hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/include/hikyuu/indicator_talib/imp/ta_imp.h

@@ -0,0 +1,1328 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-12-20
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#define EXPOERT_TA_FUNC(func) BOOST_CLASS_EXPORT(hku::Cls_##func)
+
+#define TA_IN1_OUT1_IMP(func, func_lookback)                                         \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                             \
+    Cls_##func::~Cls_##func() {}                                                     \
+                                                                                     \
+    void Cls_##func::_calculate(const Indicator &data) {                             \
+        int lookback = func_lookback();                                              \
+        size_t total = data.size();                                                  \
+        if (lookback < 0) {                                                          \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+        m_discard = data.discard() + lookback;                                       \
+        if (m_discard >= total) {                                                    \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+                                                                                     \
+        auto const *src = data.data();                                               \
+        auto *dst = this->data();                                                    \
+        int outBegIdx;                                                               \
+        int outNbElement;                                                            \
+        func(m_discard, total - 1, src, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total); \
+    }                                                                                \
+                                                                                     \
+    Indicator HKU_API func() {                                                       \
+        return Indicator(make_shared<Cls_##func>());                                 \
+    }
+
+#define TA_IN1_OUT1_INT_IMP(func, func_lookback)                                     \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                             \
+    Cls_##func::~Cls_##func() {}                                                     \
+                                                                                     \
+    void Cls_##func::_calculate(const Indicator &data) {                             \
+        int lookback = func_lookback();                                              \
+        size_t total = data.size();                                                  \
+        if (lookback < 0) {                                                          \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+                                                                                     \
+        m_discard = data.discard() + lookback;                                       \
+        if (m_discard >= total) {                                                    \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+                                                                                     \
+        auto const *src = data.data();                                               \
+        std::unique_ptr<int[]> buf = std::make_unique<int[]>(total);                 \
+        int outBegIdx;                                                               \
+        int outNbElement;                                                            \
+        func(m_discard, total - 1, src, &outBegIdx, &outNbElement, buf.get());       \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total); \
+        m_discard = outBegIdx;                                                       \
+        auto *dst = this->data();                                                    \
+        dst = dst + outBegIdx;                                                       \
+        for (int i = 0; i < outNbElement; ++i) {                                     \
+            dst[i] = buf[i];                                                         \
+        }                                                                            \
+    }                                                                                \
+                                                                                     \
+    Indicator HKU_API func() {                                                       \
+        return Indicator(make_shared<Cls_##func>());                                 \
+    }
+
+#define TA_IN1_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)             \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                    \
+        setParam<int>("n", period);                                                        \
+    }                                                                                      \
+    Cls_##func::~Cls_##func() {}                                                           \
+                                                                                           \
+    void Cls_##func::_checkParam(const string &name) const {                               \
+        if (name == "n") {                                                                 \
+            int n = getParam<int>("n");                                                    \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        int n = getParam<int>("n");                                                        \
+        int lookback = func_lookback(n);                                                   \
+        size_t total = data.size();                                                        \
+        if (lookback < 0) {                                                                \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        m_discard = data.discard() + lookback;                                             \
+        if (m_discard >= total) {                                                          \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        auto const *src = data.data();                                                     \
+        auto *dst = this->data();                                                          \
+                                                                                           \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(m_discard, total - 1, src, n, &outBegIdx, &outNbElement, dst + m_discard);    \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_dyn_run_one_step(const Indicator &ind, size_t curPos, size_t step) { \
+        int back = func_lookback(step);                                                    \
+        HKU_IF_RETURN(back<0 || back + ind.discard()> curPos, void());                     \
+                                                                                           \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(curPos);                \
+        auto const *src = ind.data();                                                      \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(ind.discard(), curPos, src, step, &outBegIdx, &outNbElement, buf.get());      \
+        if (outNbElement >= 1) {                                                           \
+            _set(buf.get()[outNbElement - 1], curPos);                                     \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(int n) {                                                        \
+        auto p = make_shared<Cls_##func>();                                                \
+        p->setParam<int>("n", n);                                                          \
+        return Indicator(p);                                                               \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const IndParam &n) {                                            \
+        IndicatorImpPtr p = make_shared<Cls_##func>();                                     \
+        p->setIndParam("n", n);                                                            \
+        return Indicator(p);                                                               \
+    }
+
+#define TA_IN1_OUT1_INT_N_IMP(func, func_lookback, period, period_min, period_max)         \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                    \
+        setParam<int>("n", period);                                                        \
+    }                                                                                      \
+    Cls_##func::~Cls_##func() {}                                                           \
+                                                                                           \
+    void Cls_##func::_checkParam(const string &name) const {                               \
+        if (name == "n") {                                                                 \
+            int n = getParam<int>("n");                                                    \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        int n = getParam<int>("n");                                                        \
+        int lookback = func_lookback(n);                                                   \
+        size_t total = data.size();                                                        \
+        if (lookback < 0) {                                                                \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        m_discard = data.discard() + lookback;                                             \
+        if (m_discard >= total) {                                                          \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        auto const *src = data.data();                                                     \
+        std::unique_ptr<int[]> buf = std::make_unique<int[]>(total);                       \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(m_discard, total - 1, src, n, &outBegIdx, &outNbElement, buf.get());          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+        m_discard = outBegIdx;                                                             \
+        auto *dst = this->data();                                                          \
+        dst = dst + outBegIdx;                                                             \
+        for (int i = 0; i < outNbElement; ++i) {                                           \
+            dst[i] = buf[i];                                                               \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_dyn_run_one_step(const Indicator &ind, size_t curPos, size_t step) { \
+        int back = func_lookback(step);                                                    \
+        HKU_IF_RETURN(back<0 || back + ind.discard()> curPos, void());                     \
+                                                                                           \
+        std::unique_ptr<int[]> buf = std::make_unique<int[]>(curPos);                      \
+        auto const *src = ind.data();                                                      \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(ind.discard(), curPos, src, step, &outBegIdx, &outNbElement, buf.get());      \
+        if (outNbElement >= 1) {                                                           \
