ta_cdlengulfing.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
 *  -------------------------------------------------------------------
 *  AC       Angelo Ciceri
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  102404 AC   Creation           
 *
 */

/**** 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::CdlEngulfingLookback( void )
/* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int cdlEngulfingLookback(  )
/* Generated */ 
/* Generated */ #else
/* Generated */ int TA_CDLENGULFING_Lookback( void )
/* 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 */ /* No parameters to validate. */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */
    return 2;
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_CDLENGULFING - Engulfing Pattern
 * 
 * Input  = Open, High, Low, Close
 * Output = int
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::CdlEngulfing( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */                                              SubArray^    inOpen,
/* Generated */                                              SubArray^    inHigh,
/* Generated */                                              SubArray^    inLow,
/* Generated */                                              SubArray^    inClose,
/* Generated */                                              [Out]int%    outBegIdx,
/* Generated */                                              [Out]int%    outNBElement,
/* Generated */                                              cli::array<int>^  outInteger )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::CdlEngulfing( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */                                              cli::array<double>^ inOpen,
/* Generated */                                              cli::array<double>^ inHigh,
/* Generated */                                              cli::array<double>^ inLow,
/* Generated */                                              cli::array<double>^ inClose,
/* Generated */                                              [Out]int%    outBegIdx,
/* Generated */                                              [Out]int%    outNBElement,
/* Generated */                                              cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlEngulfing( int    startIdx,
/* Generated */                              int    endIdx,
/* Generated */                              double       inOpen[],
/* Generated */                              double       inHigh[],
/* Generated */                              double       inLow[],
/* Generated */                              double       inClose[],
/* Generated */                              MInteger     outBegIdx,
/* Generated */                              MInteger     outNBElement,
/* Generated */                              int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_CDLENGULFING( int    startIdx,
/* Generated */                             int    endIdx,
/* Generated */                             const double inOpen[],
/* Generated */                             const double inHigh[],
/* Generated */                             const double inLow[],
/* Generated */                             const double inClose[],
/* Generated */                             int          *outBegIdx,
/* Generated */                             int          *outNBElement,
/* Generated */                             int           outInteger[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
   /* Insert local variables here. */
    int i, outIdx, lookbackTotal;

/**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Generated */ 
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ 
/* Generated */    /* Validate the requested output range. */
/* 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 */ 
/* Generated */    #if !defined(_JAVA)
/* Generated */    /* Verify required price component. */
/* Generated */    if(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_JAVA)*/
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outInteger )
/* 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 ****/

   /* Identify the minimum number of price bar needed
    * to calculate at least one output.
    */

   lookbackTotal = LOOKBACK_CALL(CDLENGULFING)();

   /* Move up the start index if there is not
    * enough initial data.
    */
   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);
   }

   /* Do the calculation using tight loops. */
   /* Add-up the initial period, except for the last value. */
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first: black (white) real body
    * - second: white (black) real body that engulfs the prior real body
    * outInteger is positive (1 to 100) when bullish or negative (-1 to -100) when bearish;
    * the user should consider that an engulfing must appear in a downtrend if bullish or in an uptrend if bearish,
    * while this function does not consider it
    */
   outIdx = 0;
   do
   {
        if( ( TA_CANDLECOLOR(i) == 1 && TA_CANDLECOLOR(i-1) == -1 &&            // white engulfs black
              inClose[i] > inOpen[i-1] && inOpen[i] < inClose[i-1]
            )
            ||
            ( TA_CANDLECOLOR(i) == -1 && TA_CANDLECOLOR(i-1) == 1 &&            // black engulfs white
              inOpen[i] > inClose[i-1] && inClose[i] < inOpen[i-1]
            )
          )
            outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
        else
            outInteger[outIdx++] = 0;
        i++; 
   } while( i <= endIdx );

   /* All done. Indicate the output limits and return. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;

   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::CdlEngulfing( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */                                              cli::array<float>^ inOpen,
/* Generated */                                              cli::array<float>^ inHigh,
/* Generated */                                              cli::array<float>^ inLow,
/* Generated */                                              cli::array<float>^ inClose,
/* Generated */                                              [Out]int%    outBegIdx,
/* Generated */                                              [Out]int%    outNBElement,
/* Generated */                                              cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlEngulfing( int    startIdx,
/* Generated */                              int    endIdx,
/* Generated */                              float        inOpen[],
/* Generated */                              float        inHigh[],
/* Generated */                              float        inLow[],
/* Generated */                              float        inClose[],
/* Generated */                              MInteger     outBegIdx,
/* Generated */                              MInteger     outNBElement,
/* Generated */                              int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLENGULFING( int    startIdx,
/* Generated */                               int    endIdx,
/* Generated */                               const float  inOpen[],
/* Generated */                               const float  inHigh[],
/* Generated */                               const float  inLow[],
/* Generated */                               const float  inClose[],
/* Generated */                               int          *outBegIdx,
/* Generated */                               int          *outNBElement,
/* Generated */                               int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     int i, outIdx, lookbackTotal;
/* 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(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(CDLENGULFING)();
/* 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 */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( ( TA_CANDLECOLOR(i) == 1 && TA_CANDLECOLOR(i-1) == -1 &&            // white engulfs black
/* Generated */               inClose[i] > inOpen[i-1] && inOpen[i] < inClose[i-1]
/* Generated */             )
/* Generated */             ||
/* Generated */             ( TA_CANDLECOLOR(i) == -1 && TA_CANDLECOLOR(i-1) == 1 &&            // black engulfs white
/* Generated */               inOpen[i] > inClose[i-1] && inClose[i] < inOpen[i-1]
/* Generated */             )
/* Generated */           )
/* Generated */             outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         i++; 
/* Generated */    } while( i <= endIdx );
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* 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 ****/