hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

@@ -0,0 +1,27 @@
+/*
+ * RSI.h
+ *
+ *   Created on: 2023年09月23日
+ *       Author: yangrq1018
+ */
+#pragma once
+#ifndef INDICATOR_CRT_RSI_H_
+#define INDICATOR_CRT_RSI_H_
+
+#include "../Indicator.h"
+#include "REF.h"
+#include "EMA.h"
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 相对强弱指数
+ * @ingroup Indicator
+ */
+Indicator HKU_API RSI(int n = 14);
+Indicator HKU_API RSI(const Indicator& data, int n = 14);
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_RSI_H_ */

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

@@ -0,0 +1,79 @@
+/*
+ * SAFTYLOSS.h
+ *
+ *  Created on: 2013-4-12
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef SAFTYLOSS_H_
+#define SAFTYLOSS_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 亚历山大 艾尔德安全地带止损
+ * @details
+ * <pre>
+ * 参见《走进我的交易室》（2007年 地震出版社） 亚历山大.艾尔德(Alexander Elder) P202
+ * 计算说明：在回溯周期内（一般为10到20天），将所有向下穿越的长度相加除以向下穿越的次数，
+ *         得到噪音均值（即回溯期内所有最低价低于前一日最低价的长度除以次数），并用今日
+ *         最低价减去（前日噪音均值乘以一个倍数）得到该止损线。为了抵消波动并且保证止损线的
+ *         上移，在上述结果的基础上再取起N日（一般为3天）内的最高值
+ * </pre>
+ * @note：返回结果中前（回溯周期宽度＋去最高值的宽度）个点是无效的
+ * @param n1 计算平均噪音的回溯时间窗口，默认为10天
+ * @param n2 对初步止损线去n2日内的最高值，默认为3
+ * @param p 噪音系数，默认为2
+ * @ingroup Indicator
+ */
+Indicator HKU_API SAFTYLOSS(int n1 = 10, int n2 = 3, double p = 2.0);
+Indicator HKU_API SAFTYLOSS(const IndParam& n1, const IndParam& n2, double p = 2.0);
+Indicator HKU_API SAFTYLOSS(const IndParam& n1, const IndParam& n2, const IndParam& p);
+
+/**
+ * 亚历山大 艾尔德安全地带止损
+ * @details
+ * <pre>
+ * 参见《走进我的交易室》（2007年 地震出版社） 亚历山大.艾尔德(Alexander Elder) P202
+ * 计算说明：在回溯周期内（一般为10到20天），将所有向下穿越的长度相加除以向下穿越的次数，
+ *         得到噪音均值（即回溯期内所有最低价低于前一日最低价的长度除以次数），并用今日
+ *         最低价减去（前日噪音均值乘以一个倍数）得到该止损线。为了抵消波动并且保证止损线的
+ *         上移，在上述结果的基础上再取起N日（一般为3天）内的最高值
+ * </pre>
+ * @note：返回结果中前（回溯周期宽度＋去最高值的宽度）个点是无效的
+ * @param data 输入数据，单一输入
+ * @param n1 计算平均噪音的回溯时间窗口，默认为10天
+ * @param n2 对初步止损线去n2日内的最高值，默认为3
+ * @param p 噪音系数，默认为2
+ * @ingroup Indicator
+ */
+inline Indicator SAFTYLOSS(const Indicator& data, int n1 = 10, int n2 = 3, double p = 2.0) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const IndParam& n1, const IndParam& n2,
+                           double p = 2.0) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const IndParam& n1, const IndParam& n2,
+                           const IndParam& p) {
+    return SAFTYLOSS(n1, n2, p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const Indicator& n1, const Indicator& n2,
+                           double p = 2.0) {
+    return SAFTYLOSS(IndParam(n1), IndParam(n2), p)(data);
+}
+
+inline Indicator SAFTYLOSS(const Indicator& data, const Indicator& n1, const Indicator& n2,
+                           const Indicator& p) {
+    return SAFTYLOSS(IndParam(n1), IndParam(n2), IndParam(p))(data);
+}
+
+}  // namespace hku
+
+#endif /* SAFTYLOSS_H_ */

hikyuu/include/hikyuu/indicator/crt/SGN.h

@@ -0,0 +1,34 @@
+/*
+ * SGN.h
+ *
+ *  Created on: 2019年4月1日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SGN_H_
+#define INDICATOR_CRT_SGN_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 求符号值, SGN(X)，当 X>0, X=0, X<0分别返回 1, 0, -1。
+ * @ingroup Indicator
+ */
+Indicator HKU_API SGN();
+Indicator SGN(Indicator::value_t);
+Indicator SGN(const Indicator& ind);
+
+inline Indicator SGN(const Indicator& ind) {
+    return SGN()(ind);
+}
+
+inline Indicator SGN(Indicator::value_t val) {
+    return SGN(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SGN_H_ */

hikyuu/include/hikyuu/indicator/crt/SIN.h

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

hikyuu/include/hikyuu/indicator/crt/SLICE.h

@@ -0,0 +1,44 @@
+/*
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2022-02-27
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 获取 PriceList 中指定范围 [start, end) 的数据
+ * @param data 源数据
+ * @param start 起始范围，可为负数
+ * @param end 终止范围（不包含本身），可为负数
+ * @ingroup Indicator
+ */
+Indicator HKU_API SLICE(const PriceList& data, int64_t start, int64_t end);
+
+/**
+ * 获取某指标中指定范围的数据
+ * @param start 起始范围，可为负数
+ * @param end 终止范围（不包含本身），可为负数
+ * @param result_index 源数据中指定的结果集, 小于0时表示全部
+ * @ingroup Indicator
+ */
+Indicator HKU_API SLICE(int64_t start, int64_t end, int result_index = -1);
+
+/**
+ * 获取某指标中指定范围的数据
+ * @param ind 源数据
+ * @param start 起始范围，可为负数
+ * @param end 终止范围（不包含本身），可为负数
+ * @param result_index 源数据中指定的结果集，小于0时表示全部
+ * @ingroup Indicator
+ */
+inline Indicator SLICE(const Indicator& ind, int64_t start, int64_t end, int result_index = -1) {
+    return SLICE(start, end, result_index)(ind);
+}
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/SLOPE.h