+            _set(buf.get()[outNbElement - 1], curPos);                                     \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(int n) {                                                        \
+        auto p = make_shared<Cls_##func>();                                                \
+        p->setParam<int>("n", n);                                                          \
+        return Indicator(p);                                                               \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const IndParam &n) {                                            \
+        IndicatorImpPtr p = make_shared<Cls_##func>();                                     \
+        p->setIndParam("n", n);                                                            \
+        return Indicator(p);                                                               \
+    }
+
+#define TA_IN1_OUT2_IMP(func, func_lookback)                                         \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 2) {}                             \
+    Cls_##func::~Cls_##func() {}                                                     \
+    void Cls_##func::_calculate(const Indicator &data) {                             \
+        size_t total = data.size();                                                  \
+        int lookback = func_lookback();                                              \
+        if (lookback < 0) {                                                          \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+        m_discard = data.discard() + lookback;                                       \
+        if (m_discard >= total) {                                                    \
+            m_discard = total;                                                       \
+            return;                                                                  \
+        }                                                                            \
+                                                                                     \
+        auto const *src = data.data();                                               \
+        auto *dst0 = this->data(0);                                                  \
+        auto *dst1 = this->data(1);                                                  \
+                                                                                     \
+        int outBegIdx;                                                               \
+        int outNbElement;                                                            \
+        func(m_discard, total - 1, src, &outBegIdx, &outNbElement, dst0 + m_discard, \
+             dst1 + m_discard);                                                      \
+        HKU_ASSERT(outBegIdx == m_discard && (outBegIdx + outNbElement) <= total);   \
+    }                                                                                \
+                                                                                     \
+    Indicator HKU_API func() {                                                       \
+        return Indicator(make_shared<Cls_##func>());                                 \
+    }
+
+#define TA_IN1_OUT2_INT_N_IMP(func, func_lookback, period, period_min, period_max)         \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 2) {                                    \
+        setParam<int>("n", period);                                                        \
+    }                                                                                      \
+    Cls_##func::~Cls_##func() {}                                                           \
+                                                                                           \
+    void Cls_##func::_checkParam(const string &name) const {                               \
+        if (name == "n") {                                                                 \
+            int n = getParam<int>("n");                                                    \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        int n = getParam<int>("n");                                                        \
+        int lookback = func_lookback(n);                                                   \
+        size_t total = data.size();                                                        \
+        if (lookback < 0) {                                                                \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        m_discard = data.discard() + lookback;                                             \
+        if (m_discard >= total) {                                                          \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        auto const *src = data.data();                                                     \
+        std::unique_ptr<int[]> buf = std::make_unique<int[]>(2 * (total));                 \
+        int *buf0 = buf.get();                                                             \
+        int *buf1 = buf0 + total;                                                          \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(m_discard, total - 1, src, n, &outBegIdx, &outNbElement, buf0, buf1);         \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+        m_discard = outBegIdx;                                                             \
+        auto *dst0 = this->data(0) + outBegIdx;                                            \
+        auto *dst1 = this->data(1) + outBegIdx;                                            \
+        for (int i = 0; i < outNbElement; ++i) {                                           \
+            dst0[i] = buf0[i];                                                             \
+            dst1[i] = buf1[i];                                                             \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_dyn_run_one_step(const Indicator &ind, size_t curPos, size_t step) { \
+        int back = func_lookback(step);                                                    \
+        HKU_IF_RETURN(back<0 || back + ind.discard()> curPos, void());                     \
+                                                                                           \
+        std::unique_ptr<int[]> buf = std::make_unique<int[]>(2 * curPos);                  \
+        int *buf0 = buf.get();                                                             \
+        int *buf1 = buf0 + curPos;                                                         \
+        auto const *src = ind.data();                                                      \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(ind.discard(), curPos, src, step, &outBegIdx, &outNbElement, buf0, buf1);     \
+        if (outNbElement >= 1) {                                                           \
+            _set(buf0[outNbElement - 1], curPos, 0);                                       \
+            _set(buf1[outNbElement - 1], curPos, 1);                                       \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(int n) {                                                        \
+        auto p = make_shared<Cls_##func>();                                                \
+        p->setParam<int>("n", n);                                                          \
+        return Indicator(p);                                                               \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const IndParam &n) {                                            \
+        IndicatorImpPtr p = make_shared<Cls_##func>();                                     \
+        p->setIndParam("n", n);                                                            \
+        return Indicator(p);                                                               \
+    }
+
+#define TA_IN1_OUT2_N_IMP(func, func_lookback, period, period_min, period_max)             \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 2) {                                    \
+        setParam<int>("n", period);                                                        \
+    }                                                                                      \
+    Cls_##func::~Cls_##func() {}                                                           \
+                                                                                           \
+    void Cls_##func::_checkParam(const string &name) const {                               \
+        if (name == "n") {                                                                 \
+            int n = getParam<int>("n");                                                    \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        int n = getParam<int>("n");                                                        \
+        size_t total = data.size();                                                        \
+        int lookback = func_lookback(n);                                                   \
+        if (lookback < 0) {                                                                \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+        m_discard = data.discard() + lookback;                                             \
+        if (m_discard >= total) {                                                          \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        auto const *src = data.data();                                                     \
+        auto *dst0 = this->data(0);                                                        \
+        auto *dst1 = this->data(1);                                                        \
+                                                                                           \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(m_discard, total - 1, src, n, &outBegIdx, &outNbElement, dst0 + m_discard,    \
+             dst1 + m_discard);                                                            \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_dyn_run_one_step(const Indicator &ind, size_t curPos, size_t step) { \
+        int back = func_lookback(step);                                                    \
+        HKU_IF_RETURN(back<0 || back + ind.discard()> curPos, void());                     \
+                                                                                           \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * curPos);            \
+        double *dst0 = buf.get();                                                          \
+        double *ds1 = dst0 + curPos;                                                       \
+        auto const *src = ind.data();                                                      \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(ind.discard(), curPos, src, step, &outBegIdx, &outNbElement, dst0, ds1);      \
+        if (outNbElement >= 1) {                                                           \
+            _set(dst0[outNbElement - 1], curPos, 0);                                       \
+            _set(ds1[outNbElement - 1], curPos, 1);                                        \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(int n) {                                                        \
+        auto p = make_shared<Cls_##func>();                                                \
+        p->setParam<int>("n", n);                                                          \
+        return Indicator(p);                                                               \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const IndParam &n) {                                            \
