ta_trima.c

股票主要技术指标源码

       *  the formula for a "triangular" serie is:
       *    1+2+3+2+1 = (n*(n+1))+n+1
       *              = (n+1)*(n+1)
       *              = 3 * 3 = 9
       *
       * Even period Formula:
       *   period = 6 and with n=(int)(period/2)
       *   the formula for a "triangular" serie is:
       *    1+2+3+3+2+1 = n*(n+1)
       *                = 3 * 4 = 12
       */

      /* Note: entirely done with int and becomes double only 
       *       on assignement to the factor variable.
       */
      i = (optInTimePeriod>>1);
      factor = (i+1)*(i+1); 
      factor = 1.0/factor;

      /* Initialize all the variable before
       * starting to iterate for each output.
       */
      trailingIdx = startIdx-lookbackTotal;
      middleIdx   = trailingIdx + i;
      todayIdx    = middleIdx + i;
      numerator   = 0.0;
      numeratorSub = 0.0;
      for( i=middleIdx; i >= trailingIdx; i-- )
      {
         tempReal      = inReal[i];
         numeratorSub += tempReal;
         numerator    += numeratorSub;
      }
      numeratorAdd = 0.0;
      middleIdx++;
      for( i=middleIdx; i <= todayIdx; i++ )
      {
         tempReal      = inReal[i];
         numeratorAdd += tempReal;
         numerator    += numeratorAdd;
      }

      /* Write the first output */
      outIdx = 0;
      tempReal = inReal[trailingIdx++]; 
      outReal[outIdx++] = numerator * factor;
      todayIdx++;

      /* Note: The value at the trailingIdx was saved
       *       in tempReal to account for the case where
       *       outReal and inReal are ptr on the same
       *       buffer.
       */

      /* Iterate for remaining output */
      while( todayIdx <= endIdx )
      {
         /* Step (1) */
         numerator    -= numeratorSub;
         numeratorSub -= tempReal;
         tempReal      = inReal[middleIdx++];
         numeratorSub += tempReal;

         /* Step (2) */
         numerator    += numeratorAdd;
         numeratorAdd -= tempReal;
         tempReal      = inReal[todayIdx++];
         numeratorAdd += tempReal;

         /* Step (3) */
         numerator    += tempReal;

         /* Step (4) */
         tempReal = inReal[trailingIdx++]; 
         outReal[outIdx++] = numerator * factor;
      }
   }
   else
   {
      /* Even logic. 
       *
       * Very similar to the odd logic, except:
       *  - calculation of the factor is different.
       *  - the coverage of the numeratorSub and numeratorAdd is
       *    slightly different.
       *  - Adjustment of numeratorAdd is different. See Step (2).
       */
      i = (optInTimePeriod>>1);
      factor = i*(i+1); 
      factor = 1.0/factor;

      /* Initialize all the variable before
       * starting to iterate for each output.
       */
      trailingIdx = startIdx-lookbackTotal;
      middleIdx   = trailingIdx + i - 1;
      todayIdx    = middleIdx + i;
      numerator   = 0.0;

      numeratorSub = 0.0;

      for( i=middleIdx; i >= trailingIdx; i-- )
      {
         tempReal      = inReal[i];
         numeratorSub += tempReal;
         numerator    += numeratorSub;
      }
      numeratorAdd = 0.0;
      middleIdx++;
      for( i=middleIdx; i <= todayIdx; i++ )
      {
         tempReal      = inReal[i];
         numeratorAdd += tempReal;
         numerator    += numeratorAdd;
      }

      /* Write the first output */
      outIdx = 0;
      tempReal = inReal[trailingIdx++]; 
      outReal[outIdx++] = numerator * factor;
      todayIdx++;

      /* Note: The value at the trailingIdx was saved
       *       in tempReal to account for the case where
       *       outReal and inReal are ptr on the same
       *       buffer.
       */

      /* Iterate for remaining output */
      while( todayIdx <= endIdx )
      {
         /* Step (1) */
         numerator    -= numeratorSub;
         numeratorSub -= tempReal;
         tempReal      = inReal[middleIdx++];
         numeratorSub += tempReal;

         /* Step (2) */
         numeratorAdd -= tempReal;
         numerator    += numeratorAdd;
         tempReal      = inReal[todayIdx++];
         numeratorAdd += tempReal;

         /* Step (3) */
         numerator    += tempReal;

         /* Step (4) */
         tempReal = inReal[trailingIdx++]; 
         outReal[outIdx++] = numerator * factor;
      }

