Version 2 of cloud.

src/RcppExports.cpp

@@ -64,6 +64,23 @@ BEGIN_RCPP
     return rcpp_result_gen;
 END_RCPP
 }
+// ichimoku_cloud2
+List ichimoku_cloud2(std::vector<double> high, std::vector<double> low, std::vector<double> close, int tenkan_period, int kijun_period, int senkou_span_b_period, int chikou_shift);
+RcppExport SEXP _dmplot_ichimoku_cloud2(SEXP highSEXP, SEXP lowSEXP, SEXP closeSEXP, SEXP tenkan_periodSEXP, SEXP kijun_periodSEXP, SEXP senkou_span_b_periodSEXP, SEXP chikou_shiftSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< std::vector<double> >::type high(highSEXP);
+    Rcpp::traits::input_parameter< std::vector<double> >::type low(lowSEXP);
+    Rcpp::traits::input_parameter< std::vector<double> >::type close(closeSEXP);
+    Rcpp::traits::input_parameter< int >::type tenkan_period(tenkan_periodSEXP);
+    Rcpp::traits::input_parameter< int >::type kijun_period(kijun_periodSEXP);
+    Rcpp::traits::input_parameter< int >::type senkou_span_b_period(senkou_span_b_periodSEXP);
+    Rcpp::traits::input_parameter< int >::type chikou_shift(chikou_shiftSEXP);
+    rcpp_result_gen = Rcpp::wrap(ichimoku_cloud2(high, low, close, tenkan_period, kijun_period, senkou_span_b_period, chikou_shift));
+    return rcpp_result_gen;
+END_RCPP
+}
 // macd
 List macd(std::vector<double> price, int s, int l, int k, bool percent);
 RcppExport SEXP _dmplot_macd(SEXP priceSEXP, SEXP sSEXP, SEXP lSEXP, SEXP kSEXP, SEXP percentSEXP) {
@@ -149,6 +166,7 @@ static const R_CallMethodDef CallEntries[] = {
     {"_dmplot_ema", (DL_FUNC) &_dmplot_ema, 3},
     {"_dmplot_fib", (DL_FUNC) &_dmplot_fib, 2},
     {"_dmplot_ichimoku_cloud", (DL_FUNC) &_dmplot_ichimoku_cloud, 6},
+    {"_dmplot_ichimoku_cloud2", (DL_FUNC) &_dmplot_ichimoku_cloud2, 7},
     {"_dmplot_macd", (DL_FUNC) &_dmplot_macd, 5},
     {"_dmplot_mom", (DL_FUNC) &_dmplot_mom, 2},
     {"_dmplot_monte_carlo", (DL_FUNC) &_dmplot_monte_carlo, 4},

src/ichimoku-cloud.cpp

@@ -71,4 +71,83 @@ Rcpp::List ichimoku_cloud(
         _["senkou_span_a"] = senkou_span_a,
         _["senkou_span_b"] = senkou_span_b_future
     );
-}
+}
+
+
+// -----
+
+using namespace Rcpp;
+
+// Helper function to calculate the middle point of high and low over a period
+std::vector<double> calculate_midpoint(const std::vector<double>& high, const std::vector<double>& low, int period) {
+    std::vector<double> result(high.size(), NA_REAL);
+    for (int i = period - 1; i < high.size(); ++i) {
+        double period_high = *std::max_element(high.begin() + i - period + 1, high.begin() + i + 1);
+        double period_low = *std::min_element(low.begin() + i - period + 1, low.begin() + i + 1);
+        result[i] = (period_high + period_low) / 2.0;
+    }
+    return result;
+}
+
+// Helper function to shift a vector forward (into the future)
+std::vector<double> shift_vector(const std::vector<double>& vec, int shift) {
+    std::vector<double> result(vec.size(), NA_REAL);
+    std::copy(vec.begin(), vec.end() - shift, result.begin() + shift);
+    return result;
+}
+
+//' Ichimoku Cloud
+//'
+//' @param high A numeric vector of high prices
+//' @param low A numeric vector of low prices
+//' @param close A numeric vector of closing prices
+//' @param tenkan_period The period for Tenkan-sen (Conversion Line)
+//' @param kijun_period The period for Kijun-sen (Base Line)
+//' @param senkou_span_b_period The period for Senkou Span B
+//' @param chikou_shift The shift for Chikou Span (typically 26)
+//' @return A list containing Tenkan-sen, Kijun-sen, Senkou Span A, Senkou Span B, and Chikou Span
+//' @export
+// [[Rcpp::export]]
+List ichimoku_cloud2(
+    std::vector<double> high,
+    std::vector<double> low,
+    std::vector<double> close,
+    int tenkan_period = 9,
+    int kijun_period = 26,
+    int senkou_span_b_period = 52,
+    int chikou_shift = 26
+) {
+
+    int n = high.size();
+
+    // Calculate Tenkan-sen (Conversion Line)
+    std::vector<double> tenkan_sen = calculate_midpoint(high, low, tenkan_period);
+
+    // Calculate Kijun-sen (Base Line)
+    std::vector<double> kijun_sen = calculate_midpoint(high, low, kijun_period);
+
+    // Calculate Senkou Span A (Leading Span A)
+    std::vector<double> senkou_span_a(n, NA_REAL);
+    for (int i = kijun_period - 1; i < n; ++i) {
+        senkou_span_a[i] = (tenkan_sen[i] + kijun_sen[i]) / 2.0;
+    }
+    senkou_span_a = shift_vector(senkou_span_a, kijun_period);
+
+    // Calculate Senkou Span B (Leading Span B)
+    std::vector<double> senkou_span_b = calculate_midpoint(high, low, senkou_span_b_period);
+    senkou_span_b = shift_vector(senkou_span_b, kijun_period);
+
+    // Calculate Chikou Span (Lagging Span)
+    std::vector<double> chikou_span = shift_vector(close, -chikou_shift);
+
+    // Create and return the list
+    List result = List::create(
+        _["tenkan_sen"] = tenkan_sen,
+        _["kijun_sen"] = kijun_sen,
+        _["senkou_span_a"] = senkou_span_a,
+        _["senkou_span_b"] = senkou_span_b,
+        _["chikou_span"] = chikou_span
+    );
+
+    return result;
+}

src/ichimoku-cloud.h

@@ -10,4 +10,13 @@ Rcpp::List ichimoku_cloud(
     int senkou_period = 52
 );
 
+Rcpp::List ichimoku_cloud2(
+    NumericVector high,
+    NumericVector low,
+    NumericVector close,
+    int tenkan_period = 9,
+    int kijun_period = 26,
+    int senkou_period = 52
+);
+
 #endif