+        IndicatorImpPtr p = make_shared<Cls_##func>();                                     \
+        p->setIndParam("n", n);                                                            \
+        return Indicator(p);                                                               \
+    }
+
+#define TA_IN1_OUT3_N_IMP(func, func_lookback, period, period_min, period_max)             \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 3) {                                    \
+        setParam<int>("n", period);                                                        \
+    }                                                                                      \
+    Cls_##func::~Cls_##func() {}                                                           \
+                                                                                           \
+    void Cls_##func::_checkParam(const string &name) const {                               \
+        if (name == "n") {                                                                 \
+            int n = getParam<int>("n");                                                    \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        int n = getParam<int>("n");                                                        \
+        size_t total = data.size();                                                        \
+        int lookback = func_lookback(n);                                                   \
+        if (lookback < 0) {                                                                \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+        m_discard = data.discard() + lookback;                                             \
+        if (m_discard >= total) {                                                          \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        auto const *src = data.data();                                                     \
+        auto *dst0 = this->data(0);                                                        \
+        auto *dst1 = this->data(1);                                                        \
+        auto *dst2 = this->data(2);                                                        \
+                                                                                           \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(m_discard, total - 1, src, n, &outBegIdx, &outNbElement, dst0 + m_discard,    \
+             dst1 + m_discard, dst2 + m_discard);                                          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_dyn_run_one_step(const Indicator &ind, size_t curPos, size_t step) { \
+        int back = func_lookback(step);                                                    \
+        HKU_IF_RETURN(back<0 || back + ind.discard()> curPos, void());                     \
+                                                                                           \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(3 * curPos);            \
+        double *dst0 = buf.get();                                                          \
+        double *ds1 = dst0 + curPos;                                                       \
+        double *ds2 = ds1 + curPos;                                                        \
+        auto const *src = ind.data();                                                      \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        func(ind.discard(), curPos, src, step, &outBegIdx, &outNbElement, dst0, ds1, ds2); \
+        if (outNbElement >= 1) {                                                           \
+            _set(dst0[outNbElement - 1], curPos, 0);                                       \
+            _set(ds1[outNbElement - 1], curPos, 1);                                        \
+            _set(ds2[outNbElement - 1], curPos, 2);                                        \
+        }                                                                                  \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(int n) {                                                        \
+        auto p = make_shared<Cls_##func>();                                                \
+        p->setParam<int>("n", n);                                                          \
+        return Indicator(p);                                                               \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const IndParam &n) {                                            \
+        IndicatorImpPtr p = make_shared<Cls_##func>();                                     \
+        p->setIndParam("n", n);                                                            \
+        return Indicator(p);                                                               \
+    }
+
+#define TA_IN2_OUT1_IMP(func, func_lookback)                                                      \
+    Cls_##func::Cls_##func() : Indicator2InImp(#func, 1) {}                                       \
+    Cls_##func::Cls_##func(const Indicator &ref_ind, bool fill_null)                              \
+    : Indicator2InImp(#func, ref_ind, fill_null, 1) {}                                            \
+    Cls_##func::~Cls_##func() {}                                                                  \
+                                                                                                  \
+    void Cls_##func::_calculate(const Indicator &ind) {                                           \
+        size_t total = ind.size();                                                                \
+        HKU_IF_RETURN(total == 0, void());                                                        \
+                                                                                                  \
+        Indicator ref = prepare(ind);                                                             \
+        int lookback = func_lookback();                                                           \
+        if (lookback < 0) {                                                                       \
+            m_discard = total;                                                                    \
+            return;                                                                               \
+        }                                                                                         \
+                                                                                                  \
+        size_t in_discard = std::max(ind.discard(), ref.discard());                               \
+        m_discard = lookback + in_discard;                                                        \
+        if (m_discard >= total) {                                                                 \
+            m_discard = total;                                                                    \
+            return;                                                                               \
+        }                                                                                         \
+                                                                                                  \
+        const auto *src0 = ind.data();                                                            \
+        const auto *src1 = ref.data();                                                            \
+        auto *dst = this->data();                                                                 \
+        int outBegIdx;                                                                            \
+        int outNbElement;                                                                         \
+        func(m_discard, total - 1, src0, src1, &outBegIdx, &outNbElement, dst + m_discard);       \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);              \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func(bool fill_null = true) {                                               \
+        auto p = make_shared<Cls_##func>();                                                       \
+        p->setParam<bool>("fill_null", fill_null);                                                \
+        return Indicator(p);                                                                      \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func(const Indicator &ind1, const Indicator &ind2, bool fill_null = true) { \
+        auto p = make_shared<Cls_##func>(ind2, fill_null);                                        \
+        Indicator result(p);                                                                      \
+        return result(ind1);                                                                      \
+    }
+
+#define TA_IN2_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)                 \
+    Cls_##func::Cls_##func() : Indicator2InImp(#func, 1) {                                     \
+        setParam<int>("n", period);                                                            \
+    }                                                                                          \
+                                                                                               \
+    Cls_##func::Cls_##func(int n, bool fill_null) : Indicator2InImp(#func, 1) {                \
+        setParam<int>("n", n);                                                                 \
+        setParam<bool>("fill_null", fill_null);                                                \
+    }                                                                                          \
+                                                                                               \
+    Cls_##func::Cls_##func(const Indicator &ref_ind, int n, bool fill_null)                    \
+    : Indicator2InImp(#func, ref_ind, fill_null, 1) {                                          \
+        setParam<int>("n", n);                                                                 \
+    }                                                                                          \
+                                                                                               \
+    Cls_##func::~Cls_##func() {}                                                               \
+                                                                                               \
+    void Cls_##func::_checkParam(const string &name) const {                                   \
+        if ("n" == name) {                                                                     \
+            int n = getParam<int>("n");                                                        \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                    \
+        }                                                                                      \
+    }                                                                                          \
+                                                                                               \
+    void Cls_##func::_calculate(const Indicator &ind) {                                        \
+        size_t total = ind.size();                                                             \
+        HKU_IF_RETURN(total == 0, void());                                                     \
+                                                                                               \
+        Indicator ref = prepare(ind);                                                          \
