Beispiel #1
0
/* Generated */ TA_RetCode TA_PREFIX(INT_PO)( int    startIdx,
/* Generated */                               int    endIdx,
/* Generated */                               const INPUT_TYPE *inReal,
/* Generated */                               int    optInFastPeriod, 
/* Generated */                               int    optInSlowPeriod, 
/* Generated */                               TA_MAType optInMethod_2,
/* Generated */                               int   *outBegIdx,
/* Generated */                               int   *outNbElement,
/* Generated */                               double      *outReal,
/* Generated */                               double      *tempBuffer,
/* Generated */                               unsigned int  doPercentageOutput )
/* Generated */ #endif
/* Generated */ {
/* Generated */    TA_RetCode retCode;
/* Generated */    int tempInteger;
/* Generated */    int outBegIdx1, outNbElement1;
/* Generated */    int outBegIdx2, outNbElement2;
/* Generated */    int i, j;
/* Generated */    if( optInSlowPeriod < optInFastPeriod )
/* Generated */    {
/* Generated */        tempInteger       = optInSlowPeriod;
/* Generated */        optInSlowPeriod = optInFastPeriod;
/* Generated */        optInFastPeriod = tempInteger;
/* Generated */    }
/* Generated */    retCode = TA_PREFIX(MA)( startIdx, endIdx,
/* Generated */                           inReal,
/* Generated */                           optInSlowPeriod, 
/* Generated */                           optInMethod_2,                    
/* Generated */                           &outBegIdx1, &outNbElement1, tempBuffer );
/* Generated */    if( retCode == TA_SUCCESS )
/* Generated */    {
/* Generated */       retCode = TA_PREFIX(MA)( startIdx, endIdx,                       
/* Generated */                              inReal,
/* Generated */                              optInFastPeriod, 
/* Generated */                              optInMethod_2,
/* Generated */                              &outBegIdx2, &outNbElement2, outReal );
/* Generated */       if( retCode == TA_SUCCESS )
/* Generated */       {
/* Generated */          tempInteger = outBegIdx1 - outBegIdx2;
/* Generated */          if( doPercentageOutput )
/* Generated */          {
/* Generated */             for( i=0,j=tempInteger; i < outNbElement1; i++, j++ )
/* Generated */                outReal[i] = ((outReal[j]-tempBuffer[i])/tempBuffer[i])*100;
/* Generated */          }
/* Generated */          else
/* Generated */          {
/* Generated */             for( i=0,j=tempInteger; i < outNbElement1; i++, j++ )
/* Generated */                outReal[i] = outReal[j]-tempBuffer[i];
/* Generated */          }
/* Generated */          *outBegIdx     = outBegIdx1;
/* Generated */          *outNbElement  = outNbElement1;
/* Generated */       }
/* Generated */    }
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx     = 0;
/* Generated */       *outNbElement  = 0;
/* Generated */    }
/* Generated */    return retCode;
/* Generated */ }
Beispiel #2
0
/* Generated */ TA_RetCode TA_S_APO( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const float  inReal[],
/* Generated */                      int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                      int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                      TA_MAType     optInMAType,
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNbElement,
/* Generated */                      double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF(tempBuffer);
/* Generated */    TA_RetCode retCode;
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     if( !inReal ) return TA_BAD_PARAM;
/* Generated */     if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInFastPeriod = 12;
/* Generated */     else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowPeriod = 26;
/* Generated */     else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInMAType = 0;
/* Generated */     else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( outReal == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    ARRAY_ALLOC(tempBuffer, (endIdx-startIdx+1) );
/* Generated */    if( !tempBuffer )
/* Generated */       return TA_ALLOC_ERR;
/* Generated */    retCode = TA_PREFIX(INT_PO)( startIdx, endIdx,                        
/* Generated */                               inReal,
/* Generated */                               optInFastPeriod, 
/* Generated */                               optInSlowPeriod, 
/* Generated */                               optInMAType,
/* Generated */                               outBegIdx,
/* Generated */                               outNbElement,
/* Generated */                               outReal,
/* Generated */                               tempBuffer,
/* Generated */                               0  );
/* Generated */    ARRAY_FREE( tempBuffer );
/* Generated */    return retCode;
/* Generated */ }
Beispiel #3
0
/* Generated */ TA_RetCode TA_S_MACD( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  inReal[],
/* Generated */                       int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                       int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                       int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNbElement,
/* Generated */                       double        outMACD[],
/* Generated */                       double        outMACDSignal[],
/* Generated */                       double        outMACDHist[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     if( !inReal ) return TA_BAD_PARAM;
/* Generated */     if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInFastPeriod = 12;
/* Generated */     else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowPeriod = 26;
/* Generated */     else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInSignalPeriod = 9;
/* Generated */     else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outMACD == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outMACDSignal == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outMACDHist == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    return TA_PREFIX(INT_MACD)( startIdx, endIdx, inReal,
/* Generated */                                optInFastPeriod,
/* Generated */                                optInSlowPeriod,
/* Generated */                                optInSignalPeriod,
/* Generated */                                outBegIdx,
/* Generated */                                outNbElement,
/* Generated */                                outMACD,
/* Generated */                                outMACDSignal,
/* Generated */                                outMACDHist );
/* Generated */ }
Beispiel #4
0
/* Generated */ TA_RetCode TA_PREFIX(INT_MACD)( int    startIdx,
/* Generated */                                 int    endIdx,
/* Generated */                                 const INPUT_TYPE inReal[],
/* Generated */                                 int    optInFastPeriod, 
/* Generated */                                 int    optInSlowPeriod, 
/* Generated */                                 int    optInSignalPeriod_2, 
/* Generated */                                 int   *outBegIdx,
/* Generated */                                 int   *outNbElement,
/* Generated */                                 double       outMACD[],
/* Generated */                                 double       outMACDSignal[],
/* Generated */                                 double       outMACDHist[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF(slowEMABuffer);
/* Generated */    ARRAY_REF(fastEMABuffer);
/* Generated */    double k1, k2;
/* Generated */    TA_RetCode retCode;
/* Generated */    int tempInteger, outBegIdx1, outNbElement1;
/* Generated */    int outBegIdx2, outNbElement2;
/* Generated */    int lookbackTotal, lookbackSignal;
/* Generated */    int i;
/* Generated */    if( optInSlowPeriod < optInFastPeriod )
/* Generated */    {
/* Generated */        tempInteger       = optInSlowPeriod;
/* Generated */        optInSlowPeriod = optInFastPeriod;
/* Generated */        optInFastPeriod = tempInteger;
/* Generated */    }
/* Generated */    if( optInSlowPeriod != 0 )
/* Generated */       k1 = PER_TO_K(optInSlowPeriod);
/* Generated */    else
/* Generated */    {
/* Generated */       optInSlowPeriod = 26;
/* Generated */       k1 = (double)0.075; 
/* Generated */    }
/* Generated */    if( optInFastPeriod != 0 )
/* Generated */       k2 = PER_TO_K(optInFastPeriod);
/* Generated */    else
/* Generated */    {
/* Generated */       optInFastPeriod = 12;
/* Generated */       k2 = (double)0.15; 
/* Generated */    }
/* Generated */    lookbackSignal = TA_EMA_Lookback( optInSignalPeriod_2 ); 
/* Generated */    lookbackTotal =  lookbackSignal;
