fixed DMA

hikyuu_cpp/hikyuu/indicator/crt/DMA.h

@@ -27,13 +27,7 @@ namespace hku {
  * @param a 动态系数
  * @ingroup Indicator
  */
-Indicator DMA(const Indicator& ind1, const Indicator& a);
-
-inline Indicator DMA(const Indicator& ind1, const Indicator& a) {
-    Indicator dma = a * ind1 + (1 - a) * REF(ind1, 1);
-    dma.name("DMA");
-    return dma;
-}
+Indicator HKU_API DMA(const Indicator& x, const Indicator& a);
 
 }  // namespace hku
 

hikyuu_cpp/hikyuu/indicator/imp/IDma.cpp

@@ -0,0 +1,59 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-03-10
+ *      Author: fasiondog
+ */
+
+#include "hikyuu/indicator/crt/ALIGN.h"
+#include "IDma.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::IDma)
+#endif
+
+namespace hku {
+
+IDma::IDma() : IndicatorImp("DMA") {}
+
+IDma::IDma(const Indicator& ref_ind) : IndicatorImp("DMA"), m_ref_a(ref_ind) {}
+
+IDma::~IDma() {}
+
+void IDma::_checkParam(const string& name) const {}
+
+IndicatorImpPtr IDma::_clone() {
+    auto p = make_shared<IDma>();
+    p->m_ref_a = m_ref_a.clone();
+    return p;
+}
+
+void IDma::_calculate(const Indicator& ind) {
+    auto k = getContext();
+    m_ref_a.setContext(k);
+    Indicator ref = m_ref_a;
+    if (m_ref_a.size() != ind.size()) {
+        ref = ALIGN(m_ref_a, ind);
+    }
+
+    size_t total = ind.size();
+    _readyBuffer(total, 1);
+    HKU_IF_RETURN(total == 0, void());
+
+    m_discard = std::max(ind.discard(), ref.discard());
+    auto* y = this->data();
+    const auto* a = ref.data();
+    const auto* x = ind.data();
+    y[m_discard] = x[m_discard];
+    for (size_t i = m_discard + 1; i < total; i++) {
+        y[i] = a[i] * x[i] + (1 - a[i]) * y[i - 1];
+    }
+}
+
+Indicator HKU_API DMA(const Indicator& x, const Indicator& a) {
+    auto p = make_shared<IDma>(a);
+    Indicator result(p);
+    return result(x);
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/indicator/imp/IDma.h

@@ -0,0 +1,47 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-09-09
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/*
+ * 动态移动平均
+ * 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
+ */
+class IDma : public IndicatorImp {
+public:
+    IDma();
+    explicit IDma(const Indicator& ref_a);
+    virtual ~IDma();
+
+    virtual void _checkParam(const string& name) const override;
+    virtual void _calculate(const Indicator& data) override;
+    virtual IndicatorImpPtr _clone() override;
+
+private:
+    Indicator m_ref_a;
+
+//============================================
+// 序列化支持
+//============================================
+#if HKU_SUPPORT_SERIALIZATION
+private:
+    friend class boost::serialization::access;
+    template <class Archive>
+    void serialize(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(IndicatorImp);
+        ar& BOOST_SERIALIZATION_NVP(m_ref_a);
+    }
+#endif
+};
+
+}