Merge pull request #440 from fasiondog/feature/factor_ma

优化IndicatorImp; 去除不必要的虚函数

Author: fasiondog

hikyuu/data/mysql_upgrade/0030.sql

@@ -1,3 +1,3 @@
 update `hku_base`.`stocktypeinfo` set `minTradeNumber`=200 where `type`=9 and `description`='科创板';
 update `hku_base`.`stocktypeinfo` set `minTradeNumber`=100 where `type`=11 and `description`='北交所';
-UPDATE `hku_base`.`version` set `version` = 29;
+UPDATE `hku_base`.`version` set `version` = 30;

hikyuu_cpp/hikyuu/KData.cpp

@@ -94,11 +94,13 @@ void KData::tocsv(const string& filename) {
 }
 
 KData KData::getKData(const Datetime& start, const Datetime& end) const {
+    KData ret;
     const Stock& stk = getStock();
-    HKU_IF_RETURN(stk.isNull(), KData());
+    HKU_IF_RETURN(stk.isNull(), ret);
 
     const KQuery& query = getQuery();
-    return KData(stk, KQueryByDate(start, end, query.kType(), query.recoverType()));
+    ret = KData(stk, KQueryByDate(start, end, query.kType(), query.recoverType()));
+    return ret;
 }
 
 KData KData::getKData(int64_t start, int64_t end) const {
@@ -127,19 +129,15 @@ KData KData::getKData(int64_t start, int64_t end) const {
     return KData(getStock(), query);
 }
 
-KData KData::getKData(const KQuery::KType& ktype) const {
-    const Stock& stk = getStock();
-    HKU_IF_RETURN(stk.isNull(), KData());
-
+KQuery KData::getOtherQueryByDate(const Datetime& start_datetime, const Datetime& end_datetime,
+                                  const KQuery::KType& ktype) const {
     const KQuery& query = getQuery();
-    HKU_IF_RETURN(query.kType() == ktype, *this);
+    if (getStock().isNull()) {
+        return KQueryByDate(Null<Datetime>(), Null<Datetime>(), ktype, query.recoverType());
+    }
 
-    if (empty()) {
-        if (query.queryType() == KQuery::INDEX) {
-            return KData(stk, KQuery(0, 0, ktype, query.recoverType()));
-        }
-        return KData(
-          stk, KQuery(query.startDatetime(), query.endDatetime(), ktype, query.recoverType()));
+    if (empty() && query.queryType() == KQuery::INDEX) {
+        return KQuery(Null<Datetime>(), Null<Datetime>(), ktype, query.recoverType());
     }
 
     Datetime end;
@@ -148,9 +146,15 @@ KData KData::getKData(const KQuery::KType& ktype) const {
         end = Null<Datetime>();
     } else {
         end = this->back().datetime;
+        if (end_datetime < end) {
+            end = end_datetime;
+        }
     }
 
     Datetime start = this->front().datetime;
+    if (start_datetime > start) {
+        start = start_datetime;
+    }
 
     auto day_ktype_seconds = KQuery::getKTypeInSeconds(KQuery::DAY);
     // 从日线及以上转日线以下
@@ -167,7 +171,15 @@ KData KData::getKData(const KQuery::KType& ktype) const {
         start = start.startOfDay();
     }
 
-    return KData(stk, KQuery(start, end, ktype, query.recoverType()));
+    return KQuery(start, end, ktype, query.recoverType());
+}
+
+KData KData::getKData(const KQuery::KType& ktype) const {
+    KData ret;
+    const Stock& stk = getStock();
+    HKU_IF_RETURN(stk.isNull(), ret);
+    ret = stk.getKData(getOtherQueryByDate(front().datetime, back().datetime, ktype));
+    return ret;
 }
 
 Indicator KData::open() const {

hikyuu_cpp/hikyuu/KData.h

@@ -83,6 +83,21 @@ class HKU_API KData {
      */
     KData getKData(int64_t start, int64_t end = Null<int64_t>()) const;
 
+    /**
+     * 特殊用途！谨慎！按当前K线范围，获取指定日期范围的其他类型的按日期查询的 Query 条件
+     * @note
+     *  1. 指定日期范围必须在当前K线数据范围内，否则截断在 K 线范围内
+     *  2. start_datetime/end_datetime 的精度应和当前 KData 一致
+     *  3. 如果原截止条件为 Null<Datetime>()且未指定end_datetime, 则返回的查询条件为
+     * Null<Datetime>()
+     * @param start_datetime
+     * @param end_datetime
+     * @param ktype
+     * @return KData
+     */
+    KQuery getOtherQueryByDate(const Datetime& start_datetime, const Datetime& end_datetime,
+                               const KQuery::KType& ktype) const;
+
     /** 按日期查询对应的索引位置，注：是 KData 中的位置，不是在 Stock 中原始K记录的位置 */
     size_t getPos(const Datetime& datetime) const;
 
@@ -192,7 +207,8 @@ class HKU_API KData {
 
 private:
     std::shared_ptr<KDataImp>& get_null_kdata_imp() {
-        static std::shared_ptr<KDataImp> instance = std::make_shared<KDataImp>();  // 第一次调用时初始化
+        static std::shared_ptr<KDataImp> instance =
+          std::make_shared<KDataImp>();  // 第一次调用时初始化
         return instance;
     }
 

hikyuu_cpp/hikyuu/data_driver/BlockInfoDriver.h

@@ -94,11 +94,17 @@ class HKU_API BlockInfoDriver {
      */
     virtual void remove(const string& category, const string& name) = 0;
 
