Exemplo n.º 1
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 */ }
Exemplo n.º 2
0
/* 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 */       outReal[outIdx++] = 100*(tempValue2/(tempValue2+tempValue1));
/* 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 */       outReal[outIdx++] = 100.0*(prevGain/(prevGain+prevLoss));
/* 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 */       outReal[outIdx++] = 100.0*(prevGain/(prevGain+prevLoss));
/* Generated */    }
/* Generated */    *outBegIdx = startIdx;
/* Generated */    *outNbElement = outIdx;
/* Generated */    return TA_SUCCESS;
/* Generated */ }
Exemplo n.º 3
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 */ }
Exemplo n.º 4
0
/* Generated */ TA_RetCode TA_S_STOCHF( int    startIdx,
/* Generated */                         int    endIdx,
/* Generated */                         const float  inHigh_0[],
/* Generated */                         const float  inLow_0[],
/* Generated */                         const float  inClose_0[],
/* Generated */                         int           optInFastK_Period_0, /* From 1 to 100000 */
/* Generated */                         int           optInFastD_Period_1, /* From 1 to 100000 */
/* Generated */                         TA_MAType     optInFastD_MAType_2,
/* Generated */                         int          *outBegIdx,
/* Generated */                         int          *outNbElement,
/* Generated */                         double        outFastK_0[],
/* Generated */                         double        outFastD_1[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    TA_RetCode retCode;
/* Generated */    double lowest, highest, tmp, diff;
/* Generated */    ARRAY_REF( tempBuffer );
/* Generated */    int outIdx, lowestIdx, highestIdx;
/* Generated */    int lookbackTotal, lookbackK, lookbackFastD;
/* Generated */    int trailingIdx, today, i;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */    int bufferIsAllocated;
/* Generated */    #endif
/* 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(!inHigh_0||!inLow_0||!inClose_0)
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( (int)optInFastK_Period_0 == TA_INTEGER_DEFAULT )
/* Generated */        optInFastK_Period_0 = 5;
/* Generated */     else if( ((int)optInFastK_Period_0 < 1) || ((int)optInFastK_Period_0 > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( (int)optInFastD_Period_1 == TA_INTEGER_DEFAULT )
/* Generated */        optInFastD_Period_1 = 3;
/* Generated */     else if( ((int)optInFastD_Period_1 < 1) || ((int)optInFastD_Period_1 > 100000) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED)
/* Generated */     if( (int)optInFastD_MAType_2 == TA_INTEGER_DEFAULT )
/* Generated */        optInFastD_MAType_2 = 0;
/* Generated */     else if( ((int)optInFastD_MAType_2 < 0) || ((int)optInFastD_MAType_2 > 8) )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( outFastK_0 == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */     if( outFastD_1 == NULL )
/* Generated */        return TA_BAD_PARAM;
/* Generated */  #endif 
/* Generated */    lookbackK      = optInFastK_Period_0-1;
/* Generated */    lookbackFastD  = TA_MA_Lookback( optInFastD_Period_1, optInFastD_MAType_2 );
/* Generated */    lookbackTotal  = lookbackK + lookbackFastD;
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       *outBegIdx    = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return TA_SUCCESS;
/* Generated */    }
/* Generated */    outIdx = 0;
/* Generated */    trailingIdx = startIdx-lookbackTotal;
/* Generated */    today       = trailingIdx+lookbackK;
/* Generated */    lowestIdx   = highestIdx = -1;
/* Generated */    diff = highest = lowest  = 0.0;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       bufferIsAllocated = 0;
/* Generated */    #endif
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */    #else
/* Generated */       if( (outFastK_0 == inHigh_0) || 
/* Generated */           (outFastK_0 == inLow_0)  || 
/* Generated */           (outFastK_0 == inClose_0) )
/* Generated */       {
/* Generated */          tempBuffer = outFastK_0;
/* Generated */       }
/* Generated */       else if( (outFastD_1 == inHigh_0) ||
/* Generated */                (outFastD_1 == inLow_0)  ||
/* Generated */                (outFastD_1 == inClose_0) )
/* Generated */       {
/* Generated */          tempBuffer = outFastD_1;
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          #if !defined( _MANAGED )
/* Generated */             bufferIsAllocated = 1;
/* Generated */          #endif
/* Generated */          ARRAY_ALLOC(tempBuffer, endIdx-today+1 );
/* Generated */       }
/* Generated */    #endif
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       tmp = inLow_0[today];
/* Generated */       if( lowestIdx < trailingIdx )
/* Generated */       {
/* Generated */          lowestIdx = trailingIdx;
/* Generated */          lowest = inLow_0[lowestIdx];
/* Generated */          i = lowestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inLow_0[i];
/* Generated */             if( tmp < lowest )
/* Generated */             {
/* Generated */                lowestIdx = i;
/* Generated */                lowest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp <= lowest )
