ta_sar.c

股票主要技术指标源码

      prevLow  = newLow;
      prevHigh = newHigh;
      newLow  = inLow[todayIdx];
      newHigh = inHigh[todayIdx];   
      todayIdx++;

      SAR_ROUNDING(newLow);
      SAR_ROUNDING(newHigh);

      if( isLong == 1 )
      {  
         /* Switch to short if the low penetrates the SAR value. */
         if( newLow <= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 0;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;

            /* Output the overide SAR  */
            outReal[outIdx++] = sar;

            /* Adjust af and ep */
            af = optInAcceleration;
            ep = newLow;
 
            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = sar;
 
            /* Adjust af and ep. */
            if( newHigh > ep )
            {
               ep = newHigh;
               af += optInAcceleration;
               if( af > optInMaximum )
                  af = optInMaximum;
            }

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;
         }
      }
      else
      {
         /* Switch to long if the high penetrates the SAR value. */
         if( newHigh >= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 1;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;

            /* Output the overide SAR  */
            outReal[outIdx++] = sar;

            /* Adjust af and ep */
            af = optInAcceleration;
            ep = newHigh;

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = sar;

            /* Adjust af and ep. */
            if( newLow < ep )
            {
               ep = newLow;
               af += optInAcceleration;
               if( af > optInMaximum )
                  af = optInMaximum;
            }

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;
         }
      }
   }

   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::Sar( int    startIdx,
/* Generated */                                     int    endIdx,
/* Generated */                                     cli::array<float>^ inHigh,
/* Generated */                                     cli::array<float>^ inLow,
/* Generated */                                     double        optInAcceleration, /* From 0 to TA_REAL_MAX */
/* Generated */                                     double        optInMaximum, /* From 0 to TA_REAL_MAX */
/* Generated */                                     [Out]int%    outBegIdx,
/* Generated */                                     [Out]int%    outNBElement,
/* Generated */                                     cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode sar( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     float        inHigh[],
/* Generated */                     float        inLow[],
/* Generated */                     double        optInAcceleration, /* From 0 to TA_REAL_MAX */
/* Generated */                     double        optInMaximum, /* From 0 to TA_REAL_MAX */
/* Generated */                     MInteger     outBegIdx,
/* Generated */                     MInteger     outNBElement,
/* Generated */                     double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_SAR( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const float  inHigh[],
/* Generated */                      const float  inLow[],
/* Generated */                      double        optInAcceleration, /* From 0 to TA_REAL_MAX */
/* Generated */                      double        optInMaximum, /* From 0 to TA_REAL_MAX */
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    int isLong; 
/* Generated */    int todayIdx, outIdx;
/* Generated */    VALUE_HANDLE_INT(tempInt);
/* Generated */    double newHigh, newLow, prevHigh, prevLow;
/* Generated */    double af, ep, sar;
/* Generated */    ARRAY_LOCAL(ep_temp,1);
/* 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(!inHigh||!inLow)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( optInAcceleration == TA_REAL_DEFAULT )
/* Generated */        optInAcceleration = 2.000000e-2;
/* Generated */     else if( (optInAcceleration < 0.000000e+0) ||  (optInAcceleration > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( optInMaximum == TA_REAL_DEFAULT )
/* Generated */        optInMaximum = 2.000000e-1;
/* Generated */     else if( (optInMaximum < 0.000000e+0) ||  (optInMaximum > 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 */    if( startIdx < 1 )
/* Generated */       startIdx = 1;
/* 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 */    af = optInAcceleration;
/* Generated */    if( af > optInMaximum )
/* Generated */       af = optInAcceleration = optInMaximum;
/* Generated */    retCode = FUNCTION_CALL(MINUS_DM)( startIdx, startIdx, inHigh, inLow, 1,
/* Generated */                                       VALUE_HANDLE_OUT(tempInt), VALUE_HANDLE_OUT(tempInt),
/* Generated */ 								      ep_temp );
/* Generated */    if( ep_temp[0] > 0 )
/* Generated */       isLong = 0;
/* Generated */    else
/* Generated */       isLong = 1;
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    todayIdx = startIdx;
/* Generated */    newHigh = inHigh[todayIdx-1];
/* Generated */    newLow  = inLow[todayIdx-1];
/* Generated */    SAR_ROUNDING(newHigh);
/* Generated */    SAR_ROUNDING(newLow);
/* Generated */    if( isLong == 1 )
/* Generated */    {
/* Generated */       ep  = inHigh[todayIdx];
/* Generated */       sar = newLow;
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       ep  = inLow[todayIdx];
/* Generated */       sar = newHigh;
/* Generated */    }
/* Generated */    SAR_ROUNDING(sar);
/* Generated */    newLow  = inLow[todayIdx];
/* Generated */    newHigh = inHigh[todayIdx];
/* Generated */    while( todayIdx <= endIdx )
/* Generated */    {
/* Generated */       prevLow  = newLow;
/* Generated */       prevHigh = newHigh;
/* Generated */       newLow  = inLow[todayIdx];
/* Generated */       newHigh = inHigh[todayIdx];   
/* Generated */       todayIdx++;
/* Generated */       SAR_ROUNDING(newLow);
/* Generated */       SAR_ROUNDING(newHigh);
/* Generated */       if( isLong == 1 )
/* Generated */       {  
/* Generated */          if( newLow <= sar )
/* Generated */          {
/* Generated */             isLong = 0;
/* Generated */             sar = ep;
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             af = optInAcceleration;
/* Generated */             ep = newLow;
/* Generated */             sar = sar + af * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */          }
/* Generated */          else
/* Generated */          {
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             if( newHigh > ep )
/* Generated */             {
/* Generated */                ep = newHigh;
/* Generated */                af += optInAcceleration;
/* Generated */                if( af > optInMaximum )
/* Generated */                   af = optInMaximum;
/* Generated */             }
/* Generated */             sar = sar + af * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */          }
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          if( newHigh >= sar )
/* Generated */          {
/* Generated */             isLong = 1;
/* Generated */             sar = ep;
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             af = optInAcceleration;
/* Generated */             ep = newHigh;
/* Generated */             sar = sar + af * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar > prevLow )
/* Generated */                sar = prevLow;            
/* Generated */             if( sar > newLow )
/* Generated */                sar = newLow;
/* Generated */          }
/* Generated */          else
/* Generated */          {
/* Generated */             outReal[outIdx++] = sar;
/* Generated */             if( newLow < ep )
/* Generated */             {
/* Generated */                ep = newLow;
/* Generated */                af += optInAcceleration;
/* Generated */                if( af > optInMaximum )
/* Generated */                   af = optInMaximum;
/* Generated */             }
/* Generated */             sar = sar + af * (ep - sar);
/* Generated */             SAR_ROUNDING( sar );
/* Generated */             if( sar < prevHigh )
/* Generated */                sar = prevHigh;            
/* Generated */             if( sar < newHigh )
/* Generated */                sar = newHigh;
/* Generated */          }
/* Generated */       }
/* 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 ****/