@@ -0,0 +1,44 @@
+/*
+ *  Copyright (c) 2023 hikyuu.org
+ *
+ *  Created on: 2023-11-09
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SLOPE_H_
+#define INDICATOR_CRT_SLOPE_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 计算线性回归斜率，N支持变量
+ * @param n 时间窗口
+ * @return Indicator
+ */
+Indicator HKU_API SLOPE(int n = 22);
+Indicator HKU_API SLOPE(const IndParam& n);
+
+/**
+ * 计算线性回归斜率，N支持变量
+ * @param ind 待计算指标
+ * @param n 时间窗口
+ * @return Indicator
+ */
+inline Indicator SLOPE(const Indicator& ind, int n = 22) {
+    return SLOPE(n)(ind);
+}
+
+inline Indicator HKU_API SLOPE(const Indicator& ind, const IndParam& n) {
+    return SLOPE(n)(ind);
+}
+
+inline Indicator SLOPE(const Indicator& ind, const Indicator& n) {
+    return SLOPE(IndParam(n))(ind);
+}
+
+}  // namespace hku
+
+#endif

hikyuu/include/hikyuu/indicator/crt/SMA.h

@@ -0,0 +1,72 @@
+/*
+ * SMA.h
+ *
+ *  Created on: 2015年2月16日
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SMA_H_
+#define INDICATOR_CRT_SMA_H_
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * 求移动平均
+ * @details
+ * <pre>
+ * 用法：若Y=SMA(X,N,M) 则 Y=[M*X+(N-M)*Y')/N,其中Y'表示上一周期Y值
+ * </pre>
+ * @param n 计算均值的周期窗口，必须为大于0的整数
+ * @param m 系数
+ * @ingroup Indicator
+ */
+Indicator HKU_API SMA(int n = 22, double m = 2.0);
+Indicator HKU_API SMA(int, const IndParam& m);
+Indicator HKU_API SMA(const IndParam& n, double m = 2.0);
+Indicator HKU_API SMA(const IndParam& n, const IndParam& m);
+
+/**
+ * 求移动平均
+ * @details
+ * <pre>
+ * 用法：若Y=SMA(X,N,M) 则 Y=[M*X+(N-M)*Y')/N,其中Y'表示上一周期Y值
+ * </pre>
+ * @param ind 待计算的数据
+ * @param n 计算均值的周期窗口，必须为大于0的整数
+ * @param m 系数
+ * @ingroup Indicator
+ */
+inline Indicator SMA(const Indicator& ind, int n = 22, double m = 2.0) {
+    return SMA(n, m)(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, int n, const IndParam& m) {
+    return SMA(n, m)(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, const IndParam& n, double m = 2.0) {
+    return SMA(n, m)(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, const IndParam& n, const IndParam& m) {
+    return SMA(n, m)(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, int n, const Indicator& m) {
+    return SMA(n, IndParam(m))(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, const Indicator& n, double m = 2.0) {
+    return SMA(IndParam(n), m)(ind);
+}
+
+inline Indicator SMA(const Indicator& ind, const Indicator& n, const Indicator& m) {
+    return SMA(IndParam(n), IndParam(m))(ind);
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SMA_H_ */

hikyuu/include/hikyuu/indicator/crt/SPEARMAN.h

@@ -0,0 +1,25 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-10
+ *      Author: fasiondog
+ */
+
+#pragma once
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * Spearman 相关系数
+ * @param ind 指标1
+ * @param ref_ind 指标2
+ * @param n 滚动窗口(大于2 或 等于0)，等于0时，代表 n 实际使用 ind 的长度
+ * @param fill_null 填充缺失值
+ * @ingroup Indicator
+ */
+Indicator HKU_API SPEARMAN(const Indicator& ind, const Indicator& ref_ind, int n = 0,
+                           bool fill_null = true);
+Indicator HKU_API SPEARMAN(const Indicator& ref_ind, int n = 0, bool fill_null = true);
+
+}  // namespace hku

hikyuu/include/hikyuu/indicator/crt/SQRT.h

@@ -0,0 +1,41 @@
+/*
+ * SQRT.h
+ *
+ *  Copyright (c) 2019 hikyuu.org
+ *
+ *  Created on: 2019-4-14
+ *      Author: fasiondog
+ */
+
+#pragma once
+#ifndef INDICATOR_CRT_SQRT_H_
+#define INDICATOR_CRT_SQRT_H_
+
+#include "CVAL.h"
+
+namespace hku {
+
+/**
+ * 开平方
+ * @details
+ * <pre>
+ * 用法：SQRT(X)为X的平方根
+ * 例如：SQRT(CLOSE)收盘价的平方根
+ * </pre>
+ * @ingroup Indicator
+ */
+Indicator HKU_API SQRT();
+Indicator SQRT(Indicator::value_t);
+Indicator SQRT(const Indicator& ind);
+
+inline Indicator SQRT(const Indicator& ind) {
+    return SQRT()(ind);
+}
+
+inline Indicator SQRT(Indicator::value_t val) {
+    return SQRT(CVAL(val));
+}
+
+}  // namespace hku
+
+#endif /* INDICATOR_CRT_SQRT_H_ */