void CWaterRetentionCapacity::CalculateWaterRetention(float **pData,
int iNumHorizons,
float fC,
CSG_Table_Record *pRecord){
int i;
int iField;
float *pCCC = new float[iNumHorizons];
float *pCIL = new float[iNumHorizons];
float *pK = new float[iNumHorizons];
int *pPerm = new int[iNumHorizons];
float *pHe = new float[iNumHorizons];
float *pCRA = new float[iNumHorizons];
float fTotalDepth = 0;
float fWaterRetention = 0;
float fPerm = 0;
float fHe = 0;
float fK = 0;
float fCCC = 0;
float fCIL = 0;
pK[0] = 0;
for (i = 0; i < iNumHorizons; i++){
pCCC[i] = CalculateCCC(pData[i]);
pCIL[i] = CalculateCIL(pData[i]);
pPerm[i] = CalculatePermeability(pCCC[i], pCIL[i]);
pHe[i] = CalculateHe(pData[i]);
if (i){
pK[i] = CalculateK(pPerm[i-1], pPerm[i], fC);
}//if
pCRA[i] = (float)((12.5 * pHe[i] + 12.5 * (50. - pHe[i]) * pK[i] / 2.) * pData[i][1] / 100.);
fTotalDepth += pData[i][0];
}//for
for (i = 0; i < iNumHorizons; i++){
fWaterRetention += pData[i][0] / fTotalDepth * pCRA[i];
fCCC += pData[i][0] / fTotalDepth * pCCC[i];
fCIL += pData[i][0] / fTotalDepth * pCIL[i];
fPerm += pData[i][0] / fTotalDepth * pPerm[i];
fHe += pData[i][0] / fTotalDepth * pHe[i];
fK += pData[i][0] / fTotalDepth * pK[i];
}//for
iField = pRecord->Get_Table()->Get_Field_Count() - 1;
pRecord->Set_Value(iField - 4, fCCC);
pRecord->Set_Value(iField - 3, fCIL);
pRecord->Set_Value(iField - 2, fPerm);
pRecord->Set_Value(iField - 1, fHe);
pRecord->Set_Value(iField, fWaterRetention);
delete[]pCRA;
}//method
void Stoch::Update(bool is_new_bar)
{
if (is_new_bar)
{
m_k.insert(m_k.begin(), 0);
if ((int)(m_k.size()) > m_max_size) m_k.pop_back();
}
if ((int)((*m_close_data).size()) < m_k_period + m_slowing) return;
CalculateK(1);
m_d.Update(is_new_bar);
}
void Stoch::Init(int symbol, vector<double>* high_data, vector<double>* low_data,
vector<double>* close_data, int k_period, int d_period, int slowing, int ma_method, int max_size)
{
m_high_data = high_data;
m_low_data = low_data;
m_close_data = close_data;
m_ma_method = ma_method;
m_k_period = k_period;
m_d_period = d_period;
m_slowing = slowing;
m_symbol = symbol;
m_max_size = max_size;
int data_size = (int)((*m_close_data).size());
m_k.insert(m_k.begin(), max_size, 0);
if (data_size >= k_period) CalculateK(data_size - k_period);
m_d.Init(symbol, &m_k, MODE_EMA, d_period, max_size);
}
bool KalmanCalc::UpdateKalman(t_calcvar* pTheta, t_calcvar* pP, const t_calcvar* pC, t_calcvar y, t_calcvar R0, int dimensions)
{
t_calcvar k_kal_vector[MAX_DIM];
t_calcvar invterm;
/* Kq = Pq*Cq'*inv(Cq*Pq*Cq' + R_Q_0) */
invterm = CalculateK(k_kal_vector, pP, pC, R0, dimensions);
if (invterm > 0.0f)
{
/* zq = zq + Kq*(mQKal - Cq*zq) */
CalculateTheta(pTheta, k_kal_vector, pC, y, dimensions);
/* Pq = Pq - Kq*Cq*Pq */
CalculateP(pP, k_kal_vector, pC, invterm, dimensions);
#if defined(KALMAN_PRINT)
if (dimensions == 4)
{
printf("UpdateKalman():\n");
printf("theta = [%f, %f, %f, %f];\n",pTheta[0],pTheta[1],pTheta[2],pTheta[3]);
printf("P = [%f, %f, %f, %f; ...\n" ,pP[0], pP[1], pP[2], pP[3]);
printf(" %f, %f, %f, %f; ...\n" ,pP[4], pP[5], pP[6], pP[7]);
printf(" %f, %f, %f, %f; ...\n" ,pP[8], pP[9], pP[10],pP[11]);
printf(" %f, %f, %f, %f];\n" ,pP[12],pP[13],pP[14],pP[15]);
}
#endif
return true;
}
else
{
return false;
}
}
