fixed 超过2个SG运算

fasiondog · Feb 23, 2025 · 2e0ed3a · 2e0ed3a
1 parent 6cc3fb0
commit 2e0ed3a
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Showing 5 changed files with 12 additions and 21 deletions.
diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/SignalBase.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/SignalBase.cpp
@@ -81,9 +81,11 @@ void SignalBase::setTO(const KData& kdata) {
     bool cycle = getParam<bool>("cycle");
     m_cycle_start = kdata[0].datetime;
 
-    if (m_ignore_cycle || !cycle) {
+    if (!cycle) {
         _calculate(kdata);
     }
+
+    m_calculated = true;
 }
 
 void SignalBase::reset() {
@@ -98,7 +100,7 @@ void SignalBase::reset() {
 }
 
 void SignalBase::startCycle(const Datetime& start, const Datetime& close) {
-    HKU_IF_RETURN(!m_ignore_cycle && !getParam<bool>("cycle"), void());
+    HKU_IF_RETURN(!getParam<bool>("cycle"), void());
     HKU_CHECK(start != Null<Datetime>() && close != Null<Datetime>() && start < close, "{}",
               m_name);
     HKU_CHECK(start >= m_cycle_end || m_cycle_end == Null<Datetime>(),

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/SignalBase.h b/hikyuu_cpp/hikyuu/trade_sys/signal/SignalBase.h
@@ -107,9 +107,6 @@ class HKU_API SignalBase : public enable_shared_from_this<SignalBase> {
     void startCycle(const Datetime& start, const Datetime& end);
     const Datetime& getCycleStart() const;
     const Datetime& getCycleEnd() const;
-    bool ignoreCycle() const {
-        return m_ignore_cycle;
-    }
 
     /** 复位操作 */
     void reset();
@@ -146,13 +143,12 @@ class HKU_API SignalBase : public enable_shared_from_this<SignalBase> {
     /* 空头持仓 */
     bool m_hold_short;
 
-    // 用 map 保存，以便获取是能保持顺序
+    // 用 map 保存，以便获取时能保持顺序
     std::map<Datetime, double> m_buySig;
     std::map<Datetime, double> m_sellSig;
 
     Datetime m_cycle_start;
     Datetime m_cycle_end;
-    bool m_ignore_cycle{false};  // 特殊用途，用于 OperatorSignal
 
 //============================================
 // 序列化支持
@@ -168,7 +164,6 @@ class HKU_API SignalBase : public enable_shared_from_this<SignalBase> {
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);
         ar& BOOST_SERIALIZATION_NVP(m_sellSig);
-        ar& BOOST_SERIALIZATION_NVP(m_ignore_cycle);
         // m_kdata都是系统运行时临时设置，不需要序列化
         // ar & BOOST_SERIALIZATION_NVP(m_kdata);
         // ar & BOOST_SERIALIZATION_NVP(m_calculated);
@@ -182,7 +177,6 @@ class HKU_API SignalBase : public enable_shared_from_this<SignalBase> {
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);
         ar& BOOST_SERIALIZATION_NVP(m_sellSig);
-        ar& BOOST_SERIALIZATION_NVP(m_ignore_cycle);
         // m_kdata都是系统运行时临时设置，不需要序列化
         // ar & BOOST_SERIALIZATION_NVP(m_kdata);
         // ar & BOOST_SERIALIZATION_NVP(m_calculated);

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.cpp b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.cpp
@@ -13,16 +13,11 @@ BOOST_CLASS_EXPORT(hku::OperatorSignal)
 
 namespace hku {
 
-OperatorSignal::OperatorSignal() : SignalBase("SG_Operator") {
-    m_ignore_cycle = true;
-}
-OperatorSignal::OperatorSignal(const string& name) : SignalBase(name) {
-    m_ignore_cycle = true;
-}
+OperatorSignal::OperatorSignal() : SignalBase("SG_Operator") {}
+OperatorSignal::OperatorSignal(const string& name) : SignalBase(name) {}
 
 OperatorSignal::OperatorSignal(const string& name, const SignalPtr& sg1, const SignalPtr& sg2)
 : SignalBase(name) {
-    m_ignore_cycle = true;
     if (sg1) {
         m_sg1 = sg1->clone();
     }
@@ -45,12 +40,10 @@ void OperatorSignal::_reset() {
 void OperatorSignal::sub_sg_calculate(SignalPtr& sg, const KData& kdata) {
     HKU_IF_RETURN(!sg, void());
     bool cycle = sg->getParam<bool>("cycle");
-    if (m_kdata == kdata && !cycle) {
-        sg->_calculate(kdata);
-    } else if (m_kdata != Null<KData>() && m_kdata != kdata && cycle) {
+    if (cycle) {
         sg->startCycle(m_cycle_start, m_cycle_end);
-        sg->_calculate(kdata);
     }
+    sg->_calculate(kdata);
 }
 
 SignalPtr OperatorSignal::_clone() {

diff --git a/hikyuu_cpp/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.h b/hikyuu_cpp/hikyuu/trade_sys/signal/imp/logic/OperatorSignal.h
@@ -18,7 +18,8 @@ class OperatorSignal : public SignalBase {
     OperatorSignal(const string& name, const SignalPtr& sg1, const SignalPtr& sg2);
     virtual ~OperatorSignal();
 
-    virtual void _reset() override;
+    virtual void _reset() override final;
+
     virtual SignalPtr _clone() override;
     virtual void _calculate(const KData& kdata) override {}
 

diff --git a/hikyuu_cpp/unit_test/hikyuu/trade_sys/signal/test_SG_OneSide.cpp b/hikyuu_cpp/unit_test/hikyuu/trade_sys/signal/test_SG_OneSide.cpp
@@ -74,6 +74,7 @@ TEST_CASE("test_SG_OneSide") {
 
     /** @arg 单边买入 + 单边卖出 */
     sg = sg_buy + sg_sell;
+    sg->setParam<bool>("alternate", true);
     sg->setTO(k);
     auto sg_expect = SG_Bool(CLOSE() > REF(CLOSE(), 1), CLOSE() < REF(CLOSE(), 1));
     sg_expect->setTO(k);