/* Generated */    lookbackTotal += TA_EMA_Lookback( optInSlowPeriod );
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return TA_SUCCESS;
/* Generated */    }
/* Generated */    tempInteger = (endIdx-startIdx)+1+lookbackSignal;
/* Generated */    ARRAY_ALLOC( fastEMABuffer, tempInteger );
/* Generated */    if( !fastEMABuffer )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return TA_ALLOC_ERR;
/* Generated */    }
/* Generated */    ARRAY_ALLOC( slowEMABuffer, tempInteger );
/* Generated */    if( !slowEMABuffer )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastEMABuffer );
/* Generated */       return TA_ALLOC_ERR;
/* Generated */    }
/* Generated */    tempInteger = startIdx-lookbackSignal;
/* Generated */    retCode = TA_PREFIX(INT_EMA)( tempInteger, endIdx,
/* Generated */                                  inReal, optInSlowPeriod, k1,
/* Generated */                                  &outBegIdx1, &outNbElement1, slowEMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = TA_PREFIX(INT_EMA)( tempInteger, endIdx,
/* Generated */                                  inReal, optInFastPeriod, k2,
/* Generated */                                  &outBegIdx2, &outNbElement2, fastEMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    if( (outBegIdx1 != tempInteger) || 
/* Generated */        (outBegIdx2 != tempInteger) || 
/* Generated */        (outNbElement1 != outNbElement2) ||
/* Generated */        (outNbElement1 != (endIdx-startIdx)+1+lookbackSignal) )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* Generated */       return TA_INTERNAL_ERROR(119);
/* Generated */    }
/* Generated */    for( i=0; i < outNbElement1; i++ )
/* Generated */       fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i];
/* Generated */    ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
/* Generated */    retCode = TA_INT_EMA( 0, outNbElement1-1,
/* Generated */                          fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), 
/* Generated */                          &outBegIdx2, &outNbElement2, outMACDSignal );
/* Generated */    ARRAY_FREE( fastEMABuffer );
/* Generated */    ARRAY_FREE( slowEMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    for( i=0; i < outNbElement2; i++ )
/* Generated */       outMACDHist[i] = outMACD[i]-outMACDSignal[i];
/* Generated */    *outBegIdx     = startIdx;
/* Generated */    *outNbElement  = outNbElement2;
/* Generated */    return TA_SUCCESS;
/* Generated */ }
Beispiel #5
0
/* Generated */ TA_RetCode TA_S_MACDEXT( int    startIdx,
/* Generated */                          int    endIdx,
/* Generated */                          const float  inReal[],
/* Generated */                          int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                          TA_MAType     optInFastMAType,
/* Generated */                          int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                          TA_MAType     optInSlowMAType,
/* Generated */                          int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                          TA_MAType     optInSignalMAType,
/* Generated */                          int          *outBegIdx,
/* Generated */                          int          *outNbElement,
/* Generated */                          double        outMACD[],
/* Generated */                          double        outMACDSignal[],
/* Generated */                          double        outMACDHist[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF( slowMABuffer );
/* Generated */    ARRAY_REF( fastMABuffer );
/* Generated */    TA_RetCode retCode;
/* Generated */    int tempInteger, outBegIdx1, outNbElement1;
/* Generated */    int outBegIdx2, outNbElement2;
/* Generated */    int lookbackTotal, lookbackSignal, lookbackLargest;
/* Generated */    int i;
/* Generated */    TA_MAType tempMAType;
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     if( !inReal ) return TA_BAD_PARAM;
/* Generated */     if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInFastPeriod = 12;
/* Generated */     else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInFastMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInFastMAType = 0;
/* Generated */     else if( ((int)optInFastMAType < 0) || ((int)optInFastMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowPeriod = 26;
