hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/include/hikyuu/indicator/crt/KDATA.h

@@ -0,0 +1,72 @@
+/*
+ * IKDATA.h
+ *
+ *  Created on: 2013-2-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 包装KData成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API KDATA();
+Indicator HKU_API KDATA(const KData&);
+
+/**
+ * 包装KData的开盘价成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API OPEN();
+Indicator HKU_API OPEN(const KData&);
+
+/**
+ * 包装KData的最高价成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API HIGH();
+Indicator HKU_API HIGH(const KData&);
+
+/**
+ * 包装KData的最低价成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API LOW();
+Indicator HKU_API LOW(const KData&);
+
+/**
+ * 包装KData的收盘价成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API CLOSE();
+Indicator HKU_API CLOSE(const KData&);
+
+/**
+ * 包装KData的成交金额成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API AMO();
+Indicator HKU_API AMO(const KData&);
+
+/**
+ * 包装KData的成交量成Indicator，用于其他指标计算
+ * @ingroup Indicator
+ */
+Indicator HKU_API VOL();
+Indicator HKU_API VOL(const KData&);
+
+/**
+ * 根据字符串选择返回KDATA/OPEN/HIGH/LOW/CLOSE/AMO/VOL
+ * @param kdata K线数据
+ * @param kpart KDATA|OPEN|HIGH|LOW|CLOSE|AMO|VOL
+ * @see KDATA, OPEN, HIGH, LOW, CLOSE, AMO, VOL
+ * @ingroup Indicator
+ */
+Indicator HKU_API KDATA_PART(const KData& kdata, const string& kpart);
+Indicator HKU_API KDATA_PART(const string& kpart);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/LAST.h

@@ -0,0 +1,100 @@
+/*
+ * LAST.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LAST_H_
+#define INDICATOR_CRT_LAST_H_
+
+#include "EVERY.h"
+#include "REF.h"
+#include "MAX.h"
+#include "MIN.h"
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 区间存在
+ * @details
+ * <pre>
+ * 用法：LAST (X,M,N) 表示条件X在前M周期到前N周期存在
+ * 例如：LAST(CLOSE>OPEN,10,5)
+ * 表示从前10日到前5日内一直阳线。若A为0,表示从第一天开始,B为0,表示到最后日止。
+ * </pre>
+ * @ingroup Indicator
+ */
+inline Indicator LAST(int m = 10, int n = 5) {
+    int max = std::max(m, n);
+    int min = std::min(m, n);
+    Indicator result = REF(EVERY(max - min + 1), min);
+    result.name("LAST");
+    return result;
+}
+
+inline Indicator LAST(const IndParam& m, int n = 5) {
+    Indicator ind_m = m.get();
+    Indicator ind_n = CVAL(ind_m, 5);
+    Indicator max = MAX(ind_m, ind_n);
+    Indicator min = MIN(ind_m, ind_n);
+    Indicator result = REF(EVERY(max - min + 1), min);
+    result.name("LAST");
+    return result;
+}
+
+inline Indicator LAST(int m, const IndParam& n) {
+    Indicator ind_n = n.get();
+    Indicator ind_m = CVAL(ind_n, 5);
+    Indicator max = MAX(ind_m, ind_n);
+    Indicator min = MIN(ind_m, ind_n);
+    Indicator result = REF(EVERY(max - min + 1), min);
+    result.name("LAST");
+    return result;
+}
+
+inline Indicator LAST(const IndParam& m, const IndParam& n) {
+    Indicator ind_m = m.get();
+    Indicator ind_n = n.get();
+    Indicator max = MAX(ind_m, ind_n);
+    Indicator min = MIN(ind_m, ind_n);
+    Indicator result = REF(EVERY(max - min + 1), min);
+    result.name("LAST");
+    return result;
+}
+
+inline Indicator LAST(const Indicator& ind, int m = 10, int n = 5) {
+    return LAST(m, n)(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, const IndParam& m, int n = 5) {
+    return LAST(m, n)(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, int m, const IndParam& n) {
+    return LAST(m, n)(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, const IndParam& m, const IndParam& n) {
+    return LAST(m, n)(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, const Indicator& m, int n = 5) {
+    return LAST(IndParam(m), n)(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, int m, const Indicator& n) {
+    return LAST(m, IndParam(n))(ind);
+}
+
+inline Indicator LAST(const Indicator& ind, const Indicator& m, const Indicator& n) {
+    return LAST(IndParam(m), IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LAST_H_ */

