Merge branch 'develop'

docs/source/indicator/indicator.rst

@@ -318,7 +318,7 @@
     指数移动平均线(Exponential Moving Average)
 
     :param data: 输入数据
-    :param int n: 计算均值的周期窗口，必须为大于0的整数 
+    :param int|Indciator|IndParam n: 计算均值的周期窗口，必须为大于0的整数 
     :rtype: Indicator
 
 
@@ -771,6 +771,16 @@
     :rtype: Indicator
 
 
+.. py:function:: SLICE(data, start, end, result_index=0)
+
+    获取某指标中指定范围 [start, end) 的数据，生成新的指标
+
+    :param Indicator|PriceList data: 输入数据
+    :param int start: 起始位置
+    :param int end: 终止位置（不包含本身）
+    :param int result_index: 原输入数据中的结果集
+
+
 .. py:function:: SMA([data, n=22, m=2])
 
     求移动平均

hikyuu/data/mysql_upgrade/0007.sql

@@ -1,20 +1,20 @@
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220103);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220131);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220201);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220202);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220203);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220204);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220205);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220404);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220405);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220502);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220503);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220504);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220603);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20220912);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20221003);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20221004);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20221005);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20221006);
-INSERT INTO `hku_base`."Holiday" (`date`) VALUES (20221007);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220103);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220131);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220201);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220202);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220203);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220204);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220205);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220404);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220405);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220502);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220503);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220504);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220603);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20220912);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20221003);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20221004);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20221005);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20221006);
+INSERT INTO `hku_base`.`Holiday` (`date`) VALUES (20221007);
 UPDATE `hku_base`.`version` set `version` = 7;

hikyuu/data/sqlite_upgrade/0008.sql

@@ -1,22 +1,22 @@
 BEGIN TRANSACTION;
-INSERT INTO "Holiday" (`date`) VALUES (20220103);
-INSERT INTO "Holiday" (`date`) VALUES (20220131);
-INSERT INTO "Holiday" (`date`) VALUES (20220201);
-INSERT INTO "Holiday" (`date`) VALUES (20220202);
-INSERT INTO "Holiday" (`date`) VALUES (20220203);
-INSERT INTO "Holiday" (`date`) VALUES (20220204);
-INSERT INTO "Holiday" (`date`) VALUES (20220205);
-INSERT INTO "Holiday" (`date`) VALUES (20220404);
-INSERT INTO "Holiday" (`date`) VALUES (20220405);
-INSERT INTO "Holiday" (`date`) VALUES (20220502);
-INSERT INTO "Holiday" (`date`) VALUES (20220503);
-INSERT INTO "Holiday" (`date`) VALUES (20220504);
-INSERT INTO "Holiday" (`date`) VALUES (20220603);
-INSERT INTO "Holiday" (`date`) VALUES (20220912);
-INSERT INTO "Holiday" (`date`) VALUES (20221003);
-INSERT INTO "Holiday" (`date`) VALUES (20221004);
-INSERT INTO "Holiday" (`date`) VALUES (20221005);
-INSERT INTO "Holiday" (`date`) VALUES (20221006);
-INSERT INTO "Holiday" (`date`) VALUES (20221007);
+INSERT INTO `Holiday` (`date`) VALUES (20220103);
+INSERT INTO `Holiday` (`date`) VALUES (20220131);
+INSERT INTO `Holiday` (`date`) VALUES (20220201);
+INSERT INTO `Holiday` (`date`) VALUES (20220202);
+INSERT INTO `Holiday` (`date`) VALUES (20220203);
+INSERT INTO `Holiday` (`date`) VALUES (20220204);
+INSERT INTO `Holiday` (`date`) VALUES (20220205);
+INSERT INTO `Holiday` (`date`) VALUES (20220404);
+INSERT INTO `Holiday` (`date`) VALUES (20220405);
+INSERT INTO `Holiday` (`date`) VALUES (20220502);
+INSERT INTO `Holiday` (`date`) VALUES (20220503);
+INSERT INTO `Holiday` (`date`) VALUES (20220504);
+INSERT INTO `Holiday` (`date`) VALUES (20220603);
+INSERT INTO `Holiday` (`date`) VALUES (20220912);
+INSERT INTO `Holiday` (`date`) VALUES (20221003);
+INSERT INTO `Holiday` (`date`) VALUES (20221004);
+INSERT INTO `Holiday` (`date`) VALUES (20221005);
+INSERT INTO `Holiday` (`date`) VALUES (20221006);
+INSERT INTO `Holiday` (`date`) VALUES (20221007);
 UPDATE `version` set `version` = 8;
 COMMIT;

