ta_tema.c

股票主要技术指标源码

   lookbackTotal = lookbackEMA * 3;

   if( startIdx < lookbackTotal )
      startIdx = lookbackTotal;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success); 

   /* Allocate a temporary buffer for the firstEMA. */
   tempInt = lookbackTotal+(endIdx-startIdx)+1;
   ARRAY_ALLOC(firstEMA,tempInt);
   #if !defined( _JAVA )
      if( !firstEMA )
         return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
   #endif

   /* Calculate the first EMA */   
   k = PER_TO_K(optInTimePeriod);
   retCode = FUNCTION_CALL(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal,
                                     optInTimePeriod, k,
                                     VALUE_HANDLE_OUT(firstEMABegIdx), VALUE_HANDLE_OUT(firstEMANbElement),
								     firstEMA );
   
   /* Verify for failure or if not enough data after
    * calculating the first EMA.
    */
   if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(firstEMANbElement) == 0) )
   {
      ARRAY_FREE( firstEMA );
      return retCode;
   }

   /* Allocate a temporary buffer for storing the EMA2 */
   ARRAY_ALLOC(secondEMA,VALUE_HANDLE_GET(firstEMANbElement));
   #if !defined( _JAVA )
      if( !secondEMA )
      {
         ARRAY_FREE( firstEMA );
         return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
      }   
   #endif

   retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(firstEMANbElement)-1, firstEMA,
                                            optInTimePeriod, k,
                                            VALUE_HANDLE_OUT(secondEMABegIdx), VALUE_HANDLE_OUT(secondEMANbElement), 
						                    secondEMA );

   /* Return empty output on failure or if not enough data after
    * calculating the second EMA.
    */
   if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(secondEMANbElement) == 0) )      
   {
      ARRAY_FREE( firstEMA );
      ARRAY_FREE( secondEMA );
      return retCode;
   }

   /* Calculate the EMA3 into the caller provided output. */
   retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(secondEMANbElement)-1, secondEMA,
                                            optInTimePeriod, k,
                                            VALUE_HANDLE_OUT(thirdEMABegIdx), VALUE_HANDLE_OUT(thirdEMANbElement),
                                            outReal );

   /* Return empty output on failure or if not enough data after
    * calculating the third EMA.
    */
   if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(thirdEMANbElement) == 0) )
   {
      ARRAY_FREE( firstEMA );
      ARRAY_FREE( secondEMA );
      return retCode;
   }

   /* Indicate where the output starts relative to
    * the caller input.
    */
   firstEMAIdx  = VALUE_HANDLE_GET(thirdEMABegIdx) + VALUE_HANDLE_GET(secondEMABegIdx);
   secondEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx);
   VALUE_HANDLE_DEREF(outBegIdx) = firstEMAIdx + VALUE_HANDLE_GET(firstEMABegIdx);

   /* Do the TEMA:
    *  Iterate through the EMA3 (output buffer) and adjust
    *  the value by using the EMA2 and EMA1.
    */
   outIdx = 0;
   while( outIdx < VALUE_HANDLE_GET(thirdEMANbElement) ) 
   {
      outReal[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
      outIdx++;
   }

   ARRAY_FREE( firstEMA );
   ARRAY_FREE( secondEMA );

   /* Indicates to the caller the number of output
    * successfully calculated.
    */
   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::Tema( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      cli::array<float>^ inReal,
/* Generated */                                      int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                      [Out]int%    outBegIdx,
/* Generated */                                      [Out]int%    outNBElement,
/* Generated */                                      cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode tema( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      float        inReal[],
/* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                      MInteger     outBegIdx,
/* Generated */                      MInteger     outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_TEMA( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  inReal[],
/* Generated */                       int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF(firstEMA);
/* Generated */    ARRAY_REF(secondEMA);
/* Generated */    double k;
/* Generated */    VALUE_HANDLE_INT(firstEMABegIdx);
/* Generated */    VALUE_HANDLE_INT(firstEMANbElement);
/* Generated */    VALUE_HANDLE_INT(secondEMABegIdx);
/* Generated */    VALUE_HANDLE_INT(secondEMANbElement);
/* Generated */    VALUE_HANDLE_INT(thirdEMABegIdx);
/* Generated */    VALUE_HANDLE_INT(thirdEMANbElement);
/* Generated */    int tempInt, outIdx, lookbackTotal, lookbackEMA;
/* Generated */    int firstEMAIdx, secondEMAIdx;
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* 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 = 30;
/* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* 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 */    VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */    lookbackEMA = LOOKBACK_CALL(EMA)( optInTimePeriod );
/* Generated */    lookbackTotal = lookbackEMA * 3;
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success); 
/* Generated */    tempInt = lookbackTotal+(endIdx-startIdx)+1;
/* Generated */    ARRAY_ALLOC(firstEMA,tempInt);
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !firstEMA )
/* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */    #endif
/* Generated */    k = PER_TO_K(optInTimePeriod);
/* Generated */    retCode = FUNCTION_CALL(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal,
/* Generated */                                      optInTimePeriod, k,
/* Generated */                                      VALUE_HANDLE_OUT(firstEMABegIdx), VALUE_HANDLE_OUT(firstEMANbElement),
/* Generated */ 								     firstEMA );
/* Generated */    if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(firstEMANbElement) == 0) )
/* Generated */    {
/* Generated */       ARRAY_FREE( firstEMA );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    ARRAY_ALLOC(secondEMA,VALUE_HANDLE_GET(firstEMANbElement));
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !secondEMA )
/* Generated */       {
/* Generated */          ARRAY_FREE( firstEMA );
/* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */       }   
/* Generated */    #endif
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(firstEMANbElement)-1, firstEMA,
/* Generated */                                             optInTimePeriod, k,
/* Generated */                                             VALUE_HANDLE_OUT(secondEMABegIdx), VALUE_HANDLE_OUT(secondEMANbElement), 
/* Generated */ 						                    secondEMA );
/* Generated */    if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(secondEMANbElement) == 0) )      
/* Generated */    {
/* Generated */       ARRAY_FREE( firstEMA );
/* Generated */       ARRAY_FREE( secondEMA );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(secondEMANbElement)-1, secondEMA,
/* Generated */                                             optInTimePeriod, k,
/* Generated */                                             VALUE_HANDLE_OUT(thirdEMABegIdx), VALUE_HANDLE_OUT(thirdEMANbElement),
/* Generated */                                             outReal );
/* Generated */    if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(thirdEMANbElement) == 0) )
/* Generated */    {
/* Generated */       ARRAY_FREE( firstEMA );
/* Generated */       ARRAY_FREE( secondEMA );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    firstEMAIdx  = VALUE_HANDLE_GET(thirdEMABegIdx) + VALUE_HANDLE_GET(secondEMABegIdx);
/* Generated */    secondEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx);
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = firstEMAIdx + VALUE_HANDLE_GET(firstEMABegIdx);
/* Generated */    outIdx = 0;
/* Generated */    while( outIdx < VALUE_HANDLE_GET(thirdEMANbElement) ) 
/* Generated */    {
/* Generated */       outReal[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
/* Generated */       outIdx++;
/* Generated */    }
/* Generated */    ARRAY_FREE( firstEMA );
/* Generated */    ARRAY_FREE( secondEMA );
/* 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 ****/