优化双指标输入指标实现

hikyuu_cpp/hikyuu/indicator/Indicator2InImp.cpp

@@ -0,0 +1,64 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-03
+ *      Author: fasiondog
+ */
+
+#include "hikyuu/indicator/crt/ALIGN.h"
+#include "hikyuu/indicator/crt/CVAL.h"
+#include "hikyuu/indicator/crt/SLICE.h"
+#include "hikyuu/indicator/crt/CONTEXT.h"
+#include "Indicator2InImp.h"
+
+#if HKU_SUPPORT_SERIALIZATION
+BOOST_CLASS_EXPORT(hku::Indicator2InImp)
+#endif
+
+namespace hku {
+
+Indicator2InImp::Indicator2InImp() : IndicatorImp("Indicator2InImp") {
+    setParam<bool>("fill_null", true);
+}
+
+Indicator2InImp::Indicator2InImp(const string& name, size_t result_num)
+: IndicatorImp(name, result_num) {
+    setParam<bool>("fill_null", true);
+}
+
+Indicator2InImp::Indicator2InImp(const string& name, const Indicator& ref_ind, bool fill_null,
+                                 size_t result_num)
+: IndicatorImp(name, result_num), m_ref_ind(ref_ind) {
+    setParam<bool>("fill_null", fill_null);
+}
+
+Indicator2InImp::~Indicator2InImp() {}
+
+IndicatorImpPtr Indicator2InImp::_clone() {
+    auto p = make_shared<Indicator2InImp>();
+    p->m_ref_ind = m_ref_ind.clone();
+    return p;
+}
+
+Indicator Indicator2InImp::prepare(const Indicator& ind) {
+    auto k = getContext();
+    m_ref_ind.setContext(k);
+
+    Indicator ref = m_ref_ind;
+    auto dates = ref.getDatetimeList();
+    if (dates.empty()) {
+        // 如果不是时间序列，则以 ind 为基准，按右端对齐，不足用 nan 填充, 超长则截断左端
+        if (ref.size() > ind.size()) {
+            ref = SLICE(ref, ref.size() - ind.size(), ref.size());
+        } else if (ref.size() < ind.size()) {
+            ref = CVAL(ind, 0.) + ref;
+        }
+    } else if (k != ind.getContext()) {
+        // 如果是时间序列，当两者的上下文不同，则按日期对齐
+        ref = ALIGN(m_ref_ind, ind, getParam<bool>("fill_null"));
+    }
+
+    return ref;
+}
+
+}  // namespace hku

hikyuu_cpp/hikyuu/indicator/Indicator2InImp.h

@@ -0,0 +1,65 @@
+/*
+ *  Copyright (c) 2025 hikyuu.org
+ *
+ *  Created on: 2025-02-03
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "Indicator.h"
+
+namespace hku {
+
+class Indicator2InImp : public IndicatorImp {
+public:
+    Indicator2InImp();
+    explicit Indicator2InImp(const string& name, size_t result_num = 1);
+    Indicator2InImp(const string& name, const Indicator& ref_a, bool fill_null = false,
+                    size_t result_num = 1);
+    virtual ~Indicator2InImp();
+
+    virtual IndicatorImpPtr _clone() override;
+
+protected:
+    Indicator prepare(const Indicator& ind);
+
+protected:
+    Indicator m_ref_ind;
+
+//============================================
+// 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_ind);
+    }
+#endif
+};
+
+#if HKU_SUPPORT_SERIALIZATION
+#define INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION          \
+private:                                                          \
+    friend class boost::serialization::access;                    \
+    template <class Archive>                                      \
+    void serialize(Archive& ar, const unsigned int version) {     \
+        ar& BOOST_SERIALIZATION_BASE_OBJECT_NVP(Indicator2InImp); \
+    }
+#else
+#define INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+#endif
+
+#define INDICATOR2IN_IMP(classname)                          \
+public:                                                      \
+    virtual void _calculate(const Indicator& data) override; \
+    virtual IndicatorImpPtr _clone() override {              \
+        auto p = make_shared<classname>();                   \
+        p->m_ref_ind = m_ref_ind.clone();                    \
+        return p;                                            \
+    }
+
+}  // namespace hku

hikyuu_cpp/hikyuu/indicator/crt/WINNER.h

@@ -14,7 +14,13 @@
 namespace hku {
 
 /**
- * 求绝对值
+ * 获利盘比例
+ * @details
+ * <pre>
+ * 用法: WINNER(CLOSE)　表示以当前收市价卖出的获利盘比例。
+ * 例如: 返回0.1表示10%获利盘;WINNER(10.5)表示10.5元价格的获利盘比例
+ * 该函数仅对日线分析周期有效。
+ * </pre>
  * @ingroup Indicator
  */
 Indicator HKU_API WINNER();

hikyuu_cpp/hikyuu/indicator/imp/ICorr.cpp

@@ -5,9 +5,6 @@
  *      Author: fasiondog
  */
 
-#include "hikyuu/indicator/crt/ALIGN.h"
-#include "hikyuu/indicator/crt/CVAL.h"
-#include "hikyuu/indicator/crt/SLICE.h"
 #include "ICorr.h"
 
 #if HKU_SUPPORT_SERIALIZATION
@@ -16,15 +13,13 @@ BOOST_CLASS_EXPORT(hku::ICorr)
 
 namespace hku {
 
-ICorr::ICorr() : IndicatorImp("CORR") {
+ICorr::ICorr() : Indicator2InImp("CORR") {
     setParam<int>("n", 10);
-    setParam<bool>("fill_null", true);
 }
 