hikyuu/include/hikyuu/indicator/crt/LASTVALUE.h

@@ -0,0 +1,29 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-04
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LASTVALUE_H_
+#define INDICATOR_CRT_LASTVALUE_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 取输入指标最后值为常数，即结果中所有值均为输入指标的最后值，谨慎使用
+ * @note 等同于通达信 CONST 指标, 由于 Windows 下 CONST 命名冲突，取名 LASTVALUE
+ * @ingroup Indicator
+ */
+Indicator HKU_API LASTVALUE(bool ignore_discard = false);
+
+inline Indicator LASTVALUE(const Indicator& ind, bool ignore_discard = false) {
+    return LASTVALUE(ignore_discard)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LASTVALUE_H_ */

hikyuu/include/hikyuu/indicator/crt/LIUTONGPAN.h

@@ -0,0 +1,24 @@
+/*
+ * LIUTONGPANG.h
+ *
+ *  Created on: 2019年3月6日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LIUTONGPAN_H_
+#define INDICATOR_CRT_LIUTONGPAN_H_
+
+#include "../Indicator.h"
+
+#define CAPITAL LIUTONGPAN
+
+namespace hku {
+
+/** 流通盘，单位万股 */
+Indicator HKU_API LIUTONGPAN();
+Indicator HKU_API LIUTONGPAN(const KData&);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LIUTONGPAN_H_ */

hikyuu/include/hikyuu/indicator/crt/LLV.h

@@ -0,0 +1,46 @@
+/*
+ * LLV.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2016年4月2日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LLV_H_
+#define INDICATOR_CRT_LLV_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * N日内最低价
+ * @param n N日时间窗口, N=0则从第一个有效值开始。
+ * @ingroup Indicator
+ */
+Indicator HKU_API LLV(int n = 20);
+Indicator HKU_API LLV(const IndParam& n);
+
+/**
+ * N日内最低价, 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 LLV(const Indicator& ind, int n = 20) {
+    return LLV(n)(ind);
+}
+
+inline Indicator LLV(const Indicator& ind, const IndParam& n) {
+    return LLV(n)(ind);
+}
+
+inline Indicator LLV(const Indicator& ind, const Indicator& n) {
+    return LLV(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LLV_H_ */

hikyuu/include/hikyuu/indicator/crt/LLVBARS.h

@@ -0,0 +1,44 @@
+/*
+ * LLVBARS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LLVBARS_H_
+#define INDICATOR_CRT_LLVBARS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 上一低点位置 求上一低点到当前的周期数。
+ * @details
+ * <pre>
+ * 用法：LLVBARS(X,N):求N周期内X最低值到当前周期数N=0表示从第一个有效值开始统计
+ * 例如：LLVBARS(HIGH,20)求得20日最低点到当前的周期数
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API LLVBARS(int n = 20);
+Indicator HKU_API LLVBARS(const IndParam& n);
+
+inline Indicator LLVBARS(const Indicator& ind, int n = 20) {
+    return LLVBARS(n)(ind);
+}
+
+inline Indicator LLVBARS(const Indicator& ind, const IndParam& n) {
+    return LLVBARS(n)(ind);
+}
+
+inline Indicator LLVBARS(const Indicator& ind, const Indicator& n) {
+    return LLVBARS(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LLVBARS_H_ */

hikyuu/include/hikyuu/indicator/crt/LN.h

@@ -0,0 +1,36 @@
+/*
+ * LN.h
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LN_H_
+#define INDICATOR_CRT_LN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 求自然对数
+ * 用法：LN(X)以e为底的对数
+ * 例如：LN(CLOSE)求收盘价的对数
+ * @ingroup Indicator
+ */
+Indicator HKU_API LN();
+Indicator LN(Indicator::value_t);
+Indicator LN(const Indicator& ind);
+
+inline Indicator LN(const Indicator& ind) {
+    return LN()(ind);
+}
+
+inline Indicator LN(Indicator::value_t val) {
+    return LN(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LN_H_ */

hikyuu/include/hikyuu/indicator/crt/LOG.h

@@ -0,0 +1,35 @@
+/*
+ * LOG.h
+ *
+ *  Created on: 2019-4-11
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_LOG_H_
+#define INDICATOR_CRT_LOG_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 以10为底的对数
+ * 用法：LOG(X)取得X的对数
+ * @ingroup Indicator
+ */
+Indicator HKU_API LOG();
+Indicator LOG(Indicator::value_t);
+Indicator LOG(const Indicator& ind);
+
+inline Indicator LOG(const Indicator& ind) {
+    return LOG()(ind);
+}
+
+inline Indicator LOG(Indicator::value_t val) {
+    return LOG(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_LOG_H_ */

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_ */