hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

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/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_ */