ta_ultosc.c

股票主要技术指标源码

   if( startIdx < lookbackTotal ) startIdx = lookbackTotal;
   
   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx ) return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   
   /* Prime running totals used in moving averages */
   #define CALC_TERMS(day)                        \
   {                                              \
      tempLT = inLow[day];                        \
      tempHT = inHigh[day];                       \
      tempCY = inClose[day-1];                    \
      trueLow = min( tempLT, tempCY );            \
      closeMinusTrueLow = inClose[day] - trueLow; \
      trueRange = tempHT - tempLT;                \
      tempDouble = std_fabs( tempCY - tempHT );       \
      if( tempDouble > trueRange )                 \
         trueRange = tempDouble;                  \
      tempDouble = std_fabs( tempCY - tempLT  );      \
      if( tempDouble > trueRange )                 \
         trueRange = tempDouble;                  \
   }

   #define PRIME_TOTALS(aTotal, bTotal, period)                 \
   {                                                            \
      aTotal = 0;                                               \
      bTotal = 0;                                               \
      for ( i = startIdx-period+1; i < startIdx; ++i )          \
      {                                                         \
         CALC_TERMS(i);                                         \
         aTotal += closeMinusTrueLow;                           \
         bTotal += trueRange;                                   \
      }                                                         \
   }

   PRIME_TOTALS(a1Total, b1Total, optInTimePeriod1);
   PRIME_TOTALS(a2Total, b2Total, optInTimePeriod2);
   PRIME_TOTALS(a3Total, b3Total, optInTimePeriod3);

   #undef PRIME_TOTALS

   /* Calculate oscillator */
   today = startIdx;
   outIdx = 0;
   trailingIdx1 = today - optInTimePeriod1 + 1;
   trailingIdx2 = today - optInTimePeriod2 + 1;
   trailingIdx3 = today - optInTimePeriod3 + 1;
   while( today <= endIdx )
   { 
      /* Add on today's terms */
      CALC_TERMS(today);
      a1Total += closeMinusTrueLow;
      a2Total += closeMinusTrueLow;
      a3Total += closeMinusTrueLow;
      b1Total += trueRange;
      b2Total += trueRange;
      b3Total += trueRange;
      
      /* Calculate the oscillator value for today */
      output = 0.0; 
      
      if( !TA_IS_ZERO(b1Total) ) output += 4.0*(a1Total/b1Total);
      if( !TA_IS_ZERO(b2Total) ) output += 2.0*(a2Total/b2Total);
      if( !TA_IS_ZERO(b3Total) ) output += a3Total/b3Total; 
                  
      /* Remove the trailing terms to prepare for next day */
      CALC_TERMS(trailingIdx1);
      a1Total -= closeMinusTrueLow;
      b1Total -= trueRange;

      CALC_TERMS(trailingIdx2);
      a2Total -= closeMinusTrueLow;
      b2Total -= trueRange;
      
      CALC_TERMS(trailingIdx3);
      a3Total -= closeMinusTrueLow;
      b3Total -= trueRange;
      
      /* Last operation is to write the output. Must
       * be done after the trailing index have all been
       * taken care of because the caller is allowed
       * to have the input array to be also the output 
       * array.
       */
      outReal[outIdx] = 100.0 * (output / 7.0);

      /* Increment indexes */
      outIdx++;
      today++; 
      trailingIdx1++; 
      trailingIdx2++; 
      trailingIdx3++;
   }
   #undef CALC_TERMS
   
