ta_beta.c

股票主要技术指标源码

   /* Process remaining of lookback until ready to output the first value. */
   i = ++trailingIdx;

   while( i < startIdx )
   {
       tmp_real = inReal0[i];
       if( !TA_IS_ZERO(last_price_x) )
          x = (tmp_real-last_price_x)/last_price_x;
       else
          x = 0.0;
       last_price_x = tmp_real;

       tmp_real = inReal1[i++];
       if( !TA_IS_ZERO(last_price_y) )
          y = (tmp_real-last_price_y)/last_price_y;
       else
          y = 0.0;
       last_price_y = tmp_real;

       S_xx += x*x;
       S_xy += x*y;
       S_x += x;
       S_y += y;      
   }
   

   outIdx = 0; /* First output always start at index zero */
   n = (double)optInTimePeriod;
   do
   {
       tmp_real = inReal0[i];
       if( !TA_IS_ZERO(last_price_x) )
          x = (tmp_real-last_price_x)/last_price_x;
       else
          x = 0.0;
       last_price_x = tmp_real;

       tmp_real = inReal1[i++];
       if( !TA_IS_ZERO(last_price_y) )
          y = (tmp_real-last_price_y)/last_price_y;
       else
          y = 0.0;
       last_price_y = tmp_real;

       S_xx += x*x;
       S_xy += x*y;
       S_x += x;
       S_y += y;

       /* Always read the trailing before writing the output because the input and output
        * buffer can be the same.
        */
       tmp_real = inReal0[trailingIdx];
       if( !TA_IS_ZERO(trailing_last_price_x) )
          x = (tmp_real-trailing_last_price_x)/trailing_last_price_x;
       else
          x = 0.0;
       trailing_last_price_x = tmp_real;

       tmp_real = inReal1[trailingIdx++];
       if( !TA_IS_ZERO(trailing_last_price_y) )
          y = (tmp_real-trailing_last_price_y)/trailing_last_price_y;
       else
          y = 0.0;
       trailing_last_price_y = tmp_real;

       /* Write the output */
       tmp_real = (n * S_xx) - (S_x * S_x);
       if( !TA_IS_ZERO(tmp_real) )
          outReal[outIdx++] = ((n * S_xy) - (S_x * S_y)) / tmp_real;
       else
          outReal[outIdx++] = 0.0;

       /* Remove the calculation starting with the trailingIdx. */
       S_xx -= x*x;
       S_xy -= x*y;
       S_x -= x;
       S_y -= y;       
   } 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::Beta( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      cli::array<float>^ inReal0,
/* Generated */                                      cli::array<float>^ inReal1,
/* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                                      [Out]int%    outBegIdx,
/* Generated */                                      [Out]int%    outNBElement,
/* Generated */                                      cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode beta( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      float        inReal0[],
/* Generated */                      float        inReal1[],
/* Generated */                      int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                      MInteger     outBegIdx,
/* Generated */                      MInteger     outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_BETA( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  inReal0[],
/* Generated */                       const float  inReal1[],
/* Generated */                       int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     double S_xx = 0.0f; 
/* Generated */     double S_xy = 0.0f; 
/* Generated */     double S_x = 0.0f; 
/* Generated */     double S_y = 0.0f; 
/* Generated */     double last_price_x = 0.0f; 
/* Generated */     double last_price_y = 0.0f; 
/* Generated */     double trailing_last_price_x = 0.0f; 
/* Generated */     double trailing_last_price_y = 0.0f; 
/* Generated */     double tmp_real = 0.0f; 
/* Generated */     double x; 
/* Generated */     double y; 
/* Generated */     double n = 0.0f;
/* Generated */     int i, outIdx;
/* Generated */     int trailingIdx, nbInitialElementNeeded;
/* 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( !inReal0 ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     if( !inReal1 ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 5;
/* Generated */     else if( ((int)optInTimePeriod < 1) || ((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 */    nbInitialElementNeeded = optInTimePeriod;
/* Generated */    if( startIdx < nbInitialElementNeeded )
/* Generated */       startIdx = nbInitialElementNeeded;
/* 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 */    trailingIdx = startIdx-nbInitialElementNeeded;
/* Generated */    last_price_x = trailing_last_price_x = inReal0[trailingIdx];
/* Generated */    last_price_y = trailing_last_price_y = inReal1[trailingIdx];
/* Generated */    i = ++trailingIdx;
/* Generated */    while( i < startIdx )
/* Generated */    {
/* Generated */        tmp_real = inReal0[i];
/* Generated */        if( !TA_IS_ZERO(last_price_x) )
/* Generated */           x = (tmp_real-last_price_x)/last_price_x;
/* Generated */        else
/* Generated */           x = 0.0;
/* Generated */        last_price_x = tmp_real;
/* Generated */        tmp_real = inReal1[i++];
/* Generated */        if( !TA_IS_ZERO(last_price_y) )
/* Generated */           y = (tmp_real-last_price_y)/last_price_y;
/* Generated */        else
/* Generated */           y = 0.0;
/* Generated */        last_price_y = tmp_real;
/* Generated */        S_xx += x*x;
/* Generated */        S_xy += x*y;
/* Generated */        S_x += x;
/* Generated */        S_y += y;      
/* Generated */    }
/* Generated */    outIdx = 0; 
/* Generated */    n = (double)optInTimePeriod;
/* Generated */    do
/* Generated */    {
/* Generated */        tmp_real = inReal0[i];
/* Generated */        if( !TA_IS_ZERO(last_price_x) )
/* Generated */           x = (tmp_real-last_price_x)/last_price_x;
/* Generated */        else
/* Generated */           x = 0.0;
/* Generated */        last_price_x = tmp_real;
/* Generated */        tmp_real = inReal1[i++];
/* Generated */        if( !TA_IS_ZERO(last_price_y) )
/* Generated */           y = (tmp_real-last_price_y)/last_price_y;
/* Generated */        else
/* Generated */           y = 0.0;
/* Generated */        last_price_y = tmp_real;
/* Generated */        S_xx += x*x;
/* Generated */        S_xy += x*y;
/* Generated */        S_x += x;
/* Generated */        S_y += y;
/* Generated */        tmp_real = inReal0[trailingIdx];
/* Generated */        if( !TA_IS_ZERO(trailing_last_price_x) )
/* Generated */           x = (tmp_real-trailing_last_price_x)/trailing_last_price_x;
/* Generated */        else
/* Generated */           x = 0.0;
/* Generated */        trailing_last_price_x = tmp_real;
/* Generated */        tmp_real = inReal1[trailingIdx++];
/* Generated */        if( !TA_IS_ZERO(trailing_last_price_y) )
/* Generated */           y = (tmp_real-trailing_last_price_y)/trailing_last_price_y;
/* Generated */        else
/* Generated */           y = 0.0;
/* Generated */        trailing_last_price_y = tmp_real;
/* Generated */        tmp_real = (n * S_xx) - (S_x * S_x);
/* Generated */        if( !TA_IS_ZERO(tmp_real) )
/* Generated */           outReal[outIdx++] = ((n * S_xy) - (S_x * S_y)) / tmp_real;
/* Generated */        else
/* Generated */           outReal[outIdx++] = 0.0;
/* Generated */        S_xx -= x*x;
/* Generated */        S_xy -= x*y;
/* Generated */        S_x -= x;
/* Generated */        S_y -= y;       
/* 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 ****/