ta_bbands.c

股票主要技术指标源码

/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
   /* Insert local variables here. */
   ENUM_DECLARATION(RetCode) retCode;
   int i;
   double tempReal, tempReal2;
   ARRAY_REF(tempBuffer1);
   ARRAY_REF(tempBuffer2);

/**** 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 optInTimePeriod. */
/* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */       optInTimePeriod = 5;
/* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* 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 ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */    #if !defined(_JAVA)
/* Generated */    if( !outRealUpperBand )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    if( !outRealMiddleBand )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    if( !outRealLowerBand )
/* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ 
/* Generated */    #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */ 
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/

   /* Insert TA function code here. */

   /* Identify TWO temporary buffer among the outputs.
    *
    * These temporary buffers allows to perform the
    * calculation without any memory allocation.
    *
    * Whenever possible, make the tempBuffer1 be the
    * middle band output. This will save one copy operation.
    */
   #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
      tempBuffer1 = outRealMiddleBand;
      tempBuffer2 = outRealLowerBand;
   #else
      if( inReal == outRealUpperBand )
      {
         tempBuffer1 = outRealMiddleBand;
         tempBuffer2 = outRealLowerBand;
      }
      else if( inReal == outRealLowerBand )
      {
         tempBuffer1 = outRealMiddleBand;
         tempBuffer2 = outRealUpperBand;
      }
      else if( inReal == outRealMiddleBand )
      {
         tempBuffer1 = outRealLowerBand;
         tempBuffer2 = outRealUpperBand;
      }
      else
      {
         tempBuffer1 = outRealMiddleBand;
         tempBuffer2 = outRealUpperBand;
      }
      /* Check that the caller is not doing tricky things. 
       * (like using the input buffer in two output!)
       */
      if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) )
         return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
   #endif


   /* Calculate the middle band, which is a moving average.
    * The other two bands will simply add/substract the
    * standard deviation from this middle band.
    */
   retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal,
                                optInTimePeriod, optInMAType,
                                outBegIdx, outNBElement, tempBuffer1 );

   if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return retCode;
   }

   /* Calculate the standard deviation into tempBuffer2. */
   if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) )
   {
      /* A small speed optimization by re-using the
       * already calculated SMA.
       */
       FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, 
                                                   (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement),
                                                   optInTimePeriod, tempBuffer2 );
   }
   else
   {
      /* Calculate the Standard Deviation */
      retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal,
                                       optInTimePeriod, 1.0,
                                       outBegIdx, outNBElement, tempBuffer2 );

      if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
      {
         VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
         return retCode;
      }
   }

   /* Copy the MA calculation into the middle band ouput, unless
    * the calculation was done into it already!
    */
   #if !defined(USE_SINGLE_PRECISION_INPUT)
      if( tempBuffer1 != outRealMiddleBand )
      {
         ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) );
      }
   #endif

   /* Now do a tight loop to calculate the upper/lower band at
    * the same time. 
    *
    * All the following 5 loops are doing the same, except there
    * is an attempt to speed optimize by eliminating uneeded
    * multiplication.
    */
   if( optInNbDevUp == optInNbDevDn )
   {
      if(  optInNbDevUp == 1.0 )
      {
         /* No standard deviation multiplier needed. */
         for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
         {
            tempReal  = tempBuffer2[i];
            tempReal2 = outRealMiddleBand[i];
            outRealUpperBand[i] = tempReal2 + tempReal;
            outRealLowerBand[i] = tempReal2 - tempReal;
         }
      }
      else
      {
         /* Upper/lower band use the same standard deviation multiplier. */
         for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
         {
            tempReal  = tempBuffer2[i] * optInNbDevUp;
            tempReal2 = outRealMiddleBand[i];
            outRealUpperBand[i] = tempReal2 + tempReal;
            outRealLowerBand[i] = tempReal2 - tempReal;
         }
      }
   }
   else if( optInNbDevUp == 1.0 )
   {
      /* Only lower band has a standard deviation multiplier. */
      for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
      {
         tempReal  = tempBuffer2[i];
         tempReal2 = outRealMiddleBand[i];
         outRealUpperBand[i] = tempReal2 + tempReal;
         outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
      }
   }
   else if( optInNbDevDn == 1.0 )
   {
      /* Only upper band has a standard deviation multiplier. */
      for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
      {
         tempReal  = tempBuffer2[i];
         tempReal2 = outRealMiddleBand[i];
         outRealLowerBand[i] = tempReal2 - tempReal;
         outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
      }
   }
   else
   {
      /* Upper/lower band have distinctive standard deviation multiplier. */
      for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
      {
         tempReal  = tempBuffer2[i];
         tempReal2 = outRealMiddleBand[i];
         outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
         outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
      }
   }