ta_cdlthrusting.c

股票主要技术指标源码

   /* 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. */
   EqualPeriodTotal = 0;
   EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal);
   BodyLongPeriodTotal = 0;
   BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);

   i = EqualTrailingIdx;
   while( i < startIdx ) {
        EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 );
        i++;
   }
   i = BodyLongTrailingIdx;
   while( i < startIdx ) {
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-1 );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long black candle
    * - second candle: white candle with open below previous day low and close into previous day body under the midpoint;
    * to differentiate it from in-neck the close should not be equal to the black candle's close
    * The meaning of "equal" is specified with TA_SetCandleSettings
    * outInteger is negative (-1 to -100): thrusting pattern is always bearish
    * the user should consider that the thrusting pattern is significant when it appears in a downtrend and it could be 
    * even bullish "when coming in an uptrend or occurring twice within several days" (Steve Nison says), while this 
    * function does not consider the trend
    */
   outIdx = 0;
   do
   {
        if( TA_CANDLECOLOR(i-1) == -1 &&                                                        // 1st: black
            TA_REALBODY(i-1) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-1 ) &&     //  long
            TA_CANDLECOLOR(i) == 1 &&                                                           // 2nd: white
            inOpen[i] < inLow[i-1] &&                                                           //  open below prior low
            inClose[i] > inClose[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) &&  //  close into prior body
            inClose[i] <= inClose[i-1] + TA_REALBODY(i-1) * 0.5                                 //   under the midpoint
          )
            outInteger[outIdx++] = -100;
        else
            outInteger[outIdx++] = 0;
        /* add the current range and subtract the first range: this is done after the pattern recognition 
         * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
         */
        EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 );
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-1 ) 
                             - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-1 );
        i++;
        EqualTrailingIdx++;
        BodyLongTrailingIdx++;
   } 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::CdlThrusting( 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 cdlThrusting( 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_CDLTHRUSTING( 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 */     double EqualPeriodTotal, BodyLongPeriodTotal;
/* Generated */     int i, outIdx, EqualTrailingIdx, BodyLongTrailingIdx, 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(CDLTHRUSTING)();
/* 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 */    EqualPeriodTotal = 0;
/* Generated */    EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal);
/* Generated */    BodyLongPeriodTotal = 0;
/* Generated */    BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    i = EqualTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = BodyLongTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( TA_CANDLECOLOR(i-1) == -1 &&                                                        // 1st: black
/* Generated */             TA_REALBODY(i-1) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-1 ) &&     //  long
/* Generated */             TA_CANDLECOLOR(i) == 1 &&                                                           // 2nd: white
/* Generated */             inOpen[i] < inLow[i-1] &&                                                           //  open below prior low
/* Generated */             inClose[i] > inClose[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) &&  //  close into prior body
/* Generated */             inClose[i] <= inClose[i-1] + TA_REALBODY(i-1) * 0.5                                 //   under the midpoint
/* Generated */           )
/* Generated */             outInteger[outIdx++] = -100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 );
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-1 ) 
/* Generated */                              - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-1 );
/* Generated */         i++;
/* Generated */         EqualTrailingIdx++;
/* Generated */         BodyLongTrailingIdx++;
/* 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 ****/