/* Generated */     else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInSlowMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowMAType = 0;
/* Generated */     else if( ((int)optInSlowMAType < 0) || ((int)optInSlowMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInSignalPeriod = 9;
/* Generated */     else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInSignalMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInSignalMAType = 0;
/* Generated */     else if( ((int)optInSignalMAType < 0) || ((int)optInSignalMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( outMACD == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outMACDSignal == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outMACDHist == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    if( optInSlowPeriod < optInFastPeriod )
/* Generated */    {
/* Generated */        tempInteger     = optInSlowPeriod;
/* Generated */        optInSlowPeriod = optInFastPeriod;
/* Generated */        optInFastPeriod = tempInteger;
/* Generated */        tempMAType      = optInSlowMAType;
/* Generated */        optInSlowMAType = optInFastMAType;
/* Generated */        optInFastMAType = tempMAType;
/* Generated */    }
/* Generated */    lookbackLargest = TA_MA_Lookback( optInFastPeriod, optInFastMAType );
/* Generated */    tempInteger     = TA_MA_Lookback( optInSlowPeriod, optInSlowMAType );
/* Generated */    if( tempInteger > lookbackLargest )
/* Generated */       lookbackLargest = tempInteger;
/* Generated */    lookbackSignal = TA_MA_Lookback( optInSignalPeriod, optInSignalMAType ); 
/* Generated */    lookbackTotal  = lookbackSignal+lookbackLargest;
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return TA_SUCCESS;
/* Generated */    }
/* Generated */    tempInteger = (endIdx-startIdx)+1+lookbackSignal;
/* Generated */    ARRAY_ALLOC( fastMABuffer, tempInteger );
/* Generated */    if( !fastMABuffer )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return TA_ALLOC_ERR;
/* Generated */    }
/* Generated */    ARRAY_ALLOC( slowMABuffer, tempInteger );
/* Generated */    if( !slowMABuffer )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       return TA_ALLOC_ERR;
/* Generated */    }
/* Generated */    tempInteger = startIdx-lookbackSignal;
/* Generated */    retCode = TA_PREFIX(MA)( tempInteger, endIdx,
/* Generated */                             inReal, optInSlowPeriod, optInSlowMAType,
/* Generated */                             &outBegIdx1, &outNbElement1, slowMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = TA_PREFIX(MA)( tempInteger, endIdx,
/* Generated */                             inReal, optInFastPeriod, optInFastMAType,
/* Generated */                             &outBegIdx2, &outNbElement2, fastMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    if( (outBegIdx1 != tempInteger) || 
/* Generated */        (outBegIdx2 != tempInteger) || 
/* Generated */        (outNbElement1 != outNbElement2) ||
/* Generated */        (outNbElement1 != (endIdx-startIdx)+1+lookbackSignal) )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return TA_INTERNAL_ERROR(119);
/* Generated */    }
/* Generated */    for( i=0; i < outNbElement1; i++ )
/* Generated */       fastMABuffer[i] = fastMABuffer[i] - slowMABuffer[i];
/* Generated */    ARRAY_MEMMOVE( outMACD, 0, fastMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
/* Generated */    retCode = TA_MA( 0, outNbElement1-1,
/* Generated */                     fastMABuffer, optInSignalPeriod, optInSignalMAType,
/* Generated */                     &outBegIdx2, &outNbElement2, outMACDSignal );
/* Generated */    ARRAY_FREE( fastMABuffer );
/* Generated */    ARRAY_FREE( slowMABuffer );
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    for( i=0; i < outNbElement2; i++ )
/* Generated */       outMACDHist[i] = outMACD[i]-outMACDSignal[i];
/* Generated */    *outBegIdx     = startIdx;
/* Generated */    *outNbElement  = outNbElement2;
/* Generated */    return TA_SUCCESS;
/* Generated */ }
Beispiel #6
0
/* Generated */ TA_RetCode TA_S_MA( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     const float  inReal[],
/* Generated */                     int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                     TA_MAType     optInMAType,
/* Generated */                     int          *outBegIdx,
/* Generated */                     int          *outNbElement,
