ta_wma.c

股票主要技术指标源码

    * case where the user is asking for a period of '1'.
    * In that case outputs equals inputs for the requested
    * range.
    */
   if( optInTimePeriod == 1 ) 
   {      
      VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
      VALUE_HANDLE_DEREF(outNBElement) = endIdx-startIdx+1;

      #if defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT )
        ARRAY_MEMMOVE( outReal, 0, (inReal->mDataArray), (inReal->mOffset)+startIdx, (int)VALUE_HANDLE_DEREF(outNBElement) );
      #else
        ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, (int)VALUE_HANDLE_DEREF(outNBElement) );	  	  
      #endif

      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }

   /* Calculate the divider (always an integer value).
    * By induction: 1+2+3+4+'n' = n(n+1)/2
    * '>>1' is usually faster than '/2' for unsigned.
    */
   divider = (optInTimePeriod*(optInTimePeriod+1))>>1;

   /* The algo used here use a very basic property of
    * multiplication/addition: (x*2) = x+x
    *   
    * As an example, a 3 period weighted can be 
    * interpreted in two way:
    *  (x1*1)+(x2*2)+(x3*3)
    *      OR
    *  x1+x2+x2+x3+x3+x3 (this is the periodSum)
    *   
    * When you move forward in the time serie
    * you can quickly adjust the periodSum for the
    * period by substracting:
    *   x1+x2+x3 (This is the periodSub)
    * Making the new periodSum equals to:
    *   x2+x3+x3
    *
    * You can then add the new price bar
    * which is x4+x4+x4 giving:
    *   x2+x3+x3+x4+x4+x4
    *
    * At this point one iteration is completed and you can
    * see that we are back to the step 1 of this example.
    *
    * Why making it so un-intuitive? The number of memory
    * access and floating point operations are kept to a
    * minimum with this algo.
    */
   outIdx      = 0;
   trailingIdx = startIdx - lookbackTotal;

   /* Evaluate the initial periodSum/periodSub and trailingValue. */
   periodSum = periodSub = (double)0.0;
   inIdx=trailingIdx;
   i = 1;
   while( inIdx < startIdx )
   {
      tempReal = inReal[inIdx++];
      periodSub += tempReal;
      periodSum += tempReal*i;
      i++;
   }
   trailingValue = 0.0;

   /* Tight loop for the requested range. */
   while( inIdx <= endIdx )
   {
      /* Add the current price bar to the sum
       * who are carried through the iterations.
       */
      tempReal = inReal[inIdx++];
      periodSub += tempReal;
      periodSub -= trailingValue;
      periodSum += tempReal*optInTimePeriod;

      /* Save the trailing value for being substract at
       * the next iteration.
       * (must be saved here just in case outReal and
       *  inReal are the same buffer).
       */
      trailingValue = inReal[trailingIdx++];

      /* Calculate the WMA for this price bar. */
      outReal[outIdx++] = periodSum / divider;

      /* Prepare the periodSum for the next iteration. */
      periodSum -= periodSub;
   }

   /* Set output limits. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;

   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::Wma( int    startIdx,
/* Generated */                                     int    endIdx,
/* Generated */                                     cli::array<float>^ inReal,
/* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                     [Out]int%    outBegIdx,
/* Generated */                                     [Out]int%    outNBElement,
/* Generated */                                     cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode wma( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     float        inReal[],
/* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                     MInteger     outBegIdx,
/* Generated */                     MInteger     outNBElement,
/* Generated */                     double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_WMA( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const float  inReal[],
/* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    int inIdx, outIdx, i, trailingIdx, divider;
/* Generated */    double periodSum, periodSub, tempReal, trailingValue;
/* Generated */    int lookbackTotal;
/* 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)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 30;
/* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outReal )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = optInTimePeriod-1;
/* 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 */    if( optInTimePeriod == 1 ) 
/* Generated */    {      
/* Generated */       VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* Generated */       VALUE_HANDLE_DEREF(outNBElement) = endIdx-startIdx+1;
/* Generated */       #if defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT )
/* Generated */         ARRAY_MEMMOVE( outReal, 0, (inReal->mDataArray), (inReal->mOffset)+startIdx, (int)VALUE_HANDLE_DEREF(outNBElement) );
/* Generated */       #else
/* Generated */         ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, (int)VALUE_HANDLE_DEREF(outNBElement) );	  	  
/* Generated */       #endif
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    }
/* Generated */    divider = (optInTimePeriod*(optInTimePeriod+1))>>1;
/* Generated */    outIdx      = 0;
/* Generated */    trailingIdx = startIdx - lookbackTotal;
/* Generated */    periodSum = periodSub = (double)0.0;
/* Generated */    inIdx=trailingIdx;
/* Generated */    i = 1;
/* Generated */    while( inIdx < startIdx )
/* Generated */    {
/* Generated */       tempReal = inReal[inIdx++];
/* Generated */       periodSub += tempReal;
/* Generated */       periodSum += tempReal*i;
/* Generated */       i++;
/* Generated */    }
/* Generated */    trailingValue = 0.0;
/* Generated */    while( inIdx <= endIdx )
/* Generated */    {
/* Generated */       tempReal = inReal[inIdx++];
/* Generated */       periodSub += tempReal;
/* Generated */       periodSub -= trailingValue;
/* Generated */       periodSum += tempReal*optInTimePeriod;
/* Generated */       trailingValue = inReal[trailingIdx++];
/* Generated */       outReal[outIdx++] = periodSum / divider;
/* Generated */       periodSum -= periodSub;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* 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 ****/