Indicator 增加 exist_nan 方法，判断有效数据中是否存在 nan 值

Author: fasiondog

hikyuu_cpp/hikyuu/indicator/Indicator.h

@@ -138,6 +138,9 @@ class HKU_API Indicator {
      */
     PriceList getResultAsPriceList(size_t num) const;
 
+    /** 指定结果集中是否包含 nan 值 */
+    bool existNan(size_t result_idx) const;
+
     /**
      * 获取 DatetimeList
      */
@@ -259,6 +262,10 @@ inline DatetimeList Indicator::getDatetimeList() const {
     return m_imp ? m_imp->getDatetimeList() : DatetimeList();
 }
 
+inline bool Indicator::existNan(size_t result_idx) const {
+    return m_imp ? m_imp->existNan(result_idx) : false;
+}
+
 inline Indicator::value_t Indicator::getByDate(Datetime date, size_t num) const {
     return m_imp ? m_imp->getByDate(date, num) : Null<Indicator::value_t>();
 }

hikyuu_cpp/hikyuu/indicator/IndicatorImp.cpp

@@ -471,6 +471,17 @@ size_t IndicatorImp::getPos(Datetime date) const {
     return getContext().getPos(date);
 }
 
+bool IndicatorImp::existNan(size_t result_idx) const {
+    HKU_CHECK(result_idx < m_result_num, "result_idx: {}", result_idx);
+    const value_t *src = data(result_idx);
+    for (size_t i = m_discard, total = size(); i < total; i++) {
+        if (std::isnan(src[i])) {
+            return true;
+        }
+    }
+    return false;
+}
+
 string IndicatorImp::formula() const {
     std::stringstream buf;
 

hikyuu_cpp/hikyuu/indicator/IndicatorImp.h

@@ -109,6 +109,9 @@ class HKU_API IndicatorImp : public enable_shared_from_this<IndicatorImp> {
      */
     void _readyBuffer(size_t len, size_t result_num);
 
+    /** 数据中是否包含 nan 值 */
+    bool existNan(size_t result_idx = 0) const;
+
     const string& name() const;
     void name(const string& name);
 

hikyuu_pywrap/indicator/_Indicator.cpp

@@ -147,6 +147,14 @@ void export_Indicator(py::module& m) {
 
     :rtype: DatetimeList)")
 
+      .def("exist_nan", &Indicator::existNan, py::arg("result_idx=0"),
+           R"(exist_nan(self, result_index)
+
+    判断是否存在NaN值
+
+    :param int result_index: 指定的结果集
+    :rtype: bool)")
+
       .def("set_context", setContext_1)
       .def("set_context", setContext_2, R"(set_context(self, kdata)