ta_cci.c

股票主要技术指标源码

   /* Insert TA function code here. */
   
   /* Identify the minimum number of price bar needed
    * to calculate at least one output.
    */
   lookbackTotal = (optInTimePeriod-1);

   /* 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 )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }

   /* Allocate a circular buffer equal to the requested
    * period.
    */
   CIRCBUF_INIT( circBuffer, double, optInTimePeriod );
  
   /* Do the MA calculation using tight loops. */

   /* Add-up the initial period, except for the last value. 
    * Fill up the circular buffer at the same time.
    */
   i=startIdx-lookbackTotal;
   if( optInTimePeriod > 1 )
   {
      while( i < startIdx )
      {
         circBuffer[circBuffer_Idx] = (inHigh[i]+inLow[i]+inClose[i])/3;
         i++;
         CIRCBUF_NEXT(circBuffer);
      }
   }

   /* Proceed with the calculation for the requested range.
    * Note that this algorithm allows the inReal and
    * outReal to be the same buffer.
    */
   outIdx = 0;
   do
   {
      lastValue = (inHigh[i]+inLow[i]+inClose[i])/3;
      circBuffer[circBuffer_Idx] = lastValue;

      /* Calculate the average for the whole period. */
      theAverage = 0;
      for( j=0; j < optInTimePeriod; j++ )
         theAverage += circBuffer[j];
      theAverage /= optInTimePeriod;

      /* Do the summation of the ABS(TypePrice-average)
       * for the whole period.
       */
      tempReal2 = 0;
      for( j=0; j < optInTimePeriod; j++ )
         tempReal2 += std_fabs(circBuffer[j]-theAverage);

      /* And finally, the CCI... */
      tempReal = lastValue-theAverage;

      if( (tempReal != 0.0) && (tempReal2 != 0.0) )
      {
         outReal[outIdx++] = tempReal/(0.015*(tempReal2/optInTimePeriod));
      }
      else
         outReal[outIdx++] = 0.0;
      
      /* Move forward the circular buffer indexes. */
      CIRCBUF_NEXT(circBuffer);

      i++;
   } while( i <= endIdx );

   /* All done. Indicate the output limits and return. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;

   /* Free the circular buffer if it was dynamically allocated. */
   CIRCBUF_DESTROY(circBuffer);

   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::Cci( int    startIdx,
/* Generated */                                     int    endIdx,
/* Generated */                                     cli::array<float>^ inHigh,
/* Generated */                                     cli::array<float>^ inLow,
/* Generated */                                     cli::array<float>^ inClose,
/* 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 cci( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     float        inHigh[],
/* Generated */                     float        inLow[],
/* Generated */                     float        inClose[],
/* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                     MInteger     outBegIdx,
/* Generated */                     MInteger     outNBElement,
/* Generated */                     double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CCI( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const float  inHigh[],
/* Generated */                      const float  inLow[],
/* Generated */                      const float  inClose[],
/* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    double tempReal, tempReal2, theAverage, lastValue;
/* Generated */    int i, j, outIdx, lookbackTotal;
/* Generated */    CIRCBUF_PROLOG(circBuffer,double,30);
/* 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)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 14;
/* 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 */    lookbackTotal = (optInTimePeriod-1);
/* 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 */    CIRCBUF_INIT( circBuffer, double, optInTimePeriod );
/* Generated */    i=startIdx-lookbackTotal;
/* Generated */    if( optInTimePeriod > 1 )
/* Generated */    {
/* Generated */       while( i < startIdx )
/* Generated */       {
/* Generated */          circBuffer[circBuffer_Idx] = (inHigh[i]+inLow[i]+inClose[i])/3;
/* Generated */          i++;
/* Generated */          CIRCBUF_NEXT(circBuffer);
/* Generated */       }
/* Generated */    }
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */       lastValue = (inHigh[i]+inLow[i]+inClose[i])/3;
/* Generated */       circBuffer[circBuffer_Idx] = lastValue;
/* Generated */       theAverage = 0;
/* Generated */       for( j=0; j < optInTimePeriod; j++ )
/* Generated */          theAverage += circBuffer[j];
/* Generated */       theAverage /= optInTimePeriod;
/* Generated */       tempReal2 = 0;
/* Generated */       for( j=0; j < optInTimePeriod; j++ )
/* Generated */          tempReal2 += std_fabs(circBuffer[j]-theAverage);
/* Generated */       tempReal = lastValue-theAverage;
/* Generated */       if( (tempReal != 0.0) && (tempReal2 != 0.0) )
/* Generated */       {
/* Generated */          outReal[outIdx++] = tempReal/(0.015*(tempReal2/optInTimePeriod));
/* Generated */       }
/* Generated */       else
/* Generated */          outReal[outIdx++] = 0.0;
/* Generated */       CIRCBUF_NEXT(circBuffer);
/* Generated */       i++;
/* Generated */    } while( i <= endIdx );
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* Generated */    CIRCBUF_DESTROY(circBuffer);
/* 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 ****/