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fasiondogfasiondog
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add ISNA, ISINF, ISINFA 指标
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‎hikyuu_cpp/hikyuu/indicator/build_in.h

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#include "crt/INSUM.h"
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#include "crt/IR.h"
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#include "crt/INTPART.h"
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#include "crt/ISINF.h"
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#include "crt/ISINFA.h"
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#include "crt/ISLASTBAR.h"
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#include "crt/ISNA.h"
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#include "crt/LAST.h"
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#include "crt/LIUTONGPAN.h"
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#include "crt/LLV.h"

‎hikyuu_cpp/hikyuu/indicator/crt/ISINF.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_CRT_ISINF_H_
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#define INDICATOR_CRT_ISINF_H_
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#include "CVAL.h"
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namespace hku {
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/**
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* 是否为正无穷大 （负无穷大使用 ISINFA)
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* @ingroup Indicator
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*/
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Indicator HKU_API ISINF();
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inline Indicator ISINF(const Indicator& ind) {
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return ISINF()(ind);
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}
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} // namespace hku
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#endif /* INDICATOR_CRT_ISINF_H_ */

‎hikyuu_cpp/hikyuu/indicator/crt/ISINFA.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_CRT_ISINFA_H_
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#define INDICATOR_CRT_ISINFA_H_
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#include "CVAL.h"
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namespace hku {
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/**
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* 是否为负无穷大 （正无穷大使用 ISINF)
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* @ingroup Indicator
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*/
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Indicator HKU_API ISINFA();
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inline Indicator ISINFA(const Indicator& ind) {
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return ISINFA()(ind);
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}
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} // namespace hku
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#endif /* INDICATOR_CRT_ISINFA_H_ */

‎hikyuu_cpp/hikyuu/indicator/crt/ISNA.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_CRT_ISNA_H_
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#define INDICATOR_CRT_ISNA_H_
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#include "CVAL.h"
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namespace hku {
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/**
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* 是否为 NaN 值
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* @param ignore_discard 是否忽略discard值，默认为false
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* @ingroup Indicator
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*/
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Indicator HKU_API ISNA(bool ignore_discard = false);
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inline Indicator ISNA(const Indicator& ind, bool ignore_discard = false) {
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return ISNA(ignore_discard)(ind);
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}
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} // namespace hku
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#endif /* INDICATOR_CRT_ISNA_H_ */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsInf.cpp

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#include "IIsInf.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IIsInf)
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#endif
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namespace hku {
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IIsInf::IIsInf() : IndicatorImp("ISINF", 1) {}
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IIsInf::~IIsInf() {}
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void IIsInf::_calculate(const Indicator &data) {
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size_t total = data.size();
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m_discard = data.discard();
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if (m_discard >= total) {
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m_discard = total;
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return;
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}
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auto const *src = data.data();
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auto *dst = this->data();
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value_t positive_inf = std::numeric_limits<value_t>::infinity();
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for (size_t i = m_discard; i < total; ++i) {
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dst[i] = (src[i] == positive_inf);
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}
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}
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Indicator HKU_API ISINF() {
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return Indicator(make_shared<IIsInf>());
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}
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} /* namespace hku */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsInf.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_IMP_IISINF_H_
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#define INDICATOR_IMP_IISINF_H_
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#include "../Indicator.h"
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namespace hku {
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class IIsInf : public IndicatorImp {
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INDICATOR_IMP(IIsInf)
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INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
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public:
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IIsInf();
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virtual ~IIsInf();
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};
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} /* namespace hku */
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#endif /* INDICATOR_IMP_IISINF_H_ */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsInfa.cpp

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#include "IIsInfa.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IIsInfa)
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#endif
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namespace hku {
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IIsInfa::IIsInfa() : IndicatorImp("ISINFA", 1) {}
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IIsInfa::~IIsInfa() {}
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void IIsInfa::_calculate(const Indicator &data) {
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size_t total = data.size();
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m_discard = data.discard();
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if (m_discard >= total) {
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m_discard = total;
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return;
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}
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auto const *src = data.data();
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auto *dst = this->data();
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value_t negative_inf = -std::numeric_limits<value_t>::infinity();
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for (size_t i = m_discard; i < total; ++i) {
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dst[i] = (src[i] == negative_inf);
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}
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}
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Indicator HKU_API ISINFA() {
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return Indicator(make_shared<IIsInfa>());
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}
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} /* namespace hku */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsInfa.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_IMP_IISINFA_H_
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#define INDICATOR_IMP_IISINFA_H_
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#include "../Indicator.h"
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namespace hku {
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class IIsInfa : public IndicatorImp {
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INDICATOR_IMP(IIsInfa)
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INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
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public:
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IIsInfa();
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virtual ~IIsInfa();
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};
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} /* namespace hku */
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#endif /* INDICATOR_IMP_IISINFA_H_ */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsNa.cpp

