ta_macd.c

股票主要技术指标源码

/**** 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::Macd( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      cli::array<float>^ 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 */                      float        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_S_MACD( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  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
/* Generated */ {
/* 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( (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( (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(_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 */    return FUNCTION_CALL(INT_MACD)( startIdx, endIdx, inReal,
/* Generated */                                    optInFastPeriod,
/* Generated */                                    optInSlowPeriod,
/* Generated */                                    optInSignalPeriod,
/* Generated */                                    outBegIdx,
/* Generated */                                    outNBElement,
/* Generated */                                    outMACD,
/* Generated */                                    outMACDSignal,
/* Generated */                                    outMACDHist );
/* Generated */ }
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT )
/* Generated */  enum class Core::RetCode Core::TA_INT_MACD( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */ 											 SubArray^ inReal,
/* Generated */                                              int    optInFastPeriod, 
/* Generated */                                              int    optInSlowPeriod, 
/* Generated */                                              int    optInSignalPeriod_2,
/* 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::TA_INT_MACD( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */ 											 cli::array<INPUT_TYPE>^ inReal,
/* Generated */                                              int    optInFastPeriod, 
/* Generated */                                              int    optInSlowPeriod, 
/* Generated */                                              int    optInSignalPeriod_2,
/* 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 */ RetCode TA_INT_MACD( int        startIdx,
/* Generated */                      int        endIdx,
/* Generated */                      INPUT_TYPE inReal[],
/* Generated */                      int        optInFastPeriod, 
/* Generated */                      int        optInSlowPeriod, 
/* Generated */                      int        optInSignalPeriod_2,
/* Generated */                      MInteger   outBegIdx,
/* Generated */                      MInteger   outNBElement,
/* Generated */                      double     outMACD[],
/* Generated */                      double     outMACDSignal[],
/* Generated */                      double     outMACDHist[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_PREFIX(INT_MACD)( int    startIdx,
/* Generated */                                 int    endIdx,
/* Generated */                                 const INPUT_TYPE inReal[],
/* Generated */                                 int    optInFastPeriod, 
/* Generated */                                 int    optInSlowPeriod, 
/* Generated */                                 int    optInSignalPeriod_2,
/* Generated */                                 int   *outBegIdx,
/* Generated */                                 int   *outNBElement,
/* Generated */                                 double       outMACD[],
/* Generated */                                 double       outMACDSignal[],
/* Generated */                                 double       outMACDHist[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ARRAY_REF(slowEMABuffer);
/* Generated */    ARRAY_REF(fastEMABuffer);
/* Generated */    double k1, k2;
/* 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;
/* Generated */    int i;
/* Generated */    if( optInSlowPeriod < optInFastPeriod )
/* Generated */    {
/* Generated */        tempInteger       = optInSlowPeriod;
/* Generated */        optInSlowPeriod = optInFastPeriod;
/* Generated */        optInFastPeriod = tempInteger;
/* Generated */    }
/* Generated */    if( optInSlowPeriod != 0 )
/* Generated */       k1 = PER_TO_K(optInSlowPeriod);
/* Generated */    else
/* Generated */    {
/* Generated */       optInSlowPeriod = 26;
/* Generated */       k1 = (double)0.075; 
/* Generated */    }
/* Generated */    if( optInFastPeriod != 0 )
/* Generated */       k2 = PER_TO_K(optInFastPeriod);
/* Generated */    else
/* Generated */    {
/* Generated */       optInFastPeriod = 12;
/* Generated */       k2 = (double)0.15; 
/* Generated */    }
/* Generated */    lookbackSignal = LOOKBACK_CALL(EMA)( optInSignalPeriod_2 ); 
/* Generated */    lookbackTotal =  lookbackSignal;
/* Generated */    lookbackTotal += LOOKBACK_CALL(EMA)( optInSlowPeriod );
/* 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( fastEMABuffer, tempInteger );
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !fastEMABuffer )
/* 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( slowEMABuffer, tempInteger );
/* Generated */    #if !defined( _JAVA )
/* Generated */       if( !slowEMABuffer )
/* Generated */       {
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */          ARRAY_FREE( fastEMABuffer );
/* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */       }
/* Generated */    #endif
/* Generated */    tempInteger = startIdx-lookbackSignal;
/* Generated */    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
/* Generated */                                      inReal, optInSlowPeriod, k1,
/* Generated */                                      VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), slowEMABuffer );
/* 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( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
/* Generated */                                      inReal, optInFastPeriod, k2,
/* Generated */                                      VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), fastEMABuffer );
/* 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( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* 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( fastEMABuffer );
/* Generated */       ARRAY_FREE( slowEMABuffer );
/* Generated */       return TA_INTERNAL_ERROR(119);
/* Generated */    }
/* Generated */    for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ )
/* Generated */       fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i];
/* Generated */    ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(outNbElement1)-1,
/* Generated */                                             fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), 
/* Generated */                                             VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal );
/* Generated */    ARRAY_FREE( fastEMABuffer );
/* Generated */    ARRAY_FREE( slowEMABuffer );
/* 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 ****/