hikyuu_cpp/demo/demo.cpp

@@ -20,7 +20,7 @@ int main(int argc, char* argv[]) {
 #endif
 
     //配置文件的位置自行修改
-    hikyuu_init("C:\\Users\\Administrator\\.hikyuu\\hikyuu.ini");
+    hikyuu_init("C:\\Users\\admin\\.hikyuu\\hikyuu.ini");
 
     StockManager& sm = StockManager::instance();
 
@@ -42,6 +42,6 @@ int main(int argc, char* argv[]) {
 
 #if defined(_WIN32)
     SetConsoleOutputCP(old_cp);
-#endif    
+#endif
     return 0;
 }

hikyuu_cpp/hikyuu/hikyuu.cpp

@@ -26,10 +26,10 @@ void hikyuu_init(const string& config_file_name, bool ignore_preload,
         config.read(config_file_name);
 
     } catch (std::invalid_argument& e) {
-        HKU_FATAL("Reading configure error!\n{}", e.what());
+        HKU_FATAL("Reading configure error! {}", e.what());
         exit(1);
     } catch (std::logic_error& e) {
-        HKU_FATAL("Reading configure error!\n{}", e.what());
+        HKU_FATAL("Reading configure error! {}", e.what());
         exit(1);
     } catch (...) {
         HKU_WARN("Reading configure error! Don't know  error!");

hikyuu_cpp/hikyuu/indicator/IndicatorImp.cpp

@@ -1267,6 +1267,7 @@ void IndicatorImp::_dyn_calculate(const Indicator &ind) {
             size_t step = size_t(ind_param->get(i));
             _dyn_run_one_step(ind, i, step);
         }
+        _update_discard();
         return;
     }
 
@@ -1300,6 +1301,24 @@ void IndicatorImp::_dyn_calculate(const Indicator &ind) {
     for (auto &task : tasks) {
         task.get();
     }
+
+    _update_discard();
+}
+
+void IndicatorImp::_update_discard() {
+    size_t total = size();
+    for (size_t result_index = 0; result_index < m_result_num; result_index++) {
+        size_t discard = m_discard;
+        for (size_t i = m_discard; i < total; i++) {
+            if (!std::isnan(get(i, result_index))) {
+                break;
+            }
+            discard++;
+        }
+        if (discard > m_discard) {
+            m_discard = discard;
+        }
+    }
 }
 
 } /* namespace hku */

hikyuu_cpp/hikyuu/indicator/IndicatorImp.h

@@ -215,6 +215,9 @@ class HKU_API IndicatorImp : public enable_shared_from_this<IndicatorImp> {
 protected:
     static size_t _get_step_start(size_t pos, size_t step, size_t discard);
 
+    // 用于动态参数时，更新 discard
+    void _update_discard();
+
 protected:
     string m_name;
     size_t m_discard;

hikyuu_cpp/hikyuu/indicator/build_in.h

@@ -76,6 +76,7 @@
 #include "crt/ROUNDUP.h"
 #include "crt/SAFTYLOSS.h"
 #include "crt/SIN.h"
+#include "crt/SLICE.h"
 #include "crt/SGN.h"
 #include "crt/SMA.h"
 #include "crt/SQRT.h"

hikyuu_cpp/hikyuu/indicator/crt/AMA.h

@@ -21,6 +21,14 @@ namespace hku {
  * @ingroup Indicator 具有2个结果集，result(0)为AMA，result(1)为ER
  */
 Indicator HKU_API AMA(int n = 10, int fast_n = 2, int slow_n = 30);
+Indicator HKU_API AMA(int n, int fast_n, const IndParam& slow_n);
+Indicator HKU_API AMA(int n, const IndParam& fast_n, int slow_n = 30);
+Indicator HKU_API AMA(int n, const IndParam& fast_n, const IndParam& slow_n);
+
+Indicator HKU_API AMA(const IndParam& n, int fast_n = 2, int slow_n = 30);
+Indicator HKU_API AMA(const IndParam& n, int fast_n, const IndParam& slow_n);
+Indicator HKU_API AMA(const IndParam& n, const IndParam& fast_n, int slow_n = 30);
+Indicator HKU_API AMA(const IndParam& n, const IndParam& fast_n, const IndParam& slow_n);
 