 ICorr::ICorr(const Indicator& ref_ind, int n, bool fill_null)
-: IndicatorImp("CORR"), m_ref_ind(ref_ind) {
+: Indicator2InImp("CORR", ref_ind, fill_null, 2) {
     setParam<int>("n", n);
-    setParam<bool>("fill_null", fill_null);
 }
 
 ICorr::~ICorr() {}
@@ -36,31 +31,11 @@ void ICorr::_checkParam(const string& name) const {
     }
 }
 
-IndicatorImpPtr ICorr::_clone() {
-    auto p = make_shared<ICorr>();
-    p->m_ref_ind = m_ref_ind.clone();
-    return p;
-}
-
 void ICorr::_calculate(const Indicator& ind) {
     size_t total = ind.size();
     HKU_IF_RETURN(total == 0, void());
 
-    _readyBuffer(total, 2);
-
-    auto k = getContext();
-    m_ref_ind.setContext(k);
-    Indicator ref = m_ref_ind;
-    auto dates = ref.getDatetimeList();
-    if (dates.empty()) {
-        if (ref.size() > ind.size()) {
-            ref = SLICE(ref, ref.size() - ind.size(), ref.size());
-        } else if (ref.size() < ind.size()) {
-            ref = CVAL(ind, 0.) + ref;
-        }
-    } else if (m_ref_ind.size() != ind.size()) {
-        ref = ALIGN(m_ref_ind, ind, getParam<bool>("fill_null"));
-    }
+    Indicator ref = prepare(ind);
 
     int n = getParam<int>("n");
     if (n == 0) {

hikyuu_cpp/hikyuu/indicator/imp/ICorr.h

@@ -7,35 +7,20 @@
 
 #pragma once
 
-#include "../Indicator.h"
+#include "../Indicator2InImp.h"
 
 namespace hku {
 
-class ICorr : public IndicatorImp {
+class ICorr : public Indicator2InImp {
+    INDICATOR2IN_IMP(ICorr)
+    INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
 public:
     ICorr();
     ICorr(const Indicator& ref_ind, int n, bool fill_null);
     virtual ~ICorr();
 
     virtual void _checkParam(const string& name) const override;
-    virtual void _calculate(const Indicator& data) override;
-    virtual IndicatorImpPtr _clone() override;
-
-private:
-    Indicator m_ref_ind;
-
-//============================================
-// 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_ind);
-    }
-#endif
 };
 
-}
+}  // namespace hku

hikyuu_cpp/hikyuu/indicator/imp/IDma.cpp

@@ -5,9 +5,6 @@
  *      Author: fasiondog
  */
 
-#include "hikyuu/indicator/crt/ALIGN.h"
-#include "hikyuu/indicator/crt/CVAL.h"
-#include "hikyuu/indicator/crt/SLICE.h"
 #include "IDma.h"
 
 #if HKU_SUPPORT_SERIALIZATION
@@ -16,43 +13,18 @@ BOOST_CLASS_EXPORT(hku::IDma)
 
 namespace hku {
 
-IDma::IDma() : IndicatorImp("DMA") {
-    setParam<bool>("fill_null", true);
-}
+IDma::IDma() : Indicator2InImp("DMA") {}
 
-IDma::IDma(const Indicator& ref_ind, bool fill_null) : IndicatorImp("DMA"), m_ref_ind(ref_ind) {
-    setParam<bool>("fill_null", fill_null);
-}
+IDma::IDma(const Indicator& ref_ind, bool fill_null)
+: Indicator2InImp("DMA", ref_ind, fill_null, 1) {}
 
 IDma::~IDma() {}
 
-void IDma::_checkParam(const string& name) const {}
-
-IndicatorImpPtr IDma::_clone() {
-    auto p = make_shared<IDma>();
-    p->m_ref_ind = m_ref_ind.clone();
-    return p;
-}
-
 void IDma::_calculate(const Indicator& ind) {
     size_t total = ind.size();
     HKU_IF_RETURN(total == 0, void());
 
-    _readyBuffer(total, 1);
-
-    auto k = getContext();
-    m_ref_ind.setContext(k);
-    Indicator ref = m_ref_ind;
-    auto dates = ref.getDatetimeList();
-    if (dates.empty()) {
-        if (ref.size() > ind.size()) {
-            ref = SLICE(ref, ref.size() - ind.size(), ref.size());
-        } else if (ref.size() < ind.size()) {
-            ref = CVAL(ind, 0.) + ref;
-        }
-    } else if (m_ref_ind.size() != ind.size()) {
-        ref = ALIGN(m_ref_ind, ind, getParam<bool>("fill_null"));
-    }
+    Indicator ref = prepare(ind);
 
     m_discard = std::max(ind.discard(), ref.discard());
     auto* y = this->data();

hikyuu_cpp/hikyuu/indicator/imp/IDma.h

@@ -7,7 +7,7 @@
 
 #pragma once
 
-#include "../Indicator.h"
+#include "../Indicator2InImp.h"
 
 namespace hku {
 
@@ -17,31 +17,14 @@ namespace hku {
  * 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 {
+class IDma : public Indicator2InImp {
+    INDICATOR2IN_IMP(IDma)
+    INDICATOR2IN_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
+
 public:
     IDma();
     explicit IDma(const Indicator& ref_a, bool fill_null);
     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_ind;
-
-//============================================
-// 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_ind);
-    }
-#endif
 };
 
-}
+}  // namespace hku