ta_mavp.c

股票主要技术指标源码

    * enough initial data.
    */
   if( startIdx < lookbackTotal )
      startIdx = lookbackTotal;

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

   /* Calculate exact output size */      
   if( lookbackTotal > startIdx )
      tempInt = lookbackTotal;
   else
	  tempInt = startIdx;
   if( tempInt > endIdx )
   {
	  /* No output */
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);      
   }   
   outputSize = endIdx - tempInt + 1;

   /* Allocate intermediate local buffer. */
   ARRAY_ALLOC(localOutputArray,outputSize);
   ARRAY_INT_ALLOC(localPeriodArray,outputSize);

   /* Copy caller array of period into local buffer.
    * At the same time, truncate to min/max.
	*/
   for( i=0; i < outputSize; i++ )
   {
      tempInt = (int)(inPeriods[startIdx+i]);
	  if( tempInt < optInMinPeriod )
		  tempInt = optInMinPeriod;
	  else if( tempInt > optInMaxPeriod )
          tempInt = optInMaxPeriod;
      localPeriodArray[i] = tempInt;
   }

   /* Process each element of the input. 
    * For each possible period value, the MA is calculated 
	* only once.
	* The outReal is then fill up for all element with
	* the same period.
	* A local flag (value 0) is set in localPeriodArray
	* to avoid doing a second time the same calculation.
	*/   
   for( i=0; i < outputSize; i++ )
   {
	   curPeriod = localPeriodArray[i];
	   if( curPeriod != 0 )
	   {
           /* TODO: This portion of the function can be slightly speed 
            *       optimized by making the function without unstable period 
	        *       start their calculation at 'startIdx+i' instead of startIdx.			
	        */

		   /* Calculation of the MA required. */
		   retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal,
			                            curPeriod, optInMAType,
									    VALUE_HANDLE_OUT(localBegIdx),VALUE_HANDLE_OUT(localNbElement),localOutputArray );

           if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
		   {
              ARRAY_FREE(localOutputArray);
			  ARRAY_INT_FREE(localPeriodArray);
              VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
              VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
              return retCode;
	       }
		   
		   outReal[i] = localOutputArray[i];
		   for( j=i+1; j < outputSize; j++ )
		   {
			   if( localPeriodArray[j] == curPeriod )
			   {
				   localPeriodArray[j] = 0; /* Flag to avoid recalculation */
				   outReal[j] = localOutputArray[j];
			   }
		   }		   
	   }
   }

   ARRAY_FREE(localOutputArray);
   ARRAY_INT_FREE(localPeriodArray);

   /* Done. Inform the caller of the success. */
   VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
   VALUE_HANDLE_DEREF(outNBElement) = outputSize;
   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::MovingAverageVariablePeriod( int    startIdx,
/* Generated */                                                             int    endIdx,
/* Generated */                                                             cli::array<float>^ inReal,
/* Generated */                                                             cli::array<float>^ inPeriods,
/* Generated */                                                             int           optInMinPeriod, /* From 2 to 100000 */
/* Generated */                                                             int           optInMaxPeriod, /* From 2 to 100000 */
/* Generated */                                                             MAType        optInMAType,
/* Generated */                                                             [Out]int%    outBegIdx,
/* Generated */                                                             [Out]int%    outNBElement,
/* Generated */                                                             cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode movingAverageVariablePeriod( int    startIdx,
/* Generated */                                             int    endIdx,
/* Generated */                                             float        inReal[],
/* Generated */                                             float        inPeriods[],
/* Generated */                                             int           optInMinPeriod, /* From 2 to 100000 */
/* Generated */                                             int           optInMaxPeriod, /* From 2 to 100000 */
/* Generated */                                             MAType        optInMAType,
/* Generated */                                             MInteger     outBegIdx,
/* Generated */                                             MInteger     outNBElement,
/* Generated */                                             double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_MAVP( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  inReal[],
/* Generated */                       const float  inPeriods[],
/* Generated */                       int           optInMinPeriod, /* From 2 to 100000 */
/* Generated */                       int           optInMaxPeriod, /* From 2 to 100000 */
/* Generated */                       TA_MAType     optInMAType,
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    int i, j, lookbackTotal, outputSize, tempInt, curPeriod;
/* Generated */    ARRAY_INT_REF(localPeriodArray);
/* Generated */    ARRAY_REF(localOutputArray);
/* Generated */    VALUE_HANDLE_INT(localBegIdx);
/* Generated */    VALUE_HANDLE_INT(localNbElement);
/* 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 */     if( !inPeriods ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( (int)optInMinPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInMinPeriod = 2;
/* Generated */     else if( ((int)optInMinPeriod < 2) || ((int)optInMinPeriod > 100000) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( (int)optInMaxPeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInMaxPeriod = 30;
/* Generated */     else if( ((int)optInMaxPeriod < 2) || ((int)optInMaxPeriod > 100000) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */     if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */        optInMAType = (TA_MAType)0;
/* Generated */     else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outReal )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(MA)(optInMaxPeriod,optInMAType);
/* 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 */    if( lookbackTotal > startIdx )
/* Generated */       tempInt = lookbackTotal;
/* Generated */    else
/* Generated */ 	  tempInt = startIdx;
/* Generated */    if( tempInt > 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 */    outputSize = endIdx - tempInt + 1;
/* Generated */    ARRAY_ALLOC(localOutputArray,outputSize);
/* Generated */    ARRAY_INT_ALLOC(localPeriodArray,outputSize);
/* Generated */    for( i=0; i < outputSize; i++ )
/* Generated */    {
/* Generated */       tempInt = (int)(inPeriods[startIdx+i]);
/* Generated */ 	  if( tempInt < optInMinPeriod )
/* Generated */ 		  tempInt = optInMinPeriod;
/* Generated */ 	  else if( tempInt > optInMaxPeriod )
/* Generated */           tempInt = optInMaxPeriod;
/* Generated */       localPeriodArray[i] = tempInt;
/* Generated */    }
/* Generated */    for( i=0; i < outputSize; i++ )
/* Generated */    {
/* Generated */ 	   curPeriod = localPeriodArray[i];
/* Generated */ 	   if( curPeriod != 0 )
/* Generated */ 	   {
/* Generated */ 		   retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal,
/* Generated */ 			                            curPeriod, optInMAType,
/* Generated */ 									    VALUE_HANDLE_OUT(localBegIdx),VALUE_HANDLE_OUT(localNbElement),localOutputArray );
/* Generated */            if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ 		   {
/* Generated */               ARRAY_FREE(localOutputArray);
/* Generated */ 			  ARRAY_INT_FREE(localPeriodArray);
/* Generated */               VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */               VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */               return retCode;
/* Generated */ 	       }
/* Generated */ 		   outReal[i] = localOutputArray[i];
/* Generated */ 		   for( j=i+1; j < outputSize; j++ )
/* Generated */ 		   {
/* Generated */ 			   if( localPeriodArray[j] == curPeriod )
/* Generated */ 			   {
/* Generated */ 				   localPeriodArray[j] = 0; 
/* Generated */ 				   outReal[j] = localOutputArray[j];
/* Generated */ 			   }
/* Generated */ 		   }		   
/* Generated */ 	   }
/* Generated */    }
/* Generated */    ARRAY_FREE(localOutputArray);
/* Generated */    ARRAY_INT_FREE(localPeriodArray);
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outputSize;
/* 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 ****/