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HLC.cpp 2.47 KB
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liuyinghua 提交于 2018-05-08 01:05 +08:00 . 整个项目的编译
#include "stdafx.h"
#include "HLC.h"
#include "Tech.h"
#include "../FacilityBaseLib/KData.h"
#include "../FacilityBaseLib/Express.h"
//////////////////////////////////////////////////////////////////////
// CHLC
CHLC::CHLC()
{
SetDefaultParameters();
}
CHLC::CHLC(KdataContainer * pKData)
: TechnicalIndicator(pKData)
{
SetDefaultParameters();
}
CHLC::~CHLC()
{
clear();
}
void CHLC::SetDefaultParameters()
{
m_nDays = 12;
m_nMADays = 6;
m_itsGoldenFork = ITS_BUY;
m_itsDeadFork = ITS_SELL;
}
void CHLC::AttachParameters(CHLC & src)
{
m_nDays = src.m_nDays;
m_nMADays = src.m_nMADays;
m_itsGoldenFork = src.m_itsGoldenFork;
m_itsDeadFork = src.m_itsDeadFork;
}
bool CHLC::IsValidParameters()
{
return (VALID_DAYS(m_nDays) && VALID_DAYS(m_nMADays)
&& VALID_ITS(m_itsGoldenFork) && VALID_ITS(m_itsDeadFork));
}
void CHLC::clear()
{
TechnicalIndicator::clear();
}
int CHLC::signal(int nIndex, UINT * pnCode)
{
if (pnCode) *pnCode = ITSC_NOTHING;
int nMaxDays = m_nDays + m_nMADays;
double dLiminalLow = 0, dLiminalHigh = 0;
if (!intensity_prepare(nIndex, pnCode, nMaxDays, ITS_GETMINMAXDAYRANGE * 3, &dLiminalLow, &dLiminalHigh, 0.4, 0.6))
return ITS_NOTHING;
double dHLC;
if (!calc(&dHLC, nIndex, false))
return ITS_NOTHING;
int nSignal = GetForkSignal(nIndex, m_itsGoldenFork, m_itsDeadFork, pnCode);
if (nSignal == m_itsGoldenFork)
{ // 低位金叉
if (pnCode) *pnCode = ITSC_GOLDENFORK;
return m_itsGoldenFork;
}
if (nSignal == m_itsDeadFork)
{ // 高位死叉
if (pnCode) *pnCode = ITSC_DEADFORK;
return m_itsDeadFork;
}
return ITS_NOTHING;
}
bool CHLC::min_max_info(int nStart, int nEnd, double *pdMin, double *pdMax)
{
return AfxGetMinMaxInfo2(nStart, nEnd, pdMin, pdMax, this);
}
/***
TP = (收盘价+收盘价+最高价+最低价)/4
HLC = N日TP平均值
*/
bool CHLC::calc(double * pValue, int nIndex, bool bUseLast)
{
STT_ASSERT_CALCULATE1(m_pKData, nIndex);
if (m_nDays > nIndex + 1)
return false;
if (load_from_cache(nIndex, pValue))
return true;
double dMATP = 0;
int nCount = 0;
for (int k = nIndex; k >= 0; k--)
{
KDATA& kd = m_pKData->at(k);
double dTP = (kd.HighestPrice + kd.LowestPrice + kd.ClosePrice * 2) / 4.;
dMATP += dTP;
nCount++;
if (nCount == m_nDays)
{
if (pValue) *pValue = dMATP / m_nDays;
store_to_cache(nIndex, pValue);
return true;
}
}
return false;
}
/***
计算HLC及其移动平均值
*/
bool CHLC::calc(double * pValue, double * pMA, int nIndex, bool bUseLast)
{
return calc_ma(pValue, pMA, nIndex, bUseLast, m_nMADays);
}
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