ta_sarext.c

股票主要技术指标源码

/* Generated */                         int    endIdx,
/* Generated */                         const float  inHigh[],
/* Generated */                         const float  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 */                         int          *outBegIdx,
/* Generated */                         int          *outNBElement,
/* Generated */                         double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    int isLong; 
/* Generated */    int todayIdx, outIdx;
/* Generated */    VALUE_HANDLE_INT(tempInt);
/* Generated */    double newHigh, newLow, prevHigh, prevLow;
/* Generated */    double afLong, afShort, ep, sar;
/* Generated */    ARRAY_LOCAL(ep_temp,1);
/* 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)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( optInStartValue == TA_REAL_DEFAULT )
/* Generated */        optInStartValue = 0.000000e+0;
/* Generated */     else if( (optInStartValue < -3.000000e+37) ||  (optInStartValue > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInOffsetOnReverse == TA_REAL_DEFAULT )
/* Generated */        optInOffsetOnReverse = 0.000000e+0;
/* Generated */     else if( (optInOffsetOnReverse < 0.000000e+0) ||  (optInOffsetOnReverse > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationInitLong == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationInitLong = 2.000000e-2;
/* Generated */     else if( (optInAccelerationInitLong < 0.000000e+0) ||  (optInAccelerationInitLong > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationLong == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationLong = 2.000000e-2;
/* Generated */     else if( (optInAccelerationLong < 0.000000e+0) ||  (optInAccelerationLong > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationMaxLong == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationMaxLong = 2.000000e-1;
/* Generated */     else if( (optInAccelerationMaxLong < 0.000000e+0) ||  (optInAccelerationMaxLong > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationInitShort == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationInitShort = 2.000000e-2;
/* Generated */     else if( (optInAccelerationInitShort < 0.000000e+0) ||  (optInAccelerationInitShort > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationShort == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationShort = 2.000000e-2;
/* Generated */     else if( (optInAccelerationShort < 0.000000e+0) ||  (optInAccelerationShort > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInAccelerationMaxShort == TA_REAL_DEFAULT )
/* Generated */        optInAccelerationMaxShort = 2.000000e-1;
/* Generated */     else if( (optInAccelerationMaxShort < 0.000000e+0) ||  (optInAccelerationMaxShort > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outReal )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    if( startIdx < 1 )
/* Generated */       startIdx = 1;
/* 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 */    afLong = optInAccelerationInitLong;
/* Generated */    afShort = optInAccelerationInitShort;
/* Generated */    if( afLong > optInAccelerationMaxLong )
/* Generated */       afLong = optInAccelerationInitLong = optInAccelerationMaxLong;
/* Generated */    if( optInAccelerationLong > optInAccelerationMaxLong )
/* Generated */       optInAccelerationLong = optInAccelerationMaxLong;
/* Generated */    if( afShort > optInAccelerationMaxShort) 
/* Generated */       afShort = optInAccelerationInitShort = optInAccelerationMaxShort;
/* Generated */    if( optInAccelerationShort > optInAccelerationMaxShort )
/* Generated */       optInAccelerationShort = optInAccelerationMaxShort;      
/* Generated */    if(optInStartValue == 0) 
/* Generated */    {
/* Generated */       retCode = FUNCTION_CALL(MINUS_DM)( startIdx, startIdx, inHigh, inLow, 1,
/* Generated */                                          VALUE_HANDLE_OUT(tempInt), VALUE_HANDLE_OUT(tempInt),
/* Generated */ 									     ep_temp );
/* Generated */       if( ep_temp[0] > 0 )
/* Generated */          isLong = 0;
/* Generated */       else
/* Generated */          isLong = 1;
/* 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 */          return retCode;
/* Generated */       }
/* Generated */    }
/* Generated */    else if( optInStartValue > 0 ) 
/* Generated */    {
/* Generated */       isLong = 1;
/* Generated */    }
/* Generated */    else 
/* Generated */    {
/* Generated */       isLong = 0;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    todayIdx = startIdx;
/* Generated */    newHigh = inHigh[todayIdx-1];
/* Generated */    newLow  = inLow[todayIdx-1];
/* Generated */    SAR_ROUNDING(newHigh);
/* Generated */    SAR_ROUNDING(newLow);
/* Generated */    if(optInStartValue == 0) 
/* Generated */    {
/* Generated */       if( isLong == 1 )
/* Generated */       {
/* Generated */          ep  = inHigh[todayIdx];
/* Generated */          sar = newLow;
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          ep  = inLow[todayIdx];
/* Generated */          sar = newHigh;
/* Generated */       }
/* Generated */    }
/* Generated */    else if ( optInStartValue > 0 ) 
/* Generated */    {
/* Generated */       ep  = inHigh[todayIdx];
/* Generated */       sar = optInStartValue;
/* Generated */    }
/* Generated */    else 
/* Generated */    {
/* Generated */       ep  = inLow[todayIdx];
/* Generated */       sar = std_fabs(optInStartValue);
/* Generated */    }
/* Generated */    SAR_ROUNDING(sar);
/* Generated */    newLow  = inLow[todayIdx];
/* Generated */    newHigh = inHigh[todayIdx];
/* Generated */    while( todayIdx <= endIdx )
/* Generated */    {
/* Generated */       prevLow  = newLow;
/* Generated */       prevHigh = newHigh;
/* Generated */       newLow  = inLow[todayIdx];
/* Generated */       newHigh = inHigh[todayIdx];   
/* Generated */       todayIdx++;
/* Generated */       SAR_ROUNDING(newLow);
/* Generated */       SAR_ROUNDING(newHigh);
/* Generated */       if( isLong == 1 )
/* Generated */       {  
/* Generated */          if( newLow <= sar )
/* Generated */          {
/* Generated */             isLong = 0;
/* Generated */             sar = ep;
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */             if( optInOffsetOnReverse != 0.0 )
/* Generated */                sar += sar * optInOffsetOnReverse; 
/* Generated */             outReal[outIdx++] = -sar;
/* Generated */             afShort = optInAccelerationInitShort;
/* Generated */             ep = newLow;
/* Generated */             sar = sar + afShort * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */          }
/* Generated */          else
/* Generated */          {
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             if( newHigh > ep )
/* Generated */             {
/* Generated */                ep = newHigh;
/* Generated */                afLong += optInAccelerationLong;
/* Generated */                if( afLong > optInAccelerationMaxLong )
/* Generated */                   afLong = optInAccelerationMaxLong;
/* Generated */             }
/* Generated */             sar = sar + afLong * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */          }
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          if( newHigh >= sar )
/* Generated */          {
/* Generated */             isLong = 1;
/* Generated */             sar = ep;
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */             if( optInOffsetOnReverse != 0.0 )
/* Generated */                sar -= sar * optInOffsetOnReverse;
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             afLong = optInAccelerationInitLong;
/* Generated */             ep = newHigh;
/* Generated */             sar = sar + afLong * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */          }
/* Generated */          else
/* Generated */          {
/* Generated */             outReal[outIdx++] = -sar;
/* Generated */             if( newLow < ep )
/* Generated */             {
/* Generated */                ep = newLow;
/* Generated */                afShort += optInAccelerationShort;
/* Generated */                if( afShort > optInAccelerationMaxShort )
/* Generated */                   afShort = optInAccelerationMaxShort;
/* Generated */             }
/* Generated */             sar = sar + afShort * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */          }
/* Generated */       }
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/