+                                                                                               \
+        int n = getParam<int>("n");                                                            \
+        int lookback = func_lookback(n);                                                       \
+        if (lookback < 0) {                                                                    \
+            m_discard = total;                                                                 \
+            return;                                                                            \
+        }                                                                                      \
+                                                                                               \
+        size_t in_discard = std::max(ind.discard(), ref.discard());                            \
+        m_discard = lookback + in_discard;                                                     \
+        if (m_discard >= total) {                                                              \
+            m_discard = total;                                                                 \
+            return;                                                                            \
+        }                                                                                      \
+                                                                                               \
+        const auto *src0 = ind.data();                                                         \
+        const auto *src1 = ref.data();                                                         \
+        auto *dst = this->data();                                                              \
+        int outBegIdx;                                                                         \
+        int outNbElement;                                                                      \
+        func(m_discard, total - 1, src0, src1, n, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);           \
+    }                                                                                          \
+                                                                                               \
+    Indicator HKU_API func(int n, bool fill_null = true) {                                     \
+        return Indicator(make_shared<Cls_##func>(n, fill_null));                               \
+    }                                                                                          \
+                                                                                               \
+    Indicator HKU_API func(const Indicator &ind1, const Indicator &ind2, int n,                \
+                           bool fill_null = true) {                                            \
+        auto p = make_shared<Cls_##func>(ind2, n, fill_null);                                  \
+        HKU_WARN_IF(ind2.size() == 0, "The lenght of ind2 is zero!");                          \
+        Indicator result(p);                                                                   \
+        return result(ind1);                                                                   \
+    }
+
+#define TA_OHLC_OUT1_IMP(func, func_lookback)                                           \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                   \
+        setParam<KData>("kdata", k);                                                    \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 1);                                                         \
+        int lookback = func_lookback();                                                 \
+        if (lookback < 0 || lookback >= total) {                                        \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(4 * total);          \
+        double *open = buf.get();                                                       \
+        double *high = open + total;                                                    \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            open[i] = kptr[i].openPrice;                                                \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+        }                                                                               \
+                                                                                        \
+        m_discard = lookback;                                                           \
+        auto *dst = this->data();                                                       \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        func(m_discard, total - 1, open, high, low, close, &outBegIdx, &outNbElement,   \
+             dst + m_discard);                                                          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func() {                                                          \
+        return make_shared<Cls_##func>()->calculate();                                  \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k) {                                            \
+        return Indicator(make_shared<Cls_##func>(k));                                   \
+    }
+
+#define TA_OHLC_OUT1_INT_IMP(func, func_lookback)                                       \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                   \
+        setParam<KData>("kdata", k);                                                    \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 1);                                                         \
+                                                                                        \
+        int lookback = func_lookback();                                                 \
+        if (lookback < 0 || lookback >= total) {                                        \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(4 * total);          \
+        double *open = buf.get();                                                       \
+        double *high = open + total;                                                    \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            open[i] = kptr[i].openPrice;                                                \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+        }                                                                               \
+                                                                                        \
+        std::unique_ptr<int[]> outbuf = std::make_unique<int[]>(total);                 \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        m_discard = lookback;                                                           \
+        func(m_discard, total - 1, open, high, low, close, &outBegIdx, &outNbElement,   \
+             outbuf.get());                                                             \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+        auto *dst = this->data() + outBegIdx;                                           \
+        for (size_t i = 0; i < outNbElement; ++i) {                                     \
+            dst[i] = outbuf[i];                                                         \
+        }                                                                               \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func() {                                                          \
+        return make_shared<Cls_##func>()->calculate();                                  \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k) {                                            \
+        return Indicator(make_shared<Cls_##func>(k));                                   \
+    }
+
+#define TA_OHLC_OUT1_INT_P1_D_IMP(func, func_lookback, param1, param1_value, param1_min,          \
+                                  param1_max)                                                     \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                           \
+        setParam<double>(#param1, param1_value);                                                  \
+    }                                                                                             \
+                                                                                                  \
+    Cls_##func::Cls_##func(const KData &k, double p) : IndicatorImp(#func, 1) {                   \
+        setParam<KData>("kdata", k);                                                              \
+        setParam<double>(#param1, p);                                                             \
+        Cls_##func::_calculate(Indicator());                                                      \
+    }                                                                                             \
+                                                                                                  \
+    void Cls_##func::_checkParam(const string &name) const {                                      \
+        if (name == #param1) {                                                                    \
+            double p = getParam<double>(#param1);                                                 \
+            HKU_ASSERT(p >= param1_min && p <= param1_max);                                       \
+        }                                                                                         \
+    }                                                                                             \
+                                                                                                  \
+    void Cls_##func::_calculate(const Indicator &data) {                                          \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                                   \
+                    "The input is ignored because {} depends on the context!", m_name);           \
+                                                                                                  \
+        KData k = getContext();                                                                   \
+        size_t total = k.size();                                                                  \
+        HKU_IF_RETURN(total == 0, void());                                                        \
+                                                                                                  \
+        _readyBuffer(total, 1);                                                                   \
+                                                                                                  \
+        int lookback = func_lookback(param1_value);                                               \
+        if (lookback < 0 || lookback >= total) {                                                  \
+            m_discard = total;                                                                    \
+            return;                                                                               \
+        }                                                                                         \
+                                                                                                  \
+        const KRecord *kptr = k.data();                                                           \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(4 * total);                    \
+        double *open = buf.get();                                                                 \
+        double *high = open + total;                                                              \