+protected:
+    bool isPythonObject() const {
+        return m_is_python_object;
+    }
+
 private:
     bool checkType();
 
 protected:
     string m_name;
+    bool m_is_python_object{false};
 };
 
 typedef shared_ptr<BlockInfoDriver> BlockInfoDriverPtr;

hikyuu_cpp/hikyuu/data_driver/KDataDriver.cpp

@@ -37,6 +37,7 @@ shared_ptr<KDataDriver> KDataDriver::clone() {
     shared_ptr<KDataDriver> ptr = _clone();
     ptr->m_params = m_params;
     ptr->m_name = m_name;
+    ptr->m_is_python_object = m_is_python_object;
     ptr->_init();
     return ptr;
 }

hikyuu_cpp/hikyuu/data_driver/KDataDriver.h

@@ -134,15 +134,16 @@ class HKU_API KDataDriver {
     }
 
 protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const {
+        return m_is_python_object;
     }
 
 private:
     bool checkType();
 
-private:
+protected:
     string m_name;
+    bool m_is_python_object{false};
 };
 
 typedef shared_ptr<KDataDriver> KDataDriverPtr;

hikyuu_cpp/hikyuu/indicator/Indicator.h

@@ -176,7 +176,6 @@ class HKU_API Indicator {
         return m_imp->getParam<ValueType>(name);
     }
 
-    bool supportIndParam() const;
     bool haveIndParam(const string& name) const;
     void setIndParam(const string& name, const Indicator& ind);
     void setIndParam(const string& name, const IndParam& ind);
@@ -213,6 +212,8 @@ class HKU_API Indicator {
 
     string str() const;
 
+    bool isPythonObject() const;
+
 public:
     class Iterator {
     private:
@@ -387,8 +388,8 @@ inline const IndicatorImpPtr Indicator::getIndParamImp(const string& name) const
     return m_imp ? m_imp->getIndParamImp(name) : IndicatorImpPtr();
 }
 
-inline bool Indicator::supportIndParam() const {
-    return m_imp ? m_imp->supportIndParam() : false;
+inline bool Indicator::isPythonObject() const {
+    return m_imp ? m_imp->isPythonObject() : false;
 }
 
 //--------------------------------------------------------------

hikyuu_cpp/hikyuu/indicator/Indicator2InImp.cpp

@@ -18,17 +18,20 @@ BOOST_CLASS_EXPORT(hku::Indicator2InImp)
 namespace hku {
 
 Indicator2InImp::Indicator2InImp() : IndicatorImp("Indicator2InImp") {
+    m_need_self_alike_compare = true;
     setParam<bool>("fill_null", true);
 }
 
 Indicator2InImp::Indicator2InImp(const string& name, size_t result_num)
 : IndicatorImp(name, result_num) {
+    m_need_self_alike_compare = true;
     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) {
+    m_need_self_alike_compare = true;
     setParam<bool>("fill_null", fill_null);
 }
 

hikyuu_cpp/hikyuu/indicator/Indicator2InImp.h

@@ -22,10 +22,6 @@ class Indicator2InImp : public IndicatorImp {
 
     virtual IndicatorImpPtr _clone() override;
 
-    virtual bool needSelfAlikeCompare() const noexcept override {
-        return true;
-    }
-
     virtual bool selfAlike(const IndicatorImp& other) const noexcept override;
 
     virtual void getSelfInnerNodesWithInputConext(vector<IndicatorImpPtr>& nodes) const override;

hikyuu_cpp/hikyuu/indicator/IndicatorImp.cpp

@@ -342,10 +342,10 @@ string IndicatorImp::str() const {
     os << "Indicator{\n"
        << "  name: " << name() << "\n  size: " << size() << "\n  discard: " << discard()
        << "\n  result sets: " << getResultNumber() << "\n  params: " << getParameter()
-       << "\n  support indicator param: " << (supportIndParam() ? "True" : "False");
-    if (supportIndParam()) {
+       << "\n  is python object: " << (isPythonObject() ? "True" : "False");
+    const auto &ind_params = getIndParams();
+    if (!ind_params.empty()) {
         os << "\n  ind params: {";
-        const auto &ind_params = getIndParams();
         for (auto iter = ind_params.begin(); iter != ind_params.end(); ++iter) {
             os << iter->first << ": " << iter->second->formula() << ", ";
         }
@@ -366,10 +366,25 @@ string IndicatorImp::str() const {
     return os.str();
 }
 
+void IndicatorImp::swap(IndicatorImp *other) {
+    HKU_ASSERT(other != nullptr);
+    HKU_IF_RETURN(this == other, void());
+    HKU_CHECK(other->m_result_num == m_result_num, "indicator result num not equal!");
+    HKU_CHECK(other->size() == size(), "indicator size not equal!");
+    for (size_t r = 0; r < m_result_num; ++r) {
+        vector<value_t> *tmp = m_pBuffer[r];
+        m_pBuffer[r] = other->m_pBuffer[r];
+        other->m_pBuffer[r] = tmp;
+    }
+}
+
 IndicatorImpPtr IndicatorImp::clone() {
     IndicatorImpPtr p = _clone();
     p->m_params = m_params;
     p->m_name = m_name;
+    p->m_is_python_object = m_is_python_object;
+    p->m_need_self_alike_compare = m_need_self_alike_compare;
+    p->m_is_serial = m_is_serial;
     p->m_discard = m_discard;
     p->m_result_num = m_result_num;
     p->m_context = m_context;