hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/include/hikyuu/indicator/crt/SQRT.h

@@ -0,0 +1,41 @@
+/*
+ * SQRT.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SQRT_H_
+#define INDICATOR_CRT_SQRT_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 开平方
+ * @details
+ * <pre>
+ * 用法：SQRT(X)为X的平方根
+ * 例如：SQRT(CLOSE)收盘价的平方根
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API SQRT();
+Indicator SQRT(Indicator::value_t);
+Indicator SQRT(const Indicator& ind);
+
+inline Indicator SQRT(const Indicator& ind) {
+    return SQRT()(ind);
+}
+
+inline Indicator SQRT(Indicator::value_t val) {
+    return SQRT(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SQRT_H_ */

hikyuu/include/hikyuu/indicator/crt/STDEV.h

@@ -0,0 +1,44 @@
+/*
+ * STD.h
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef STD_H_
+#define STD_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算N周期内样本标准差
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API STDEV(int n = 10);
+Indicator HKU_API STDEV(const IndParam& n);
+
+/**
+ * 计算N周期内样本标准差
+ * @param data 输入数据，单一输入
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+inline Indicator HKU_API STDEV(const Indicator& data, int n = 10) {
+    return STDEV(n)(data);
+}
+
+inline Indicator HKU_API STDEV(const Indicator& data, const IndParam& n) {
+    return STDEV(n)(data);
+}
+
+inline Indicator HKU_API STDEV(const Indicator& data, const Indicator& n) {
+    return STDEV(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* STD_H_ */

hikyuu/include/hikyuu/indicator/crt/STDP.h

@@ -0,0 +1,38 @@
+/*
+ * STD.h
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_STDP_H_
+#define INDICATOR_CRT_STDP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算N周期内总体标准差
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API STDP(int n = 10);
+Indicator HKU_API STDP(const IndParam& n);
+
+inline Indicator STDP(const Indicator& data, int n = 10) {
+    return STDP(n)(data);
+}
+
+inline Indicator STDP(const Indicator& data, const IndParam& n) {
+    return STDP(n)(data);
+}
+
+inline Indicator STDP(const Indicator& data, const Indicator& n) {
+    return STDP(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_STDP_H_ */

hikyuu/include/hikyuu/indicator/crt/SUM.h

@@ -0,0 +1,44 @@
+/*
+ * SUM.h
+ *
+ *  Created on: 2019年4月1日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SUM_H_
+#define INDICATOR_CRT_SUM_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 求总和。SUM(X,N),统计N周期中X的总和,N=0则从第一个有效值开始。
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API SUM(int n = 20);
+Indicator HKU_API SUM(const IndParam& n);
+
+/**
+ * 求总和。SUM(X,N),统计N周期中X的总和,N=0则从第一个有效值开始。
+ * @param ind 待计算的数据
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+inline Indicator SUM(const Indicator& ind, int n = 20) {
+    return SUM(n)(ind);
+}
+
+inline Indicator SUM(const Indicator& ind, const IndParam& n) {
+    return SUM(n)(ind);
+}
+
+inline Indicator SUM(const Indicator& ind, const Indicator& n) {
+    return SUM(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SUM_H_ */

hikyuu/include/hikyuu/indicator/crt/SUMBARS.h

@@ -0,0 +1,44 @@
+/*
+ * SUMBARS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-4
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SUMBARS_H_
+#define INDICATOR_CRT_SUMBARS_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 累加到指定周期数, 向前累加到指定值到现在的周期数
+ * @details
+ * <pre>
+ * 用法：SUMBARS(X,A):将X向前累加直到大于等于A,返回这个区间的周期数
+ * 例如：SUMBARS(VOL,CAPITAL)求完全换手到现在的周期数
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API SUMBARS(double a);
+Indicator HKU_API SUMBARS(const IndParam& a);
+
+inline Indicator SUMBARS(const Indicator& ind, double a) {
+    return SUMBARS(a)(ind);
+}
+
+inline Indicator SUMBARS(const Indicator& ind, const IndParam& a) {
+    return SUMBARS(a)(ind);
+}
+
+inline Indicator SUMBARS(const Indicator& ind, const Indicator& a) {
+    return SUMBARS(IndParam(a))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SUMBARS_H_ */

hikyuu/include/hikyuu/indicator/crt/TAN.h

@@ -0,0 +1,36 @@
+/*
+ * TAN.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_TAN_H_
+#define INDICATOR_CRT_TAN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 正切值
+ * @ingroup Indicator
+ */
+Indicator HKU_API TAN();
+Indicator TAN(Indicator::value_t);
+Indicator TAN(const Indicator& ind);
+
+inline Indicator TAN(const Indicator& ind) {
+    return TAN()(ind);
+}
+
+inline Indicator TAN(Indicator::value_t val) {
+    return TAN(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_TAN_H_ */

hikyuu/include/hikyuu/indicator/crt/TIME.h

@@ -0,0 +1,69 @@
+/*
+ * IKDATA.h
+ *
+ *  Created on: 2013-2-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 取得该周期从1900以来的年月日。用法: DATE 例如函数返回1000101，表示2000年1月1日。
+ * @ingroup Indicator
+ */
+Indicator HKU_API DATE();
+Indicator HKU_API DATE(const KData&);
+
+/**
+ * 取得该周期的时分秒。用法: TIME 函数返回有效值范围为(000000-235959)。
+ * @ingroup Indicator
+ */
+Indicator HKU_API TIME();
+Indicator HKU_API TIME(const KData&);
+
+/**
+ * 取得该周期的年份。
+ * @ingroup Indicator
+ */
+Indicator HKU_API YEAR();
+Indicator HKU_API YEAR(const KData&);
+
+/**
+ * 取得该周期的月份。用法: MONTH 函数返回有效值范围为(1-12)。
+ * @ingroup Indicator
+ */
+Indicator HKU_API MONTH();
+Indicator HKU_API MONTH(const KData&);
+
+/**
+ * 取得该周期的星期数。用法：WEEK 函数返回有效值范围为(0-6)，0表示星期天。
+ * @ingroup Indicator
+ */
+Indicator HKU_API WEEK();
+Indicator HKU_API WEEK(const KData&);
+
+/**
+ * 取得该周期的日期。用法: DAY 函数返回有效值范围为(1-31)。
+ * @ingroup Indicator
+ */
+Indicator HKU_API DAY();
+Indicator HKU_API DAY(const KData&);
+
+/**
+ * 取得该周期的小时数。用法：HOUR 函数返回有效值范围为(0-23)，对于日线及更长的分析周期值为0。
+ * @ingroup Indicator
+ */
+Indicator HKU_API HOUR();
+Indicator HKU_API HOUR(const KData&);
+
+/**
+ * 取得该周期的分钟数。用法：MINUTE 函数返回有效值范围为(0-59)，对于日线及更长的分析周期值为0。
+ * @ingroup Indicator
+ */
+Indicator HKU_API MINUTE();
+Indicator HKU_API MINUTE(const KData&);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/TIMELINE.h

@@ -0,0 +1,23 @@
+/*
+ * TIMELINE.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_TIMELINE_H_
+#define INDICATOR_CRT_TIMELINE_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+Indicator HKU_API TIMELINE();
+Indicator HKU_API TIMELINE(const KData&);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_TIMELINE_H_ */

hikyuu/include/hikyuu/indicator/crt/TIMELINEVOL.h

@@ -0,0 +1,21 @@
+/*
+ *  Copyright(C) 2021 hikyuu.org
+ *
+ *  Create on: 2021-12-08
+ *     Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_TIMELINEVOL_H_
+#define INDICATOR_CRT_TIMELINEVOL_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+Indicator HKU_API TIMELINEVOL();
+Indicator HKU_API TIMELINEVOL(const KData&);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_TIMELINEVOL_H_ */

hikyuu/include/hikyuu/indicator/crt/TURNOVER.h

@@ -0,0 +1,21 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-06
+ *      Author: fasiondog
+ */
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 换手率=股票成交量/流通股股数×100%
+ * @param n 窗口周期
+ * @return Indicator
+ */
+Indicator HKU_API TURNOVER(int n = 1);
+
+Indicator HKU_API TURNOVER(const KData& kdata, int n = 1);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/UPNDAY.h

@@ -0,0 +1,43 @@
+/*
+ * UPNDAY.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_UPNDAY_H_
+#define INDICATOR_CRT_UPNDAY_H_
+
+#include "EVERY.h"
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 连涨周期, UPNDAY(CLOSE,M)表示连涨M个周期
+ * @ingroup Indicator
+ */
+inline Indicator UPNDAY(const Indicator& ind, int n = 3) {
+    Indicator result = EVERY(ind > REF(ind, 1), n);
+    result.name("UPDAY");
+    return result;
+}
+
+inline Indicator UPNDAY(const Indicator& ind, const IndParam& n) {
+    Indicator result = EVERY(ind > REF(ind, 1), n);
+    result.name("UPDAY");
+    return result;
+}
+
+inline Indicator UPNDAY(const Indicator& ind, const Indicator& n) {
+    Indicator result = EVERY(ind > REF(ind, 1), n);
+    result.name("UPDAY");
+    return result;
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_UPNDAY_H_ */

hikyuu/include/hikyuu/indicator/crt/VAR.h

@@ -0,0 +1,40 @@
+/*
+ * VAR.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_VAR_H_
+#define INDICATOR_CRT_VAR_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算N周期内估算样本方差
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API VAR(int n = 10);
+Indicator HKU_API VAR(const IndParam& n);
+
+inline Indicator VAR(const Indicator& data, int n = 10) {
+    return VAR(n)(data);
+}
+
+inline Indicator VAR(const Indicator& data, const IndParam& n) {
+    return VAR(n)(data);
+}
+
+inline Indicator VAR(const Indicator& data, const Indicator& n) {
+    return VAR(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_VAR_H_ */

hikyuu/include/hikyuu/indicator/crt/VARP.h

@@ -0,0 +1,40 @@
+/*
+ * VARP.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_VARP_H_
+#define INDICATOR_CRT_VARP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算N周期内总体样本方差
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API VARP(int n = 10);
+Indicator HKU_API VARP(const IndParam& n);
+
+inline Indicator VARP(const Indicator& data, int n = 10) {
+    return VARP(n)(data);
+}
+
+inline Indicator VARP(const Indicator& data, const IndParam& n) {
+    return VARP(n)(data);
+}
+
+inline Indicator VARP(const Indicator& data, const Indicator& n) {
+    return VARP(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_VARP_H_ */

hikyuu/include/hikyuu/indicator/crt/VIGOR.h

@@ -0,0 +1,34 @@
+/*
+ * VIGOR.h
+ *
+ *  Created on: 2013-4-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef VIGOR_H_
+#define VIGOR_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 亚历山大 艾尔德力度指数
+ * @details
+ * <pre>
+ * 参见《走进我的交易室》（2007年 地震出版社） (Alexander Elder) P131
+ * 计算公式：（收盘价今－收盘价昨）＊成交量今
+ * 一般可以再使用EMA或MA进行平滑
+ * </pre>
+ * @param kdata 待计算的K线数据
+ * @param n EMA平滑窗口，必须大于等于1
+ * @ingroup Indicator
+ */
+Indicator HKU_API VIGOR(const KData& kdata, int n = 2);
+
+Indicator HKU_API VIGOR(int n = 2);
+
+}  // namespace hku
+
+#endif /* VIGOR_H_ */

hikyuu/include/hikyuu/indicator/crt/ZHBOND10.h

@@ -0,0 +1,27 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-01
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 10年期中国国债收益率
+ * @note 优先使用上下文中日期作为参考日期
+ * @param default_val 如果指定日期早于已有的最早国债数据，此时使用该指定默认值
+ * @return Indicator
+ */
+Indicator HKU_API ZHBOND10(double default_val = 4.0);
+Indicator HKU_API ZHBOND10(const DatetimeList& dates, double default_val = 4.0);
+Indicator HKU_API ZHBOND10(const KData& k, double default_val = 4.0);
+inline Indicator ZHBOND10(const Indicator& ind, double default_val = 4.0) {
+    return ZHBOND10(default_val)(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/ZONGGUBEN.h

@@ -0,0 +1,17 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+Indicator HKU_API ZONGGUBEN();
+Indicator HKU_API ZONGGUBEN(const KData&);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/ZSCORE.h

@@ -0,0 +1,30 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 对数据进行ZScore标准化，可选进行极值排除
+ * @note 非窗口滚动，如需窗口滚动的标准化，直接 (x - MA(x, n)) / STDEV(x, n) 即可
+ * @param outExtreme 指示剔除极值
+ * @param nsigma 剔除极值时使用的 nsigma 倍 sigma
+ * @param recursive 是否进行递归剔除极值
+ * @return Indicator
+ * @ingroup Indicator
+ */
+Indicator HKU_API ZSCORE(bool outExtreme = false, double nsigma = 3.0, bool recursive = false);
+
+inline Indicator HKU_API ZSCORE(const Indicator& data, bool outExtreme = false, double nsigma = 3.0,
+                                bool recursive = false) {
+    return ZSCORE(outExtreme, nsigma, recursive)(data);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/__init__.py

@@ -0,0 +1 @@
+

hikyuu/include/hikyuu/indicator/imp/IAbs.h

@@ -0,0 +1,26 @@
+/*
+ * IAbs.h
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IABS_H_
+#define INDICATOR_IMP_IABS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IAbs : public IndicatorImp {
+    INDICATOR_IMP(IAbs)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IAbs();
+    virtual ~IAbs();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IABS_H_ */

hikyuu/include/hikyuu/indicator/imp/IAcos.h

@@ -0,0 +1,28 @@
+/*
+ * IAcos.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IACOS_H_
+#define INDICATOR_IMP_IACOS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IAcos : public IndicatorImp {
+    INDICATOR_IMP(IAcos)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IAcos();
+    virtual ~IAcos();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IACOS_H_ */