📄 technique.h
字号:
/*
Cross Platform Core Code.
Copyright(R) 2001-2002 Balang Software.
All rights reserved.
Using:
class CTechnique
*/
#if !defined( __STKLIB_TECHNIQUE_H__ )
#define __STKLIB_TECHNIQUE_H__
/* The Folowing Is Stock Technique Analysis Identify Number */
/* 技术指标唯一编号 */
#define STT_MIN 1
// K线属性类
#define STT_KLINE_MIN 1
#define STT_MA 1 // 移动平均线MA
#define STT_BBI 2 // 多空指标BBI
#define STT_BOLL 3 // 布林带BOLL
#define STT_PV 4 // 汇证均价线P/V
#define STT_SAR 5 // 停损点转向指标SAR
#define STT_DJ 6 // 叠加图DJ
#define STT_CW 7 // 筹码分布图CW
#define STT_KLINE_MAX 7
// 趋势类
#define STT_TREND_MIN 8
#define STT_MACD 8 // 指数平滑异同移动平均线MACD
#define STT_MIKE 9 // 麦克指标MIKE
#define STT_PSY 10 // 心理线PSY
#define STT_TREND_MAX 10
// 能量类
#define STT_ENERGY_MIN 11
#define STT_VOLUME 11 // 成交量
#define STT_NVI 12 // 负成交量指标NVI
#define STT_PVI 13 // 正成交量指标PVI
#define STT_VR 14 // 容量比率VR
#define STT_VROC 15 // 成交量变动率指标VROC
#define STT_OBV 16 // 能量线OBV
#define STT_MOBV 17 // 主力进出MOBV
#define STT_MFI 18 // 资金流动指数MFI
#define STT_VMACD 19 // 量指数平滑异同移动平均线VMACD
#define STT_WVAD 20 // 威廉变异离散量WVAD
#define STT_EMV 21 // 简易波动指标EMV
#define STT_VRSI 22 // 量相对强弱指标VRSI
#define STT_NVRSI 23 // 新量相对强弱指标VRSI
#define STT_AD 24 // 聚/散指标A/D
#define STT_CI 25 // 累积指数CI
#define STT_ENERGY_MAX 25
// 摆动类
#define STT_SWING_MIN 26
#define STT_KDJ 26 // 随机指标KDJ
#define STT_R 27 // 威廉指标R
#define STT_RSI 28 // 相对强弱指标
#define STT_BIAS 29 // 乖离率BIAS
#define STT_MTM 30 // 动量指标MTM
#define STT_DMI 31 // 动向指标DMI
#define STT_ROC 32 // 变动率指标ROC
#define STT_CCI 33 // 顺势通道指标CCI
#define STT_CV 34 // 佳庆指标CV
#define STT_ARBR 35 // 人气意愿指标ARBR
#define STT_CR 36 // 中间意愿指标CR
#define STT_OSC 37 // 摆动量OSC
#define STT_UOS 38 // 极摆动指标UOS
#define STT_MAOSC 39 // 移动平均摆动量MAOSC
#define STT_36BIAS 40 // 3减6日乖离3-6BIAS
#define STT_DPO 41 // 去势价格摆动指数DPO
#define STT_KST 42 // 确然指标KST
#define STT_SWING_MAX 42
// 其他类
#define STT_OTHER_MIN 43
#define STT_REI 43 // 范围膨胀指数REI
#define STT_DMKI 44 // 迪马克尔指标DMKI
#define STT_PCNT 45 // 幅度比PCNT
#define STT_HLC 46 // 幅度分析HLC
#define STT_CDP 47 // 逆势操作指标CDP
#define STT_ASI 48 // 累积摆动指标ASI
#define STT_ATR 49 // 均幅指标ATR
#define STT_OTHER_MAX 49
#define STT_CLK_MIN 50
#define STT_CYO 50 // 周期摆动量CYO
#define STT_DCYO 51 // 去噪周期摆动量DCYO
#define STT_HSL 52 // 相对换手率HSL
#define STT_DPER 53 // 去势百分比指标DPER
#define STT_CLK_MAX 53
#define STT_MAX 53
#define STT_USER_MIN 10000
#define STT_INVALID DWORD(-1)
// 指标类别
#define STT_CLASS_MIN 1
#define STT_CLASS_KLINE 1 // K线叠加类
#define STT_CLASS_TREND 2 // 趋势类
#define STT_CLASS_ENERGY 3 // 能量类
#define STT_CLASS_SWING 4 // 摆动类
#define STT_CLASS_OTHER 5 // 其它类
#define STT_CLASS_CLK 6 // 策略为王类
#define STT_CLASS_USER 7 // 外挂指标类
#define STT_CLASS_MAX 7
// 买卖信号
#define ITS_MIN -15
#define ITS_SELLINTENSE -15 // 强烈卖出
#define ITSG_SELLINTENSE -13 // 门限
#define ITS_SELL -10 // 卖出
#define ITSG_SELL -8 // 门限
#define ITS_SELLFEEBLE -5 // 微弱卖出
#define ITSG_SELLFEEBLE -3 // 门限
#define ITS_NOTHING 0 // 无
#define ITSG_BUYFEEBLE 3 // 门限
#define ITS_BUYFEEBLE 5 // 微弱买进
#define ITSG_BUY 8 // 门限
#define ITS_BUY 10 // 买进
#define ITSG_BUYINTENSE 13 // 门限
#define ITS_BUYINTENSE 15 // 强烈买进
#define ITS_MAX 15
// 买卖信号理由
#define ITSC_MIN 1
#define ITSC_NOTHING 1 // 无
#define ITSC_DEVIATEONBOTTOM 2 // 底背离
#define ITSC_DEVIATEONTOP 3 // 顶背离
#define ITSC_GOLDENFORK 4 // 金叉
#define ITSC_DEADFORK 5 // 死叉
