hikyuu 2.3.1__py3-none-manylinux1_x86_64.whl

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/REPLACE.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-01-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 替换指定数值，通常用于替换 Nan 值
+ * @param old_val 要替换的数值
+ * @param new_val 替换后的数值
+ * @param ignore_discard 忽略 discard，如果替换 nan 值，新discard将被设置为 0
+ * @ingroup Indicator
+ */
+Indicator HKU_API REPLACE(double old_val = Null<double>(), double new_val = 0.0,
+                          bool ignore_discard = false);
+
+inline Indicator REPLACE(const Indicator& ind, double old_val = Null<double>(),
+                         double new_val = 0.0, bool ignore_discard = false) {
+    return REPLACE(old_val, new_val, ignore_discard)(ind);
+}
+
+}  // namespace hku

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);
+}
+
+}

hikyuu/include/hikyuu/indicator/crt/REVERSE.h

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

hikyuu/include/hikyuu/indicator/crt/ROC.h

@@ -0,0 +1,39 @@
+/*
+ * ROC.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROC_H_
+#define INDICATOR_CRT_ROC_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 变动率指标 ((price / prevPrice)-1)*100
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROC(int n = 10);
+Indicator HKU_API ROC(const IndParam& n);
+
+inline Indicator ROC(const Indicator& ind, int n = 10) {
+    return ROC(n)(ind);
+}
+
+inline Indicator ROC(const Indicator& ind, const IndParam& n) {
+    return ROC(n)(ind);
+}
+
+inline Indicator ROC(const Indicator& ind, const Indicator& n) {
+    return ROC(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROC_H_ */

hikyuu/include/hikyuu/indicator/crt/ROCP.h

@@ -0,0 +1,39 @@
+/*
+ * ROCP.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROCP_H_
+#define INDICATOR_CRT_ROCP_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 变动率指标 (price - prePrice) / prevPrice   N 日收益率 （本金之外的盈利）
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROCP(int n = 10);
+Indicator HKU_API ROCP(const IndParam& n);
+
+inline Indicator ROCP(const Indicator& ind, int n = 10) {
+    return ROCP(n)(ind);
+}
+
+inline Indicator ROCP(const Indicator& ind, const IndParam& n) {
+    return ROCP(n)(ind);
+}
+
+inline Indicator ROCP(const Indicator& ind, const Indicator& n) {
+    return ROCP(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROCP_H_ */

hikyuu/include/hikyuu/indicator/crt/ROCR.h

@@ -0,0 +1,39 @@
+/*
+ * ROCR.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROCR_H_
+#define INDICATOR_CRT_ROCR_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 变动率指标 (price / prevPrice),  N 日累积收益率 （包含本金）
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROCR(int n = 10);
+Indicator HKU_API ROCR(const IndParam& n);
+
+inline Indicator ROCR(const Indicator& ind, int n = 10) {
+    return ROCR(n)(ind);
+}
+
+inline Indicator ROCR(const Indicator& ind, const IndParam& n) {
+    return ROCR(n)(ind);
+}
+
+inline Indicator ROCR(const Indicator& ind, const Indicator& n) {
+    return ROCR(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROCR_H_ */

hikyuu/include/hikyuu/indicator/crt/ROCR100.h

@@ -0,0 +1,39 @@
+/*
+ * ROCR100.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROCR100_H_
+#define INDICATOR_CRT_ROCR100_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 变动率指标 (price / prevPrice) * 100
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROCR100(int n = 10);
+Indicator HKU_API ROCR100(const IndParam& n);
+
+inline Indicator ROCR100(const Indicator& ind, int n = 10) {
+    return ROCR100(n)(ind);
+}
+
+inline Indicator ROCR100(const Indicator& ind, const IndParam& n) {
+    return ROCR100(n)(ind);
+}
+
+inline Indicator ROCR100(const Indicator& ind, const Indicator& n) {
+    return ROCR100(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROCR100_H_ */

hikyuu/include/hikyuu/indicator/crt/ROUND.h

@@ -0,0 +1,36 @@
+/*
+ * ROUND.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROUND_H_
+#define INDICATOR_CRT_ROUND_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 四舍五入
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROUND(int ndigits = 2);
+Indicator ROUND(Indicator::value_t, int ndigits = 2);
+Indicator ROUND(const Indicator& ind, int ndigits = 2);
+
+inline Indicator ROUND(const Indicator& ind, int n) {
+    return ROUND(n)(ind);
+}
+
+inline Indicator ROUND(Indicator::value_t val, int n) {
+    return ROUND(CVAL(val), n);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROUND_H_ */