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#include "IIsNa.h"
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#if HKU_SUPPORT_SERIALIZATION
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BOOST_CLASS_EXPORT(hku::IIsNa)
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#endif
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namespace hku {
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IIsNa::IIsNa() : IndicatorImp("ISNA", 1) {
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setParam<bool>("ignore_discard", false);
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}
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IIsNa::~IIsNa() {}
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void IIsNa::_calculate(const Indicator &data) {
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size_t total = data.size();
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m_discard = getParam<bool>("ignore_discard") ? 0 : data.discard();
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if (m_discard >= total) {
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m_discard = total;
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return;
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}
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auto const *src = data.data();
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auto *dst = this->data();
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for (size_t i = m_discard; i < total; ++i) {
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dst[i] = std::isnan(src[i]);
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}
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}
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Indicator HKU_API ISNA(bool ignore_discard) {
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auto p = make_shared<IIsNa>();
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p->setParam<bool>("ignore_discard", ignore_discard);
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return Indicator(p);
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}
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} /* namespace hku */

‎hikyuu_cpp/hikyuu/indicator/imp/IIsNa.h

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#pragma once
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#ifndef INDICATOR_IMP_IISNA_H_
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#define INDICATOR_IMP_IISNA_H_
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#include "../Indicator.h"
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namespace hku {
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class IIsNa : public IndicatorImp {
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INDICATOR_IMP(IIsNa)
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INDICATOR_IMP_NO_PRIVATE_MEMBER_SERIALIZATION
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public:
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IIsNa();
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virtual ~IIsNa();
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};
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} /* namespace hku */
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#endif /* INDICATOR_IMP_IISNA_H_ */

‎hikyuu_cpp/unit_test/hikyuu/indicator/test_ISINF.cpp

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/*
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* Copyright (c) 2025 hikyuu.org
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*
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* Created on: 2025-01-08
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* Author: fasiondog
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*/
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#include "../test_config.h"
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#include <fstream>
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#include <hikyuu/StockManager.h>
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#include <hikyuu/indicator/crt/ISINF.h>
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#include <hikyuu/indicator/crt/KDATA.h>
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#include <hikyuu/indicator/crt/PRICELIST.h>
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using namespace hku;
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/**
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* @defgroup test_indicator_ISINF test_indicator_ISINF
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* @ingroup test_hikyuu_indicator_suite
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* @{
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*/
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/** @par 检测点 */
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TEST_CASE("test_ISINF") {
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price_t nan = Null<price_t>();
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price_t positive_inf = std::numeric_limits<price_t>::infinity();
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price_t negative_inf = -std::numeric_limits<price_t>::infinity();
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Indicator data = PRICELIST(PriceList{nan, nan, 1, positive_inf, 3, negative_inf}, 2);
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Indicator result = ISINF(data);
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CHECK_EQ(result.name(), "ISINF");
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CHECK_EQ(result.discard(), 2);
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CHECK_EQ(result.size(), data.size());
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for (size_t i = 0; i < result.discard(); ++i) {
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CHECK_UNARY(std::isnan(result[i]));
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}
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auto expect = PriceList{nan, nan, 0., 1., 0., 0.};
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for (size_t i = result.discard(); i < result.size(); ++i) {
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CHECK_EQ(result[i], expect[i]);
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}
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}
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//-----------------------------------------------------------------------------
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// test export
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//-----------------------------------------------------------------------------
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#if HKU_SUPPORT_SERIALIZATION
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/** @par 检测点 */
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TEST_CASE("test_ISINF_export") {
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StockManager& sm = StockManager::instance();
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string filename(sm.tmpdir());
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filename += "/ISINF.xml";
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Stock stock = sm.getStock("sh000001");
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KData kdata = stock.getKData(KQuery(-5));
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Indicator x1 = ISINF(CLOSE(kdata));
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{
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std::ofstream ofs(filename);
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boost::archive::xml_oarchive oa(ofs);
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oa << BOOST_SERIALIZATION_NVP(x1);
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}
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Indicator x2;
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{
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std::ifstream ifs(filename);
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boost::archive::xml_iarchive ia(ifs);
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ia >> BOOST_SERIALIZATION_NVP(x2);
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}
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CHECK_UNARY(x1.size() == x2.size());
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CHECK_UNARY(x1.discard() == x2.discard());
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CHECK_UNARY(x1.getResultNumber() == x2.getResultNumber());
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for (size_t i = 0; i < x1.size(); ++i) {
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CHECK_EQ(x1[i], doctest::Approx(x2[i]).epsilon(0.00001));
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}
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}
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#endif /* #if HKU_SUPPORT_SERIALIZATION */
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/** @} */

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