ta_stoch.c

股票主要技术指标源码

/* Generated */    if(!inHigh||!inLow||!inClose)
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_JAVA)*/
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outSlowK )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    if( !outSlowD )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */ 
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/

   /* Insert TA function code here. */

   /* With stochastic, there is a total of 4 different lines that
    * are defined: FASTK, FASTD, SLOWK and SLOWD.
    *
    * The D is the signal line usually drawn over its
    * corresponding K function.
    *
    *                    (Today's Close - LowestLow)
    *  FASTK(Kperiod) =  --------------------------- * 100
    *                     (HighestHigh - LowestLow)
    *   
    *  FASTD(FastDperiod, MA type) = MA Smoothed FASTK over FastDperiod
    * 
    *  SLOWK(SlowKperiod, MA type) = MA Smoothed FASTK over SlowKperiod
    *
    *  SLOWD(SlowDperiod, MA Type) = MA Smoothed SLOWK over SlowDperiod
    *
    * The HighestHigh and LowestLow are the extreme values among the
    * last 'Kperiod'.
    *  
    * SLOWK and FASTD are equivalent when using the same period.
    *
    * The following shows how these four lines are made available in TA-LIB:
    *
    *  TA_STOCH  : Returns the SLOWK and SLOWD
    *  TA_STOCHF : Returns the FASTK and FASTD
    *
    * The TA_STOCH function correspond to the more widely implemented version
    * found in many software/charting package. The TA_STOCHF is more rarely
    * used because its higher volatility cause often whipsaws.
    */

   /* Identify the lookback needed. */
   lookbackK      = optInFastK_Period-1;
   lookbackKSlow  = LOOKBACK_CALL(MA)( optInSlowK_Period, optInSlowK_MAType );
   lookbackDSlow  = LOOKBACK_CALL(MA)( optInSlowD_Period, optInSlowD_MAType );
   lookbackTotal  = lookbackK + lookbackDSlow + lookbackKSlow;

   /* 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 )
   {
      /* Succeed... but no data in the output. */
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }

   /* Do the K calculation:
    *
    *    Kt = 100 x ((Ct-Lt)/(Ht-Lt))
    *
    * Kt is today stochastic
    * Ct is today closing price.
    * Lt is the lowest price of the last K Period (including today)
    * Ht is the highest price of the last K Period (including today)
    */

   /* Proceed with the calculation for the requested range.
    * Note that this algorithm allows the input and
    * output to be the same buffer.
    */
   outIdx = 0;

   /* Calculate just enough K for ending up with the caller 
    * requested range. (The range of k must consider all
    * the lookback involve with the smoothing).
    */
   trailingIdx = startIdx-lookbackTotal;
   today       = trailingIdx+lookbackK;
   lowestIdx   = highestIdx = -1;
   diff = highest = lowest  = 0.0;

   /* Allocate a temporary buffer large enough to
    * store the K.
    *
    * If the output is the same as the input, great
    * we just save ourself one memory allocation.
    */
   #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
      bufferIsAllocated = 0;
   #endif

   #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
      /* Always alloc, since output is of different type and
       * its allocated size is not guarantee to be as large as
       * the input.
       */
      ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
   #else
      if( (outSlowK == inHigh) || 
          (outSlowK == inLow)  || 
          (outSlowK == inClose) )
      {
         tempBuffer = outSlowK;
      }
      else if( (outSlowD == inHigh) ||
               (outSlowD == inLow)  ||
               (outSlowD == inClose) )
      {
         tempBuffer = outSlowD;
      }
      else
      {
         #if !defined( _MANAGED ) && !defined(_JAVA)
            bufferIsAllocated = 1;
         #endif
         ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
      }
   #endif

   /* Do the K calculation */
   while( today <= endIdx )
   {
      /* Set the lowest low */
      tmp = inLow[today];
      if( lowestIdx < trailingIdx )
      {
         lowestIdx = trailingIdx;
         lowest = inLow[lowestIdx];
         i = lowestIdx;
         while( ++i<=today )
         {
            tmp = inLow[i];
            if( tmp < lowest )
            {
               lowestIdx = i;
               lowest = tmp;
            }
         }
         diff = (highest - lowest)/100.0;
      }
      else if( tmp <= lowest )
      {
         lowestIdx = today;
         lowest = tmp;
         diff = (highest - lowest)/100.0;
      }

      /* Set the highest high */
      tmp = inHigh[today];
      if( highestIdx < trailingIdx )
      {
         highestIdx = trailingIdx;
         highest = inHigh[highestIdx];
         i = highestIdx;
         while( ++i<=today )
         {
            tmp = inHigh[i];
            if( tmp > highest )
            {
               highestIdx = i;
               highest = tmp;
            }
         }
         diff = (highest - lowest)/100.0;
      }
      else if( tmp >= highest )
      {
         highestIdx = today;
         highest = tmp;
         diff = (highest - lowest)/100.0;
      }

      /* Calculate stochastic. */
      if( diff != 0.0 )
        tempBuffer[outIdx++] = (inClose[today]-lowest)/diff;
      else
        tempBuffer[outIdx++] = 0.0;

      trailingIdx++;
      today++; 
   }

   /* Un-smoothed K calculation completed. This K calculation is not returned
    * to the caller. It is always smoothed and then return.
    * Some documentation will refer to the smoothed version as being 
    * "K-Slow", but often this end up to be shorten to "K".
    */
   retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1,
                                       tempBuffer, optInSlowK_Period,
                                       optInSlowK_MAType, 
                                       outBegIdx, outNBElement, tempBuffer );


   if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) )
   {
      #if defined(USE_SINGLE_PRECISION_INPUT)
         ARRAY_FREE( tempBuffer ); 
      #else
         ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
      #endif
      /* Something wrong happen? No further data? */
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return retCode; 
   }

   /* Calculate the %D which is simply a moving average of
    * the already smoothed %K.
    */
   retCode = FUNCTION_CALL_DOUBLE(MA)( 0, (int)VALUE_HANDLE_DEREF(outNBElement)-1,
                                       tempBuffer, optInSlowD_Period,
                                       optInSlowD_MAType,
                                       outBegIdx, outNBElement, outSlowD );

   /* Copy tempBuffer into the caller buffer. 
    * (Calculation could not be done directly in the
    *  caller buffer because more input data then the
    *  requested range was needed for doing %D).
    */
   ARRAY_MEMMOVE( outSlowK, 0, tempBuffer,lookbackDSlow,(int)VALUE_HANDLE_DEREF(outNBElement));

   /* Don't need K anymore, free it if it was allocated here. */