ta_stddev.c

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            outReal[i] = (double)0.0;
      }
   }

   return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}

/* The inMovAvg is the moving average of the inReal. 
 *
 * inMovAvgBegIdx is relative to inReal, in other word
 * this is the 'outBegIdx' who was returned when doing the
 * MA on the inReal.
 *
 * inMovAvgNbElement is the number of element who was returned
 * when doing the MA on the inReal.
 *
 * Note: This function is not used by TA_STDDEV, since TA_STDDEV
 *       is optimized considering it uses always a simple moving
 *       average. Still the function is put here because it is 
 *       closely related.
 */
#if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
void Core::TA_INT_stddev_using_precalc_ma( SubArray^ inReal,
										cli::array<double>^ inMovAvg,
                                        int inMovAvgBegIdx,                                    
                                        int inMovAvgNbElement,
                                        int timePeriod,
										cli::array<double>^ output)
#elif defined( _MANAGED )
void Core::TA_INT_stddev_using_precalc_ma( cli::array<INPUT_TYPE>^ inReal,
										cli::array<double>^ inMovAvg,
                                        int inMovAvgBegIdx,                                    
                                        int inMovAvgNbElement,
                                        int timePeriod,
										cli::array<double>^ output)
#elif defined( _JAVA )
void TA_INT_stddev_using_precalc_ma( INPUT_TYPE inReal[],
                                     double     inMovAvg[],
                                     int        inMovAvgBegIdx,                                    
                                     int        inMovAvgNbElement,
                                     int        timePeriod,
                                     double     output[] )
#else
void TA_PREFIX(INT_stddev_using_precalc_ma)( const INPUT_TYPE *inReal,
                                             const double *inMovAvg,
                                             int inMovAvgBegIdx,                                    
                                             int inMovAvgNbElement,
                                             int timePeriod,
                                             double *output )
#endif
{
   double tempReal, periodTotal2, meanValue2;
   int outIdx;

   /* Start/end index for sumation. */
   int startSum, endSum;

   startSum = 1+inMovAvgBegIdx-timePeriod;
   endSum = inMovAvgBegIdx;

   periodTotal2 = 0;

   for( outIdx = startSum; outIdx < endSum; outIdx++)
   {
      tempReal = inReal[outIdx];
      tempReal *= tempReal;
      periodTotal2 += tempReal;
   }

   for( outIdx=0; outIdx < inMovAvgNbElement; outIdx++, startSum++, endSum++ )
   {
      tempReal = inReal[endSum];
      tempReal *= tempReal;
      periodTotal2 += tempReal;
      meanValue2 = periodTotal2/timePeriod;

      tempReal = inReal[startSum];
      tempReal *= tempReal;
      periodTotal2 -= tempReal;

      tempReal = inMovAvg[outIdx];
      tempReal *= tempReal;
      meanValue2 -= tempReal;
      
      if( !TA_IS_ZERO_OR_NEG(meanValue2) )
         output[outIdx] = std_sqrt(meanValue2);
      else
         output[outIdx] = (double)0.0;
   }
}