#define ITSC_LONG 6 // 多头
#define ITSC_SHORT 7 // 空头
#define ITSC_OVERBOUGHT 8 // 超买
#define ITSC_OVERSOLD 9 // 超卖
#define ITSC_SUPPORT 10 // 支撑位
#define ITSC_RESISTANCE 11 // 阻力位
#define ITSC_MAX 11
#define ITS_ISSELL(x) (x<0)
#define ITS_ISBUY(x) (x>0)
#define ITS_ISSELLORNOTHING(x) (x<=0)
#define ITS_ISBUYORNOTHING(x) (x>=0)
#define ITS_GETMINMAXDAYRANGE 120
#define ITS_DAYS_DEVIATE 115
/***
一些宏定义，主要是技术指标计算中常用的一些代码
*/
#define STT_ASSERT_GETMINMAXINFO( m_pKData, nStart, nEnd ) \
SP_ASSERT( m_pKData && nStart >= 0 && nStart < m_pKData->GetSize() && nEnd >= 0 && nEnd < m_pKData->GetSize() ); \
if( nStart < 0 || nStart >=m_pKData->GetSize() || nEnd < 0 || nEnd >=m_pKData->GetSize() ) \
return FALSE;
#define STT_ASSERT_CALCULATE( m_pKData, nIndex, nDays ) \
SP_ASSERT( m_pKData && nIndex >= 0 && nIndex < m_pKData->GetSize() && nDays > 0 ); \
if( !m_pKData || nIndex < 0 || nIndex >=m_pKData->GetSize() || nDays <= 0 ) \
return FALSE; \
if( !IsValidParameters( ) ) \
SetDefaultParameters( );
#define STT_ASSERT_CALCULATE1( m_pKData, nIndex ) \
SP_ASSERT( m_pKData && nIndex >= 0 && nIndex < m_pKData->GetSize() ); \
if( !m_pKData || nIndex < 0 || nIndex >=m_pKData->GetSize() ) \
return FALSE; \
if( !IsValidParameters( ) ) \
SetDefaultParameters( );
#define VALID_DAYS( x ) (x>=1&&x<=1024)
#define STT_VALID_DAYSARRAY( a ) \
if( a.GetSize() <= 0 ) \
return FALSE; \
for( int k=0; k<a.GetSize(); k++ ) \
if( a[k] < 1 || a[k] > 1024 ) \
return FALSE;
#define VALID_ITS( x ) (x>=ITS_MIN&&x<=ITS_MAX)
/***
一些反复使用的代码，用函数代替，得到技术指标在指定范围内的最大最小值
*/
class CTechnique;
BOOL AfxGetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech, CSPDWordArray & adwDays ); // 技术指标有不同日期作为参数
BOOL AfxGetMinMaxInfo1( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech ); // 技术指标有1个最终值
BOOL AfxGetMinMaxInfo2( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech ); // 技术指标有2个最终值
BOOL AfxGetMinMaxInfo3( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech ); // 技术指标有3个最终值
BOOL AfxGetMinMaxInfo4( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech ); // 技术指标有4个最终值
BOOL AfxGetMinMaxInfo5( int nStart, int nEnd, double *pdMin, double *pdMax, CTechnique * pTech ); // 技术指标有5个最终值
DWORD AfxGetMaxDays( CSPDWordArray & adw ); // 数组adw的最大值
/**
技术指标基类
*/
class STKLIB_API CTechnique
{
public:
// Constructors
CTechnique( );
CTechnique( CKData * pKData );
virtual ~CTechnique();
void SetKData( CKData * pKData ); // 设定K线数据
CKData * GetKData( );
virtual void Clear( ); // 清除
virtual void ClearLastIntensity( ); // 清除上次买卖信号
virtual BOOL PrepareCache( int nStart, int nEnd, BOOL bForceRecalculate ); // 计算好数据，放入缓冲区
protected:
BOOL LoadFromCache( int nIndex, double * pValue1,
double * pValue2 = NULL, double * pValue3 = NULL, double * pValue4 = NULL, double * pValue5 = NULL ); // 从缓冲区读入结果
BOOL StoreToCache( int nIndex, double * pValue1,
double * pValue2 = NULL, double * pValue3 = NULL, double * pValue4 = NULL, double * pValue5 = NULL ); // 将结果保存至缓冲区
// Intensity Utility
BOOL IntensityPrepare( int nIndex, UINT * pnCode, int nMaxDays, int nMinMaxDays, double *pdLiminalLow, double *pdLiminalHigh, double dGateLow = 0.3, double dGateHigh = 0.7 ); // 准备数据，得到较大值和较小值
BOOL IntensityPreparePrice( int nIndex, UINT * pnCode, int nMaxDays, int nMinMaxDays, double *pdLiminalLow, double *pdLiminalHigh, double dGateLow = 0.3, double dGateHigh = 0.7 ); // 准备数据，得到价格较大值和较小值
