hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/include/hikyuu/indicator/crt/CEILING.h

@@ -0,0 +1,38 @@
+/*
+ * CEILING.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-15
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_CEIL_H_
+#define INDICATOR_CRT_CEIL_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 向上舍入 (向数值增大方向舍入)
+ * 用法：CEILING(A)返回沿A数值增大方向最接近的整数
+ * 例如：CEILING(12.3)求得13；CEILING(-3.5)求得-3
+ * @ingroup Indicator
+ */
+Indicator HKU_API CEILING();
+Indicator CEILING(Indicator::value_t);
+Indicator CEILING(const Indicator& ind);
+
+inline Indicator CEILING(const Indicator& ind) {
+    return CEILING()(ind);
+}
+
+inline Indicator CEILING(Indicator::value_t val) {
+    return CEILING(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_CEIL_H_ */

hikyuu/include/hikyuu/indicator/crt/CONTEXT.h

@@ -0,0 +1,36 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-12-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 独立上下文指标
+ * @param ind 待包装指标
+ * @param fill_null 是否填充空值，默认为 false
+ * @param use_self_ktype 使用自身独立上下文的K线类型，否则计算时将使用计算上下文中K线类型
+ * @param use_self_recover_type 使用自身独立上下文的复权类型，否则计算时将使用计算上下文中的复权类型
+ * @ingroup Indicator
+ */
+Indicator HKU_API CONTEXT(const Indicator& ind, bool fill_null = false, bool use_self_ktype = false,
+                          bool use_self_recover_type = false);
+Indicator HKU_API CONTEXT(bool fill_null = false, bool use_self_ktype = false,
+                          bool use_self_recover_type = false);
+
+/**
+ * 获取指标上下文
+ * @note Indicator::getContext()方法获取的是当前的上下文，但对于 CONTEXT
+ * 独立上下文指标无法获取其指定的独立上下文，需用此方法获取
+ * @param ind
+ * @return KData
+ */
+KData HKU_API CONTEXT_K(const Indicator& ind);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/CORR.h

@@ -0,0 +1,26 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算样本相关系数与协方差。返回的结果集中，第一个为相关系数，第二个为协方差
+ * @param ind1 指标1
+ * @param ind2 指标2
+ * @param n 滚动窗口 （大于2或等于0），等于0时使用输入的ind实际长度。
+ * @param fill_null 日期对齐时，缺失日期填充 nan 值
+ * @ingroup Indicator
+ */
+Indicator HKU_API CORR(const Indicator& ind1, const Indicator& ind2, int n = 10,
+                       bool fill_null = true);
+Indicator HKU_API CORR(const Indicator& ref_ind, int n = 10, bool fill_null = true);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/COS.h

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

hikyuu/include/hikyuu/indicator/crt/COST.h

@@ -0,0 +1,37 @@
+/*
+ * COST.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-19
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_COST_H_
+#define INDICATOR_CRT_COST_H_
+
+#include "KDATA.h"
+
+namespace hku {
+
+/**
+ * 成本分布
+ * @details
+ * <pre>
+ * 用法：COST(k, X) 表示X%获利盘的价格是多少
+ * 例如：COST(k, 10),表示10%获利盘的价格是多少，即有10%的持仓量在该价格以下，
+ *       其余90%在该价格以上，为套牢盘 该函数仅对日线分析周期有效
+ * </pre>
+ * @param k 关联的K线数据
+ * @param x X%获利盘
+ * @ingroup Indicator
+ */
+Indicator HKU_API COST(const KData& k, double x = 10.0);
+Indicator HKU_API COST(double x = 10.0);
+
+Indicator HKU_API COST2(const KData& k, double x = 10.0);
+Indicator HKU_API COST2(double x = 10.0);
+
+}  // namespace hku
+#endif /* INDICATOR_CRT_COST_H_ */