/**** 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::StdDev( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<float>^ inReal,
/* Generated */                                        int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                        double        optInNbDev, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode stdDev( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        float        inReal[],
/* Generated */                        int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                        double        optInNbDev, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                        MInteger     outBegIdx,
/* Generated */                        MInteger     outNBElement,
/* Generated */                        double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_STDDEV( int    startIdx,
/* Generated */                         int    endIdx,
/* Generated */                         const float  inReal[],
/* Generated */                         int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                         double        optInNbDev, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         int          *outBegIdx,
/* Generated */                         int          *outNBElement,
/* Generated */                         double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    int i;
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    double tempReal;
/* 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 = 5;
/* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInNbDev == TA_REAL_DEFAULT )
/* Generated */        optInNbDev = 1.000000e+0;
/* Generated */     else if( (optInNbDev < -3.000000e+37) ||  (optInNbDev > 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 */    retCode = FUNCTION_CALL(INT_VAR)( startIdx, endIdx,
/* Generated */                                      inReal, optInTimePeriod,
/* Generated */                                      outBegIdx, outNBElement, outReal );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */       return retCode;
/* Generated */    if( optInNbDev != 1.0 )
/* Generated */    {
/* Generated */       for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */       {
/* Generated */          tempReal = outReal[i];
/* Generated */          if( !TA_IS_ZERO_OR_NEG(tempReal) )
/* Generated */             outReal[i] = std_sqrt(tempReal) * optInNbDev;
/* Generated */          else
/* Generated */             outReal[i] = (double)0.0;
/* Generated */       }
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */       {
/* Generated */          tempReal = outReal[i];
/* Generated */          if( !TA_IS_ZERO_OR_NEG(tempReal) )
/* Generated */             outReal[i] = std_sqrt(tempReal);
/* Generated */          else
/* Generated */             outReal[i] = (double)0.0;
/* Generated */       }
/* Generated */    }
/* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */ void Core::TA_INT_stddev_using_precalc_ma( SubArray^ inReal,
/* Generated */ 										cli::array<double>^ inMovAvg,
/* Generated */                                         int inMovAvgBegIdx,                                    
/* Generated */                                         int inMovAvgNbElement,
/* Generated */                                         int timePeriod,
/* Generated */ 										cli::array<double>^ output)
/* Generated */ #elif defined( _MANAGED )
/* Generated */ void Core::TA_INT_stddev_using_precalc_ma( cli::array<INPUT_TYPE>^ inReal,
/* Generated */ 										cli::array<double>^ inMovAvg,
/* Generated */                                         int inMovAvgBegIdx,                                    
/* Generated */                                         int inMovAvgNbElement,
/* Generated */                                         int timePeriod,
/* Generated */ 										cli::array<double>^ output)
/* Generated */ #elif defined( _JAVA )
/* Generated */ void TA_INT_stddev_using_precalc_ma( INPUT_TYPE inReal[],
/* Generated */                                      double     inMovAvg[],
/* Generated */                                      int        inMovAvgBegIdx,                                    
/* Generated */                                      int        inMovAvgNbElement,
/* Generated */                                      int        timePeriod,
/* Generated */                                      double     output[] )
/* Generated */ #else
/* Generated */ void TA_PREFIX(INT_stddev_using_precalc_ma)( const INPUT_TYPE *inReal,
/* Generated */                                              const double *inMovAvg,
/* Generated */                                              int inMovAvgBegIdx,                                    
/* Generated */                                              int inMovAvgNbElement,
/* Generated */                                              int timePeriod,
/* Generated */                                              double *output )
/* Generated */ #endif
/* Generated */ {
/* Generated */    double tempReal, periodTotal2, meanValue2;
/* Generated */    int outIdx;
/* Generated */    int startSum, endSum;
/* Generated */    startSum = 1+inMovAvgBegIdx-timePeriod;
/* Generated */    endSum = inMovAvgBegIdx;
/* Generated */    periodTotal2 = 0;
/* Generated */    for( outIdx = startSum; outIdx < endSum; outIdx++)
/* Generated */    {
/* Generated */       tempReal = inReal[outIdx];
/* Generated */       tempReal *= tempReal;
/* Generated */       periodTotal2 += tempReal;
/* Generated */    }
/* Generated */    for( outIdx=0; outIdx < inMovAvgNbElement; outIdx++, startSum++, endSum++ )
/* Generated */    {
/* Generated */       tempReal = inReal[endSum];
/* Generated */       tempReal *= tempReal;
/* Generated */       periodTotal2 += tempReal;
/* Generated */       meanValue2 = periodTotal2/timePeriod;
/* Generated */       tempReal = inReal[startSum];
/* Generated */       tempReal *= tempReal;
/* Generated */       periodTotal2 -= tempReal;
/* Generated */       tempReal = inMovAvg[outIdx];
/* Generated */       tempReal *= tempReal;
/* Generated */       meanValue2 -= tempReal;
/* Generated */       if( !TA_IS_ZERO_OR_NEG(meanValue2) )
/* Generated */          output[outIdx] = std_sqrt(meanValue2);
/* Generated */       else
/* Generated */          output[outIdx] = (double)0.0;
/* Generated */    }
/* Generated */ }
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/