+        double *low = high + total;                                                               \
+        double *close = low + total;                                                              \
+        for (size_t i = 0; i < total; ++i) {                                                      \
+            open[i] = kptr[i].openPrice;                                                          \
+            high[i] = kptr[i].highPrice;                                                          \
+            low[i] = kptr[i].lowPrice;                                                            \
+            close[i] = kptr[i].closePrice;                                                        \
+        }                                                                                         \
+                                                                                                  \
+        std::unique_ptr<int[]> outbuf = std::make_unique<int[]>(total);                           \
+        int outBegIdx;                                                                            \
+        int outNbElement;                                                                         \
+        m_discard = lookback;                                                                     \
+        func(m_discard, total - 1, open, high, low, close, getParam<double>(#param1), &outBegIdx, \
+             &outNbElement, outbuf.get());                                                        \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);              \
+        auto *dst = this->data() + outBegIdx;                                                     \
+        for (size_t i = 0; i < outNbElement; ++i) {                                               \
+            dst[i] = outbuf[i];                                                                   \
+        }                                                                                         \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func(double p) {                                                            \
+        auto ptr = make_shared<Cls_##func>();                                                     \
+        ptr->setParam<double>(#param1, p);                                                        \
+        ptr->calculate();                                                                         \
+        return Indicator(ptr);                                                                    \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func(const KData &k, double p) {                                            \
+        return Indicator(make_shared<Cls_##func>(k, p));                                          \
+    }
+
+#define TA_HLCV_OUT1_IMP(func, func_lookback)                                           \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                   \
+        setParam<KData>("kdata", k);                                                    \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 1);                                                         \
+        int lookback = func_lookback();                                                 \
+        if (lookback < 0 || lookback >= total) {                                        \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(4 * total);          \
+        double *high = buf.get();                                                       \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        double *vol = close + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+            vol[i] = kptr[i].transCount;                                                \
+        }                                                                               \
+                                                                                        \
+        auto *dst = this->data();                                                       \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        m_discard = lookback;                                                           \
+        func(m_discard, total - 1, high, low, close, vol, &outBegIdx, &outNbElement,    \
+             dst + m_discard);                                                          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func() {                                                          \
+        return make_shared<Cls_##func>()->calculate();                                  \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k) {                                            \
+        return Indicator(make_shared<Cls_##func>(k));                                   \
+    }
+
+#define TA_HL_OUT1_IMP(func, func_lookback)                                                \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                   \
+                                                                                           \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                      \
+        setParam<KData>("kdata", k);                                                       \
+        Cls_##func::_calculate(Indicator());                                               \
+    }                                                                                      \
+                                                                                           \
+    void Cls_##func::_calculate(const Indicator &data) {                                   \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                            \
+                    "The input is ignored because {} depends on the context!", m_name);    \
+                                                                                           \
+        KData k = getContext();                                                            \
+        size_t total = k.size();                                                           \
+        HKU_IF_RETURN(total == 0, void());                                                 \
+                                                                                           \
+        _readyBuffer(total, 1);                                                            \
+        int lookback = func_lookback();                                                    \
+        if (lookback < 0 || lookback >= total) {                                           \
+            m_discard = total;                                                             \
+            return;                                                                        \
+        }                                                                                  \
+                                                                                           \
+        const KRecord *kptr = k.data();                                                    \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * total);             \
+        double *high = buf.get();                                                          \
+        double *low = high + total;                                                        \
+        for (size_t i = 0; i < total; ++i) {                                               \
+            high[i] = kptr[i].highPrice;                                                   \
+            low[i] = kptr[i].lowPrice;                                                     \
+        }                                                                                  \
+                                                                                           \
+        auto *dst = this->data();                                                          \
+        int outBegIdx;                                                                     \
+        int outNbElement;                                                                  \
+        m_discard = lookback;                                                              \
+        func(m_discard, total - 1, high, low, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);       \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func() {                                                             \
+        return make_shared<Cls_##func>()->calculate();                                     \
+    }                                                                                      \
+                                                                                           \
+    Indicator HKU_API func(const KData &k) {                                               \
+        return Indicator(make_shared<Cls_##func>(k));                                      \
+    }
+
+#define TA_CV_OUT1_IMP(func, func_lookback)                                                 \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                    \
+                                                                                            \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                       \
+        setParam<KData>("kdata", k);                                                        \
+        Cls_##func::_calculate(Indicator());                                                \
+    }                                                                                       \
+                                                                                            \
+    void Cls_##func::_calculate(const Indicator &data) {                                    \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                             \
+                    "The input is ignored because {} depends on the context!", m_name);     \
+                                                                                            \
+        KData k = getContext();                                                             \
+        size_t total = k.size();                                                            \
+        HKU_IF_RETURN(total == 0, void());                                                  \
+                                                                                            \
+        _readyBuffer(total, 1);                                                             \
+        int lookback = func_lookback();                                                     \
+        if (lookback < 0 || lookback >= total) {                                            \
+            m_discard = 0;                                                                  \
+            return;                                                                         \
+        }                                                                                   \
+                                                                                            \
+        const KRecord *kptr = k.data();                                                     \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * total);              \
+        double *close = buf.get();                                                          \
+        double *vol = close + total;                                                        \
+        for (size_t i = 0; i < total; ++i) {                                                \
+            close[i] = kptr[i].closePrice;                                                  \
+            vol[i] = kptr[i].transCount;                                                    \
+        }                                                                                   \
+                                                                                            \