hikyuu/include/hikyuu/indicator/crt/COUNT.h

@@ -0,0 +1,54 @@
+/*
+ * COUNT.h
+ *
+ *  Created on: 2019-3-25
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_COUNT_H_
+#define INDICATOR_CRT_COUNT_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 统计总数 统计满足条件的周期数。
+ * @details
+ * <pre>
+ * 用法：COUNT(X,N),统计N周期中满足X条件的周期数,若N=0则从第一个有效值开始。
+ * 例如：COUNT(CLOSE>OPEN,20)表示统计20周期内收阳的周期数
+ * </pre>
+ * @param n 周期数
+ * @ingroup Indicator
+ */
+Indicator HKU_API COUNT(int n = 20);
+Indicator HKU_API COUNT(const IndParam& n);
+
+/**
+ * 统计总数 统计满足条件的周期数。
+ * @details
+ * <pre>
+ * 用法：COUNT(X,N),统计N周期中满足X条件的周期数,若N=0则从第一个有效值开始。
+ * 例如：COUNT(CLOSE>OPEN,20)表示统计20周期内收阳的周期数
+ * </pre>
+ * @param ind 待统计指标
+ * @param n 周期数
+ * @ingroup Indicator
+ */
+inline Indicator HKU_API COUNT(const Indicator& ind, int n = 20) {
+    return COUNT(n)(ind);
+}
+
+inline Indicator HKU_API COUNT(const Indicator& ind, const IndParam& n) {
+    return COUNT(n)(ind);
+}
+
+inline Indicator HKU_API COUNT(const Indicator& ind, const Indicator& n) {
+    return COUNT(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_COUNT_H_ */

hikyuu/include/hikyuu/indicator/crt/CROSS.h

@@ -0,0 +1,48 @@
+/*
+ * CROSS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_CROSS_H_
+#define INDICATOR_CRT_CROSS_H_
+
+#include "CVAL.h"
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 两条线交叉, CROSS(A，B)　表示当A从下方向上穿过B时返回1，否则返回0。
+ * @ingroup Indicator
+ */
+Indicator CROSS(const Indicator& x, const Indicator& y);
+Indicator CROSS(const Indicator& x, Indicator::value_t);
+Indicator CROSS(Indicator::value_t, const Indicator& y);
+Indicator CROSS(Indicator::value_t, Indicator::value_t);
+
+inline Indicator CROSS(const Indicator& x, const Indicator& y) {
+    Indicator result = (REF(x, 1) < REF(y, 1)) & (x > y);
+    result.name("CROSS");
+    return result;
+}
+
+inline Indicator CROSS(const Indicator& x, Indicator::value_t y) {
+    return CROSS(x, CVAL(x, y));
+}
+
+inline Indicator CROSS(Indicator::value_t x, const Indicator& y) {
+    return CROSS(CVAL(y, x), y);
+}
+
+inline Indicator CROSS(Indicator::value_t x, Indicator::value_t y) {
+    return CROSS(CVAL(x), CVAL(y));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_NDAY_H_ */

hikyuu/include/hikyuu/indicator/crt/CVAL.h

@@ -0,0 +1,35 @@
+/*
+ * CVAL.h
+ *
+ *  Created on: 2017-6-25
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef CVAL_H_
+#define CVAL_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 创建一个指定长度的常数指标
+ * @param value 常量
+ * @param discard 抛弃数量，默认0
+ * @ingroup Indicator
+ */
+Indicator HKU_API CVAL(double value, size_t discard=0);
+
+/**
+ * 创建一个常数指标，其长度和输入的ind相同，其值固定为指定value
+ * @param ind 待计算的数据
+ * @param value 常量
+ * @param discard 抛弃数量，默认0
+ * @ingroup Indicator
+ */
+Indicator HKU_API CVAL(const Indicator& ind, double value = 0.0, int discard = 0);
+
+} /* namespace */
+
+#endif /* CVAL_H_ */

hikyuu/include/hikyuu/indicator/crt/CYCLE.h

@@ -0,0 +1,27 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/indicator/Indicator.h"
+
+namespace hku {
+
+/**
+ * PF调仓周期指标，主要用于PF调仓日验证，及作为SG
+ * @param k 关联的K线数据
+ * @param adjust_cycle 调仓周期，默认为1
+ * @param adjust_mode 调仓方式，默认为"query" day|week|month|quarter|year|query
+ * @param delay_to_trading_day 延迟至交易日，当调仓日为非交易日时，自动延迟至下一个交易日作为调仓日
+ * @ingroup Indicator
+ */
+Indicator CYCLE(const KData& k, int adjust_cycle = 1, const string& adjust_mode = "query",
+                bool delay_to_trading_day = true);
+Indicator CYCLE(int adjust_cycle = 1, const string& adjust_mode = "query",
+                bool delay_to_trading_day = true);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/DECLINE.h

