ta_stoch.c

股票主要技术指标源码

   #if defined(USE_SINGLE_PRECISION_INPUT)
      ARRAY_FREE( tempBuffer ); 
   #else
      ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
   #endif

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      /* Something wrong happen while processing %D? */
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return retCode;
   }

   /* Note: Keep the outBegIdx relative to the
    *       caller input before returning.
    */
   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::Stoch( int    startIdx,
/* Generated */                                       int    endIdx,
/* Generated */                                       cli::array<float>^ inHigh,
/* Generated */                                       cli::array<float>^ inLow,
/* Generated */                                       cli::array<float>^ 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 */                       float        inHigh[],
/* Generated */                       float        inLow[],
/* Generated */                       float        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_S_STOCH( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        const float  inHigh[],
/* Generated */                        const float  inLow[],
/* Generated */                        const float  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
/* Generated */ {
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    double lowest, highest, tmp, diff;
/* Generated */    ARRAY_REF( tempBuffer );
/* Generated */    int outIdx, lowestIdx, highestIdx;
/* Generated */    int lookbackTotal, lookbackK, lookbackKSlow, lookbackDSlow;
/* Generated */    int trailingIdx, today, i;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) &&!defined(_JAVA)
/* Generated */    int bufferIsAllocated;
/* Generated */    #endif
/* 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||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* 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 */     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 */     #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 */     #endif 
/* 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 */     #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 */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outSlowK )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( !outSlowD )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackK      = optInFastK_Period-1;
/* Generated */    lookbackKSlow  = LOOKBACK_CALL(MA)( optInSlowK_Period, optInSlowK_MAType );
/* Generated */    lookbackDSlow  = LOOKBACK_CALL(MA)( optInSlowD_Period, optInSlowD_MAType );
/* Generated */    lookbackTotal  = lookbackK + lookbackDSlow + lookbackKSlow;
/* 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 */    outIdx = 0;
/* Generated */    trailingIdx = startIdx-lookbackTotal;
/* Generated */    today       = trailingIdx+lookbackK;
/* Generated */    lowestIdx   = highestIdx = -1;
/* Generated */    diff = highest = lowest  = 0.0;
/* Generated */    #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
/* Generated */       bufferIsAllocated = 0;
/* Generated */    #endif
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
/* Generated */       ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */    #else
/* Generated */       if( (outSlowK == inHigh) || 
/* Generated */           (outSlowK == inLow)  || 
/* Generated */           (outSlowK == inClose) )
/* Generated */       {
/* Generated */          tempBuffer = outSlowK;
/* Generated */       }
/* Generated */       else if( (outSlowD == inHigh) ||
/* Generated */                (outSlowD == inLow)  ||
/* Generated */                (outSlowD == inClose) )
/* Generated */       {
/* Generated */          tempBuffer = outSlowD;
/* Generated */       }
/* Generated */       else
/* Generated */       {
/* Generated */          #if !defined( _MANAGED ) && !defined(_JAVA)
/* Generated */             bufferIsAllocated = 1;
/* Generated */          #endif
/* Generated */          ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */       }
/* Generated */    #endif
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       tmp = inLow[today];
/* Generated */       if( lowestIdx < trailingIdx )
/* Generated */       {
/* Generated */          lowestIdx = trailingIdx;
/* Generated */          lowest = inLow[lowestIdx];
/* Generated */          i = lowestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inLow[i];
/* Generated */             if( tmp < lowest )
/* Generated */             {
/* Generated */                lowestIdx = i;
/* Generated */                lowest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp <= lowest )
/* Generated */       {
/* Generated */          lowestIdx = today;
/* Generated */          lowest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       tmp = inHigh[today];
/* Generated */       if( highestIdx < trailingIdx )
/* Generated */       {
/* Generated */          highestIdx = trailingIdx;
/* Generated */          highest = inHigh[highestIdx];
/* Generated */          i = highestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inHigh[i];
/* Generated */             if( tmp > highest )
/* Generated */             {
/* Generated */                highestIdx = i;
/* Generated */                highest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       else if( tmp >= highest )
/* Generated */       {
/* Generated */          highestIdx = today;
/* Generated */          highest = tmp;
/* Generated */          diff = (highest - lowest)/100.0;
/* Generated */       }
/* Generated */       if( diff != 0.0 )
/* Generated */         tempBuffer[outIdx++] = (inClose[today]-lowest)/diff;
/* Generated */       else
/* Generated */         tempBuffer[outIdx++] = 0.0;
/* Generated */       trailingIdx++;
/* Generated */       today++; 
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1,
/* Generated */                                        tempBuffer, optInSlowK_Period,
/* Generated */                                        optInSlowK_MAType, 
/* Generated */                                        outBegIdx, outNBElement, tempBuffer );
/* Generated */    if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) )
/* Generated */    {
/* Generated */       #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */          ARRAY_FREE( tempBuffer ); 
/* Generated */       #else
/* Generated */          ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */       #endif
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       return retCode; 
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(MA)( 0, (int)VALUE_HANDLE_DEREF(outNBElement)-1,
/* Generated */                                        tempBuffer, optInSlowD_Period,
/* Generated */                                        optInSlowD_MAType,
/* Generated */                                        outBegIdx, outNBElement, outSlowD );
/* Generated */    ARRAY_MEMMOVE( outSlowK, 0, tempBuffer,lookbackDSlow,(int)VALUE_HANDLE_DEREF(outNBElement));
/* Generated */    #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */       ARRAY_FREE( tempBuffer ); 
/* Generated */    #else
/* Generated */       ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); 
/* Generated */    #endif
/* 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 */    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 ****/