+        auto *dst = this->data();                                                           \
+        int outBegIdx;                                                                      \
+        int outNbElement;                                                                   \
+        m_discard = lookback;                                                               \
+        func(m_discard, total - 1, close, vol, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);        \
+    }                                                                                       \
+                                                                                            \
+    Indicator HKU_API func() {                                                              \
+        return make_shared<Cls_##func>()->calculate();                                      \
+    }                                                                                       \
+                                                                                            \
+    Indicator HKU_API func(const KData &k) {                                                \
+        return Indicator(make_shared<Cls_##func>(k));                                       \
+    }
+
+#define TA_HLC_OUT1_IMP(func, func_lookback)                                                      \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {}                                          \
+                                                                                                  \
+    Cls_##func::Cls_##func(const KData &k) : IndicatorImp(#func, 1) {                             \
+        setParam<KData>("kdata", k);                                                              \
+        Cls_##func::_calculate(Indicator());                                                      \
+    }                                                                                             \
+                                                                                                  \
+    void Cls_##func::_calculate(const Indicator &data) {                                          \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                                   \
+                    "The input is ignored because {} depends on the context!", m_name);           \
+                                                                                                  \
+        KData k = getContext();                                                                   \
+        size_t total = k.size();                                                                  \
+        HKU_IF_RETURN(total == 0, void());                                                        \
+                                                                                                  \
+        _readyBuffer(total, 1);                                                                   \
+        int lookback = func_lookback();                                                           \
+        if (lookback < 0 || lookback >= total) {                                                  \
+            m_discard = total;                                                                    \
+            return;                                                                               \
+        }                                                                                         \
+                                                                                                  \
+        const KRecord *kptr = k.data();                                                           \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(3 * total);                    \
+        double *high = buf.get();                                                                 \
+        double *low = high + total;                                                               \
+        double *close = low + total;                                                              \
+        for (size_t i = 0; i < total; ++i) {                                                      \
+            high[i] = kptr[i].highPrice;                                                          \
+            low[i] = kptr[i].lowPrice;                                                            \
+            close[i] = kptr[i].closePrice;                                                        \
+        }                                                                                         \
+                                                                                                  \
+        m_discard = lookback;                                                                     \
+        auto *dst = this->data();                                                                 \
+        int outBegIdx;                                                                            \
+        int outNbElement;                                                                         \
+        func(m_discard, total - 1, high, low, close, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);              \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func() {                                                                    \
+        return make_shared<Cls_##func>()->calculate();                                            \
+    }                                                                                             \
+                                                                                                  \
+    Indicator HKU_API func(const KData &k) {                                                      \
+        return Indicator(make_shared<Cls_##func>(k));                                             \
+    }
+
+#define TA_HLC_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)          \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                 \
+        setParam<int>("n", period);                                                     \
+    }                                                                                   \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 1) {            \
+        setParam<KData>("kdata", k);                                                    \
+        setParam<int>("n", n);                                                          \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_checkParam(const string &name) const {                            \
+        if (name == "n") {                                                              \
+            int n = getParam<int>("n");                                                 \
+            HKU_ASSERT(n >= period_min && n <= period_max);                             \
+        }                                                                               \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 1);                                                         \
+        int n = getParam<int>("n");                                                     \
+        int back = func_lookback(n);                                                    \
+        if (back < 0 || back >= total) {                                                \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(3 * total);          \
+        double *high = buf.get();                                                       \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+        }                                                                               \
+                                                                                        \
+        m_discard = back;                                                               \
+        auto *dst = this->data();                                                       \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        func(m_discard, total - 1, high, low, close, n, &outBegIdx, &outNbElement,      \
+             dst + m_discard);                                                          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(int n) {                                                     \
+        auto p = make_shared<Cls_##func>();                                             \
+        p->setParam<int>("n", n);                                                       \
+        p->calculate();                                                                 \
+        return Indicator(p);                                                            \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k, int n) {                                     \
+        return Indicator(make_shared<Cls_##func>(k, n));                                \
+    }
+
+#define TA_HLCV_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)         \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                 \
+        setParam<int>("n", period);                                                     \
+    }                                                                                   \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 1) {            \
+        setParam<KData>("kdata", k);                                                    \
+        setParam<int>("n", n);                                                          \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_checkParam(const string &name) const {                            \
+        if (name == "n") {                                                              \
+            int n = getParam<int>("n");                                                 \
+            HKU_ASSERT(n >= period_min && n <= period_max);                             \
+        }                                                                               \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 1);                                                         \
+                                                                                        \
+        int n = getParam<int>("n");                                                     \
+        int back = func_lookback(n);                                                    \
+        if (back < 0 || back >= total) {                                                \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(4 * total);          \
+        double *high = buf.get();                                                       \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        double *vol = close + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+            vol[i] = kptr[i].transCount;                                                \
+        }                                                                               \
+                                                                                        \
+        m_discard = back;                                                               \
+        auto *dst = this->data();                                                       \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        func(m_discard, total - 1, high, low, close, vol, n, &outBegIdx, &outNbElement, \
+             dst + m_discard);                                                          \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(int n) {                                                     \
+        auto p = make_shared<Cls_##func>();                                             \
+        p->setParam<int>("n", n);                                                       \
+        p->calculate();                                                                 \
