ta_ht_trendmode.c

股票主要技术指标源码

/* 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::HtTrendMode( int    startIdx,
/* Generated */                                             int    endIdx,
/* Generated */                                             cli::array<float>^ inReal,
/* Generated */                                             [Out]int%    outBegIdx,
/* Generated */                                             [Out]int%    outNBElement,
/* Generated */                                             cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode htTrendMode( int    startIdx,
/* Generated */                             int    endIdx,
/* Generated */                             float        inReal[],
/* Generated */                             MInteger     outBegIdx,
/* Generated */                             MInteger     outNBElement,
/* Generated */                             int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_HT_TRENDMODE( int    startIdx,
/* Generated */                               int    endIdx,
/* Generated */                               const float  inReal[],
/* Generated */                               int          *outBegIdx,
/* Generated */                               int          *outNBElement,
/* Generated */                               int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    int outIdx, i;
/* Generated */    int lookbackTotal, today;
/* Generated */    double tempReal, tempReal2;
/* Generated */    double adjustedPrevPeriod, period;
/* Generated */    int trailingWMAIdx;
/* Generated */    double periodWMASum, periodWMASub, trailingWMAValue;
/* Generated */    double smoothedValue;
/* Generated */    double iTrend1, iTrend2, iTrend3;
/* Generated */    CONSTANT_DOUBLE(a) = 0.0962;
/* Generated */    CONSTANT_DOUBLE(b) = 0.5769;
/* Generated */    double hilbertTempReal;
/* Generated */    int hilbertIdx;
/* Generated */    HILBERT_VARIABLES( detrender );
/* Generated */    HILBERT_VARIABLES( Q1 );
/* Generated */    HILBERT_VARIABLES( jI );
/* Generated */    HILBERT_VARIABLES( jQ );
/* Generated */    double Q2, I2, prevQ2, prevI2, Re, Im;
/* Generated */    double I1ForOddPrev2,  I1ForOddPrev3;
/* Generated */    double I1ForEvenPrev2, I1ForEvenPrev3;
/* Generated */    double rad2Deg, deg2Rad, constDeg2RadBy360;
/* Generated */    double todayValue, smoothPeriod;
/* Generated */    #define SMOOTH_PRICE_SIZE 50
/* Generated */    CIRCBUF_PROLOG(smoothPrice,double,SMOOTH_PRICE_SIZE);
/* Generated */    int idx;
/* Generated */    int DCPeriodInt;
/* Generated */    double DCPhase, DCPeriod, imagPart, realPart;
/* Generated */    int daysInTrend, trend;
/* Generated */    double prevDCPhase, trendline;
/* Generated */    double prevSine, prevLeadSine, sine, leadSine;
/* 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 !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    CIRCBUF_INIT_LOCAL_ONLY(smoothPrice,double);
/* Generated */    iTrend1 = iTrend2 = iTrend3 = 0.0;
/* Generated */    daysInTrend  = 0;
/* Generated */    prevDCPhase  = DCPhase  = 0.0;
/* Generated */    prevSine     = sine     = 0.0;
/* Generated */    prevLeadSine = leadSine = 0.0;
/* Generated */    tempReal = std_atan(1);
/* Generated */    rad2Deg = 45.0/tempReal;
/* Generated */    deg2Rad = 1.0/rad2Deg;
/* Generated */    constDeg2RadBy360 = tempReal*8.0;
/* Generated */    lookbackTotal = 63 + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_HT_TRENDMODE,HtTrendMode);
/* 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 */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */    trailingWMAIdx = startIdx - lookbackTotal;
/* Generated */    today = trailingWMAIdx;
/* Generated */    tempReal = inReal[today++];
/* Generated */    periodWMASub = tempReal;
/* Generated */    periodWMASum = tempReal;