/* Generated */                     double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF(dummyBuffer);
/* Generated */    TA_RetCode retCode;
/* Generated */    int nbElement;
/* Generated */    int outIdx, todayIdx;
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     if( !inReal ) return TA_BAD_PARAM;
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 30;
/* Generated */     else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInMAType = 0;
/* Generated */     else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( outReal == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    if( optInTimePeriod == 1 )
/* Generated */    {
/* Generated */       nbElement = endIdx-startIdx+1;
/* Generated */       *outNbElement = nbElement;      
/* Generated */       for( todayIdx=startIdx, outIdx=0; outIdx < nbElement; outIdx++, todayIdx++ )
/* Generated */          outReal[outIdx] = inReal[todayIdx];
/* Generated */       *outBegIdx    = startIdx;
/* Generated */       return TA_SUCCESS;
/* Generated */    }
/* Generated */    switch( optInMAType )
/* Generated */    {
/* Generated */    case TA_MAType_SMA:
/* Generated */       retCode = TA_PREFIX(INT_SMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                                   outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_EMA:
/* Generated */       retCode = TA_PREFIX(INT_EMA)( startIdx, endIdx, inReal,
/* Generated */                                   optInTimePeriod, PER_TO_K(optInTimePeriod),
/* Generated */                                   outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_WMA:
/* Generated */       retCode = TA_PREFIX(WMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                               outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_DEMA:
/* Generated */       retCode = TA_PREFIX(DEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                                outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_TEMA:
/* Generated */       retCode = TA_PREFIX(TEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                                outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_TRIMA:
/* Generated */       retCode = TA_PREFIX(TRIMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                                 outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_KAMA:
/* Generated */       retCode = TA_PREFIX(KAMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */                                outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    case TA_MAType_MAMA:
/* Generated */       ARRAY_ALLOC(dummyBuffer, (endIdx-startIdx+1) );
/* Generated */       if( !dummyBuffer )
/* Generated */          return TA_ALLOC_ERR;
/* Generated */       retCode = TA_PREFIX(MAMA)( startIdx, endIdx, inReal, 0.5, 0.05,                           
/* Generated */                                outBegIdx, outNbElement,
/* Generated */                                outReal, dummyBuffer );
/* Generated */       ARRAY_FREE( dummyBuffer );
/* Generated */       break;
/* Generated */    case TA_MAType_T3:
/* Generated */       retCode = TA_PREFIX(T3)( startIdx, endIdx, inReal,
/* Generated */                              optInTimePeriod, 0.7,
/* Generated */                              outBegIdx, outNbElement, outReal );
/* Generated */       break;
/* Generated */    default:
/* Generated */       retCode = TA_BAD_PARAM;
/* Generated */       break;
/* Generated */    }
/* Generated */    return retCode;
/* Generated */ }
Beispiel #7
0
TA_RetCode TA_PREFIX(INT_PO)( int    startIdx,
                              int    endIdx,
                              const INPUT_TYPE *inReal,
                              int    optInFastPeriod, /* From 1 to 200 */
                              int    optInSlowPeriod, /* From 1 to 200 */
                              TA_MAType optInMethod_2,
                              int   *outBegIdx,
                              int   *outNbElement,
                              double      *outReal,
                              double      *tempBuffer,
                              unsigned int  doPercentageOutput )
#endif
{
   TA_RetCode retCode;

   int tempInteger;
   int outBegIdx1, outNbElement1;
   int outBegIdx2, outNbElement2;

   int i, j;

   /* Make sure slow is really slower than
    * the fast period! if not, swap...
    */
   if( optInSlowPeriod < optInFastPeriod )
   {
       /* swap */
       tempInteger       = optInSlowPeriod;
       optInSlowPeriod = optInFastPeriod;
       optInFastPeriod = tempInteger;
   }

   /* Calculate the slow MA into the temp buffer. */
   retCode = TA_PREFIX(MA)( startIdx, endIdx,
                          inReal,
                          optInSlowPeriod, /* From 1 to 200 */
                          optInMethod_2,                    
                          &outBegIdx1, &outNbElement1, tempBuffer );

   if( retCode == TA_SUCCESS )
   {
      /* Calculate the fast MA into the output. */
      retCode = TA_PREFIX(MA)( startIdx, endIdx,                       
                             inReal,
                             optInFastPeriod, /* From 1 to 200 */
                             optInMethod_2,
                             &outBegIdx2, &outNbElement2, outReal );

      if( retCode == TA_SUCCESS )
      {
         tempInteger = outBegIdx1 - outBegIdx2;
         if( doPercentageOutput )
         {
            /* Calculate ((fast MA)-(slow MA))/(slow MA) in the output. */   
            for( i=0,j=tempInteger; i < outNbElement1; i++, j++ )
               outReal[i] = ((outReal[j]-tempBuffer[i])/tempBuffer[i])*100;
         }
         else
         {
            /* Calculate (fast MA)-(slow MA) in the output. */   
            for( i=0,j=tempInteger; i < outNbElement1; i++, j++ )
               outReal[i] = outReal[j]-tempBuffer[i];
         }

         *outBegIdx     = outBegIdx1;
         *outNbElement  = outNbElement1;
      }
   }

   if( retCode != TA_SUCCESS )
   {
      *outBegIdx     = 0;
      *outNbElement  = 0;
   }

   return retCode;
}
Beispiel #8
0
     /* Generated */ TA_RetCode TA_S_TEMA( int    startIdx,
                                           /* Generated */                       int    endIdx,
                                           /* Generated */                       const float  inReal_0[],
                                           /* Generated */                       int           optInTimePeriod_0, /* From 2 to 100000 */
                                           /* Generated */                       int          *outBegIdx,
                                           /* Generated */                       int          *outNbElement,
                                           /* Generated */                       double        outReal_0[] )
     /* Generated */ #endif
     /* Generated */ {
     /* Generated */    ARRAY_REF(firstEMA);
     /* Generated */    ARRAY_REF(secondEMA);
     /* Generated */    double k;
     /* Generated */    int firstEMABegIdx, firstEMANbElement;
     /* Generated */    int secondEMABegIdx, secondEMANbElement;
     /* Generated */    int thirdEMABegIdx, thirdEMANbElement;
     /* Generated */    int tempInt, outIdx, lookbackTotal, lookbackEMA;
     /* Generated */    int firstEMAIdx, secondEMAIdx;
     /* Generated */    TA_RetCode retCode;
     /* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
     /* Generated */     if( startIdx < 0 )
         /* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
     /* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
         /* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
     /* Generated */     if( !inReal_0 ) return TA_BAD_PARAM;
     /* Generated */     if( (int)optInTimePeriod_0 == TA_INTEGER_DEFAULT )
         /* Generated */        optInTimePeriod_0 = 30;
     /* Generated */     else if( ((int)optInTimePeriod_0 < 2) || ((int)optInTimePeriod_0 > 100000) )
         /* Generated */        return TA_BAD_PARAM;
     /* Generated */     if( outReal_0 == NULL )
         /* Generated */        return TA_BAD_PARAM;
     /* Generated */  #endif
     /* Generated */    *outNbElement = 0;
     /* Generated */    *outBegIdx    = 0;
     /* Generated */    lookbackEMA = TA_EMA_Lookback( optInTimePeriod_0 );
     /* Generated */    lookbackTotal = lookbackEMA * 3;
     /* Generated */    if( startIdx < lookbackTotal )
         /* Generated */       startIdx = lookbackTotal;
     /* Generated */    if( startIdx > endIdx )
         /* Generated */       return TA_SUCCESS;
     /* Generated */    tempInt = lookbackTotal+(endIdx-startIdx)+1;
     /* Generated */    ARRAY_ALLOC(firstEMA,tempInt);
     /* Generated */    if( !firstEMA )
         /* Generated */       return TA_ALLOC_ERR;
     /* Generated */    k = PER_TO_K(optInTimePeriod_0);
     /* Generated */    retCode = TA_PREFIX(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal_0,
     /* Generated */                                  optInTimePeriod_0, k,
     /* Generated */                                  &firstEMABegIdx, &firstEMANbElement, firstEMA );