 /**
  * 佩里.J 考夫曼（Perry J.Kaufman）自适应移动平均，参见《精明交易者》（2006年 广东经济出版社）
@@ -30,7 +38,75 @@ Indicator HKU_API AMA(int n = 10, int fast_n = 2, int slow_n = 30);
  * @param slow_n 对应慢速EMA线的N值，默认为30，不过当超过60左右该指标会收敛不会有太大的影响
  * @ingroup Indicator
  */
-Indicator HKU_API AMA(const Indicator& indicator, int n = 10, int fast_n = 2, int slow_n = 30);
+inline Indicator HKU_API AMA(const Indicator& ind, int n = 10, int fast_n = 2, int slow_n = 30) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, const IndParam& fast_n, int slow_n = 30) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, int fast_n, const IndParam& slow_n) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, const IndParam& fast_n,
+                             const IndParam& slow_n) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const IndParam& n, int fast_n = 2,
+                             int slow_n = 30) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const IndParam& n, const IndParam& fast_n,
+                             int slow_n = 30) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const IndParam& n, int fast_n,
+                             const IndParam& slow_n) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const IndParam& n, const IndParam& fast_n,
+                             const IndParam& slow_n) {
+    return AMA(n, fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, const Indicator& fast_n, int slow_n) {
+    return AMA(n, IndParam(fast_n), slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, int fast_n, const Indicator& slow_n) {
+    return AMA(n, fast_n, IndParam(slow_n))(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, int n, const Indicator& fast_n,
+                             const Indicator& slow_n) {
+    return AMA(n, IndParam(fast_n), IndParam(slow_n))(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const Indicator& n, int fast_n = 2,
+                             int slow_n = 30) {
+    return AMA(IndParam(n), fast_n, slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const Indicator& n, const Indicator& fast_n,
+                             int slow_n = 30) {
+    return AMA(IndParam(n), IndParam(fast_n), slow_n)(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const Indicator& n, int fast_n,
+                             const Indicator& slow_n) {
+    return AMA(IndParam(n), fast_n, IndParam(slow_n))(ind);
+}
+
+inline Indicator HKU_API AMA(const Indicator& ind, const Indicator& n, const Indicator& fast_n,
+                             const Indicator& slow_n) {
+    return AMA(IndParam(n), IndParam(fast_n), IndParam(slow_n))(ind);
+}
 
 }  // namespace hku
 

hikyuu_cpp/hikyuu/indicator/crt/ATR.h

@@ -19,14 +19,25 @@ namespace hku {
  * @ingroup Indicator
  */
 Indicator HKU_API ATR(int n = 14);
+Indicator HKU_API ATR(const IndParam& n);
 
 /**
  * 平均真实波幅(Average True Range)
  * @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1的整数
  * @ingroup Indicator
  */
-Indicator HKU_API ATR(const Indicator& data, int n = 14);
+inline Indicator HKU_API ATR(const Indicator& data, int n = 14) {
+    return ATR(n)(data);
+}
+
+inline Indicator HKU_API ATR(const Indicator& data, const IndParam& n) {
+    return ATR(n)(data);
+}
+
+inline Indicator HKU_API ATR(const Indicator& data, const Indicator& n) {
+    return ATR(IndParam(n))(data);
+}
 
 }  // namespace hku
 

hikyuu_cpp/hikyuu/indicator/crt/EMA.h

@@ -19,14 +19,25 @@ namespace hku {
  * @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
  */
-Indicator HKU_API EMA(const Indicator& data, int n = 22);
+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