/* Generated */ TA_LIB_API TA_RetCode TA_APO_State( struct TA_APO_State* _state,
/* Generated */ const double inReal,
/* Generated */ double *outReal )
/* Generated */ #endif
/**** END GENCODE SECTION 7 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
#define TA_APO_SUPPRESS_EXIT_ON_NOT_ENOUGH_DATA
double fastMA, slowMA;
int res1, res2;
/**** START GENCODE SECTION 8 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */
/* Generated */ if (_state == NULL)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ /* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ size_t _cur_idx = STATE.mem_index++;
/* Generated */ if (MEM_SIZE > 0) _cur_idx %= MEM_SIZE;
/* Generated */ UNUSED_VARIABLE(_cur_idx); // in case PUSH\POP methods won't be used
/* Generated */ #ifndef TA_APO_SUPPRESS_EXIT_ON_NOT_ENOUGH_DATA
/* Generated */ if (NEED_MORE_DATA) {
/* Generated */ PUSH_TO_MEM(inReal,inReal);
/* Generated */ return ENUM_VALUE(RetCode,TA_NEED_MORE_DATA,NeedMoreData); }
/* Generated */ #endif
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */
/**** END GENCODE SECTION 8 - DO NOT DELETE THIS LINE ****/
/* insert state based TA dunc code here. */
res1 = FUNCTION_CALL_STATE(MA)((struct TA_MA_State*) STATE.fastMAState, inReal, &fastMA);
res2 = FUNCTION_CALL_STATE(MA)((struct TA_MA_State*) STATE.slowMAState, inReal, &slowMA);
if (res1|res2)
return (res1|res2);
if (NEED_MORE_DATA) return ENUM_VALUE(RetCode,TA_NEED_MORE_DATA,NeedMoreData);
if (STATE.doPercentageOutput != 0)
{
if( !TA_IS_ZERO(slowMA) )
VALUE_HANDLE_DEREF(outReal) = ((fastMA-slowMA)/slowMA)*100.0;
else
VALUE_HANDLE_DEREF(outReal) = 0.0;
} else
VALUE_HANDLE_DEREF(outReal) = fastMA - slowMA;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* 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 */ int doPercentageOutput )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* Generated */ double tempReal;
/* Generated */ int tempInteger;
/* Generated */ VALUE_HANDLE_INT(outBegIdx1);
/* Generated */ VALUE_HANDLE_INT(outNbElement1);
/* Generated */ VALUE_HANDLE_INT(outBegIdx2);
/* Generated */ VALUE_HANDLE_INT(outNbElement2);
/* Generated */ int i, j;
/* Generated */ if( optInSlowPeriod < optInFastPeriod )
/* Generated */ {
/* Generated */ tempInteger = optInSlowPeriod;
/* Generated */ optInSlowPeriod = optInFastPeriod;
/* Generated */ optInFastPeriod = tempInteger;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx,
/* Generated */ inReal,
/* Generated */ optInFastPeriod,
/* Generated */ optInMethod_2,
/* Generated */ VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2),
/* Generated */ tempBuffer );
/* Generated */ if( retCode == ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ {
/* Generated */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx,
/* Generated */ inReal,
/* Generated */ optInSlowPeriod,
/* Generated */ optInMethod_2,
/* Generated */ VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1),
/* Generated */ outReal );
/* Generated */ if( retCode == ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ {
/* Generated */ tempInteger = VALUE_HANDLE_GET(outBegIdx1) - VALUE_HANDLE_GET(outBegIdx2);
/* Generated */ if( doPercentageOutput != 0 )
/* Generated */ {
/* Generated */ for( i=0,j=tempInteger; i < VALUE_HANDLE_GET(outNbElement1); i++, j++ )
/* Generated */ {
/* Generated */ tempReal = outReal[i];
/* Generated */ if( !TA_IS_ZERO(tempReal) )
/* Generated */ outReal[i] = ((tempBuffer[j]-tempReal)/tempReal)*100.0;
/* Generated */ else
/* Generated */ outReal[i] = 0.0;
/* Generated */ }
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ for( i=0,j=tempInteger; i < VALUE_HANDLE_GET(outNbElement1); i++, j++ )
/* Generated */ outReal[i] = tempBuffer[j]-outReal[i];
/* Generated */ }
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = VALUE_HANDLE_GET(outBegIdx1);
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = VALUE_HANDLE_GET(outNbElement1);
/* Generated */ }
/* Generated */ }
/* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ }
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ TA_RetCode TA_S_ACCBANDS( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inHigh[],
/* Generated */ const float inLow[],
/* Generated */ const float inClose[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outRealUpperBand[],
/* Generated */ double outRealMiddleBand[],
/* Generated */ double outRealLowerBand[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* Generated */ ARRAY_REF( tempBuffer1 );
/* Generated */ ARRAY_REF( tempBuffer2 );
/* Generated */ VALUE_HANDLE_INT(outBegIdxDummy);
/* Generated */ VALUE_HANDLE_INT(outNbElementDummy);
/* Generated */ int i, j, outputSize, bufferSize, lookbackTotal;
/* Generated */ double tempReal;
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if(!inHigh||!inLow||!inClose)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 20;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outRealUpperBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outRealMiddleBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outRealLowerBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ lookbackTotal = LOOKBACK_CALL(SMA)( optInTimePeriod );
