Merge pull request #442 from fasiondog/feature/factor_ma

Feature/factor ma

Author: fasiondog

hikyuu/__init__.py

@@ -35,6 +35,8 @@
 import sys
 import os
 BASE_DIR = os.path.dirname(__file__)
+
+
 if sys.platform == 'win32':
     # add_dll_directory() 有时不生效
     os.add_dll_directory(os.path.join(os.path.dirname(__file__), 'cpp'))

hikyuu_cpp/hikyuu/indicator/IndicatorImp.cpp

@@ -280,7 +280,8 @@ void IndicatorImp::setContext(const KData &k) {
         getAllSubNodes(nodes);
         if (ms_enable_increment_calculate) {
             for (const auto &node : nodes) {
-                if (!node->m_need_calculate && !node->supportIncrementCalculate()) {
+                if (!node->m_need_calculate && ((node->m_optype == LEAF || node->m_optype == OP) &&
+                                                !node->supportIncrementCalculate())) {
                     node->_clearBuffer();
                 }
             }
@@ -877,13 +878,12 @@ bool IndicatorImp::increment_execute_leaf_or_op(const Indicator &ind) {
         return false;
     }
 
-    for (size_t r = 0; r < m_result_num; ++r) {
-        if (m_pBuffer[r] == nullptr) {
-            return false;
+    if (copy_len > 0) {
+        for (size_t r = 0; r < m_result_num; ++r) {
+            m_pBuffer[r]->resize(total, Null<value_t>());
+            auto *dst = this->data(r);
+            memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
         }
-        m_pBuffer[r]->resize(total, Null<value_t>());
-        auto *dst = this->data(r);
-        memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
     }
 
     if (start_pos < m_discard) {
@@ -1054,35 +1054,13 @@ size_t IndicatorImp::increment_execute() {
         return null_pos;
     }
 
-    if (copy_start_pos < m_discard) {
-        size_t old_discard = m_discard;
-        m_discard = m_discard - copy_start_pos;
-        copy_start_pos = old_discard;
-        copy_len = m_old_context.size() - copy_start_pos;
-        for (size_t r = 0; r < m_result_num; ++r) {
-            if (m_pBuffer[r] == nullptr) {
-                return false;
-            }
-            m_pBuffer[r]->resize(total, Null<value_t>());
-            auto *dst = this->data(r);
-            memmove(dst + m_discard, dst + copy_start_pos, sizeof(value_t) * (copy_len));
-        }
-    } else {
-        for (size_t r = 0; r < m_result_num; ++r) {
-            if (m_pBuffer[r] == nullptr) {
-                return false;
-            }
-            m_pBuffer[r]->resize(total, Null<value_t>());
-            auto *dst = this->data(r);
-            memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
-        }
-    }
-
-    if (start_pos < m_discard) {
-        start_pos = m_discard;
+    for (size_t r = 0; r < m_result_num; ++r) {
+        HKU_ASSERT(m_pBuffer[r] != nullptr);
+        m_pBuffer[r]->resize(total, Null<value_t>());
+        auto *dst = this->data(r);
+        memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
     }
 
-    _update_discard();
     return start_pos;
 }
 
@@ -1846,35 +1824,12 @@ size_t IndicatorImp::increment_execute_if() {
         return null_pos;
     }
 
-    if (copy_start_pos < m_discard) {
-        size_t old_discard = m_discard;
-        m_discard = m_discard - copy_start_pos;
-        copy_start_pos = old_discard;
-        copy_len = m_old_context.size() - copy_start_pos;
-        for (size_t r = 0; r < m_result_num; ++r) {
-            if (m_pBuffer[r] == nullptr) {
-                return false;
-            }
-            m_pBuffer[r]->resize(total, Null<value_t>());
-            auto *dst = this->data(r);
-            memmove(dst + m_discard, dst + copy_start_pos, sizeof(value_t) * (copy_len));
-        }
-    } else {
-        for (size_t r = 0; r < m_result_num; ++r) {
-            if (m_pBuffer[r] == nullptr) {
-                return false;
-            }
-            m_pBuffer[r]->resize(total, Null<value_t>());
-            auto *dst = this->data(r);
-            memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
-        }
-    }
-
-    if (start_pos < m_discard) {
-        start_pos = m_discard;
+    for (size_t r = 0; r < m_result_num; ++r) {
+        m_pBuffer[r]->resize(total, Null<value_t>());
+        auto *dst = this->data(r);
+        memmove(dst, dst + copy_start_pos, sizeof(value_t) * (copy_len));
     }
 
