ta_linearreg_slope.c

股票主要技术指标源码

/* Generated */    if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */       return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */ 
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */    #endif /* !defined(_JAVA)*/
/* Generated */    /* min/max are checked for optInTimePeriod. */
/* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod = 14;
/* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outReal )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */ 
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/

   /* Insert TA function code here. */

   /* Linear Regression is a concept also known as the
    * "least squares method" or "best fit." Linear
    * Regression attempts to fit a straight line between
    * several data points in such a way that distance
    * between each data point and the line is minimized.
    *
    * For each point, a straight line over the specified
    * previous bar period is determined in terms
    * of y = b + m*x:
    *
    * TA_LINEARREG          : Returns b+m*(period-1)
    * TA_LINEARREG_SLOPE    : Returns 'm'
    * TA_LINEARREG_ANGLE    : Returns 'm' in degree.
    * TA_LINEARREG_INTERCEPT: Returns 'b'
    * TA_TSF                : Returns b+m*(period)
    */

   /* Adjust startIdx to account for the lookback period. */
   lookbackTotal = LOOKBACK_CALL(LINEARREG_SLOPE)( optInTimePeriod );

   if( startIdx < lookbackTotal )
      startIdx = lookbackTotal;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }

   outIdx = 0; /* Index into the output. */
   today = startIdx;

   SumX = optInTimePeriod * ( optInTimePeriod - 1 ) * 0.5;
   SumXSqr = optInTimePeriod * ( optInTimePeriod - 1 ) * ( 2 * optInTimePeriod - 1 ) / 6;
   Divisor = SumX * SumX - optInTimePeriod * SumXSqr;

   while( today <= endIdx )
   {
     SumXY = 0;
     SumY = 0;
     for( i = optInTimePeriod; i-- != 0; )
     {
       SumY += tempValue1 = inReal[today - i];
       SumXY += (double)i * tempValue1;
     }
     outReal[outIdx++] = ( optInTimePeriod * SumXY - SumX * SumY) / Divisor;
     today++;
   }

   VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;

   return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}

/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */ 
/* Generated */ #define  USE_SINGLE_PRECISION_INPUT
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */    #undef   TA_PREFIX
/* Generated */    #define  TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef   INPUT_TYPE
/* Generated */ #define  INPUT_TYPE float
/* Generated */ #if defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::LinearRegSlope( int    startIdx,
/* Generated */                                                int    endIdx,
/* Generated */                                                cli::array<float>^ inReal,
/* Generated */                                                int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                                [Out]int%    outBegIdx,
/* Generated */                                                [Out]int%    outNBElement,
/* Generated */                                                cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode linearRegSlope( int    startIdx,
/* Generated */                                int    endIdx,
/* Generated */                                float        inReal[],
/* Generated */                                int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                MInteger     outBegIdx,
/* Generated */                                MInteger     outNBElement,
/* Generated */                                double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_LINEARREG_SLOPE( 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;
/* Generated */    double SumX, SumXY, SumY, SumXSqr, Divisor;
/* Generated */    int i;
/* Generated */    double tempValue1;
/* 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( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 14;
/* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* 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 */    lookbackTotal = LOOKBACK_CALL(LINEARREG_SLOPE)( optInTimePeriod );
/* 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 ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    }
/* Generated */    outIdx = 0; 
/* Generated */    today = startIdx;
/* Generated */    SumX = optInTimePeriod * ( optInTimePeriod - 1 ) * 0.5;
/* Generated */    SumXSqr = optInTimePeriod * ( optInTimePeriod - 1 ) * ( 2 * optInTimePeriod - 1 ) / 6;
/* Generated */    Divisor = SumX * SumX - optInTimePeriod * SumXSqr;
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */      SumXY = 0;
/* Generated */      SumY = 0;
/* Generated */      for( i = optInTimePeriod; i-- != 0; )
/* Generated */      {
/* Generated */        SumY += tempValue1 = inReal[today - i];
/* Generated */        SumXY += (double)i * tempValue1;
/* Generated */      }
/* Generated */      outReal[outIdx++] = ( optInTimePeriod * SumXY - SumX * SumY) / Divisor;
/* Generated */      today++;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* 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 ****/