/* Generated */       {
/* Generated */          lowestIdx = today;
/* Generated */          lowest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       tmp = inHigh_0[today];
/* Generated */       if( highestIdx < trailingIdx )
/* Generated */       {
/* Generated */          highestIdx = trailingIdx;
/* Generated */          highest = inHigh_0[highestIdx];
/* Generated */          i = highestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inHigh_0[i];
/* Generated */             if( tmp > highest )
/* Generated */             {
/* Generated */                highestIdx = i;
/* Generated */                highest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp >= highest )
/* Generated */       {
/* Generated */          highestIdx = today;
/* Generated */          highest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       if( diff != 0.0 )
/* Generated */         tempBuffer[outIdx++] = (inClose_0[today]-lowest)/diff;
/* Generated */       else
/* Generated */         tempBuffer[outIdx++] = 0.0;
/* Generated */       trailingIdx++;
/* Generated */       today++; 
/* Generated */    }
/* Generated */    retCode = TA_MA( 0, outIdx-1,
/* Generated */                     tempBuffer, optInFastD_Period_1,
/* Generated */                     optInFastD_MAType_2, 
/* Generated */                     outBegIdx, outNbElement, outFastD_1 );
/* Generated */    if( (retCode != TA_SUCCESS) || (*outNbElement == 0) )
/* Generated */    {
/* Generated */       #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */          ARRAY_FREE( tempBuffer ); 
/* Generated */       #else
/* Generated */          ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */       #endif
/* Generated */       *outBegIdx    = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return retCode; 
/* Generated */    }
/* Generated */    ARRAY_MEMMOVE( outFastK_0, 0, tempBuffer, lookbackFastD, *outNbElement );
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       ARRAY_FREE( tempBuffer ); 
/* Generated */    #else
/* Generated */       ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */    #endif
/* Generated */    if( retCode != TA_SUCCESS )
/* Generated */    {
/* Generated */       *outBegIdx    = 0;
/* Generated */       *outNbElement = 0;
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    *outBegIdx = startIdx;
/* Generated */    return TA_SUCCESS;
/* Generated */ }
Exemplo n.º 5
0
/* Generated */ TA_RetCode TA_S_STOCH( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        const float  inHigh[],
/* Generated */                        const float  inLow[],
/* Generated */                        const float  inClose[],
/* Generated */                        int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                        int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                        TA_MAType     optInSlowK_MAType,
/* Generated */                        int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                        TA_MAType     optInSlowD_MAType,
/* Generated */                        int          *outBegIdx,
/* Generated */                        int          *outNbElement,
/* Generated */                        double        outSlowK[],
/* Generated */                        double        outSlowD[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    TA_RetCode retCode;
/* Generated */    double lowest, highest, tmp, diff;
/* Generated */    ARRAY_REF( tempBuffer );
/* Generated */    int outIdx, lowestIdx, highestIdx;
/* Generated */    int lookbackTotal, lookbackK, lookbackKSlow, lookbackDSlow;
/* Generated */    int trailingIdx, today, i;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) &&!defined(_JAVA)
/* Generated */    int bufferIsAllocated;
/* Generated */    #endif
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return NAMESPACE(TA_RetCode)TA_OUT_OF_RANGE_START_INDEX;
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return NAMESPACE(TA_RetCode)TA_OUT_OF_RANGE_END_INDEX;
/* Generated */     #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */     if(!inHigh||!inLow||!inClose)
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( (int)optInFastK_Period == TA_INTEGER_DEFAULT )
/* Generated */        optInFastK_Period = 5;
/* Generated */     else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     if( (int)optInSlowK_Period == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowK_Period = 3;
/* Generated */     else if( ((int)optInSlowK_Period < 1) || ((int)optInSlowK_Period > 100000) )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */     if( (int)optInSlowK_MAType == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowK_MAType = 0;
/* Generated */     else if( ((int)optInSlowK_MAType < 0) || ((int)optInSlowK_MAType > 8) )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     if( (int)optInSlowD_Period == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowD_Period = 3;
/* Generated */     else if( ((int)optInSlowD_Period < 1) || ((int)optInSlowD_Period > 100000) )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */     if( (int)optInSlowD_MAType == TA_INTEGER_DEFAULT )
/* Generated */        optInSlowD_MAType = 0;
