// .h
#ifndef LONGBEACH_SIGNALS_SIGMACD_H
#define LONGBEACH_SIGNALS_SIGMACD_H
#include <longbeach/signals/Signal.h>
#include <longbeach/signals/SignalSpec.h>
#include <longbeach/signals/SignalSpecMemberList.h>
#include <longbeach/clientcore/technicals.h>
namespace longbeach {
namespace signals {
///
/// Signal computing MACD on give ref px
///
class SigMACDSpec : public SignalSpecT2<SigMACDSpec>
{
public:
LONGBEACH_DECLARE_SCRIPTING();
static void initMembers();
SigMACDSpec();
virtual instrument_t getInstrument() const { return m_refPxP->getInstrument(); }
virtual ISignalPtr build(SignalBuilder *builder) const;
virtual void checkValid() const;
// virtual bool compare(const ISignalSpec* other) const;
// virtual void print(std::ostream &o, const LuaPrintSettings &ps) const;
virtual void getDataRequirements(IDataRequirements *rqs) const;
int32_t short_window;
int32_t long_window;
int32_t mid_window;
};
class SigMACD: public SignalSmonImpl
{
public:
SigMACD( const ClientContextPtr& cc, const IPriceProviderPtr& refpxp, const int32_t short_w, const int32_t long_w, const int32_t mid_w, const std::string& desc, bool vbose);
private:
void onInputChange( const IPriceProvider& pxp );
void recomputeState() const;
private:
IPriceProviderPtr m_ref_pxp;
technicals::macd_t m_macd;
Subscription m_sub;
};
} // namespace signals
} // namespace longbeach
#endif // LONGBEACH_SIGNALS_SIGMACD_H
量化交易之HFT篇 - long beach - SigMACD.h
最新推荐文章于 2024-09-09 12:31:15 发布