     /* Generated */    if( (retCode != TA_SUCCESS) || (firstEMANbElement == 0) )
         /* Generated */    {
         /* Generated */       ARRAY_FREE( firstEMA );
         /* Generated */       return retCode;
         /* Generated */
     }
     /* Generated */    ARRAY_ALLOC(secondEMA,firstEMANbElement);
     /* Generated */    if( !secondEMA )
         /* Generated */    {
         /* Generated */       ARRAY_FREE( firstEMA );
         /* Generated */       return TA_ALLOC_ERR;
         /* Generated */
     }
     /* Generated */    retCode = TA_INT_EMA( 0, firstEMANbElement-1, firstEMA,
     /* Generated */                          optInTimePeriod_0, k,
     /* Generated */                          &secondEMABegIdx, &secondEMANbElement, secondEMA );
     /* Generated */    if( (retCode != TA_SUCCESS) || (secondEMANbElement == 0) )
         /* Generated */    {
         /* Generated */       ARRAY_FREE( firstEMA );
         /* Generated */       ARRAY_FREE( secondEMA );
         /* Generated */       return retCode;
         /* Generated */
     }
     /* Generated */    retCode = TA_INT_EMA( 0, secondEMANbElement-1, secondEMA,
     /* Generated */                          optInTimePeriod_0, k,
     /* Generated */                          &thirdEMABegIdx, &thirdEMANbElement,
     /* Generated */                          outReal_0 );
     /* Generated */    if( (retCode != TA_SUCCESS) || (thirdEMANbElement == 0) )
         /* Generated */    {
         /* Generated */       ARRAY_FREE( firstEMA );
         /* Generated */       ARRAY_FREE( secondEMA );
         /* Generated */       return retCode;
         /* Generated */
     }
     /* Generated */    firstEMAIdx  = thirdEMABegIdx + secondEMABegIdx;
     /* Generated */    secondEMAIdx = thirdEMABegIdx;
     /* Generated */    *outBegIdx   = firstEMAIdx + firstEMABegIdx;
     /* Generated */    outIdx = 0;
     /* Generated */    while( outIdx < thirdEMANbElement )
         /* Generated */    {
         /* Generated */       outReal_0[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
         /* Generated */       outIdx++;
         /* Generated */
     }
     /* Generated */    ARRAY_FREE( firstEMA );
     /* Generated */    ARRAY_FREE( secondEMA );
     /* Generated */    *outNbElement = outIdx;
     /* Generated */    return TA_SUCCESS;
     /* Generated */
 }
Beispiel #9
0
/* Generated */ TA_RetCode TA_S_BBANDS( int    startIdx,
/* Generated */                         int    endIdx,
/* Generated */                         const float  inReal[],
/* Generated */                         int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                         double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         TA_MAType     optInMAType,
/* Generated */                         int          *outBegIdx,
/* Generated */                         int          *outNbElement,
/* Generated */                         double        outRealUpperBand[],
/* Generated */                         double        outRealMiddleBand[],
/* Generated */                         double        outRealLowerBand[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    TA_RetCode retCode;
/* Generated */    int i;
/* Generated */    double tempReal, tempReal2;
/* Generated */    ARRAY_REF(tempBuffer1);
/* Generated */    ARRAY_REF(tempBuffer2);
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     if( !inReal ) return TA_BAD_PARAM;
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 5;
/* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( optInNbDevUp == TA_REAL_DEFAULT )
/* Generated */        optInNbDevUp = 2.000000e+0;
/* Generated */     else if( (optInNbDevUp < -3.000000e+37) ||  (optInNbDevUp > 3.000000e+37) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( optInNbDevDn == TA_REAL_DEFAULT )
/* Generated */        optInNbDevDn = 2.000000e+0;
/* Generated */     else if( (optInNbDevDn < -3.000000e+37) ||  (optInNbDevDn > 3.000000e+37) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInMAType = 0;
/* Generated */     else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( outRealUpperBand == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outRealMiddleBand == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outRealLowerBand == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       tempBuffer1 = outRealMiddleBand;
/* Generated */       tempBuffer2 = outRealLowerBand;
/* Generated */    #else
/* Generated */       if( inReal == outRealUpperBand )
/* Generated */       {
/* Generated */          tempBuffer1 = outRealMiddleBand;
/* Generated */          tempBuffer2 = outRealLowerBand;
