c++实现cci

以下是使用C++实现CCI指标的示例代码：

#include <iostream>
#include <vector>
#include <cmath>

using namespace std;

// 计算典型价格
double getTypicalPrice(double high, double low, double close) {
    return (high + low + close) / 3.0;
}

// 计算平均偏差
double getMeanDeviation(vector<double> typicalPrices, double sma, int period) {
    double sum = 0;
    for (int i = 0; i < period; ++i) {
        sum += abs(typicalPrices[i] - sma);
    }
    return sum / period;
}

// 计算CCI指标
double getCCI(vector<double> typicalPrices, double sma, double md, int period) {
    double cci = (typicalPrices[period - 1] - sma) / (0.015 * md);
    return cci;
}

int main() {
    vector<double> highs = {50.12, 50.56, 50.87, 50.24, 50.17, 50.24, 50.26, 50.10, 49.87, 50.03, 49.61, 49.38, 49.55, 49.50, 49.26, 49.35, 49.92, 50.19, 50.12, 49.97, 50.03, 50.05, 49.73, 49.62, 49.50, 49.87, 50.24, 50.54, 50.50, 50.75, 50.59};
    vector<double> lows = {49.50, 49.50, 50.00, 49.50, 49.50, 49.50, 49.50, 49.50, 48.62, 49.20, 48.20, 48.10, 48.68, 48.90, 48.50, 48.90, 49.20, 49.60, 49.50, 49.20, 49.50, 49.10, 49.00, 49.20, 49.00, 49.50, 49.50, 50.00, 50.20, 50.50, 50.20};
    vector<double> closes = {49.87, 50.02, 50.41, 50.05, 50.09, 50.21, 50.14, 49.81, 49.68, 49.80, 48.94, 48.52, 49.02, 48.63, 48.70, 49.01, 49.75, 50.22, 50.05, 49.67, 49.93, 50.01, 49.42, 49.25, 48.98, 49.52, 50.00, 50.25, 50.52, 50.65, 50.43};

    int period = 20; // CCI指标的计算周期
    vector<double> typicalPrices; // 典型价格数组
    double sma = 0; // 移动平均线
    double md = 0; // 平均偏差
    double cci = 0; // CCI指标

    // 计算典型价格
    for (int i = 0; i < closes.size(); ++i) {
        double tp = getTypicalPrice(highs[i], lows[i], closes[i]);
        typicalPrices.push_back(tp);
    }

    // 计算移动平均线和平均偏差
    for (int i = period - 1; i < typicalPrices.size(); ++i) {
        double sum = 0;
        for (int j = i - period + 1; j <= i; ++j) {
            sum += typicalPrices[j];
        }
        sma = sum / period;
        md = getMeanDeviation(typicalPrices, sma, period);

        // 计算CCI指标
        cci = getCCI(typicalPrices, sma, md, period);
        cout << "CCI(" << i + 1 << "): " << cci << endl;
    }

    return 0;
}

在上面的示例代码中，我们使用了一个长度为30的价格数组，然后计算了CCI指标。计算CCI指标时，我们首先计算了典型价格数组，然后计算移动平均线和平均偏差，最后计算CCI指标。在计算CCI指标时，我们使用了CCI指标的标准公式。