@@ -0,0 +1,34 @@
+/*
+ * DECLINE.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-6-3
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DECLINE_H_
+#define INDICATOR_CRT_DECLINE_H_
+
+#include "../Indicator.h"
+#include "../../StockTypeInfo.h"
+
+namespace hku {
+
+/**
+ * 下跌家数。当存在指定上下文且 ignore_context 为 false 时，将忽略 query, market, stk_type 参数。
+ * @param query 查询条件
+ * @param market 所属市场，等于 "" 时，获取所有市场
+ * @param stk_type 证券类型, 大于 constant.STOCKTYPE_TMP 时，获取所有类型证券
+ * @param ignore_context 是否忽略上下文。忽略时，强制使用 query, market, stk_type 参数。
+ * @param fill_null 日期对齐时，缺失数据填充 nan 值
+ * @ingroup Indicator
+ */
+Indicator HKU_API DECLINE(const KQuery& query = KQueryByIndex(-100), const string& market = "SH",
+                          int stk_type = STOCKTYPE_A, bool ignore_context = false,
+                          bool fill_null = true);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DECLINE_H_ */

hikyuu/include/hikyuu/indicator/crt/DEVSQ.h

@@ -0,0 +1,40 @@
+/*
+ * DEVSQ.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DEVSQ_H_
+#define INDICATOR_CRT_DEVSQ_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 数据偏差平方和，求X的N日数据偏差平方和
+ * @param n N日时间窗口
+ * @ingroup Indicator
+ */
+Indicator HKU_API DEVSQ(int n = 10);
+Indicator HKU_API DEVSQ(const IndParam& n);
+
+inline Indicator DEVSQ(const Indicator& data, int n = 10) {
+    return DEVSQ(n)(data);
+}
+
+inline Indicator DEVSQ(const Indicator& data, const IndParam& n) {
+    return DEVSQ(n)(data);
+}
+
+inline Indicator DEVSQ(const Indicator& data, const Indicator& n) {
+    return DEVSQ(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DEVSQ_H_ */

hikyuu/include/hikyuu/indicator/crt/DIFF.h

@@ -0,0 +1,31 @@
+/*
+ * DIFF.h
+ *
+ *  Created on: 2013-4-18
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef DIFF_H_
+#define DIFF_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 差分指标，即data[i] - data[i-1]
+ * @ingroup Indicator
+ */
+Indicator HKU_API DIFF();
+
+/**
+ * 差分指标，即data[i] - data[i-1]
+ * @param data 待计算数据
+ * @ingroup Indicator
+ */
+Indicator HKU_API DIFF(const Indicator& data);
+
+}  // namespace hku
+
+#endif /* DIFF_H_ */

hikyuu/include/hikyuu/indicator/crt/DISCARD.h

@@ -0,0 +1,27 @@
+/*
+ * COS.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-1
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DISCARD_H_
+#define INDICATOR_CRT_DISCARD_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/** 以指标公式的方式设置抛弃值 */
+Indicator HKU_API DISCARD(int discard);
+
+inline Indicator DISCARD(const Indicator& ind, int discard) {
+    return DISCARD(discard)(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DISCARD_H_ */

hikyuu/include/hikyuu/indicator/crt/DMA.h

@@ -0,0 +1,35 @@
+/*
+ * DMA.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2015-5-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DMA_H_
+#define INDICATOR_CRT_DMA_H_
+
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 动态移动平均
+ * @details
+ * <pre>
+ * 用法：DMA(X,A),求X的动态移动平均。
+ * 算法：若Y=DMA(X,A) 则 Y=A*X+(1-A)*Y',其中Y'表示上一周期Y值。
+ * 例如：DMA(CLOSE,VOL/CAPITAL)表示求以换手率作平滑因子的平均价
+ * </pre>
+ * @param x 待计算的数据
+ * @param a 动态系数
+ * @param fill_null 日期对齐时缺失数据填充nan值
+ * @ingroup Indicator
+ */
+Indicator HKU_API DMA(const Indicator& x, const Indicator& a, bool fill_null = true);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DMA_H_ */

