ta_macdext.c

股票主要技术指标源码

/* Generated */                         double        outMACD[],
/* Generated */                         double        outMACDSignal[],
/* Generated */                         double        outMACDHist[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_MACDEXT( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        const double inReal[],
/* Generated */                        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 */                        int          *outBegIdx,
/* Generated */                        int          *outNBElement,
/* Generated */                        double        outMACD[],
/* Generated */                        double        outMACDSignal[],
/* Generated */                        double        outMACDHist[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
	/* insert local variable here */
   ARRAY_REF( slowMABuffer );
   ARRAY_REF( fastMABuffer );
   ENUM_DECLARATION(RetCode) retCode;
   int tempInteger;
   VALUE_HANDLE_INT(outBegIdx1);
   VALUE_HANDLE_INT(outNbElement1);
   VALUE_HANDLE_INT(outBegIdx2);
   VALUE_HANDLE_INT(outNbElement2);
   int lookbackTotal, lookbackSignal, lookbackLargest;
   int i;
   ENUM_DECLARATION(MAType) tempMAType;

/**** 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 */    if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */    #endif /* !defined(_JAVA)*/
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outMACD )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    if( !outMACDSignal )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    if( !outMACDHist )
/* 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 ****/

   /* Insert TA function code here. */

   /* Make sure slow is really slower than
    * the fast period! if not, swap...
    */
   if( optInSlowPeriod < optInFastPeriod )
   {
       /* swap period */
       tempInteger     = optInSlowPeriod;
       optInSlowPeriod = optInFastPeriod;
       optInFastPeriod = tempInteger;
       /* swap type */
       tempMAType      = optInSlowMAType;
       optInSlowMAType = optInFastMAType;
       optInFastMAType = tempMAType;
   }

   /* 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 the lookback needed for the signal line */
   lookbackSignal = LOOKBACK_CALL(MA)( optInSignalPeriod, optInSignalMAType ); 
   lookbackTotal  = lookbackSignal+lookbackLargest;

   /* 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 intermediate buffer for fast/slow MA. */
   tempInteger = (endIdx-startIdx)+1+lookbackSignal;
   ARRAY_ALLOC( fastMABuffer, tempInteger );
   #if !defined( _JAVA )
      if( !fastMABuffer )
      {
         VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
         VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
         return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
      }
   #endif

   ARRAY_ALLOC( slowMABuffer, tempInteger );
   #if !defined( _JAVA )
      if( !slowMABuffer )
      { 
         VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
         VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
         ARRAY_FREE( fastMABuffer );
         return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
      }
   #endif

   /* Calculate the slow MA. 
    *
    * Move back the startIdx to get enough data
    * for the signal period. That way, once the
    * signal calculation is done, all the output
    * will start at the requested 'startIdx'.
    */
   tempInteger = startIdx-lookbackSignal;
   retCode = FUNCTION_CALL(MA)( tempInteger, endIdx,
                                inReal, optInSlowPeriod, optInSlowMAType,
                                VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), 
							    slowMABuffer );

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      ARRAY_FREE( fastMABuffer );
      ARRAY_FREE( slowMABuffer );
      return retCode;
   }

   /* Calculate the fast MA. */
   retCode = FUNCTION_CALL(MA)( tempInteger, endIdx,
                                inReal, optInFastPeriod, optInFastMAType,
                                VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2),
							    fastMABuffer );

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      ARRAY_FREE( fastMABuffer );
      ARRAY_FREE( slowMABuffer );
      return retCode;
   }

   /* Parano tests. Will be removed eventually. */
   if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || 
       (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || 
       (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) ||
       (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      ARRAY_FREE( fastMABuffer );
      ARRAY_FREE( slowMABuffer );
      return TA_INTERNAL_ERROR(119);
   }

   /* Calculate (fast MA) - (slow MA). */
   for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ )
      fastMABuffer[i] = fastMABuffer[i] - slowMABuffer[i];

   /* Copy the result into the output for the caller. */
   ARRAY_MEMMOVE( outMACD, 0, fastMABuffer, lookbackSignal, (endIdx-startIdx)+1 );

   /* Calculate the signal/trigger line. */
   retCode = FUNCTION_CALL_DOUBLE(MA)( 0, VALUE_HANDLE_GET(outNbElement1)-1,
                                       fastMABuffer, optInSignalPeriod, optInSignalMAType,
                                       VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal );

   ARRAY_FREE( fastMABuffer );
   ARRAY_FREE( slowMABuffer );

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return retCode;