hikyuu/include/hikyuu/indicator/crt/ROUNDDOWN.h

@@ -0,0 +1,36 @@
+/*
+ * ROUNDDOWN.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROUNDDOWN_H_
+#define INDICATOR_CRT_ROUNDDOWN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 向上截取，如10.1截取后为11
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROUNDDOWN(int ndigits = 2);
+Indicator ROUNDDOWN(Indicator::value_t, int ndigits = 2);
+Indicator ROUNDDOWN(const Indicator& ind, int ndigits = 2);
+
+inline Indicator ROUNDDOWN(const Indicator& ind, int n) {
+    return ROUNDDOWN(n)(ind);
+}
+
+inline Indicator ROUNDDOWN(Indicator::value_t val, int n) {
+    return ROUNDDOWN(CVAL(val), n);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROUNDDOWN_H_ */

hikyuu/include/hikyuu/indicator/crt/ROUNDUP.h

@@ -0,0 +1,36 @@
+/*
+ * ROUNDUP.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_ROUNDUP_H_
+#define INDICATOR_CRT_ROUNDUP_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 向上截取，如10.1截取后为11
+ * @ingroup Indicator
+ */
+Indicator HKU_API ROUNDUP(int ndigits = 2);
+Indicator ROUNDUP(Indicator::value_t, int ndigits = 2);
+Indicator ROUNDUP(const Indicator& ind, int ndigits = 2);
+
+inline Indicator ROUNDUP(const Indicator& ind, int n) {
+    return ROUNDUP(n)(ind);
+}
+
+inline Indicator ROUNDUP(Indicator::value_t val, int n) {
+    return ROUNDUP(CVAL(val), n);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_ROUNDUP_H_ */

hikyuu/include/hikyuu/indicator/crt/RSI.h

@@ -0,0 +1,43 @@
+/*
+ * RSI.h
+ *
+ *   Created on: 2023年09月23日
+ *       Author: yangrq1018
+ */
+#pragma once
+#ifndef INDICATOR_CRT_RSI_H_
+#define INDICATOR_CRT_RSI_H_
+
+#include "../Indicator.h"
+#include "REF.h"
+#include "EMA.h"
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 相对强弱指数
+ * @ingroup Indicator
+ */
+inline Indicator RSI(int n = 14) {
+    Indicator diff = REF(0) - REF(1);
+    Indicator u = IF(diff > 0, diff, 0);
+    Indicator d = IF(diff < 0, (-1) * diff, 0);
+    Indicator ema_u = EMA(u, n);
+    Indicator ema_d = EMA(d, n);
+    ema_d = IF(ema_d == 0.0, 1, ema_d);
+    Indicator rs = ema_u / ema_d;
+    Indicator _1 = CVAL(1);
+    Indicator rsi = (_1 - _1 / (_1 + rs)) * CVAL(100);
+    rsi.name("RSI");
+    rsi.setParam<int>("n", n);
+    return rsi;
+}
+
+inline Indicator RSI(const Indicator& data, int n) {
+    return RSI(n)(data);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_RSI_H_ */

hikyuu/include/hikyuu/indicator/crt/SAFTYLOSS.h

@@ -0,0 +1,79 @@
+/*
+ * SAFTYLOSS.h
+ *
+ *  Created on: 2013-4-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef SAFTYLOSS_H_
+#define SAFTYLOSS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 亚历山大 艾尔德安全地带止损
+ * @details
+ * <pre>
+ * 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
+ * </pre>
+ * @note：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
+ * @param n1 计算平均噪音的回溯时间窗口，默认为10天
+ * @param n2 对初步止损线去n2日内的最高值，默认为3
+ * @param p 噪音系数，默认为2
+ * @ingroup Indicator
+ */
+Indicator HKU_API SAFTYLOSS(int n1 = 10, int n2 = 3, double p = 2.0);
+Indicator HKU_API SAFTYLOSS(const IndParam& n1, const IndParam& n2, double p = 2.0);
+Indicator HKU_API SAFTYLOSS(const IndParam& n1, const IndParam& n2, const IndParam& p);
+
+/**
+ * 亚历山大 艾尔德安全地带止损
+ * @details
+ * <pre>
+ * 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
+ * </pre>
+ * @note：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
+ * @param data 输入数据，单一输入
+ * @param n1 计算平均噪音的回溯时间窗口，默认为10天
+ * @param n2 对初步止损线去n2日内的最高值，默认为3
+ * @param p 噪音系数，默认为2
+ * @ingroup Indicator
+ */
+inline Indicator SAFTYLOSS(const Indicator& data, int n1 = 10, int n2 = 3, double p = 2.0) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const IndParam& n1, const IndParam& n2,
+                           double p = 2.0) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const IndParam& n1, const IndParam& n2,
+                           const IndParam& p) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const Indicator& n1, const Indicator& n2,
+                           double p = 2.0) {
+    return SAFTYLOSS(IndParam(n1), IndParam(n2), p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const Indicator& n1, const Indicator& n2,
+                           const Indicator& p) {
+    return SAFTYLOSS(IndParam(n1), IndParam(n2), IndParam(p))(data);
+}
+
+}  // namespace hku
+
+#endif /* SAFTYLOSS_H_ */