hikyuu/include/hikyuu/indicator/crt/DOWNNDAY.h

@@ -0,0 +1,43 @@
+/*
+ * DOWNNDAY.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-5-2
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DOWNNDAY_H_
+#define INDICATOR_CRT_DOWNNDAY_H_
+
+#include "EVERY.h"
+#include "REF.h"
+
+namespace hku {
+
+/**
+ * 连跌周期, DOWNNDAY(CLOSE,M)表示连跌M个周期
+ * @ingroup Indicator
+ */
+inline Indicator DOWNNDAY(const Indicator& ind, int n = 3) {
+    Indicator result = EVERY(REF(ind, 1) > ind, n);
+    result.name("DOWNNDAY");
+    return result;
+}
+
+inline Indicator DOWNNDAY(const Indicator& ind, const Indicator& n) {
+    Indicator result = EVERY(REF(ind, 1) > ind, n);
+    result.name("DOWNNDAY");
+    return result;
+}
+
+inline Indicator DOWNNDAY(const Indicator& ind, const IndParam& n) {
+    Indicator result = EVERY(REF(ind, 1) > ind, n.get());
+    result.name("DOWNNDAY");
+    return result;
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DOWNNDAY_H_ */

hikyuu/include/hikyuu/indicator/crt/DROPNA.h

@@ -0,0 +1,31 @@
+/*
+ * DROPNA.h
+ *
+ *  Copyright (c) 2019, hikyuu.org
+ *
+ *  Created on: 2019-5-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_DROPNA_H_
+#define INDICATOR_CRT_DROPNA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 删除nan值
+ * @ingroup Indicator
+ */
+Indicator HKU_API DROPNA();
+Indicator DROPNA(const Indicator& ind);
+
+inline Indicator DROPNA(const Indicator& ind) {
+    return DROPNA()(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_DROPNA_H_ */

hikyuu/include/hikyuu/indicator/crt/EMA.h

@@ -0,0 +1,44 @@
+/*
+ * EMA.h
+ *
+ *  Created on: 2013-4-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef EMA_H_
+#define EMA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 指数移动平均线(Exponential Moving Average)
+ * @param n 计算均值的周期窗口，必须为大于0的整数
+ * @ingroup Indicator
+ */
+Indicator HKU_API EMA(int n = 22);
+Indicator HKU_API EMA(const IndParam& n);
+
+/**
+ * 指数移动平均线(Exponential Moving Average)
+ * @param data 待计算的源数据
+ * @param n 计算均值的周期窗口，必须为大于0的整数
+ * @ingroup Indicator
+ */
+inline Indicator HKU_API EMA(const Indicator& data, int n = 22) {
+    return EMA(n)(data);
+}
+
+inline Indicator HKU_API EMA(const Indicator& data, const IndParam& n) {
+    return EMA(n)(data);
+}
+
+inline Indicator HKU_API EMA(const Indicator& data, const Indicator& n) {
+    return EMA(IndParam(n))(data);
+}
+
+}  // namespace hku
+
+#endif /* EMA_H_ */

hikyuu/include/hikyuu/indicator/crt/EVERY.h

@@ -0,0 +1,44 @@
+/*
+ * EVERY.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-28
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_EVERY_H_
+#define INDICATOR_CRT_EVERY_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 一直存在
+ * @details
+ * <pre>
+ * 用法：EVERY (X,N) 表示条件X在N周期一直存在
+ * 例如：EVERY(CLOSE>OPEN,10) 表示前10日内一直是阳线
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API EVERY(int n = 20);
+Indicator HKU_API EVERY(const IndParam& n);
+
+inline Indicator EVERY(const Indicator& ind, int n = 20) {
+    return EVERY(n)(ind);
+}
+
+inline Indicator EVERY(const Indicator& ind, const IndParam& n) {
+    return EVERY(n)(ind);
+}
+
+inline Indicator EVERY(const Indicator& ind, const Indicator& n) {
+    return EVERY(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_EVERY_H_ */