   /* All done. Indicate the output limits and return. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   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::UltOsc( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<float>^ inHigh,
/* Generated */                                        cli::array<float>^ inLow,
/* Generated */                                        cli::array<float>^ 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 */                        float        inHigh[],
/* Generated */                        float        inLow[],
/* Generated */                        float        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_S_ULTOSC( int    startIdx,
/* Generated */                         int    endIdx,
/* Generated */                         const float  inHigh[],
/* Generated */                         const float  inLow[],
/* Generated */                         const float  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
/* Generated */ {
/* Generated */    double a1Total, a2Total, a3Total;
/* Generated */    double b1Total, b2Total, b3Total;
/* Generated */    double trueLow, trueRange, closeMinusTrueLow;
/* Generated */    double tempDouble, output, tempHT, tempLT, tempCY;
/* Generated */    int lookbackTotal;
/* Generated */    int longestPeriod, longestIndex;
/* Generated */    int i,j,today,outIdx;
/* Generated */    int trailingIdx1, trailingIdx2, trailingIdx3;
/* Generated */    ARRAY_INT_LOCAL(usedFlag,3);
/* Generated */    ARRAY_INT_LOCAL(periods,3);
/* Generated */    ARRAY_INT_LOCAL(sortedPeriods,3);
/* 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)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 */     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 */     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 */     #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(outBegIdx);
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */    periods[0] = optInTimePeriod1;
/* Generated */    periods[1] = optInTimePeriod2;
/* Generated */    periods[2] = optInTimePeriod3;
/* Generated */    usedFlag[0] = 0;
/* Generated */    usedFlag[1] = 0;
/* Generated */    usedFlag[2] = 0;
/* Generated */    for ( i = 0; i < 3; ++i ) 
/* Generated */    {
/* Generated */       longestPeriod = 0;
/* Generated */       longestIndex = 0;
/* Generated */       for ( j = 0; j < 3; ++j ) 
/* Generated */       {
/* Generated */          if ( (usedFlag[j] == 0) && (periods[j] > longestPeriod) ) 
/* Generated */          {
/* Generated */             longestPeriod = periods[j];
/* Generated */             longestIndex = j;
/* Generated */           }
/* Generated */       }
/* Generated */       usedFlag[longestIndex] = 1;
/* Generated */       sortedPeriods[i] = longestPeriod;
/* Generated */    }
/* Generated */    optInTimePeriod1 = sortedPeriods[2];
/* Generated */    optInTimePeriod2 = sortedPeriods[1];
/* Generated */    optInTimePeriod3 = sortedPeriods[0];
/* Generated */    lookbackTotal = LOOKBACK_CALL(ULTOSC)( optInTimePeriod1, optInTimePeriod2, optInTimePeriod3 );
/* Generated */    if( startIdx < lookbackTotal ) startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx ) return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    #define CALC_TERMS(day)                        \
/* Generated */    {                                              \
/* Generated */       tempLT = inLow[day];                        \
/* Generated */       tempHT = inHigh[day];                       \
/* Generated */       tempCY = inClose[day-1];                    \
/* Generated */       trueLow = min( tempLT, tempCY );            \
/* Generated */       closeMinusTrueLow = inClose[day] - trueLow; \
/* Generated */       trueRange = tempHT - tempLT;                \
/* Generated */       tempDouble = std_fabs( tempCY - tempHT );       \
/* Generated */       if( tempDouble > trueRange )                 \
/* Generated */          trueRange = tempDouble;                  \
/* Generated */       tempDouble = std_fabs( tempCY - tempLT  );      \
/* Generated */       if( tempDouble > trueRange )                 \
/* Generated */          trueRange = tempDouble;                  \
/* Generated */    }
/* Generated */    #define PRIME_TOTALS(aTotal, bTotal, period)                 \
/* Generated */    {                                                            \
/* Generated */       aTotal = 0;                                               \
/* Generated */       bTotal = 0;                                               \
/* Generated */       for ( i = startIdx-period+1; i < startIdx; ++i )          \
/* Generated */       {                                                         \
/* Generated */          CALC_TERMS(i);                                         \
/* Generated */          aTotal += closeMinusTrueLow;                           \
/* Generated */          bTotal += trueRange;                                   \
/* Generated */       }                                                         \
/* Generated */    }
/* Generated */    PRIME_TOTALS(a1Total, b1Total, optInTimePeriod1);
/* Generated */    PRIME_TOTALS(a2Total, b2Total, optInTimePeriod2);
/* Generated */    PRIME_TOTALS(a3Total, b3Total, optInTimePeriod3);
/* Generated */    #undef PRIME_TOTALS
/* Generated */    today = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    trailingIdx1 = today - optInTimePeriod1 + 1;
/* Generated */    trailingIdx2 = today - optInTimePeriod2 + 1;
/* Generated */    trailingIdx3 = today - optInTimePeriod3 + 1;
/* Generated */    while( today <= endIdx )
/* Generated */    { 
/* Generated */       CALC_TERMS(today);
/* Generated */       a1Total += closeMinusTrueLow;
/* Generated */       a2Total += closeMinusTrueLow;
/* Generated */       a3Total += closeMinusTrueLow;
/* Generated */       b1Total += trueRange;
/* Generated */       b2Total += trueRange;
/* Generated */       b3Total += trueRange;
/* Generated */       output = 0.0; 
/* Generated */       if( !TA_IS_ZERO(b1Total) ) output += 4.0*(a1Total/b1Total);
/* Generated */       if( !TA_IS_ZERO(b2Total) ) output += 2.0*(a2Total/b2Total);
/* Generated */       if( !TA_IS_ZERO(b3Total) ) output += a3Total/b3Total; 
/* Generated */       CALC_TERMS(trailingIdx1);
/* Generated */       a1Total -= closeMinusTrueLow;
/* Generated */       b1Total -= trueRange;
/* Generated */       CALC_TERMS(trailingIdx2);
/* Generated */       a2Total -= closeMinusTrueLow;
/* Generated */       b2Total -= trueRange;
/* Generated */       CALC_TERMS(trailingIdx3);
/* Generated */       a3Total -= closeMinusTrueLow;
/* Generated */       b3Total -= trueRange;
/* Generated */       outReal[outIdx] = 100.0 * (output / 7.0);
/* Generated */       outIdx++;
/* Generated */       today++; 
/* Generated */       trailingIdx1++; 
/* Generated */       trailingIdx2++; 
/* Generated */       trailingIdx3++;
/* Generated */    }
/* Generated */    #undef CALC_TERMS
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* 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 ****/