ta_macdext.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
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  010802 MF   Template creation.
 *  052603 MF   Adapt code to compile with .NET Managed C++
 *
 */

/**** 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::MacdExtLookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                          MAType        optInFastMAType,
/* Generated */                          int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                          MAType        optInSlowMAType,
/* Generated */                          int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                          MAType        optInSignalMAType ) /* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int macdExtLookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                           MAType        optInFastMAType,
/* Generated */                           int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                           MAType        optInSlowMAType,
/* Generated */                           int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                           MAType        optInSignalMAType ) /* Generated */ 
/* Generated */ #else
/* Generated */ int TA_MACDEXT_Lookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                        TA_MAType     optInFastMAType,
/* Generated */                        int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                        TA_MAType     optInSlowMAType,
/* Generated */                        int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                        TA_MAType     optInSignalMAType ) /* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */
   int tempInteger, lookbackLargest;

/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */    /* min/max are checked for optInFastPeriod. */
/* Generated */    if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInFastPeriod = 12;
/* Generated */    else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInFastMAType == TA_INTEGER_DEFAULT )
/* Generated */       optInFastMAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInFastMAType < 0) || ((int)optInFastMAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    /* min/max are checked for optInSlowPeriod. */
/* Generated */    if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowPeriod = 26;
/* Generated */    else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInSlowMAType == TA_INTEGER_DEFAULT )
/* Generated */       optInSlowMAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInSlowMAType < 0) || ((int)optInSlowMAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    /* min/max are checked for optInSignalPeriod. */
/* Generated */    if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInSignalPeriod = 9;
/* Generated */    else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInSignalMAType == TA_INTEGER_DEFAULT )
/* Generated */       optInSignalMAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInSignalMAType < 0) || ((int)optInSignalMAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */

   /* Find the MA with the largest lookback */
   lookbackLargest = LOOKBACK_CALL(MA)( optInFastPeriod, optInFastMAType );
   tempInteger     = LOOKBACK_CALL(MA)( optInSlowPeriod, optInSlowMAType );
   if( tempInteger > lookbackLargest )
      lookbackLargest = tempInteger;

   /* Add to the largest MA lookback the signal line lookback */
   return lookbackLargest + LOOKBACK_CALL(MA)( optInSignalPeriod, optInSignalMAType );
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_MACDEXT - MACD with controllable MA type
 * 
 * Input  = double
 * Output = double, double, double
 * 
 * Optional Parameters
 * -------------------
 * optInFastPeriod:(From 2 to 100000)
 *    Number of period for the fast MA
 * 
 * optInFastMAType:
 *    Type of Moving Average for fast MA
 * 
 * optInSlowPeriod:(From 2 to 100000)
 *    Number of period for the slow MA
 * 
 * optInSlowMAType:
 *    Type of Moving Average for slow MA
 * 
 * optInSignalPeriod:(From 1 to 100000)
 *    Smoothing for the signal line (nb of period)
 * 
 * optInSignalMAType:
 *    Type of Moving Average for signal line
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::MacdExt( int    startIdx,
/* Generated */                                         int    endIdx,
/* Generated */                                         SubArray^    inReal,
/* Generated */                                         int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                                         MAType        optInFastMAType,
/* Generated */                                         int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                                         MAType        optInSlowMAType,
/* Generated */                                         int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                                         MAType        optInSignalMAType,
/* Generated */                                         [Out]int%    outBegIdx,
/* Generated */                                         [Out]int%    outNBElement,
/* Generated */                                         cli::array<double>^  outMACD,
/* Generated */                                         cli::array<double>^  outMACDSignal,
/* Generated */                                         cli::array<double>^  outMACDHist )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::MacdExt( int    startIdx,
/* Generated */                                         int    endIdx,
/* Generated */                                         cli::array<double>^ inReal,
/* Generated */                                         int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                                         MAType        optInFastMAType,
/* Generated */                                         int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                                         MAType        optInSlowMAType,
/* Generated */                                         int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                                         MAType        optInSignalMAType,
/* Generated */                                         [Out]int%    outBegIdx,
/* Generated */                                         [Out]int%    outNBElement,
/* Generated */                                         cli::array<double>^  outMACD,
/* Generated */                                         cli::array<double>^  outMACDSignal,
/* Generated */                                         cli::array<double>^  outMACDHist )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode macdExt( int    startIdx,
/* Generated */                         int    endIdx,
/* Generated */                         double       inReal[],
/* Generated */                         int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                         MAType        optInFastMAType,
/* Generated */                         int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                         MAType        optInSlowMAType,
/* Generated */                         int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                         MAType        optInSignalMAType,
/* Generated */                         MInteger     outBegIdx,
/* Generated */                         MInteger     outNBElement,