/* Generated */     else if( ((int)optInSlowD_MAType < 0) || ((int)optInSlowD_MAType > 8) )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */     #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */     if( !outSlowK )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     if( !outSlowD )
/* Generated */        return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackK      = optInFastK_Period-1;
/* Generated */    lookbackKSlow  = LOOKBACK_CALL(MA)( optInSlowK_Period, optInSlowK_MAType );
/* Generated */    lookbackDSlow  = LOOKBACK_CALL(MA)( optInSlowD_Period, optInSlowD_MAType );
/* Generated */    lookbackTotal  = lookbackK + lookbackDSlow + lookbackKSlow;
/* 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 NAMESPACE(TA_RetCode)TA_SUCCESS;
/* Generated */    }
/* Generated */    outIdx = 0;
/* Generated */    trailingIdx = startIdx-lookbackTotal;
/* Generated */    today       = trailingIdx+lookbackK;
/* Generated */    lowestIdx   = highestIdx = -1;
/* Generated */    diff = highest = lowest  = 0.0;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
/* Generated */       bufferIsAllocated = 0;
/* Generated */    #endif
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */    #else
/* Generated */       if( (outSlowK == inHigh) || 
/* Generated */           (outSlowK == inLow)  || 
/* Generated */           (outSlowK == inClose) )
/* Generated */       {
/* Generated */          tempBuffer = outSlowK;
/* Generated */       }
/* Generated */       else if( (outSlowD == inHigh) ||
/* Generated */                (outSlowD == inLow)  ||
/* Generated */                (outSlowD == inClose) )
/* Generated */       {
/* Generated */          tempBuffer = outSlowD;
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          #if !defined( _MANAGED ) && !defined(_JAVA)
/* Generated */             bufferIsAllocated = 1;
/* Generated */          #endif
/* Generated */          ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */       }
/* Generated */    #endif
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       tmp = inLow[today];
/* Generated */       if( lowestIdx < trailingIdx )
/* Generated */       {
/* Generated */          lowestIdx = trailingIdx;
/* Generated */          lowest = inLow[lowestIdx];
/* Generated */          i = lowestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inLow[i];
/* Generated */             if( tmp < lowest )
/* Generated */             {
/* Generated */                lowestIdx = i;
/* Generated */                lowest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp <= lowest )
/* Generated */       {
/* Generated */          lowestIdx = today;
/* Generated */          lowest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       tmp = inHigh[today];
/* Generated */       if( highestIdx < trailingIdx )
/* Generated */       {
/* Generated */          highestIdx = trailingIdx;
/* Generated */          highest = inHigh[highestIdx];
/* Generated */          i = highestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inHigh[i];
/* Generated */             if( tmp > highest )
/* Generated */             {
/* Generated */                highestIdx = i;
/* Generated */                highest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp >= highest )
/* Generated */       {
/* Generated */          highestIdx = today;
/* Generated */          highest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       if( diff != 0.0 )
/* Generated */         tempBuffer[outIdx++] = (inClose[today]-lowest)/diff;
/* Generated */       else
/* Generated */         tempBuffer[outIdx++] = 0.0;
/* Generated */       trailingIdx++;
/* Generated */       today++; 
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1,
/* Generated */                                        tempBuffer, optInSlowK_Period,
/* Generated */                                        optInSlowK_MAType, 
/* Generated */                                        outBegIdx, outNbElement, tempBuffer );
/* Generated */    if( (retCode != NAMESPACE(TA_RetCode)TA_SUCCESS ) || ((int)VALUE_HANDLE_DEREF(outNbElement) == 0) )
/* Generated */    {
/* Generated */       #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */          ARRAY_FREE( tempBuffer ); 
/* Generated */       #else
/* Generated */          ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */       #endif
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNbElement);
/* Generated */       return retCode; 
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(MA)( 0, (int)VALUE_HANDLE_DEREF(outNbElement)-1,
/* Generated */                                        tempBuffer, optInSlowD_Period,
/* Generated */                                        optInSlowD_MAType,
/* Generated */                                        outBegIdx, outNbElement, outSlowD );
/* Generated */    ARRAY_MEMMOVE( outSlowK, 0, tempBuffer,lookbackDSlow,(int)VALUE_HANDLE_DEREF(outNbElement));
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       ARRAY_FREE( tempBuffer ); 
/* Generated */    #else
/* Generated */       ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */    #endif
/* Generated */    if( retCode != NAMESPACE(TA_RetCode)TA_SUCCESS )
/* 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 */    return NAMESPACE(TA_RetCode)TA_SUCCESS;
/* Generated */ }