ta_sarext.c

股票主要技术指标源码

/* TA-LIB Copyright (c) 1999-2007, Mario Fortier
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or
 * without modification, are permitted provided that the following
 * conditions are met:
 *
 * - Redistributions of source code must retain the above copyright
 *   notice, this list of conditions and the following disclaimer.
 *
 * - Redistributions in binary form must reproduce the above copyright
 *   notice, this list of conditions and the following disclaimer in
 *   the documentation and/or other materials provided with the
 *   distribution.
 *
 * - Neither name of author nor the names of its contributors
 *   may be used to endorse or promote products derived from this
 *   software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */

/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *  PP       Peter Pudaite
 *  CF       Christo Fogelberg
 *
 * Change history:
 *
 *  MMDDYY BY    Description
 *  -------------------------------------------------------------------
 *  120802 MF    Template creation.
 *  091503 PP    Reworked TA_SAR to allow customisation of more SAR params.
 *  092103 MF    Some changes related on first round of tests
 *  092303 PP    Minor bug fixes.
 *  122104 MF,CF Fix#1089506 for out-of-bound access to ep_temp.
 *
 */

/* SAR_ROUNDING is just for test purpose when cross-referencing that
 * function with example from Wilder's book. Wilder is using two
 * decimal rounding for simplification. TA-Lib does not round.
 */
/* #define SAR_ROUNDING(x) x=round_pos_2(x) */
#define SAR_ROUNDING(x)


/**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
/* All code within this section is automatically
 * generated by gen_code. Any modification will be lost
 * next time gen_code is run.
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */    #include "TA-Lib-Core.h"
/* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
/* Generated */    namespace TicTacTec { namespace TA { namespace Library {
/* Generated */ #elif defined( _JAVA )
/* Generated */    #include "ta_defs.h"
/* Generated */    #include "ta_java_defs.h"
/* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
/* Generated */ #else
/* Generated */    #include <string.h>
/* Generated */    #include <math.h>
/* Generated */    #include "ta_func.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #ifndef TA_UTILITY_H
/* Generated */    #include "ta_utility.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #ifndef TA_MEMORY_H
/* Generated */    #include "ta_memory.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #define TA_PREFIX(x) TA_##x
/* Generated */ #define INPUT_TYPE   double
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ int Core::SarExtLookback( double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                         double        optInAccelerationMaxShort )  /* From 0 to TA_REAL_MAX */
/* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int sarExtLookback( double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                          double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                          double        optInAccelerationMaxShort )  /* From 0 to TA_REAL_MAX */
/* Generated */ 
/* Generated */ #else
/* Generated */ int TA_SAREXT_Lookback( double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                       double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                       double        optInAccelerationMaxShort )  /* From 0 to TA_REAL_MAX */
/* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */

/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */    if( optInStartValue == TA_REAL_DEFAULT )
/* Generated */       optInStartValue = 0.000000e+0;
/* Generated */    else if( (optInStartValue < -3.000000e+37) ||/* Generated */  (optInStartValue > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInOffsetOnReverse == TA_REAL_DEFAULT )
/* Generated */       optInOffsetOnReverse = 0.000000e+0;
/* Generated */    else if( (optInOffsetOnReverse < 0.000000e+0) ||/* Generated */  (optInOffsetOnReverse > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationInitLong == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationInitLong = 2.000000e-2;
/* Generated */    else if( (optInAccelerationInitLong < 0.000000e+0) ||/* Generated */  (optInAccelerationInitLong > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationLong == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationLong = 2.000000e-2;
/* Generated */    else if( (optInAccelerationLong < 0.000000e+0) ||/* Generated */  (optInAccelerationLong > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationMaxLong == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationMaxLong = 2.000000e-1;
/* Generated */    else if( (optInAccelerationMaxLong < 0.000000e+0) ||/* Generated */  (optInAccelerationMaxLong > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationInitShort == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationInitShort = 2.000000e-2;
/* Generated */    else if( (optInAccelerationInitShort < 0.000000e+0) ||/* Generated */  (optInAccelerationInitShort > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationShort == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationShort = 2.000000e-2;
/* Generated */    else if( (optInAccelerationShort < 0.000000e+0) ||/* Generated */  (optInAccelerationShort > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInAccelerationMaxShort == TA_REAL_DEFAULT )
/* Generated */       optInAccelerationMaxShort = 2.000000e-1;
/* Generated */    else if( (optInAccelerationMaxShort < 0.000000e+0) ||/* Generated */  (optInAccelerationMaxShort > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */
   UNUSED_VARIABLE(optInStartValue);
   UNUSED_VARIABLE(optInOffsetOnReverse);
   UNUSED_VARIABLE(optInAccelerationInitLong);
   UNUSED_VARIABLE(optInAccelerationLong);
   UNUSED_VARIABLE(optInAccelerationMaxLong);
   UNUSED_VARIABLE(optInAccelerationInitShort);
   UNUSED_VARIABLE(optInAccelerationShort);
   UNUSED_VARIABLE(optInAccelerationMaxShort);

   /* SAR always sacrifices one price bar to establish the
    * initial extreme price.
    */

   return 1;
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_SAREXT - Parabolic SAR - Extended
 * 
 * Input  = High, Low
 * Output = double
 * 
 * Optional Parameters
 * -------------------
 * optInStartValue:(From TA_REAL_MIN to TA_REAL_MAX)
 *    Start value and direction. 0 for Auto, >0 for Long, <0 for Short
 * 
 * optInOffsetOnReverse:(From 0 to TA_REAL_MAX)
 *    Percent offset added/removed to initial stop on short/long reversal
 * 
 * optInAccelerationInitLong:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor initial value for the Long direction
 * 
 * optInAccelerationLong:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor for the Long direction
 * 
 * optInAccelerationMaxLong:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor maximum value for the Long direction
 * 
 * optInAccelerationInitShort:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor initial value for the Short direction
 * 
 * optInAccelerationShort:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor for the Short direction
 * 
 * optInAccelerationMaxShort:(From 0 to TA_REAL_MAX)
 *    Acceleration Factor maximum value for the Short direction
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::SarExt( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        SubArray^    inHigh,
/* Generated */                                        SubArray^    inLow,
/* Generated */                                        double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationMaxShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::SarExt( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<double>^ inHigh,
/* Generated */                                        cli::array<double>^ inLow,
/* Generated */                                        double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */