fix two bugs: std::min(vec vec) only return the smaller size vec and …

…1/20 returns integer zero
shrektan · Sep 11, 2024 · dbab020 · dbab020
1 parent 86a8241
commit dbab020
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Showing 2 changed files with 6 additions and 6 deletions.
diff --git a/src/tf-impl-001-060.cpp b/src/tf-impl-001-060.cpp
@@ -473,7 +473,7 @@ Alpha_mfun alpha035 = [](const Quotes& qts) -> Timeseries {
   auto rk_decay1 = rank(qts.apply(base_fun1));
   auto rk_decay2 = rank(qts.apply(base_fun2));
 
-  return std::min(rk_decay1, rk_decay2) * -1.0;
+  return pmin(rk_decay1, rk_decay2) * -1.0;
 };
 
 

diff --git a/src/tf-impl-175-191.cpp b/src/tf-impl-175-191.cpp
@@ -254,24 +254,24 @@ Alpha_fun alpha189 = [](const Quote& qt) -> double {
 Alpha_fun alpha190 = [](const Quote& qt) -> double {
   auto count_fun1 = [] (const Quote& qt) {
     auto left = qt.close() / qt.close(1) - 1.0;
-    auto right = std::pow(qt.close() / qt.close(19), 1/20) - 1.0;
+    auto right = std::pow(qt.close() / qt.close(19), 1.0/20.0) - 1.0;
     return left > right;
   };
   double param1 = count(qt.ts<bool>(20, count_fun1)) - 1.0;
 
   auto double_muti_p = [](const Quote& qt) {
     auto param1 = qt.close() / qt.close(1) - 1.0;
-    auto param2 = std::pow(qt.close() - qt.close(19), 1/20) - 1.0;
+    auto param2 = std::pow(qt.close() - qt.close(19), 1.0/20.0) - 1.0;
     return std::pow(param1 - param2, 2.0);
   };
   auto bool_muti_p1 = [](const Quote& qt) {
     auto left = qt.close() / qt.close(1) - 1.0;
-    auto right = std::pow(qt.close() / qt.close(19), 1/20) - 1.0;
+    auto right = std::pow(qt.close() / qt.close(19), 1.0/20.0) - 1.0;
     return left < right;
   };
   auto bool_muti_p2 = [](const Quote& qt) {
     auto left = qt.close() / qt.close(1) - 1.0;
-    auto right = std::pow(qt.close() / qt.close(19), 1/20) - 1.0;
+    auto right = std::pow(qt.close() / qt.close(19), 1.0/20.0) - 1.0;
     return left > right;
   };
   double param2 = sum(filter(
@@ -281,7 +281,7 @@ Alpha_fun alpha190 = [](const Quote& qt) -> double {
 
   auto count_fun2 = [] (const Quote& qt) {
     auto left = qt.close() / qt.close(1) - 1.0;
-    auto right = pow(qt.close() / qt.close(19), 1/20) - 1.0;
+    auto right = std::pow(qt.close() / qt.close(19), 1.0/20.0) - 1.0;
     return left < right;
   };
   double param3 = count(qt.ts<bool>(20, count_fun2));