/* Generated */    tempReal = inReal[today++];
/* Generated */    periodWMASub += tempReal;
/* Generated */    periodWMASum += tempReal*2.0;
/* Generated */    tempReal = inReal[today++];
/* Generated */    periodWMASub += tempReal;
/* Generated */    periodWMASum += tempReal*3.0;
/* Generated */    trailingWMAValue = 0.0;
/* Generated */    #define DO_PRICE_WMA(varNewPrice,varToStoreSmoothedValue) { \
/* Generated */       periodWMASub     += varNewPrice; \
/* Generated */       periodWMASub     -= trailingWMAValue; \
/* Generated */       periodWMASum     += varNewPrice*4.0; \
/* Generated */       trailingWMAValue  = inReal[trailingWMAIdx++]; \
/* Generated */       varToStoreSmoothedValue = periodWMASum*0.1; \
/* Generated */       periodWMASum -= periodWMASub; \
/* Generated */    }
/* Generated */    i = 34;
/* Generated */    do
/* Generated */    {
/* Generated */       tempReal = inReal[today++];
/* Generated */       DO_PRICE_WMA(tempReal,smoothedValue);
/* Generated */    } while( --i != 0);
/* Generated */    hilbertIdx = 0;
/* Generated */    INIT_HILBERT_VARIABLES(detrender);
/* Generated */    INIT_HILBERT_VARIABLES(Q1);
/* Generated */    INIT_HILBERT_VARIABLES(jI);
/* Generated */    INIT_HILBERT_VARIABLES(jQ);
/* Generated */    period = 0.0;
/* Generated */    outIdx = 0;
/* Generated */    prevI2 = prevQ2 = 0.0;
/* Generated */    Re     = Im     = 0.0;
/* Generated */    I1ForOddPrev3 = I1ForEvenPrev3 = 0.0;
/* Generated */    I1ForOddPrev2 = I1ForEvenPrev2 = 0.0;
/* Generated */    smoothPeriod  = 0.0;
/* Generated */    for( i=0; i < SMOOTH_PRICE_SIZE; i++ )
/* Generated */       smoothPrice[i] = 0.0;
/* Generated */    DCPhase = 0.0;
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       adjustedPrevPeriod = (0.075*period)+0.54;
/* Generated */       todayValue = inReal[today];
/* Generated */       DO_PRICE_WMA(todayValue,smoothedValue);
/* Generated */       smoothPrice[smoothPrice_Idx] = smoothedValue;
/* Generated */       if( (today%2) == 0 )
/* Generated */       {
/* Generated */          DO_HILBERT_EVEN(detrender,smoothedValue);
/* Generated */          DO_HILBERT_EVEN(Q1,detrender);
/* Generated */          DO_HILBERT_EVEN(jI,I1ForEvenPrev3);
/* Generated */          DO_HILBERT_EVEN(jQ,Q1);
/* Generated */          if( ++hilbertIdx == 3 )
/* Generated */             hilbertIdx = 0;
/* Generated */          Q2 = (0.2*(Q1 + jI)) + (0.8*prevQ2);
/* Generated */          I2 = (0.2*(I1ForEvenPrev3 - jQ)) + (0.8*prevI2);
/* Generated */          I1ForOddPrev3 = I1ForOddPrev2;
/* Generated */          I1ForOddPrev2 = detrender;      
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          DO_HILBERT_ODD(detrender,smoothedValue);
/* Generated */          DO_HILBERT_ODD(Q1,detrender);
/* Generated */          DO_HILBERT_ODD(jI,I1ForOddPrev3);
/* Generated */          DO_HILBERT_ODD(jQ,Q1);
/* Generated */          Q2 = (0.2*(Q1 + jI)) + (0.8*prevQ2);
/* Generated */          I2 = (0.2*(I1ForOddPrev3 - jQ)) + (0.8*prevI2);
/* Generated */          I1ForEvenPrev3 = I1ForEvenPrev2;
/* Generated */          I1ForEvenPrev2 = detrender;
/* Generated */       }
/* Generated */       Re = (0.2*((I2*prevI2)+(Q2*prevQ2)))+(0.8*Re);
/* Generated */       Im = (0.2*((I2*prevQ2)-(Q2*prevI2)))+(0.8*Im);
/* Generated */       prevQ2 = Q2;
/* Generated */       prevI2 = I2;
/* Generated */       tempReal = period;
/* Generated */       if( (Im != 0.0) && (Re != 0.0) )
/* Generated */          period = 360.0 / (std_atan(Im/Re)*rad2Deg);
/* Generated */       tempReal2 = 1.5*tempReal;
/* Generated */       if( period > tempReal2)
/* Generated */          period = tempReal2;
/* Generated */       tempReal2 = 0.67*tempReal;
/* Generated */       if( period < tempReal2 )
/* Generated */          period = tempReal2;
/* Generated */       if( period < 6 )
