inline void MACD(int short_window, int long_window, int smooth_window, dvector &input, dvector &macd, dvector &macd_signal, dvector &macd_hist)
{
std::vector<double> short_emas;
std::vector<double> long_emas;
short_emas.reserve(input.size());
long_emas.reserve(input.size());
macd.reserve(input.size());
macd_signal.reserve(input.size());
macd_hist.reserve(input.size());
EMA(short_window,input,short_emas);
EMA(long_window,input,long_emas);
SUBTRACT(short_emas,long_emas,macd);
EMA(smooth_window,macd,macd_signal);
SUBTRACT(macd,macd_signal,macd_hist);
}
inline void ROC(int window,dvector &input,dvector &output)
{
functors::ROC<double> _roc(window);
output.reserve(input.size());
std::transform( input.begin(), input.end(), output.begin(), _roc);
}
inline void MOMENTUM(int window,dvector &input,dvector &output)
{
functors::MOMENTUM<double> _momentum(window);
output.reserve(input.size());
std::transform( input.begin(), input.end(), output.begin(), _momentum);
}
inline void MAX(int window,dvector &input, dvector &output)
{
functors::MAX<double> _max(window);
output.reserve(input.size());
std::transform( input.begin(), input.end(), output.begin(), _max);
}
inline void SUBTRACT(dvector &input1, dvector &input2, dvector &output)
{//1 - 2
functors::SUBTRACT<double> _subtract;
output.reserve(input1.size());
std::transform(input1.begin(), input1.end(),input2.begin(),output.begin(), _subtract);
}
inline void EMA(int window,dvector &input, dvector &output)
{
functors::EMA<double> _ema(window);
output.reserve(input.size());
std::transform( input.begin(), input.end(), output.begin(), _ema);
}
