ta_ema.c

股票主要技术指标源码

                               int              *outNBElement,
                               double           *outReal )
#endif
{
   double tempReal, prevMA;
   int i, today, outIdx, lookbackTotal;

   /* Ususally, optInK_1 = 2 / (optInTimePeriod + 1),
    * but sometime there is exception. This
    * is why both value are parameters.
    */

   /* Identify the minimum number of price bar needed
    * to calculate at least one output.
    */
   lookbackTotal = LOOKBACK_CALL(EMA)( optInTimePeriod );

   /* Move up the start index if there is not
    * enough initial data.
    */
   if( startIdx < lookbackTotal )
      startIdx = lookbackTotal;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }
   VALUE_HANDLE_DEREF(outBegIdx) = startIdx;

   /* Do the EMA calculation using tight loops. */
   
   /* The first EMA is calculated differently. It
    * then become the seed for subsequent EMA.
    *
    * The algorithm for this seed vary widely.
    * Only 3 are implemented here:
    *
    * TA_MA_CLASSIC:
    *    Use a simple MA of the first 'period'.
    *    This is the approach most widely documented.
    *
    * TA_MA_METASTOCK:
    *    Use first price bar value as a seed
    *    from the begining of all the available
    *    data.
    *
    * TA_MA_TRADESTATION:
    *    Use 4th price bar as a seed, except when
    *    period is 1 who use 2th price bar or something
    *    like that... (not an obvious one...).
    */
   if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_DEFAULT,Default) )
   {
      today = startIdx-lookbackTotal;
      i = optInTimePeriod;
      tempReal = 0.0;
      while( i-- > 0 )
         tempReal += inReal[today++];

      prevMA = tempReal / optInTimePeriod;
   }
   else
   {
      prevMA = inReal[0];
      today = 1;

      /* !!! Tradestation not supported yet.
      case TA_MA_TRADESTATION:
         prevMA = inReal[startIdx-1];
         if( optInTimePeriod == 1 )
            VALUE_HANDLE_DEREF(outBegIdx)_0 = 1;
         else
            VALUE_HANDLE_DEREF(outBegIdx)_0 = 3;
       */
   }

   /* At this point, prevMA is the first EMA (the seed for
    * the rest).
    * 'today' keep track of where the processing is within the
    * input.
    */

   /* Skip the unstable period. Do the processing 
    * but do not write it in the output.
    */   
   while( today <= startIdx )
      prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA;

   /* Write the first value. */
   outReal[0] = prevMA;
   outIdx = 1;

   /* Calculate the remaining range. */
   while( today <= endIdx )
   {
      prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA;
      outReal[outIdx++] = prevMA;
   }

   VALUE_HANDLE_DEREF(outNBElement) = outIdx;

   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::Ema( 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 ema( 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_EMA( 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 */  #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 */    return FUNCTION_CALL(INT_EMA)( startIdx, endIdx, inReal, 
/* Generated */                                   optInTimePeriod,
/* Generated */                                   PER_TO_K( optInTimePeriod ),
/* Generated */                                   outBegIdx, outNBElement, outReal );
/* Generated */ }
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */  enum class Core::RetCode Core::TA_INT_EMA( int            startIdx,
/* Generated */                                             int           endIdx, 
/* Generated */                                             SubArray^     inReal,
/* Generated */                                             int           optInTimePeriod,
/* Generated */                                             double        optInK_1,
/* Generated */                                             [Out]int% outBegIdx,
/* Generated */                                             [Out]int% outNBElement,
/* Generated */                                             cli::array<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */  enum class Core::RetCode Core::TA_INT_EMA( int           startIdx,
/* Generated */                                             int           endIdx,
/* Generated */ 								            cli::array<INPUT_TYPE>^ inReal,
/* Generated */                                             int           optInTimePeriod,
/* Generated */                                             double        optInK_1,
/* Generated */                                             [Out]int% outBegIdx,
/* Generated */                                             [Out]int% outNBElement,
/* Generated */                                             cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode TA_INT_EMA( int               startIdx,
/* Generated */                            int               endIdx,
/* Generated */                            INPUT_TYPE      []inReal,
/* Generated */                            int               optInTimePeriod, 
/* Generated */                            double            optInK_1,          
/* Generated */                            MInteger          outBegIdx,
/* Generated */                            MInteger          outNBElement,
/* Generated */                            double          []outReal )
/* Generated */ #else
/* Generated */ TA_RetCode TA_PREFIX(INT_EMA)( int               startIdx,
/* Generated */                                int               endIdx,
/* Generated */                                const INPUT_TYPE *inReal,
/* Generated */                                int               optInTimePeriod, 
/* Generated */                                double            optInK_1,          
/* Generated */                                int              *outBegIdx,
/* Generated */                                int              *outNBElement,
/* Generated */                                double           *outReal )
/* Generated */ #endif
/* Generated */ {
/* Generated */    double tempReal, prevMA;
/* Generated */    int i, today, outIdx, lookbackTotal;
/* Generated */    lookbackTotal = LOOKBACK_CALL(EMA)( optInTimePeriod );
/* 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 */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */    if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_DEFAULT,Default) )
/* Generated */    {
/* Generated */       today = startIdx-lookbackTotal;
/* Generated */       i = optInTimePeriod;
/* Generated */       tempReal = 0.0;
/* Generated */       while( i-- > 0 )
/* Generated */          tempReal += inReal[today++];
/* Generated */       prevMA = tempReal / optInTimePeriod;
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       prevMA = inReal[0];
/* Generated */       today = 1;
/* Generated */    }
/* Generated */    while( today <= startIdx )
/* Generated */       prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA;
/* Generated */    outReal[0] = prevMA;
/* Generated */    outIdx = 1;
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA;
/* Generated */       outReal[outIdx++] = prevMA;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* 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 ****/