ta_macdext.c

股票主要技术指标源码

   }

   /* Calculate the histogram. */
   for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ )
      outMACDHist[i] = outMACD[i]-outMACDSignal[i];

   /* All done! Indicate the output limits and return success. */
   VALUE_HANDLE_DEREF(outBegIdx)     = startIdx;
   VALUE_HANDLE_DEREF(outNBElement)  = VALUE_HANDLE_GET(outNbElement2);

   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::MacdExt( int    startIdx,
/* Generated */                                         int    endIdx,
/* Generated */                                         cli::array<float>^ 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 */                         float        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,
/* Generated */                         double        outMACD[],
/* Generated */                         double        outMACDSignal[],
/* Generated */                         double        outMACDHist[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_MACDEXT( int    startIdx,
/* Generated */                          int    endIdx,
/* Generated */                          const float  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
/* Generated */ {
/* Generated */    ARRAY_REF( slowMABuffer );
/* Generated */    ARRAY_REF( fastMABuffer );
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    int tempInteger;
/* Generated */    VALUE_HANDLE_INT(outBegIdx1);
/* Generated */    VALUE_HANDLE_INT(outNbElement1);
/* Generated */    VALUE_HANDLE_INT(outBegIdx2);
/* Generated */    VALUE_HANDLE_INT(outNbElement2);
/* Generated */    int lookbackTotal, lookbackSignal, lookbackLargest;
/* Generated */    int i;
/* Generated */    ENUM_DECLARATION(MAType) tempMAType;
/* 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( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* 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 */     #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 */     #endif 
/* 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 */     #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 */     #endif 
/* 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 */     #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 */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outMACD )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( !outMACDSignal )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( !outMACDHist )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    if( optInSlowPeriod < optInFastPeriod )
/* Generated */    {
/* Generated */        tempInteger     = optInSlowPeriod;
/* Generated */        optInSlowPeriod = optInFastPeriod;
/* Generated */        optInFastPeriod = tempInteger;
/* Generated */        tempMAType      = optInSlowMAType;
/* Generated */        optInSlowMAType = optInFastMAType;
/* Generated */        optInFastMAType = tempMAType;
/* Generated */    }
/* Generated */    lookbackLargest = LOOKBACK_CALL(MA)( optInFastPeriod, optInFastMAType );
/* Generated */    tempInteger     = LOOKBACK_CALL(MA)( optInSlowPeriod, optInSlowMAType );
/* Generated */    if( tempInteger > lookbackLargest )
/* Generated */       lookbackLargest = tempInteger;
/* Generated */    lookbackSignal = LOOKBACK_CALL(MA)( optInSignalPeriod, optInSignalMAType ); 
/* Generated */    lookbackTotal  = lookbackSignal+lookbackLargest;
/* 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 */    tempInteger = (endIdx-startIdx)+1+lookbackSignal;
/* Generated */    ARRAY_ALLOC( fastMABuffer, tempInteger );
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !fastMABuffer )
/* Generated */       {
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */       }
/* Generated */    #endif
/* Generated */    ARRAY_ALLOC( slowMABuffer, tempInteger );
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !slowMABuffer )
/* Generated */       { 
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */          ARRAY_FREE( fastMABuffer );
/* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */       }
/* Generated */    #endif
/* Generated */    tempInteger = startIdx-lookbackSignal;
/* Generated */    retCode = FUNCTION_CALL(MA)( tempInteger, endIdx,
/* Generated */                                 inReal, optInSlowPeriod, optInSlowMAType,
/* Generated */                                 VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), 
/* Generated */ 							    slowMABuffer );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL(MA)( tempInteger, endIdx,
/* Generated */                                 inReal, optInFastPeriod, optInFastMAType,
/* Generated */                                 VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2),
/* Generated */ 							    fastMABuffer );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || 
/* Generated */        (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || 
/* Generated */        (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) ||
/* Generated */        (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       ARRAY_FREE( fastMABuffer );
/* Generated */       ARRAY_FREE( slowMABuffer );
/* Generated */       return TA_INTERNAL_ERROR(119);
/* Generated */    }
/* Generated */    for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ )
/* Generated */       fastMABuffer[i] = fastMABuffer[i] - slowMABuffer[i];
/* Generated */    ARRAY_MEMMOVE( outMACD, 0, fastMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(MA)( 0, VALUE_HANDLE_GET(outNbElement1)-1,
/* Generated */                                        fastMABuffer, optInSignalPeriod, optInSignalMAType,
/* Generated */                                        VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal );
/* Generated */    ARRAY_FREE( fastMABuffer );
/* Generated */    ARRAY_FREE( slowMABuffer );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ )
/* Generated */       outMACDHist[i] = outMACD[i]-outMACDSignal[i];
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)     = startIdx;
/* Generated */    VALUE_HANDLE_DEREF(outNBElement)  = VALUE_HANDLE_GET(outNbElement2);
/* 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 ****/