BOOL IsNewValue( int nIndex, BOOL bTopOrBottom, int nDays, double * pdValue1, double * pdValue2 ); // 是否创新高或者创新低
BOOL IsDeviateOnBottom( int nIndex, double * pdValue1, double * pdValue2 ); // 是否底背离
BOOL IsDeviateOnTop( int nIndex, double * pdValue1, double * pdValue2 ); // 是否顶背离
BOOL IsGoldenFork( int nIndex, double * pdValue1, double * pdValue2 ); // 是否金叉
BOOL IsDeadFork( int nIndex, double * pdValue1, double * pdValue2 ); // 是否死叉
int GetForkSignal( int nIndex, CSPDWordArray & adwDays, UINT itsGoldenFork, UINT itsDeadFork, UINT * pnCode ); // 得到金叉或者死叉信号
int GetForkSignal( int nIndex, UINT itsGoldenFork, UINT itsDeadFork, UINT *pnCode ); // 得到金叉或者死叉信号
int GetForkSignal(int nIndex, double * pdValue1, double * pdValue2, UINT itsGoldenFork, UINT itsDeadFork, UINT *pnCode ); // 得到金叉死叉信号
int GetTrendIntensity(int nIndex, CSPDWordArray & adwDays, UINT itsLong, UINT itsShort, UINT * pnCode ); // 得到趋势信号
int GetTrendIntensity1( int nIndex, UINT itsLong, UINT itsShort, UINT *pnCode ); // 得到趋势信号
int GetTrendIntensity2( int nIndex, UINT itsLong, UINT itsShort, UINT *pnCode ); // 得到趋势信号
int GetTrendIntensity(int nIndex, double * pdValue1, double * pdValue2, UINT itsLong, UINT itsShort, UINT *pnCode ); // 得到趋势信号
public:
// Attributes
virtual void SetDefaultParameters( ); // 设定缺省参数
void AttachParameters( CTechnique & src ); // 指定参数与src相同
virtual BOOL IsValidParameters( ); // 参数是否合法
// Creations
static CTechnique * CreateTechnique( UINT nTech, CKData * pKData ); // 创建CTechnique对象
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL ); // 得到买卖信号
virtual int GetIntensity( int nIndex, UINT * pnCode = NULL, BOOL bTraceBack = TRUE ); // 得到买卖趋势信号
virtual int GetIntensityTraceback( int nIndex, UINT * pnCode = NULL ); // 得到买卖趋势信号
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax ); // 得到最大最小值
virtual BOOL Calculate( double * pValue, int nIndex, int nDays, BOOL bUseLast ); // 计算指标值
virtual BOOL Calculate( double * pValue, int nIndex, BOOL bUseLast ); // 计算指标值
virtual BOOL Calculate( double * pValue1, double * pValue2, int nIndex, BOOL bUseLast ); // 计算指标值
virtual BOOL Calculate( double * pValue1, double * pValue2, double * pValue3, int nIndex, BOOL bUseLast ); // 计算指标值
virtual BOOL Calculate( double * pValue1, double * pValue2, double * pValue3, double * pValue4, int nIndex, BOOL bUseLast ); // 计算指标值
virtual BOOL Calculate( double * pValue1, double * pValue2, double * pValue3, double * pValue4, double * pValue5, int nIndex, BOOL bUseLast ); // 计算指标值
virtual BOOL CalculateMA( double * pValue, double * pMA, int nIndex, BOOL bUseLast, int nMADays ); // 计算指标值和均值
protected:
CKData * m_pKData;
double * m_pdCache1;
double * m_pdCache2;
double * m_pdCache3;
double * m_pdCache4;
double * m_pdCache5;
BOOL * m_pbHasCache1;
BOOL * m_pbHasCache2;
BOOL * m_pbHasCache3;
BOOL * m_pbHasCache4;
BOOL * m_pbHasCache5;
int m_nLength;
int m_nIndexStart;
int m_nLastIntensity;
UINT m_nLastIntensityCode;
};
// K线
class STKLIB_API CKLine : public CTechnique
{
public:
// Constructors
CKLine( );
CKLine( CKData * pKData );
virtual ~CKLine();
public:
virtual void Clear( );
// Attributes
virtual void SetDefaultParameters( );
void AttachParameters( CKLine & src );
virtual BOOL IsValidParameters( );
// Operations