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ outputSize = endIdx-startIdx+1;
/* Generated */ bufferSize = outputSize+lookbackTotal;
/* Generated */ ARRAY_ALLOC(tempBuffer1, bufferSize );
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !tempBuffer1 )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */ }
/* Generated */ #endif
/* Generated */ ARRAY_ALLOC(tempBuffer2, bufferSize );
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !tempBuffer2 )
/* Generated */ {
/* Generated */ ARRAY_FREE(tempBuffer1);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */ }
/* Generated */ #endif
/* Generated */ for(j=0, i=startIdx-lookbackTotal; i<=endIdx; i++, j++)
/* Generated */ {
/* Generated */ tempReal = inHigh[i]+inLow[i];
/* Generated */ if( !TA_IS_ZERO(tempReal) )
/* Generated */ {
/* Generated */ tempReal = 4*(inHigh[i]-inLow[i])/tempReal;
/* Generated */ tempBuffer1[j] = inHigh[i]*(1+tempReal);
/* Generated */ tempBuffer2[j] = inLow[i]*(1-tempReal);
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ tempBuffer1[j] = inHigh[i];
/* Generated */ tempBuffer2[j] = inLow[i];
/* Generated */ }
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL(SMA)( startIdx, endIdx, inClose,
/* Generated */ optInTimePeriod,
/* Generated */ VALUE_HANDLE_OUT(outBegIdxDummy), VALUE_HANDLE_OUT(outNbElementDummy), outRealMiddleBand );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_GET(outNbElementDummy) != outputSize) )
/* Generated */ {
/* Generated */ ARRAY_FREE( tempBuffer1 );
/* Generated */ ARRAY_FREE( tempBuffer2 );
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(SMA)( 0, bufferSize-1, tempBuffer1,
/* Generated */ optInTimePeriod,
/* Generated */ VALUE_HANDLE_OUT(outBegIdxDummy), VALUE_HANDLE_OUT(outNbElementDummy),
/* Generated */ outRealUpperBand );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_GET(outNbElementDummy) != outputSize) )
/* Generated */ {
/* Generated */ ARRAY_FREE( tempBuffer1 );
/* Generated */ ARRAY_FREE( tempBuffer2 );
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(SMA)( 0, bufferSize-1, tempBuffer2,
/* Generated */ optInTimePeriod,
/* Generated */ VALUE_HANDLE_OUT(outBegIdxDummy), VALUE_HANDLE_OUT(outNbElementDummy),
/* Generated */ outRealLowerBand );
/* Generated */ ARRAY_FREE( tempBuffer1 );
/* Generated */ ARRAY_FREE( tempBuffer2 );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_GET(outNbElementDummy) != outputSize) )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outputSize;
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ TA_RetCode TA_S_RSI( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNbElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ int outIdx;
/* Generated */ int today, lookbackTotal, unstablePeriod, i;
/* Generated */ double prevGain, prevLoss, prevValue, savePrevValue;
/* Generated */ double tempValue1, tempValue2;
/* 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 = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ if( outReal == NULL )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ lookbackTotal = TA_RSI_Lookback( optInTimePeriod );
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return TA_SUCCESS;
/* Generated */ outIdx = 0;
/* Generated */ if( optInTimePeriod == 1 )
/* Generated */ {
/* Generated */ *outBegIdx = startIdx;
/* Generated */ i = (endIdx-startIdx)+1;
/* Generated */ *outNbElement = i;
/* Generated */ ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ today = startIdx-lookbackTotal;
/* Generated */ prevValue = inReal[today];
/* Generated */ unstablePeriod = TA_Globals->unstablePeriod[TA_FUNC_UNST_RSI];
/* Generated */ if( (unstablePeriod == 0) &&
/* Generated */ (TA_Globals->compatibility == TA_COMPATIBILITY_METASTOCK))
/* Generated */ {
/* Generated */ savePrevValue = prevValue;
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ tempValue1 = prevLoss/optInTimePeriod;
/* Generated */ tempValue2 = prevGain/optInTimePeriod;
/* Generated */ tempValue1 = tempValue2+tempValue1;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100*(tempValue2/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ if( today > endIdx )
/* Generated */ {
/* Generated */ *outBegIdx = startIdx;
/* Generated */ *outNbElement = outIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ today -= optInTimePeriod;
/* Generated */ prevValue = savePrevValue;
/* Generated */ }
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ today++;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ if( today > startIdx )
/* Generated */ {
/* Generated */ tempValue1 = prevGain+prevLoss;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ while( today < startIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ today++;
/* Generated */ }
/* Generated */ }
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ tempValue1 = prevGain+prevLoss;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ }
/* Generated */ *outBegIdx = startIdx;
/* Generated */ *outNbElement = outIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
