ta_ultosc.c

股票主要技术指标源码

/* TA-LIB Copyright (c) 1999-2007, Mario Fortier
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or
 * without modification, are permitted provided that the following
 * conditions are met:
 *
 * - Redistributions of source code must retain the above copyright
 *   notice, this list of conditions and the following disclaimer.
 *
 * - Redistributions in binary form must reproduce the above copyright
 *   notice, this list of conditions and the following disclaimer in
 *   the documentation and/or other materials provided with the
 *   distribution.
 *
 * - Neither name of author nor the names of its contributors
 *   may be used to endorse or promote products derived from this
 *   software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */

/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  DM       Drew McCormack (http://www.trade-strategist.com)
 *  MF       Mario Fortier
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  281206 DM   Initial Implementation
 *  010606 MF   Abstract local arrays. Detect divide by zero.
 */

/**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
/* All code within this section is automatically
 * generated by gen_code. Any modification will be lost
 * next time gen_code is run.
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */    #include "TA-Lib-Core.h"
/* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
/* Generated */    namespace TicTacTec { namespace TA { namespace Library {
/* Generated */ #elif defined( _JAVA )
/* Generated */    #include "ta_defs.h"
/* Generated */    #include "ta_java_defs.h"
/* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
/* Generated */ #else
/* Generated */    #include <string.h>
/* Generated */    #include <math.h>
/* Generated */    #include "ta_func.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #ifndef TA_UTILITY_H
/* Generated */    #include "ta_utility.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #ifndef TA_MEMORY_H
/* Generated */    #include "ta_memory.h"
/* Generated */ #endif
/* Generated */ 
/* Generated */ #define TA_PREFIX(x) TA_##x
/* Generated */ #define INPUT_TYPE   double
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ int Core::UltOscLookback( int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                         int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                         int           optInTimePeriod3 )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int ultOscLookback( int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                          int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                          int           optInTimePeriod3 )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #else
/* Generated */ int TA_ULTOSC_Lookback( int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                       int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                       int           optInTimePeriod3 )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{   
   /* insert local variable here */
   int maxPeriod;
/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */    /* min/max are checked for optInTimePeriod1. */
/* Generated */    if( (int)optInTimePeriod1 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod1 = 7;
/* Generated */    else if( ((int)optInTimePeriod1 < 1) || ((int)optInTimePeriod1 > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    /* min/max are checked for optInTimePeriod2. */
/* Generated */    if( (int)optInTimePeriod2 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod2 = 14;
/* Generated */    else if( ((int)optInTimePeriod2 < 1) || ((int)optInTimePeriod2 > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    /* min/max are checked for optInTimePeriod3. */
/* Generated */    if( (int)optInTimePeriod3 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod3 = 28;
/* Generated */    else if( ((int)optInTimePeriod3 < 1) || ((int)optInTimePeriod3 > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* Lookback for the Ultimate Oscillator is the lookback of the SMA with the longest
    * time period, plus 1 for the True Range.
    */
    maxPeriod = max( max(optInTimePeriod1, optInTimePeriod2), optInTimePeriod3);
    return LOOKBACK_CALL(SMA)( maxPeriod ) + 1;
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_ULTOSC - Ultimate Oscillator
 * 
 * Input  = High, Low, Close
 * Output = double
 * 
 * Optional Parameters
 * -------------------
 * optInTimePeriod1:(From 1 to 100000)
 *    Number of bars for 1st period.
 * 
 * optInTimePeriod2:(From 1 to 100000)
 *    Number of bars fro 2nd period
 * 
 * optInTimePeriod3:(From 1 to 100000)
 *    Number of bars for 3rd period
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::UltOsc( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        SubArray^    inHigh,
/* Generated */                                        SubArray^    inLow,
/* Generated */                                        SubArray^    inClose,
/* Generated */                                        int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                                        int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                                        int           optInTimePeriod3, /* From 1 to 100000 */
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::UltOsc( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<double>^ inHigh,
/* Generated */                                        cli::array<double>^ inLow,
/* Generated */                                        cli::array<double>^ inClose,
/* Generated */                                        int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                                        int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                                        int           optInTimePeriod3, /* From 1 to 100000 */
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode ultOsc( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        double       inHigh[],
/* Generated */                        double       inLow[],
/* Generated */                        double       inClose[],
/* Generated */                        int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                        int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                        int           optInTimePeriod3, /* From 1 to 100000 */
/* Generated */                        MInteger     outBegIdx,
/* Generated */                        MInteger     outNBElement,
/* Generated */                        double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_ULTOSC( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const double inHigh[],
/* Generated */                       const double inLow[],
/* Generated */                       const double inClose[],
/* Generated */                       int           optInTimePeriod1, /* From 1 to 100000 */
/* Generated */                       int           optInTimePeriod2, /* From 1 to 100000 */
/* Generated */                       int           optInTimePeriod3, /* From 1 to 100000 */
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outReal[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */
   double a1Total, a2Total, a3Total;
   double b1Total, b2Total, b3Total;
   double trueLow, trueRange, closeMinusTrueLow;
   double tempDouble, output, tempHT, tempLT, tempCY;
   int lookbackTotal;
   int longestPeriod, longestIndex;
   int i,j,today,outIdx;
   int trailingIdx1, trailingIdx2, trailingIdx3;

   ARRAY_INT_LOCAL(usedFlag,3);
   ARRAY_INT_LOCAL(periods,3);
   ARRAY_INT_LOCAL(sortedPeriods,3);

/**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Generated */ 
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ 
/* Generated */    /* Validate the requested output range. */
/* 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 */ 
/* Generated */    #if !defined(_JAVA)
/* Generated */    /* Verify required price component. */
/* 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 optInTimePeriod1. */
/* Generated */    if( (int)optInTimePeriod1 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod1 = 7;
/* Generated */    else if( ((int)optInTimePeriod1 < 1) || ((int)optInTimePeriod1 > 100000) )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    /* min/max are checked for optInTimePeriod2. */
/* Generated */    if( (int)optInTimePeriod2 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod2 = 14;
/* Generated */    else if( ((int)optInTimePeriod2 < 1) || ((int)optInTimePeriod2 > 100000) )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    /* min/max are checked for optInTimePeriod3. */
/* Generated */    if( (int)optInTimePeriod3 == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod3 = 28;
/* Generated */    else if( ((int)optInTimePeriod3 < 1) || ((int)optInTimePeriod3 > 100000) )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outReal )
/* 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 ****/

   VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
   VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);

   /* Ensure that the time periods are ordered from shortest to longest.
    * Sort. */
   periods[0] = optInTimePeriod1;
   periods[1] = optInTimePeriod2;
   periods[2] = optInTimePeriod3;
   usedFlag[0] = 0;
   usedFlag[1] = 0;
   usedFlag[2] = 0;
   for ( i = 0; i < 3; ++i ) 
   {
      longestPeriod = 0;
      longestIndex = 0;
      for ( j = 0; j < 3; ++j ) 
      {
         if ( (usedFlag[j] == 0) && (periods[j] > longestPeriod) ) 
         {
            longestPeriod = periods[j];
            longestIndex = j;
          }
      }
      usedFlag[longestIndex] = 1;
      sortedPeriods[i] = longestPeriod;
   }
   optInTimePeriod1 = sortedPeriods[2];
   optInTimePeriod2 = sortedPeriods[1];
   optInTimePeriod3 = sortedPeriods[0];

   /* Adjust startIdx for lookback period. */
   lookbackTotal = LOOKBACK_CALL(ULTOSC)( optInTimePeriod1, optInTimePeriod2, optInTimePeriod3 );