/* Generated */       }
/* Generated */       else if( inReal == outRealLowerBand )
/* Generated */       {
/* Generated */          tempBuffer1 = outRealMiddleBand;
/* Generated */          tempBuffer2 = outRealUpperBand;
/* Generated */       }
/* Generated */       else if( inReal == outRealMiddleBand )
/* Generated */       {
/* Generated */          tempBuffer1 = outRealLowerBand;
/* Generated */          tempBuffer2 = outRealUpperBand;
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          tempBuffer1 = outRealMiddleBand;
/* Generated */          tempBuffer2 = outRealUpperBand;
/* Generated */       }
/* Generated */       if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) )
/* Generated */          return TA_BAD_PARAM;
/* Generated */    #endif
/* Generated */    retCode = TA_PREFIX(MA)( startIdx, endIdx, inReal,
/* Generated */                             optInTimePeriod, optInMAType,
/* Generated */                             outBegIdx, outNbElement, tempBuffer1 );
/* Generated */    if( (retCode != TA_SUCCESS) || (*outNbElement == 0) )
/* Generated */    {
/* Generated */       *outNbElement = 0;
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    if( optInMAType == TA_MAType_SMA )
/* Generated */    {
/* Generated */        TA_PREFIX(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, 
/* Generated */                                               *outBegIdx, *outNbElement,
/* Generated */                                               optInTimePeriod, tempBuffer2 );
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       retCode = TA_PREFIX(STDDEV)( *outBegIdx, endIdx, inReal,
/* Generated */                                    optInTimePeriod, 1.0,
/* Generated */                                    outBegIdx, outNbElement, tempBuffer2 );
/* Generated */       if( retCode != TA_SUCCESS )
/* Generated */       {
/* Generated */          *outNbElement = 0;
/* Generated */          return retCode;
/* Generated */       }
/* Generated */    }
/* Generated */    #if !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       if( tempBuffer1 != outRealMiddleBand )
/* Generated */       {
/* Generated */          ARRAY_COPY( outRealMiddleBand, tempBuffer1, *outNbElement );
/* Generated */       }
/* Generated */    #endif
/* Generated */    if( optInNbDevUp == optInNbDevDn )
/* Generated */    {
/* Generated */       if(  optInNbDevUp == 1.0 )
/* Generated */       {
/* Generated */          for( i=0; i < *outNbElement; i++ )
/* Generated */          {
/* Generated */             tempReal  = tempBuffer2[i];
/* Generated */             tempReal2 = outRealMiddleBand[i];
/* Generated */             outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */             outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */          }
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          for( i=0; i < *outNbElement; i++ )
/* Generated */          {
/* Generated */             tempReal  = tempBuffer2[i] * optInNbDevUp;
/* Generated */             tempReal2 = outRealMiddleBand[i];
/* Generated */             outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */             outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */          }
/* Generated */       }
/* Generated */    }
/* Generated */    else if( optInNbDevUp == 1.0 )
/* Generated */    {
/* Generated */       for( i=0; i < *outNbElement; i++ )
/* Generated */       {
/* Generated */          tempReal  = tempBuffer2[i];
/* Generated */          tempReal2 = outRealMiddleBand[i];
/* Generated */          outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */          outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
/* Generated */       }
/* Generated */    }
/* Generated */    else if( optInNbDevDn == 1.0 )
/* Generated */    {
/* Generated */       for( i=0; i < *outNbElement; i++ )
/* Generated */       {
/* Generated */          tempReal  = tempBuffer2[i];
/* Generated */          tempReal2 = outRealMiddleBand[i];
/* Generated */          outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */          outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
/* Generated */       }
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       for( i=0; i < *outNbElement; i++ )
/* Generated */       {
/* Generated */          tempReal  = tempBuffer2[i];
/* Generated */          tempReal2 = outRealMiddleBand[i];
/* Generated */          outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
/* Generated */          outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
/* Generated */       }
/* Generated */    }
/* Generated */    return TA_SUCCESS;
/* Generated */ }