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
};
/////////////////////////////////////////////////////////////////////////
// K线属性类
// 移动平均线MA
class STKLIB_API CMA : public CTechnique
{
public:
// Constructors
CMA( );
CMA( CKData * pKData );
virtual ~CMA();
public:
virtual void Clear( );
// Attributes
enum MATypes {
typeMA = 0x01,
typeEXPMA = 0x02,
};
int m_nType;
CSPDWordArray m_adwMADays;
int m_itsGoldenFork;
int m_itsDeadFork;
int m_itsLong;
int m_itsShort;
virtual void SetDefaultParameters( );
void AttachParameters( CMA & src );
virtual BOOL IsValidParameters( );
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL );
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
virtual BOOL Calculate( double * pValue, int nIndex, int nDays, BOOL bUseLast );
};
// 多空指标BBI
class STKLIB_API CBBI : public CTechnique
{
public:
// Constructors
CBBI( );
CBBI( CKData * pKData );
virtual ~CBBI();
public:
virtual void Clear( );
// Attributes
int m_nMA1Days;
int m_nMA2Days;
int m_nMA3Days;
int m_nMA4Days;
int m_itsGoldenFork;
int m_itsDeadFork;
virtual void SetDefaultParameters( );
void AttachParameters( CBBI & src );
virtual BOOL IsValidParameters( );
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL );
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
virtual BOOL Calculate( double * pValue, int nIndex, BOOL bUseLast );
};
// 布林带BOLL
class STKLIB_API CBOLL : public CTechnique
{
public:
// Constructors
CBOLL( );
CBOLL( CKData * pKData );
virtual ~CBOLL();
public:
virtual void Clear( );
// Attributes
double m_dMultiUp;
double m_dMultiDown;
int m_nMADays;
int m_itsSupport;
int m_itsResistance;
virtual void SetDefaultParameters( );
void AttachParameters( CBOLL & src );
virtual BOOL IsValidParameters( );
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL );
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
virtual BOOL Calculate( double * pdMA, double * pdUp, double * pdDown, int nIndex, BOOL bUseLast );
};
// 汇证均价线P/V
class STKLIB_API CPV : public CTechnique
{
public:
// Constructors
CPV( );
CPV( CKData * pKData );
virtual ~CPV();
public:
virtual void Clear( );
// Attributes
virtual void SetDefaultParameters( );
void AttachParameters( CPV & src );
virtual BOOL IsValidParameters( );
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL );
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
virtual BOOL Calculate( double * pValue, int nIndex, BOOL bUseLast );
};
// 停损点转向指标SAR
class STKLIB_API CSAR : public CTechnique
{
public:
// Constructors
CSAR( );
CSAR( CKData * pKData );
virtual ~CSAR();
protected:
BOOL CalculateSAR( double * pValue, int nIndex, BOOL bUseLast );
public:
virtual void Clear( );
// Attributes
int m_nInitDays;
int m_bFirstUp;
double m_dAFStep;
double m_dAFMax;
int m_itsBuy;
int m_itsSell;
virtual void SetDefaultParameters( );
void AttachParameters( CSAR & src );
virtual BOOL IsValidParameters( );
// Operations
virtual int GetSignal( int nIndex, UINT * pnCode = NULL );
virtual BOOL GetMinMaxInfo( int nStart, int nEnd, double *pdMin, double *pdMax );
virtual BOOL Calculate( double * pValue, int nIndex, BOOL bUseLast );
protected:
BOOL m_bCurUp;
BOOL m_bTurn;
double m_dCurAF;
double m_dCurHigh;
double m_dCurLow;
};
// 叠加图DJ
class STKLIB_API CDJ : public CTechnique
{
public:
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -