind 源数据
+ * @param result_index 源数据中指定的结果集
+ * @ingroup Indicator
+ */
+Indicator HKU_API PRICELIST(const Indicator& ind, int result_index = 0);
+
+/**
+ * 将某指标转化为PRICELIST
+ * @param result_index 源数据中指定的结果集
+ * @ingroup Indicator
+ */
+Indicator HKU_API PRICELIST(int result_index = 0);
+
+/**
+ * 包装数组成Indicator，用于计算其他指标
+ * @param data price_t[]
+ * @param total 数组大小
+ * @ingroup Indicator
+ */
+// Indicator HKU_API PRICELIST(double* data, size_t total);
+template <typename ValueT>
+Indicator PRICELIST(ValueT* data, size_t total) {
+    HKU_IF_RETURN(!data || total == 0, PRICELIST(PriceList()));
+    PriceList tmp(total);
+    std::copy(data, data + total, tmp.begin());
+    return PRICELIST(tmp);
+}
+
+}  // namespace hku
+
+#endif /* PRICELIST_H_ */

hikyuu/include/hikyuu/indicator/crt/RECOVER.h

@@ -0,0 +1,45 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240317 added by fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 复权类指标，可接收 CLOSE/OPEN/HIGH/LOW 指标，或 KData(默认使用 close) 作为输入参数
+ * @return Indicator
+ * @ingroup Indicator
+ */
+Indicator HKU_API RECOVER_FORWARD();
+Indicator HKU_API RECOVER_BACKWARD();
+Indicator HKU_API RECOVER_EQUAL_FORWARD();
+Indicator HKU_API RECOVER_EQUAL_BACKWARD();
+
+Indicator HKU_API RECOVER_FORWARD(const Indicator&);
+Indicator HKU_API RECOVER_BACKWARD(const Indicator&);
+Indicator HKU_API RECOVER_EQUAL_FORWARD(const Indicator&);
+Indicator HKU_API RECOVER_EQUAL_BACKWARD(const Indicator&);
+
+inline Indicator RECOVER_FORWARD(const KData& kdata) {
+    return RECOVER_FORWARD(kdata.close());
+}
+
+inline Indicator RECOVER_BACKWARD(const KData& kdata) {
+    return RECOVER_BACKWARD(kdata.close());
+}
+
+inline Indicator RECOVER_EQUAL_FORWARD(const KData& kdata) {
+    return RECOVER_EQUAL_FORWARD(kdata.close());
+}
+
+inline Indicator RECOVER_EQUAL_BACKWARD(const KData& kdata) {
+    return RECOVER_EQUAL_BACKWARD(kdata.close());
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/REF.h

@@ -0,0 +1,48 @@
+/*
+ * REF.h
+ *
+ *  Created on: 2015年3月21日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_REF_H_
+#define INDICATOR_CRT_REF_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * REF 向前引用 （即右移）
+ * 引用若干周期前的数据。
+ * 用法：　REF(X，A)　引用A周期前的X值。
+ * @param n 引用n周期前的值，即右移n位
+ * @ingroup Indicator
+ */
+Indicator HKU_API REF(int n);
+Indicator HKU_API REF(const IndParam& n);
+
+/**
+ * REF 向前引用 （即右移）
+ * 引用若干周期前的数据。
+ * 用法：　REF(X，A)　引用A周期前的X值。
+ * @param ind 待计算的数据
+ * @param n 引用n周期前的值，即右移n位
+ * @ingroup Indicator
+ */
+inline Indicator HKU_API REF(const Indicator& ind, int n) {
+    return REF(n)(ind);
+}
+
+inline Indicator HKU_API REF(const Indicator& ind, const IndParam& n) {
+    return REF(n)(ind);
+}
+
+inline Indicator HKU_API REF(const Indicator& ind, const Indicator& n) {
+    return REF(IndParam(n))(ind);
+}
+
+} /* namespace hku */
+
+#endif /* INDICATOR_CRT_REF_H_ */

hikyuu/include/hikyuu/indicator/crt/RESULT.h

@@ -0,0 +1,20 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+Indicator HKU_API RESULT(int result_ix);
+
+inline Indicator HKU_API RESULT(const Indicator& ind, int result_ix) {
+    return RESULT(result_ix)(ind);
+}
+
+}