hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/include/hikyuu/indicator/imp/INot.h

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

hikyuu/include/hikyuu/indicator/imp/IPow.h

@@ -0,0 +1,32 @@
+/*
+ * IPow.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IPOW_H_
+#define INDICATOR_IMP_IPOW_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 乘幂
+ */
+class IPow : public IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IPow)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IPow();
+    virtual ~IPow();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IPOW_H_ */

hikyuu/include/hikyuu/indicator/imp/IPriceList.h

@@ -0,0 +1,29 @@
+/*
+ * IPriceList.h
+ *
+ *  Created on: 2013-2-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IPRICELIST_H_
+#define INDICATOR_IMP_IPRICELIST_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+// 找到数组最后一个Null<price_t>，并将之前的数据全部置为Null
+class IPriceList : public IndicatorImp {
+    INDICATOR_IMP(IPriceList)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IPriceList();
+    IPriceList(const PriceList&, int discard);
+    virtual ~IPriceList();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IPRICELIST_H_ */

hikyuu/include/hikyuu/indicator/imp/IRecover.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2019~2023, hikyuu.org
+ *
+ *  History:
+ *    1. 20240317 added by fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IRecover : public IndicatorImp {
+    INDICATOR_IMP(IRecover)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRecover();
+    explicit IRecover(int recoverType);
+    IRecover(const KData&, int recoverType);
+    virtual ~IRecover();
+
+    virtual void _checkParam(const string& name) const override;
+
+    static void checkInputIndicator(const Indicator& ind);
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/IRef.h

@@ -0,0 +1,34 @@
+/*
+ * IRef.h
+ *
+ *  Created on: 2015年3月21日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_RIGHTSHIFT_H_
+#define INDICATOR_IMP_RIGHTSHIFT_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。
+ * 例如：　REF(CLOSE，1)　表示上一周期的收盘价，在日线上就是昨收。
+ */
+class IRef : public IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IRef)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRef();
+    virtual ~IRef();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+
+#endif /* INDICATOR_IMP_RIGHTSHIFT_H_ */

hikyuu/include/hikyuu/indicator/imp/IResult.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IResult : public IndicatorImp {
+    INDICATOR_IMP(IResult)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IResult();
+    explicit IResult(int reuslt_ix);
+    virtual ~IResult() = default;
+
+    virtual void _checkParam(const string& name) const override;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/IReverse.h

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

hikyuu/include/hikyuu/indicator/imp/IRoc.h

@@ -0,0 +1,29 @@
+/*
+ * IRoc.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROC_H_
+#define INDICATOR_IMP_IROC_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IRoc : public hku::IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IRoc)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRoc();
+    virtual ~IRoc();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROC_H_ */

hikyuu/include/hikyuu/indicator/imp/IRocp.h

@@ -0,0 +1,29 @@
+/*
+ * IRocp.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROCP_H_
+#define INDICATOR_IMP_IROCP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IRocp : public hku::IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IRocp)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRocp();
+    virtual ~IRocp();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROCP_H_ */

hikyuu/include/hikyuu/indicator/imp/IRocr.h

@@ -0,0 +1,29 @@
+/*
+ * IRocr.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROCR_H_
+#define INDICATOR_IMP_IROCR_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IRocr : public hku::IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IRocr)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRocr();
+    virtual ~IRocr();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROCR_H_ */

hikyuu/include/hikyuu/indicator/imp/IRocr100.h

@@ -0,0 +1,29 @@
+/*
+ * IRocr100.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROCR100_H_
+#define INDICATOR_IMP_IROCR100_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class IRocr100 : public hku::IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(IRocr100)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRocr100();
+    virtual ~IRocr100();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROCR100_H_ */

hikyuu/include/hikyuu/indicator/imp/IRound.h

@@ -0,0 +1,32 @@
+/*
+ * IRound.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROUND_H_
+#define INDICATOR_IMP_IROUND_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 四舍五入
+ */
+class IRound : public IndicatorImp {
+    INDICATOR_IMP(IRound)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRound();
+    virtual ~IRound();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROUND_H_ */

hikyuu/include/hikyuu/indicator/imp/IRoundDown.h

@@ -0,0 +1,32 @@
+/*
+ * IRoundDown.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROUNDDOWN_H_
+#define INDICATOR_IMP_IROUNDDOWN_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 向下截取，如10.1截取后为10
+ */
+class IRoundDown : public IndicatorImp {
+    INDICATOR_IMP(IRoundDown)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRoundDown();
+    virtual ~IRoundDown();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROUNDDOWN_H_ */

hikyuu/include/hikyuu/indicator/imp/IRoundUp.h

@@ -0,0 +1,32 @@
+/*
+ * IRoundUp.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_IROUNDUP_H_
+#define INDICATOR_IMP_IROUNDUP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 向上截取，如10.1截取后为11
+ */
+class IRoundUp : public IndicatorImp {
+    INDICATOR_IMP(IRoundUp)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    IRoundUp();
+    virtual ~IRoundUp();
+    virtual void _checkParam(const string& name) const override;
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_IROUNDUP_H_ */

