double * getAllSTD(double * doubleSeries, const unsigned int arraySize, const unsigned int size, double dev)
{
int outNbElement = 0;
int outBeg = 0;
double optInNbDev = dev;
double * stddevDataOut = new double[arraySize];
memset(stddevDataOut,0,arraySize * sizeof(double));
TA_RetCode stddevRet =
TA_STDDEV( 0,
arraySize - 1,
doubleSeries,
size,
optInNbDev,
&outBeg,
&outNbElement,
stddevDataOut);
double * ret = new double[arraySize + outBeg];
memset(ret,0,(arraySize + outBeg) * sizeof(double));
memcpy(&ret[outBeg],stddevDataOut,arraySize*sizeof(double));
delete [] stddevDataOut;
return ret;
}
double getSTD(const unsigned int size, CandleData * data, long numSticks)
{
double stddev = 0.0;
double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
double optInNbDev = 1.0;
double * stddevDataOut = new double[numSticks + size];
TA_RetCode stddevRet =
TA_STDDEV( 0,
numSticks - 1,
csData,
size,
optInNbDev,
&outBeg,
&outNbElement,
stddevDataOut);
if(outNbElement == 0)
{
stddev = 0.0;
}
else
{
stddev = stddevDataOut[outNbElement - 1];
}
delete [] csData;
delete [] stddevDataOut;
return stddev;
}
double getSTD(double * doubleSeries, const unsigned int size)
{
double stddev = 0.0;
int outNbElement = 0;
int outBeg = 0;
double optInNbDev = 1.0;
double * stddevDataOut = new double[1];
TA_RetCode stddevRet =
TA_STDDEV( 0,
size - 1,
doubleSeries,
size,
optInNbDev,
&outBeg,
&outNbElement,
stddevDataOut);
if(outNbElement == 0)
{
stddev = 0.0;
}
else
{
stddev = stddevDataOut[outNbElement - 1];
}
delete [] stddevDataOut;
return stddev;
}
double * getAllSTD(const unsigned int size, CandleData * data, long numSticks)
{
double * closeData = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
double optInNbDev = 1.0;
int arraySize = numSticks + size;
double * stddevDataOut = new double[arraySize];
memset(stddevDataOut,0,arraySize * sizeof(double));
TA_RetCode stddevRet =
TA_STDDEV( 0,
numSticks - 1,
closeData,
size,
optInNbDev,
&outBeg,
&outNbElement,
stddevDataOut);
double * ret = new double[arraySize + outBeg];
memset(ret,0,(arraySize + outBeg) * sizeof(double));
memcpy(&ret[outBeg],stddevDataOut,arraySize*sizeof(double));
delete [] closeData;
delete [] stddevDataOut;
return ret;
}
double getRegressionSTD(const unsigned int size, double optInNbDev, CandleData * data, long numSticks)
{
double stddev = 0.0;
double * slopeVal = getAllSlopeVal(size,data,numSticks);
double * closeVals = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
double * temp = new double[numSticks];
memset(temp,0,numSticks * sizeof(double));
TA_RetCode subret = TA_SUB(0,
numSticks -1,
slopeVal,
closeVals,
&outBeg,
&outNbElement,
temp);
double * deviation_ = new double[outNbElement + outBeg];
memset(deviation_,0,(outNbElement + outBeg) * sizeof(double));
memcpy(&deviation_[outBeg],temp,outNbElement*sizeof(double));
delete [] closeVals;
delete [] slopeVal;
delete [] temp;
temp = new double[numSticks];
memset(temp,0,numSticks * sizeof(double));
TA_RetCode stddevRet =
TA_STDDEV( 0,
numSticks - 1,
deviation_,
size,
optInNbDev,
&outBeg,
&outNbElement,
temp);
if(outNbElement == 0)
{
stddev = 0.0;
}
else
{
stddev = temp[outNbElement - 1];
}
delete [] temp;
delete [] deviation_;
return stddev;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outputBufferInt,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb,
unsigned int *isOutputInteger )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
(void)outputNb;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
retCode = TA_STDDEV(
startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
testParam->test->optInNbDeviation_1,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_STDDEV_Lookback( testParam->test->optInTimePeriod,
testParam->test->optInNbDeviation_1 );
return retCode;
}
static ErrorNumber do_test( const TA_History *history,
const TA_Test *test )
{
TA_RetCode retCode;
ErrorNumber errNb;
TA_Integer outBegIdx;
TA_Integer outNbElement;
TA_RangeTestParam testParam;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
/* Make a simple first call. */
retCode = TA_STDDEV(
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod,
test->optInNbDeviation_1,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
errNb = checkDataSame( gBuffer[0].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_STDDEV(
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod,
test->optInNbDeviation_1,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
/* The previous call should have the same output as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest(
rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
/* The gateway routine */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
/* ----------------- Variables ----------------- */
/* input variables */
/* mandatory input */
int startIdx;
int endIdx;
double * inReal;
/* optional input */
int optInTimePeriod;
double optInDeviations;
/* output variables */
int outBegIdx;
int outNbElement;
double* outReal;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 1 || nrhs > 3) mexErrMsgTxt("#3 inputs possible #2 optional.");
if (nlhs != 1) mexErrMsgTxt("#1 output required.");
/* ----------------- INPUT ----------------- */
/* Create a pointer to the input matrix inReal. */
inReal = mxGetPr(prhs[0]);
/* Get the dimensions of the matrix input inReal. */
inSeriesCols = mxGetN(prhs[0]);
if (inSeriesCols != 1) mexErrMsgTxt("inReal only vector alowed.");
inSeriesRows = mxGetM(prhs[0]);
endIdx = inSeriesRows - 1;
startIdx = 0;
/* Process optional arguments */
if (nrhs >= 1+1) {
if (!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) ||
mxGetN(prhs[1])*mxGetM(prhs[1]) != 1)
mexErrMsgTxt("Input optInTimePeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInTimePeriod = (int) mxGetScalar(prhs[1]);
} else {
optInTimePeriod = 5;
}
if (nrhs >= 2+1) {
if (!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) ||
mxGetN(prhs[2])*mxGetM(prhs[2]) != 1)
mexErrMsgTxt("Input optInDeviations must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInDeviations = mxGetScalar(prhs[2]);
} else {
optInDeviations = 1.000000e+0;
}
/* ----------------- OUTPUT ----------------- */
outReal = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_STDDEV(
startIdx, endIdx,
inReal,
optInTimePeriod,
optInDeviations,
&outBegIdx, &outNbElement,
outReal);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outReal);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outReal, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outReal);
} /* END mexFunction */
