Merge pull request #225 from fasiondog/feature/turnover

add TURNOVER 换手率指标
fasiondog · Apr 6, 2024 · 81c0916 · 81c0916
2 parents c698cb1 + 100e6d1
commit 81c0916
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Showing 6 changed files with 65 additions and 4 deletions.
diff --git a/hikyuu/indicator/indicator.py b/hikyuu/indicator/indicator.py
@@ -62,8 +62,6 @@ def indicator_getitem(data, i):
 Indicator.__iter__ = indicator_iter
 
 
-VALUE = PRICELIST
-
 try:
     import numpy as np
     import pandas as pd
@@ -89,8 +87,6 @@ def indicator_to_df(indicator):
         "you can't use method Inidicator.to_np() and to_df!"
     )
 
-VALUE = PRICELIST
-
 
 def concat_to_df(dates, ind_list, head_stock_code=True, head_ind_name=False):
     """将列表中的指标至合并在一张 pandas DataFrame 中
@@ -143,3 +139,7 @@ def concat_to_df(dates, ind_list, head_stock_code=True, head_ind_name=False):
 LOW = C_LOW()
 AMO = C_AMO()
 VOL = C_VOL()
+
+# 同名指标
+VALUE = PRICELIST
+CAPITAL = LIUTONGPANG
diff --git a/hikyuu_cpp/hikyuu/indicator/build_in.h b/hikyuu_cpp/hikyuu/indicator/build_in.h
@@ -98,6 +98,7 @@
 #include "crt/TIME.h"
 #include "crt/TIMELINE.h"
 #include "crt/TIMELINEVOL.h"
+#include "crt/TURNOVER.h"
 #include "crt/UPNDAY.h"
 #include "crt/VAR.h"
 #include "crt/VARP.h"

diff --git a/hikyuu_cpp/hikyuu/indicator/crt/TURNOVER.cpp b/hikyuu_cpp/hikyuu/indicator/crt/TURNOVER.cpp
@@ -0,0 +1,27 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-06
+ *      Author: fasiondog
+ */
+
+#include "KDATA.h"
+#include "SUM.h"
+#include "LIUTONGPAN.h"
+#include "TURNOVER.h"
+
+namespace hku {
+
+// 不需要乘以 100，成交量已经是手数即100
+Indicator HKU_API TURNOVER(int n) {
+    HKU_ASSERT(n >= 1);
+    return n == 1 ? (VOL() / LIUTONGPAN()) : (SUM(VOL(), n) / SUM(LIUTONGPAN(), n));
+}
+
+Indicator HKU_API TURNOVER(const KData& kdata, int n) {
+    HKU_ASSERT(n >= 1);
+    return n == 1 ? (kdata.vol() / LIUTONGPAN(kdata))
+                  : (SUM(kdata.vol(), n) / SUM(LIUTONGPAN(kdata), n));
+}
+
+}  // namespace hku
diff --git a/hikyuu_cpp/hikyuu/indicator/crt/TURNOVER.h b/hikyuu_cpp/hikyuu/indicator/crt/TURNOVER.h
@@ -0,0 +1,21 @@
+/*
+ *  Copyright (c) 2024 hikyuu.org
+ *
+ *  Created on: 2024-04-06
+ *      Author: fasiondog
+ */
+
+#include "../Indicator.h"
+
+namespace hku {
+
+/**
+ * @brief 换手率=股票成交量/流通股股数×100%
+ * @param n 窗口周期
+ * @return Indicator
+ */
+Indicator HKU_API TURNOVER(int n = 1);
+
+Indicator HKU_API TURNOVER(const KData& kdata, int n = 1);
+
+}  // namespace hku
diff --git a/hikyuu_cpp/hikyuu/indicator/imp/ISum.cpp b/hikyuu_cpp/hikyuu/indicator/imp/ISum.cpp
@@ -47,6 +47,11 @@ void ISum::_calculate(const Indicator& ind) {
     }
 
     m_discard = ind.discard();
+    if (n == 1) {
+        memcpy(dst, src, total * sizeof(value_t));
+        return;
+    }
+
     price_t sum = 0.0;
     for (size_t i = m_discard, len = (m_discard + n) >= total ? total : m_discard + n; i < len;
          i++) {

diff --git a/hikyuu_pywrap/indicator/_build_in.cpp b/hikyuu_pywrap/indicator/_build_in.cpp
@@ -1808,4 +1808,11 @@ void export_Indicator_build_in(py::module& m) {
     :param float nsigma: 剔除极值时使用的 nsigma 倍 sigma，默认 3.0
     :param bool recursive: 是否进行递归剔除极值，默认 False
     :rtype: Indicator)");
+
+    m.def("TURNOVER", py::overload_cast<int>(TURNOVER), py::arg("n") = 1);
+    m.def("TURNOVER", py::overload_cast<const KData&, int>(TURNOVER), py::arg("kdata"),
+          py::arg("n") = 1, R"(TURNOVER(data[,n=1])
+    换手率=股票成交量/流通股股数×100%
+
+    :param int n: 时间窗口)");
 }