hikyuu/include/hikyuu/indicator/imp/ISaftyLoss.h

@@ -0,0 +1,44 @@
+/*
+ * SaftyLoss.h
+ *
+ *  Created on: 2013-4-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef ISAFTYLOSS_H_
+#define ISAFTYLOSS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/*
+ * 亚历山大.艾尔德安全地带止损
+ * 参见《走进我的交易室》（2007年 地震出版社） 亚历山大.艾尔德(Alexander Elder) P202
+ * 计算说明：在回溯周期内（一般为10到20天），将所有向下穿越的长度相加除以向下穿越的次数，
+ *         得到噪音均值（即回溯期内所有最低价低于前一日最低价的长度除以次数），并用今日
+ *         最低价减去（前日噪音均值乘以一个倍数）得到该止损线。为了抵消波动并且保证止损线的
+ *         上移，在上述结果的基础上再取起N日（一般为3天）内的最高值
+ * 注意事项：返回结果中前（回溯周期宽度＋去最高值的宽度）个点是无效的
+ * 参数： n1: 计算平均噪音的回溯时间窗口，默认为10天
+ *       n2: 对初步止损线取n2日内的最高值，默认为3
+ *       p: 噪音系数，默认为2
+ */
+class ISaftyLoss : public hku::IndicatorImp {
+    INDICATOR_IMP(ISaftyLoss)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISaftyLoss();
+    virtual ~ISaftyLoss();
+
+    virtual void _checkParam(const string& name) const override;
+    virtual void _dyn_calculate(const Indicator&) override;
+
+private:
+    void _dyn_one_circle(const Indicator& ind, size_t curPos, int n1, int n2, double p);
+};
+
+} /* namespace hku */
+#endif /* ISAFTYLOSS_H_ */

hikyuu/include/hikyuu/indicator/imp/ISign.h

@@ -0,0 +1,28 @@
+/*
+ * ISign.h
+ *
+ *  Copyright (c) 2019 fasiondog
+ *
+ *  Created on: 2019-4-3
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_ISIGN_H_
+#define INDICATOR_IMP_ISIGN_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ISign : public IndicatorImp {
+    INDICATOR_IMP(ISign)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISign();
+    virtual ~ISign();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ISIGN_H_ */

hikyuu/include/hikyuu/indicator/imp/ISin.h

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

hikyuu/include/hikyuu/indicator/imp/ISlice.h

@@ -0,0 +1,25 @@
+/*
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2022-02-27
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ISlice : public IndicatorImp {
+    INDICATOR_IMP(ISlice)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISlice();
+    ISlice(const PriceList&, int64_t start, int64_t end);
+    virtual ~ISlice();
+    virtual void _checkParam(const string& name) const override;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/ISlope.h

@@ -0,0 +1,25 @@
+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-11-09
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+// 计算线性回归斜率，N支持变量
+class ISlope : public IndicatorImp {
+    INDICATOR_IMP_SUPPORT_DYNAMIC_STEP(ISlope)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISlope();
+    virtual ~ISlope();
+    virtual void _checkParam(const string& name) const override;
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/ISma.h

@@ -0,0 +1,34 @@
+/*
+ * ISma.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_ISMA_H_
+#define INDICATOR_IMP_ISMA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ISma : public IndicatorImp {
+    INDICATOR_IMP(ISma)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISma();
+    virtual ~ISma();
+
+    virtual void _checkParam(const string& name) const override;
+    virtual void _dyn_calculate(const Indicator&) override;
+
+private:
+    void _dyn_one_circle(const Indicator& ind, size_t curPos, int n, double m);
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ISMA_H_ */

hikyuu/include/hikyuu/indicator/imp/ISpearman.h

@@ -0,0 +1,42 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+class ISpearman : public IndicatorImp {
+public:
+    ISpearman();
+    explicit ISpearman(int n);
+    ISpearman(const Indicator& ref_ind, int n);
+    virtual ~ISpearman();
+
+    virtual void _checkParam(const string& name) const override;
+    virtual void _calculate(const Indicator& data) override;
+    virtual IndicatorImpPtr _clone() override;
+
+private:
+    Indicator m_ref_ind;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+private:
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(IndicatorImp);
+        ar& BOOST_SERIALIZATION_NVP(m_ref_ind);
+    }
+#endif
+};
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/imp/ISqrt.h

@@ -0,0 +1,31 @@
+/*
+ * ISqrt.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_IMP_ISQRT_H_
+#define INDICATOR_IMP_ISQRT_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 乘幂
+ */
+class ISqrt : public IndicatorImp {
+    INDICATOR_IMP(ISqrt)
+    INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
+public:
+    ISqrt();
+    virtual ~ISqrt();
+};
+
+} /* namespace hku */
+#endif /* INDICATOR_IMP_ISQRT_H_ */