ta_cdltasukigap.c

股票主要技术指标源码

   /* 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);
   }

   /* Do the calculation using tight loops. */
   /* Add-up the initial period, except for the last value. */
   NearPeriodTotal = 0;
   NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near);

   i = NearTrailingIdx;
   while( i < startIdx ) {
        NearPeriodTotal += TA_CANDLERANGE( Near, i-1 );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - upside (downside) gap
    * - first candle after the window: white (black) candlestick
    * - second candle: black (white) candlestick that opens within the previous real body and closes under (above)
    *   the previous real body inside the gap
    * - the size of two real bodies should be near the same
    * The meaning of "near" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100) when bullish or negative (-1 to -100) when bearish;
    * the user should consider that tasuki gap is significant when it appears in a trend, while this function does 
    * not consider it
    */
   outIdx = 0;
   do
   {
        if( 
            ( 
                TA_REALBODYGAPUP(i-1,i-2) &&                                // upside gap
                TA_CANDLECOLOR(i-1) == 1 &&                                 // 1st: white
                TA_CANDLECOLOR(i) == -1 &&                                  // 2nd: black
                inOpen[i] < inClose[i-1] && inOpen[i] > inOpen[i-1] &&      //      that opens within the white rb
                inClose[i] < inOpen[i-1] &&                                 //      and closes under the white rb
                inClose[i] > max(inClose[i-2], inOpen[i-2]) &&              //      inside the gap
                                                                            // size of 2 rb near the same
                std_fabs(TA_REALBODY(i-1) - TA_REALBODY(i)) < TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 )
            ) ||
            (
                TA_REALBODYGAPDOWN(i-1,i-2) &&                              // downside gap
                TA_CANDLECOLOR(i-1) == -1 &&                                // 1st: black
                TA_CANDLECOLOR(i) == 1 &&                                   // 2nd: white
                inOpen[i] < inOpen[i-1] && inOpen[i] > inClose[i-1] &&      //      that opens within the black rb
                inClose[i] > inOpen[i-1] &&                                 //      and closes above the black rb
                inClose[i] < min(inClose[i-2], inOpen[i-2]) &&              //      inside the gap
                                                                            // size of 2 rb near the same
                std_fabs(TA_REALBODY(i-1) - TA_REALBODY(i)) < TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 )
            )
        )
            outInteger[outIdx++] = TA_CANDLECOLOR(i-1) * 100;
        else
            outInteger[outIdx++] = 0;
        /* add the current range and subtract the first range: this is done after the pattern recognition 
         * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
         */
        NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 );
        i++; 
        NearTrailingIdx++;
   } while( i <= endIdx );

   /* All done. Indicate the output limits and return. */
   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::CdlTasukiGap( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */                                              cli::array<float>^ inOpen,
/* Generated */                                              cli::array<float>^ inHigh,
/* Generated */                                              cli::array<float>^ inLow,
/* Generated */                                              cli::array<float>^ inClose,
/* Generated */                                              [Out]int%    outBegIdx,
/* Generated */                                              [Out]int%    outNBElement,
/* Generated */                                              cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlTasukiGap( int    startIdx,
/* Generated */                              int    endIdx,
/* Generated */                              float        inOpen[],
/* Generated */                              float        inHigh[],
/* Generated */                              float        inLow[],
/* Generated */                              float        inClose[],
/* Generated */                              MInteger     outBegIdx,
/* Generated */                              MInteger     outNBElement,
/* Generated */                              int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLTASUKIGAP( int    startIdx,
/* Generated */                               int    endIdx,
/* Generated */                               const float  inOpen[],
/* Generated */                               const float  inHigh[],
/* Generated */                               const float  inLow[],
/* Generated */                               const float  inClose[],
/* Generated */                               int          *outBegIdx,
/* Generated */                               int          *outNBElement,
/* Generated */                               int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     double NearPeriodTotal;
/* Generated */     int i, outIdx, NearTrailingIdx, 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(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(CDLTASUKIGAP)();
/* 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 */    NearPeriodTotal = 0;
/* Generated */    NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near);
/* Generated */    i = NearTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         NearPeriodTotal += TA_CANDLERANGE( Near, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( 
/* Generated */             ( 
/* Generated */                 TA_REALBODYGAPUP(i-1,i-2) &&                                // upside gap
/* Generated */                 TA_CANDLECOLOR(i-1) == 1 &&                                 // 1st: white
/* Generated */                 TA_CANDLECOLOR(i) == -1 &&                                  // 2nd: black
/* Generated */                 inOpen[i] < inClose[i-1] && inOpen[i] > inOpen[i-1] &&      //      that opens within the white rb
/* Generated */                 inClose[i] < inOpen[i-1] &&                                 //      and closes under the white rb
/* Generated */                 inClose[i] > max(inClose[i-2], inOpen[i-2]) &&              //      inside the gap
/* Generated */                                                                             // size of 2 rb near the same
/* Generated */                 std_fabs(TA_REALBODY(i-1) - TA_REALBODY(i)) < TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 )
/* Generated */             ) ||
/* Generated */             (
/* Generated */                 TA_REALBODYGAPDOWN(i-1,i-2) &&                              // downside gap
/* Generated */                 TA_CANDLECOLOR(i-1) == -1 &&                                // 1st: black
/* Generated */                 TA_CANDLECOLOR(i) == 1 &&                                   // 2nd: white
/* Generated */                 inOpen[i] < inOpen[i-1] && inOpen[i] > inClose[i-1] &&      //      that opens within the black rb
/* Generated */                 inClose[i] > inOpen[i-1] &&                                 //      and closes above the black rb
/* Generated */                 inClose[i] < min(inClose[i-2], inOpen[i-2]) &&              //      inside the gap
/* Generated */                                                                             // size of 2 rb near the same
/* Generated */                 std_fabs(TA_REALBODY(i-1) - TA_REALBODY(i)) < TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 )
/* Generated */             )
/* Generated */         )
/* Generated */             outInteger[outIdx++] = TA_CANDLECOLOR(i-1) * 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 );
/* Generated */         i++; 
/* Generated */         NearTrailingIdx++;
/* Generated */    } while( i <= endIdx );
/* 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 ****/