ta_stoch.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
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  112400 MF   Template creation.
 *  052603 MF   Adapt code to compile with .NET Managed C++
 *
 */

/**** 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::StochLookback( int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                        int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                        MAType        optInSlowK_MAType,
/* Generated */                        int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                        MAType        optInSlowD_MAType ) /* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int stochLookback( int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                         int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                         MAType        optInSlowK_MAType,
/* Generated */                         int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                         MAType        optInSlowD_MAType ) /* Generated */ 
/* Generated */ #else
/* Generated */ int TA_STOCH_Lookback( int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                      int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                      TA_MAType     optInSlowK_MAType,
/* Generated */                      int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                      TA_MAType     optInSlowD_MAType ) /* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */
   int retValue;

/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */    /* min/max are checked for optInFastK_Period. */
/* Generated */    if( (int)optInFastK_Period == TA_INTEGER_DEFAULT )
/* Generated */       optInFastK_Period = 5;
/* Generated */    else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    /* min/max are checked for optInSlowK_Period. */
/* Generated */    if( (int)optInSlowK_Period == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowK_Period = 3;
/* Generated */    else if( ((int)optInSlowK_Period < 1) || ((int)optInSlowK_Period > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInSlowK_MAType == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowK_MAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInSlowK_MAType < 0) || ((int)optInSlowK_MAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    /* min/max are checked for optInSlowD_Period. */
/* Generated */    if( (int)optInSlowD_Period == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowD_Period = 3;
/* Generated */    else if( ((int)optInSlowD_Period < 1) || ((int)optInSlowD_Period > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInSlowD_MAType == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowD_MAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInSlowD_MAType < 0) || ((int)optInSlowD_MAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */
   
   /* Account for the initial data needed for Fast-K. */
   retValue = (optInFastK_Period - 1);
         
   /* Add the smoothing being done for %K slow */
   retValue += LOOKBACK_CALL(MA)( optInSlowK_Period, optInSlowK_MAType );  

   /* Add the smoothing being done for %D slow. */
   retValue += LOOKBACK_CALL(MA)( optInSlowD_Period, optInSlowD_MAType );

   return retValue;
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_STOCH - Stochastic
 * 
 * Input  = High, Low, Close
 * Output = double, double
 * 
 * Optional Parameters
 * -------------------
 * optInFastK_Period:(From 1 to 100000)
 *    Time period for building the Fast-K line
 * 
 * optInSlowK_Period:(From 1 to 100000)
 *    Smoothing for making the Slow-K line. Usually set to 3
 * 
 * optInSlowK_MAType:
 *    Type of Moving Average for Slow-K
 * 
 * optInSlowD_Period:(From 1 to 100000)
 *    Smoothing for making the Slow-D line
 * 
 * optInSlowD_MAType:
 *    Type of Moving Average for Slow-D
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Stoch( int    startIdx,
/* Generated */                                       int    endIdx,
/* Generated */                                       SubArray^    inHigh,
/* Generated */                                       SubArray^    inLow,
/* Generated */                                       SubArray^    inClose,
/* Generated */                                       int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                                       int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                                       MAType        optInSlowK_MAType,
/* Generated */                                       int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                                       MAType        optInSlowD_MAType,
/* Generated */                                       [Out]int%    outBegIdx,
/* Generated */                                       [Out]int%    outNBElement,
/* Generated */                                       cli::array<double>^  outSlowK,
/* Generated */                                       cli::array<double>^  outSlowD )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Stoch( int    startIdx,
/* Generated */                                       int    endIdx,
/* Generated */                                       cli::array<double>^ inHigh,
/* Generated */                                       cli::array<double>^ inLow,
/* Generated */                                       cli::array<double>^ inClose,
/* Generated */                                       int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                                       int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                                       MAType        optInSlowK_MAType,
/* Generated */                                       int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                                       MAType        optInSlowD_MAType,
/* Generated */                                       [Out]int%    outBegIdx,
/* Generated */                                       [Out]int%    outNBElement,
/* Generated */                                       cli::array<double>^  outSlowK,
/* Generated */                                       cli::array<double>^  outSlowD )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode stoch( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       double       inHigh[],
/* Generated */                       double       inLow[],
/* Generated */                       double       inClose[],
/* Generated */                       int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                       int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                       MAType        optInSlowK_MAType,
/* Generated */                       int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                       MAType        optInSlowD_MAType,
/* Generated */                       MInteger     outBegIdx,
/* Generated */                       MInteger     outNBElement,
/* Generated */                       double        outSlowK[],
/* Generated */                       double        outSlowD[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_STOCH( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const double inHigh[],
/* Generated */                      const double inLow[],
/* Generated */                      const double inClose[],
/* Generated */                      int           optInFastK_Period, /* From 1 to 100000 */
/* Generated */                      int           optInSlowK_Period, /* From 1 to 100000 */
/* Generated */                      TA_MAType     optInSlowK_MAType,
/* Generated */                      int           optInSlowD_Period, /* From 1 to 100000 */
/* Generated */                      TA_MAType     optInSlowD_MAType,
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNBElement,
/* Generated */                      double        outSlowK[],
/* Generated */                      double        outSlowD[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
   /* Insert local variables here. */
   ENUM_DECLARATION(RetCode) retCode;
   double lowest, highest, tmp, diff;
   ARRAY_REF( tempBuffer );
   int outIdx, lowestIdx, highestIdx;
   int lookbackTotal, lookbackK, lookbackKSlow, lookbackDSlow;
   int trailingIdx, today, i;
   #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) &&!defined(_JAVA)
   int bufferIsAllocated;
   #endif

/**** 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. */