ta_macd.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
 *  JPP      JP Pienaar ([e-mail])
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  112400 MF   Template creation.
 *  052603 MF   Adapt code to compile with .NET Managed C++
 *  080403 JPP  Fix #767653 for logic when swapping periods.
 *
 */

/**** 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::MacdLookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                       int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                       int           optInSignalPeriod )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int macdLookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                        int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                        int           optInSignalPeriod )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #else
/* Generated */ int TA_MACD_Lookback( int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                     int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                     int           optInSignalPeriod )  /* From 1 to 100000 */
/* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */
   int tempInteger;

/**** 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 */    /* 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 */    /* 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 */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */

   /* The lookback is driven by the signal line output.
    *
    * (must also account for the initial data consume 
    *  by the slow period).
    */

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

   return   LOOKBACK_CALL(EMA)( optInSlowPeriod   )
          + LOOKBACK_CALL(EMA)( optInSignalPeriod );
}


/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_MACD - Moving Average Convergence/Divergence
 * 
 * Input  = double
 * Output = double, double, double
 * 
 * Optional Parameters
 * -------------------
 * optInFastPeriod:(From 2 to 100000)
 *    Number of period for the fast MA
 * 
 * optInSlowPeriod:(From 2 to 100000)
 *    Number of period for the slow MA
 * 
 * optInSignalPeriod:(From 1 to 100000)
 *    Smoothing for the signal line (nb of period)
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Macd( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      SubArray^    inReal,
/* Generated */                                      int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                                      int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                                      int           optInSignalPeriod, /* From 1 to 100000 */
/* 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::Macd( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      cli::array<double>^ inReal,
/* Generated */                                      int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                                      int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                                      int           optInSignalPeriod, /* From 1 to 100000 */
/* 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 macd( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      double       inReal[],
/* Generated */                      int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                      int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                      int           optInSignalPeriod, /* From 1 to 100000 */
/* Generated */                      MInteger     outBegIdx,
/* Generated */                      MInteger     outNBElement,
/* Generated */                      double        outMACD[],
/* Generated */                      double        outMACDSignal[],
/* Generated */                      double        outMACDHist[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_MACD( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     const double inReal[],
/* Generated */                     int           optInFastPeriod, /* From 2 to 100000 */
/* Generated */                     int           optInSlowPeriod, /* From 2 to 100000 */
/* Generated */                     int           optInSignalPeriod, /* From 1 to 100000 */
/* 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 variables here. */

/**** 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 */    /* 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 */    /* 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(_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 )