   }
   
   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::Trima( 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 trima( 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_TRIMA( 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 lookbackTotal;
/* Generated */    double numerator;
/* Generated */    double numeratorSub;
/* Generated */    double numeratorAdd;
/* Generated */    int i, outIdx, todayIdx, trailingIdx, middleIdx;
/* Generated */    double factor, tempReal;
/* 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 */    outIdx = 0;
/* Generated */    if( (optInTimePeriod % 2) == 1 )
/* Generated */    {
/* Generated */       i = (optInTimePeriod>>1);
/* Generated */       factor = (i+1)*(i+1); 
/* Generated */       factor = 1.0/factor;
/* Generated */       trailingIdx = startIdx-lookbackTotal;
/* Generated */       middleIdx   = trailingIdx + i;
/* Generated */       todayIdx    = middleIdx + i;
/* Generated */       numerator   = 0.0;
/* Generated */       numeratorSub = 0.0;
/* Generated */       for( i=middleIdx; i >= trailingIdx; i-- )
/* Generated */       {
/* Generated */          tempReal      = inReal[i];
/* Generated */          numeratorSub += tempReal;
/* Generated */          numerator    += numeratorSub;
/* Generated */       }
/* Generated */       numeratorAdd = 0.0;
/* Generated */       middleIdx++;
/* Generated */       for( i=middleIdx; i <= todayIdx; i++ )
/* Generated */       {
/* Generated */          tempReal      = inReal[i];
/* Generated */          numeratorAdd += tempReal;
/* Generated */          numerator    += numeratorAdd;
/* Generated */       }
/* Generated */       outIdx = 0;
/* Generated */       tempReal = inReal[trailingIdx++]; 
/* Generated */       outReal[outIdx++] = numerator * factor;
/* Generated */       todayIdx++;
/* Generated */       while( todayIdx <= endIdx )
/* Generated */       {
/* Generated */          numerator    -= numeratorSub;
/* Generated */          numeratorSub -= tempReal;
/* Generated */          tempReal      = inReal[middleIdx++];
/* Generated */          numeratorSub += tempReal;
/* Generated */          numerator    += numeratorAdd;
/* Generated */          numeratorAdd -= tempReal;
/* Generated */          tempReal      = inReal[todayIdx++];
/* Generated */          numeratorAdd += tempReal;
/* Generated */          numerator    += tempReal;
/* Generated */          tempReal = inReal[trailingIdx++]; 
/* Generated */          outReal[outIdx++] = numerator * factor;
/* Generated */       }
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       i = (optInTimePeriod>>1);
/* Generated */       factor = i*(i+1); 
/* Generated */       factor = 1.0/factor;
/* Generated */       trailingIdx = startIdx-lookbackTotal;
/* Generated */       middleIdx   = trailingIdx + i - 1;
/* Generated */       todayIdx    = middleIdx + i;
/* Generated */       numerator   = 0.0;
/* Generated */       numeratorSub = 0.0;
/* Generated */       for( i=middleIdx; i >= trailingIdx; i-- )
/* Generated */       {
/* Generated */          tempReal      = inReal[i];
/* Generated */          numeratorSub += tempReal;
/* Generated */          numerator    += numeratorSub;
/* Generated */       }
/* Generated */       numeratorAdd = 0.0;
/* Generated */       middleIdx++;
/* Generated */       for( i=middleIdx; i <= todayIdx; i++ )
/* Generated */       {
/* Generated */          tempReal      = inReal[i];
/* Generated */          numeratorAdd += tempReal;
/* Generated */          numerator    += numeratorAdd;
/* Generated */       }
/* Generated */       outIdx = 0;
/* Generated */       tempReal = inReal[trailingIdx++]; 
/* Generated */       outReal[outIdx++] = numerator * factor;
/* Generated */       todayIdx++;
/* Generated */       while( todayIdx <= endIdx )
/* Generated */       {
/* Generated */          numerator    -= numeratorSub;
/* Generated */          numeratorSub -= tempReal;
/* Generated */          tempReal      = inReal[middleIdx++];
/* Generated */          numeratorSub += tempReal;
/* Generated */          numeratorAdd -= tempReal;
/* Generated */          numerator    += numeratorAdd;
/* Generated */          tempReal      = inReal[todayIdx++];
/* Generated */          numeratorAdd += tempReal;
/* Generated */          numerator    += tempReal;
/* Generated */          tempReal = inReal[trailingIdx++]; 
/* Generated */          outReal[outIdx++] = numerator * factor;
/* Generated */       }
/* 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 ****/