ta_bbands.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
 *  JV       Jesus Viver <[e-mail]>
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  112400 MF   Template creation.
 *  010503 MF   Fix to always use SMA for the STDDEV (Thanks to JV).
 *  052603 MF   Adapt code to compile with .NET Managed C++
 *
 */

/**** 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::BbandsLookback( int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                         double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                         MAType        optInMAType ) /* Generated */ 
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int bbandsLookback( int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                          double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                          double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                          MAType        optInMAType ) /* Generated */ 
/* Generated */ #else
/* Generated */ int TA_BBANDS_Lookback( int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                       double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                       double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                       TA_MAType     optInMAType ) /* Generated */ 
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
   /* insert local variable here */

/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */    /* min/max are checked for optInTimePeriod. */
/* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod = 5;
/* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInNbDevUp == TA_REAL_DEFAULT )
/* Generated */       optInNbDevUp = 2.000000e+0;
/* Generated */    else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */  (optInNbDevUp > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    if( optInNbDevDn == TA_REAL_DEFAULT )
/* Generated */       optInNbDevDn = 2.000000e+0;
/* Generated */    else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */  (optInNbDevDn > 3.000000e+37) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */    if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */       optInMAType = (TA_MAType)0;
/* Generated */    else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */       return -1;
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/

   /* insert lookback code here. */
   UNUSED_VARIABLE(optInNbDevUp);
   UNUSED_VARIABLE(optInNbDevDn);

   /* The lookback is driven by the middle band moving average. */
   return LOOKBACK_CALL(MA)( optInTimePeriod, optInMAType );                          
}

/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
 * TA_BBANDS - Bollinger Bands
 * 
 * Input  = double
 * Output = double, double, double
 * 
 * Optional Parameters
 * -------------------
 * optInTimePeriod:(From 2 to 100000)
 *    Number of period
 * 
 * optInNbDevUp:(From TA_REAL_MIN to TA_REAL_MAX)
 *    Deviation multiplier for upper band
 * 
 * optInNbDevDn:(From TA_REAL_MIN to TA_REAL_MAX)
 *    Deviation multiplier for lower band
 * 
 * optInMAType:
 *    Type of Moving Average
 * 
 * 
 */
/* Generated */ 
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Bbands( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        SubArray^    inReal,
/* Generated */                                        int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                        double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        MAType        optInMAType,
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outRealUpperBand,
/* Generated */                                        cli::array<double>^  outRealMiddleBand,
/* Generated */                                        cli::array<double>^  outRealLowerBand )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Bbands( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<double>^ inReal,
/* Generated */                                        int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                                        double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        MAType        optInMAType,
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outRealUpperBand,
/* Generated */                                        cli::array<double>^  outRealMiddleBand,
/* Generated */                                        cli::array<double>^  outRealLowerBand )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode bbands( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        double       inReal[],
/* Generated */                        int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                        double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                        double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                        MAType        optInMAType,
/* Generated */                        MInteger     outBegIdx,
/* Generated */                        MInteger     outNBElement,
/* Generated */                        double        outRealUpperBand[],
/* Generated */                        double        outRealMiddleBand[],
/* Generated */                        double        outRealLowerBand[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_BBANDS( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const double inReal[],
/* Generated */                       int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                       double        optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                       double        optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                       TA_MAType     optInMAType,
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outRealUpperBand[],
/* Generated */                       double        outRealMiddleBand[],
/* Generated */                       double        outRealLowerBand[] )
/* Generated */ #endif