/* Generated */          period = 6;
/* Generated */       else if( period > 50 )
/* Generated */          period = 50;
/* Generated */       period = (0.2*period) + (0.8 * tempReal);
/* Generated */       smoothPeriod = (0.33*period)+(0.67*smoothPeriod);
/* Generated */       prevDCPhase = DCPhase;
/* Generated */       DCPeriod    = smoothPeriod+0.5;
/* Generated */       DCPeriodInt = (int)DCPeriod;
/* Generated */       realPart = 0.0;
/* Generated */       imagPart = 0.0;
/* Generated */       idx = smoothPrice_Idx;
/* Generated */       for( i=0; i < DCPeriodInt; i++ )
/* Generated */       {
/* Generated */          tempReal  = ((double)i*constDeg2RadBy360)/(double)DCPeriodInt;
/* Generated */          tempReal2 = smoothPrice[idx];
/* Generated */          realPart += std_sin(tempReal)*tempReal2;
/* Generated */          imagPart += std_cos(tempReal)*tempReal2;
/* Generated */          if( idx == 0 )
/* Generated */             idx = SMOOTH_PRICE_SIZE-1;
/* Generated */          else
/* Generated */             idx--;
/* Generated */       }
/* Generated */       tempReal = std_fabs(imagPart);
/* Generated */       if( tempReal > 0.0 )
/* Generated */          DCPhase = std_atan(realPart/imagPart)*rad2Deg;
/* Generated */       else if( tempReal <= 0.01 )
/* Generated */       {
/* Generated */          if( realPart < 0.0 )
/* Generated */             DCPhase -= 90.0;
/* Generated */          else if( realPart > 0.0 )
/* Generated */             DCPhase += 90.0;
/* Generated */       }
/* Generated */       DCPhase += 90.0;
/* Generated */       DCPhase += 360.0 / smoothPeriod;
/* Generated */       if( imagPart < 0.0 )
/* Generated */          DCPhase += 180.0;
/* Generated */       if( DCPhase > 315.0 )
/* Generated */          DCPhase -= 360.0;
/* Generated */       prevSine     = sine;
/* Generated */       prevLeadSine = leadSine;
/* Generated */       sine     = std_sin(DCPhase*deg2Rad);
/* Generated */       leadSine = std_sin((DCPhase+45)*deg2Rad);
/* Generated */       DCPeriod    = smoothPeriod+0.5;
/* Generated */       DCPeriodInt = (int)DCPeriod;
/* Generated */       idx = today;
/* Generated */       tempReal = 0.0;
/* Generated */       for( i=0; i < DCPeriodInt; i++ )
/* Generated */          tempReal += inReal[idx--];
/* Generated */       if( DCPeriodInt > 0 )
/* Generated */          tempReal = tempReal/(double)DCPeriodInt;
/* Generated */       trendline = (4.0*tempReal + 3.0*iTrend1 + 2.0*iTrend2 + iTrend3) / 10.0;
/* Generated */       iTrend3   = iTrend2;
/* Generated */       iTrend2   = iTrend1;
/* Generated */       iTrend1   = tempReal;
/* Generated */       trend = 1;
/* Generated */       if( ((sine > leadSine) && (prevSine <= prevLeadSine)) ||
/* Generated */           ((sine < leadSine) && (prevSine >= prevLeadSine)) )
/* Generated */       {
/* Generated */          daysInTrend = 0;
/* Generated */          trend = 0;
/* Generated */       }
/* Generated */       daysInTrend++;
/* Generated */       if( daysInTrend < (0.5*smoothPeriod) )
/* Generated */          trend = 0;
/* Generated */       tempReal = DCPhase - prevDCPhase;
/* Generated */       if( (smoothPeriod != 0.0) &&
/* Generated */           ((tempReal > (0.67*360.0/smoothPeriod)) && (tempReal < (1.5*360.0/smoothPeriod))) )
/* Generated */       {
/* Generated */          trend = 0;
/* Generated */       }
/* Generated */       tempReal = smoothPrice[smoothPrice_Idx];
/* Generated */       if( (trendline != 0.0) && (std_fabs( (tempReal - trendline)/trendline ) >= 0.015) )
/* Generated */          trend = 1;
/* Generated */       if( today >= startIdx )
/* Generated */       {
/* Generated */          outInteger[outIdx++] = trend;
/* Generated */       }
/* Generated */       CIRCBUF_NEXT(smoothPrice);
/* Generated */       today++;
/* 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 ****/