+        return Indicator(p);                                                            \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k, int n) {                                     \
+        return Indicator(make_shared<Cls_##func>(k, n));                                \
+    }
+
+#define TA_HL_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)                 \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                       \
+        setParam<int>("n", period);                                                           \
+    }                                                                                         \
+                                                                                              \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 1) {                  \
+        setParam<KData>("kdata", k);                                                          \
+        setParam<int>("n", n);                                                                \
+        Cls_##func::_calculate(Indicator());                                                  \
+    }                                                                                         \
+                                                                                              \
+    void Cls_##func::_checkParam(const string &name) const {                                  \
+        if (name == "n") {                                                                    \
+            int n = getParam<int>("n");                                                       \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                   \
+        }                                                                                     \
+    }                                                                                         \
+                                                                                              \
+    void Cls_##func::_calculate(const Indicator &data) {                                      \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                               \
+                    "The input is ignored because {} depends on the context!", m_name);       \
+                                                                                              \
+        KData k = getContext();                                                               \
+        size_t total = k.size();                                                              \
+        HKU_IF_RETURN(total == 0, void());                                                    \
+                                                                                              \
+        _readyBuffer(total, 1);                                                               \
+        int n = getParam<int>("n");                                                           \
+        int back = func_lookback(n);                                                          \
+        if (back < 0 || back >= total) {                                                      \
+            m_discard = total;                                                                \
+            return;                                                                           \
+        }                                                                                     \
+                                                                                              \
+        const KRecord *kptr = k.data();                                                       \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * total);                \
+        double *high = buf.get();                                                             \
+        double *low = high + total;                                                           \
+        for (size_t i = 0; i < total; ++i) {                                                  \
+            high[i] = kptr[i].highPrice;                                                      \
+            low[i] = kptr[i].lowPrice;                                                        \
+        }                                                                                     \
+                                                                                              \
+        m_discard = back;                                                                     \
+        auto *dst = this->data();                                                             \
+        int outBegIdx;                                                                        \
+        int outNbElement;                                                                     \
+        func(m_discard, total - 1, high, low, n, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);          \
+    }                                                                                         \
+                                                                                              \
+    Indicator HKU_API func(int n) {                                                           \
+        auto p = make_shared<Cls_##func>();                                                   \
+        p->setParam<int>("n", n);                                                             \
+        p->calculate();                                                                       \
+        return Indicator(p);                                                                  \
+    }                                                                                         \
+                                                                                              \
+    Indicator HKU_API func(const KData &k, int n) {                                           \
+        return Indicator(make_shared<Cls_##func>(k, n));                                      \
+    }
+
+#define TA_HL_OUT2_N_IMP(func, func_lookback, period, period_min, period_max)                 \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 2) {                                       \
+        setParam<int>("n", period);                                                           \
+    }                                                                                         \
+                                                                                              \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 2) {                  \
+        setParam<KData>("kdata", k);                                                          \
+        setParam<int>("n", n);                                                                \
+        Cls_##func::_calculate(Indicator());                                                  \
+    }                                                                                         \
+                                                                                              \
+    void Cls_##func::_checkParam(const string &name) const {                                  \
+        if (name == "n") {                                                                    \
+            int n = getParam<int>("n");                                                       \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                   \
+        }                                                                                     \
+    }                                                                                         \
+                                                                                              \
+    void Cls_##func::_calculate(const Indicator &data) {                                      \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                               \
+                    "The input is ignored because {} depends on the context!", m_name);       \
+                                                                                              \
+        KData k = getContext();                                                               \
+        size_t total = k.size();                                                              \
+        HKU_IF_RETURN(total == 0, void());                                                    \
+                                                                                              \
+        _readyBuffer(total, 2);                                                               \
+        int n = getParam<int>("n");                                                           \
+        int back = func_lookback(n);                                                          \
+        if (back < 0 || back >= total) {                                                      \
+            m_discard = total;                                                                \
+            return;                                                                           \
+        }                                                                                     \
+                                                                                              \
+        const KRecord *kptr = k.data();                                                       \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * total);                \
+        double *high = buf.get();                                                             \
+        double *low = high + total;                                                           \
+        for (size_t i = 0; i < total; ++i) {                                                  \
+            high[i] = kptr[i].highPrice;                                                      \
+            low[i] = kptr[i].lowPrice;                                                        \
+        }                                                                                     \
+                                                                                              \
+        m_discard = back;                                                                     \
+        auto *dst0 = this->data(0);                                                           \
+        auto *dst1 = this->data(1);                                                           \
+        int outBegIdx;                                                                        \
+        int outNbElement;                                                                     \
+        func(m_discard, total - 1, high, low, n, &outBegIdx, &outNbElement, dst0 + m_discard, \
+             dst1 + m_discard);                                                               \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);          \
+    }                                                                                         \
+                                                                                              \
+    Indicator HKU_API func(int n) {                                                           \
+        auto p = make_shared<Cls_##func>();                                                   \
+        p->setParam<int>("n", n);                                                             \
+        p->calculate();                                                                       \
+        return Indicator(p);                                                                  \
+    }                                                                                         \
+                                                                                              \
+    Indicator HKU_API func(const KData &k, int n) {                                           \
+        return Indicator(make_shared<Cls_##func>(k, n));                                      \
+    }
+
+#define TA_HLC_OUT3_N_IMP(func, func_lookback, period, period_min, period_max)          \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 3) {                                 \
+        setParam<int>("n", period);                                                     \
+    }                                                                                   \
+                                                                                        \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 3) {            \
+        setParam<KData>("kdata", k);                                                    \
+        setParam<int>("n", n);                                                          \
+        Cls_##func::_calculate(Indicator());                                            \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_checkParam(const string &name) const {                            \
+        if (name == "n") {                                                              \
+            int n = getParam<int>("n");                                                 \
+            HKU_ASSERT(n >= period_min && n <= period_max);                             \
+        }                                                                               \
+    }                                                                                   \
+                                                                                        \
+    void Cls_##func::_calculate(const Indicator &data) {                                \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                         \
+                    "The input is ignored because {} depends on the context!", m_name); \
+                                                                                        \
+        KData k = getContext();                                                         \
+        size_t total = k.size();                                                        \
+        HKU_IF_RETURN(total == 0, void());                                              \
+                                                                                        \
+        _readyBuffer(total, 3);                                                         \
+        int n = getParam<int>("n");                                                     \
+        int back = func_lookback(n);                                                    \
+        if (back < 0 || back >= total) {                                                \
+            m_discard = total;                                                          \
+            return;                                                                     \
+        }                                                                               \
+                                                                                        \
+        const KRecord *kptr = k.data();                                                 \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(3 * total);          \
+        double *high = buf.get();                                                       \
+        double *low = high + total;                                                     \
+        double *close = low + total;                                                    \
+        for (size_t i = 0; i < total; ++i) {                                            \
+            high[i] = kptr[i].highPrice;                                                \
+            low[i] = kptr[i].lowPrice;                                                  \
+            close[i] = kptr[i].closePrice;                                              \
+        }                                                                               \
+                                                                                        \
+        auto *dst0 = this->data(0);                                                     \
+        auto *dst1 = this->data(1);                                                     \
+        auto *dst2 = this->data(2);                                                     \
+        m_discard = back;                                                               \
+        int outBegIdx;                                                                  \
+        int outNbElement;                                                               \
+        func(m_discard, total - 1, high, low, close, n, &outBegIdx, &outNbElement,      \
+             dst0 + m_discard, dst1 + m_discard, dst2 + m_discard);                     \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);    \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(int n) {                                                     \
+        auto p = make_shared<Cls_##func>();                                             \
+        p->setParam<int>("n", n);                                                       \
+        p->calculate();                                                                 \
+        return Indicator(p);                                                            \
+    }                                                                                   \
+                                                                                        \
+    Indicator HKU_API func(const KData &k, int n) {                                     \
+        return Indicator(make_shared<Cls_##func>(k, n));                                \
+    }
+
+#define TA_OC_OUT1_N_IMP(func, func_lookback, period, period_min, period_max)                   \
+    Cls_##func::Cls_##func() : IndicatorImp(#func, 1) {                                         \
+        setParam<int>("n", period);                                                             \
+    }                                                                                           \
+                                                                                                \
+    Cls_##func::Cls_##func(const KData &k, int n) : IndicatorImp(#func, 1) {                    \
+        setParam<KData>("kdata", k);                                                            \
+        setParam<int>("n", n);                                                                  \
+        Cls_##func::_calculate(Indicator());                                                    \
+    }                                                                                           \
+                                                                                                \
+    void Cls_##func::_checkParam(const string &name) const {                                    \
+        if (name == "n") {                                                                      \
+            int n = getParam<int>("n");                                                         \
+            HKU_ASSERT(n >= period_min && n <= period_max);                                     \
+        }                                                                                       \
+    }                                                                                           \
+                                                                                                \
+    void Cls_##func::_calculate(const Indicator &data) {                                        \
+        HKU_WARN_IF(!isLeaf() && !data.empty(),                                                 \
+                    "The input is ignored because {} depends on the context!", m_name);         \
+                                                                                                \
+        KData k = getContext();                                                                 \
+        size_t total = k.size();                                                                \
+        HKU_IF_RETURN(total == 0, void());                                                      \
+                                                                                                \
+        _readyBuffer(total, 1);                                                                 \
+        int n = getParam<int>("n");                                                             \
+        int back = func_lookback(n);                                                            \
+        if (back < 0 || back >= total) {                                                        \
+            m_discard = total;                                                                  \
+            return;                                                                             \
+        }                                                                                       \
+                                                                                                \
+        const KRecord *kptr = k.data();                                                         \
+        std::unique_ptr<double[]> buf = std::make_unique<double[]>(2 * total);                  \
+        double *open = buf.get();                                                               \
+        double *close = open + total;                                                           \
+        for (size_t i = 0; i < total; ++i) {                                                    \
+            open[i] = kptr[i].openPrice;                                                        \
+            close[i] = kptr[i].closePrice;                                                      \
+        }                                                                                       \
+                                                                                                \
+        auto *dst = this->data();                                                               \
+        m_discard = back;                                                                       \
+        int outBegIdx;                                                                          \
+        int outNbElement;                                                                       \
+        func(m_discard, total - 1, open, close, n, &outBegIdx, &outNbElement, dst + m_discard); \
+        HKU_ASSERT((outBegIdx == m_discard) && (outBegIdx + outNbElement) <= total);            \
+    }                                                                                           \
+                                                                                                \
+    Indicator HKU_API func(int n) {                                                             \
+        auto p = make_shared<Cls_##func>();                                                     \
+        p->setParam<int>("n", n);                                                               \
+        p->calculate();                                                                         \
+        return Indicator(p);                                                                    \
+    }                                                                                           \
+                                                                                                \
+    Indicator HKU_API func(const KData &k, int n) {                                             \
+        return Indicator(make_shared<Cls_##func>(k, n));                                        \
+    }