-    _update_discard();
     return start_pos;
 }
 
@@ -1918,8 +1873,9 @@ void IndicatorImp::execute_if() {
     if (start_pos == Null<size_t>()) {
         size_t result_number = std::min(minp->getResultNumber(), maxp->getResultNumber());
         _readyBuffer(total, result_number);
-    } else if (start_pos > discard) {
-        discard = start_pos;
+        start_pos = discard;
+    } else if (start_pos < discard) {
+        start_pos = discard;
     }
 
     setDiscard(discard);
@@ -1929,7 +1885,7 @@ void IndicatorImp::execute_if() {
     auto *three = m_three->data(0);
     for (size_t r = 0; r < m_result_num; ++r) {
         auto *dst = this->data(r);
-        for (size_t i = discard; i < total; ++i) {
+        for (size_t i = start_pos; i < total; ++i) {
             if (three[i - diff_cond] > 0.0) {
                 dst[i] = left[i - diff_left];
             } else {
@@ -2022,6 +1978,9 @@ void IndicatorImp::_update_discard(bool force) {
             m_discard = discard;
         }
     }
+    if (m_discard > total) {
+        m_discard = total;
+    }
 }
 
 bool IndicatorImp::alike(const IndicatorImp &other) const {

hikyuu_cpp/hikyuu/utilities/omp_macro.h

@@ -0,0 +1,25 @@
+/*
+ *  Copyright (c) 2026 hikyuu.org
+ *
+ *  Created on: 2026-01-16
+ *      Author: fasiondog
+ */
+
+#pragma once
+
+#include "hikyuu/utilities/config.h"
+
+#if defined(_OPENMP)
+#include <omp.h>
+#define HKU_OMP_PARALLEL_FOR _Pragma("omp parallel for")
+#define HKU_OMP_SAFETY_PARALLEL_FOR \
+    _Pragma("omp parallel for num_threads(omp_get_max_threads()) if (!omp_in_parallel())")
+#define HKU_OMP_CHECK_THRESHOLD(guard, threshold)      \
+    if ((guard) > (threshold) && !omp_in_parallel()) { \
+        omp_set_num_threads(omp_get_max_threads());    \
+    }
+#else
+#define HKU_OMP_PARALLEL_FOR
+#define HKU_OMP_SAFETY_PARALLEL_FOR
+#define HKU_OMP_CHECK_THRESHOLD(guard, threshold)
+#endif

hikyuu_cpp/hikyuu/xmake.lua

@@ -21,6 +21,13 @@ target("hikyuu")
         end
     end
 
+    if has_config("omp") then 
+        add_packages("openmp")
+        if is_plat("macosx") then
+            add_packages("libomp")
+        end
+    end
+
     if has_config("http_client_zip") then
         add_packages("gzip-hpp")
     end
@@ -72,7 +79,7 @@ target("hikyuu")
     end
 
     if is_plat("macosx") then
-        add_links("iconv", "sqlite3")
+        add_links("sqlite3")
         add_frameworks("CoreFoundation")
     end
 

xmake.lua

@@ -38,6 +38,9 @@ option("log_level", {description = "set log level.", default = 2, values = {1, 2
 option("async_log", {description = "Use async log.", default = false})
 option("leak_check", {description = "Enable leak check for test", default = false})
 
+-- openmp 默认关闭，omp容易在数据不是全部在内存中时容易CPU占满空等，建议调测时使用
+option("omp", {description = "Enable openmp support.", default = false})
+
 -- 不再直接包含 arrow, 此处保留仅作编译兼容，实际不再使用
 option("arrow", {description = "Enable arrow support.(Obsolete, kept only for compatibility)", default = false})
 
@@ -190,6 +193,13 @@ add_requires("eigen", {system = false})
 add_requires("xxhash", {system = false})
 add_requires("utf8proc 2.11.0", {system = false})
 
+if has_config("omp") then
+    add_requires("openmp", {system = false})
+    if is_plat("macosx") then 
+        add_requires("libomp", {system = false})
+    end
+end
+
 if has_config("http_client_zip") then
     add_requires("gzip-hpp", {system = false})
 end