ta_dx.c

股票主要技术指标源码

   outIdx = 0;

   /* Process the initial DM and TR */
   VALUE_HANDLE_DEREF(outBegIdx) = today = startIdx;

   prevMinusDM = 0.0;
   prevPlusDM  = 0.0;
   prevTR      = 0.0;
   today       = startIdx - lookbackTotal;
   prevHigh    = inHigh[today];
   prevLow     = inLow[today];
   prevClose   = inClose[today];
   i           = optInTimePeriod-1;
   while( i-- > 0 )
   {
      today++;
      tempReal = inHigh[today];
      diffP    = tempReal-prevHigh; /* Plus Delta */
      prevHigh = tempReal;

      tempReal = inLow[today];
      diffM    = prevLow-tempReal;   /* Minus Delta */
      prevLow  = tempReal;

      if( (diffM > 0) && (diffP < diffM) )
      {
          /* Case 2 and 4: +DM=0,-DM=diffM */
          prevMinusDM += diffM;
      }
      else if( (diffP > 0) && (diffP > diffM) )
      {
          /* Case 1 and 3: +DM=diffP,-DM=0 */
          prevPlusDM += diffP;
      }

      TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
      prevTR += tempReal;
      prevClose = inClose[today];
   }

   /* Skip the unstable period. Note that this loop must be executed
    * at least ONCE to calculate the first DI.
    */
   i = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_DX,Dx) + 1;
   while( i-- != 0 )
   {
      /* Calculate the prevMinusDM and prevPlusDM */
      today++;
      tempReal = inHigh[today];
      diffP    = tempReal-prevHigh; /* Plus Delta */
      prevHigh = tempReal;

      tempReal = inLow[today];
      diffM    = prevLow-tempReal;   /* Minus Delta */
      prevLow  = tempReal;

      prevMinusDM -= prevMinusDM/optInTimePeriod;
      prevPlusDM  -= prevPlusDM/optInTimePeriod;

      if( (diffM > 0) && (diffP < diffM) )
      {
         /* Case 2 and 4: +DM=0,-DM=diffM */
         prevMinusDM += diffM;
      }
      else if( (diffP > 0) && (diffP > diffM) )
      {
         /* Case 1 and 3: +DM=diffP,-DM=0 */
         prevPlusDM += diffP;
      }

      /* Calculate the prevTR */
      TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
      prevTR = prevTR - (prevTR/optInTimePeriod) + tempReal;
      prevClose = inClose[today];
   }

   /* Write the first DX output */
   if( !TA_IS_ZERO(prevTR) )
   {
      minusDI = round_pos(100.0*(prevMinusDM/prevTR));
      plusDI  = round_pos(100.0*(prevPlusDM/prevTR));
      tempReal = minusDI+plusDI;
      if( !TA_IS_ZERO(tempReal) )
         outReal[0] = round_pos( 100.0 * (std_fabs(minusDI-plusDI)/tempReal) );
      else
         outReal[0] = 0.0;
   }
   else
      outReal[0] = 0.0;
   outIdx = 1;

   while( today < endIdx )
   {
      /* Calculate the prevMinusDM and prevPlusDM */
      today++;
      tempReal = inHigh[today];
      diffP    = tempReal-prevHigh; /* Plus Delta */
      prevHigh = tempReal;

      tempReal = inLow[today];
      diffM    = prevLow-tempReal;   /* Minus Delta */
      prevLow  = tempReal;

      prevMinusDM -= prevMinusDM/optInTimePeriod;
      prevPlusDM  -= prevPlusDM/optInTimePeriod;

      if( (diffM > 0) && (diffP < diffM) )
      {
         /* Case 2 and 4: +DM=0,-DM=diffM */
         prevMinusDM += diffM;
      }
      else if( (diffP > 0) && (diffP > diffM) )
      {
         /* Case 1 and 3: +DM=diffP,-DM=0 */
         prevPlusDM += diffP;
      }

      /* Calculate the prevTR */
      TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
      prevTR = prevTR - (prevTR/optInTimePeriod) + tempReal;
      prevClose = inClose[today];

      /* Calculate the DX. The value is rounded (see Wilder book). */
      if( !TA_IS_ZERO(prevTR))
      {
         minusDI = round_pos(100.0*(prevMinusDM/prevTR));
         plusDI  = round_pos(100.0*(prevPlusDM/prevTR));
         /* This loop is just to accumulate the initial DX */
         tempReal = minusDI+plusDI;
         if( !TA_IS_ZERO(tempReal))         
            outReal[outIdx] = round_pos( 100.0 * (std_fabs(minusDI-plusDI)/tempReal) );
         else
            outReal[outIdx] = outReal[outIdx-1];
      }
      else
         outReal[outIdx] = outReal[outIdx-1];
      outIdx++;
   }

   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::Dx( int    startIdx,
/* Generated */                                    int    endIdx,
/* Generated */                                    cli::array<float>^ inHigh,
/* Generated */                                    cli::array<float>^ inLow,
/* Generated */                                    cli::array<float>^ inClose,
/* 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 dx( int    startIdx,
/* Generated */                    int    endIdx,
/* Generated */                    float        inHigh[],
/* Generated */                    float        inLow[],
/* Generated */                    float        inClose[],
/* Generated */                    int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                    MInteger     outBegIdx,
/* Generated */                    MInteger     outNBElement,
/* Generated */                    double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_DX( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     const float  inHigh[],
/* Generated */                     const float  inLow[],
/* Generated */                     const float  inClose[],
/* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                     int          *outBegIdx,
/* Generated */                     int          *outNBElement,
/* Generated */                     double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    int today, lookbackTotal, outIdx;
/* Generated */    double prevHigh, prevLow, prevClose;
/* Generated */    double prevMinusDM, prevPlusDM, prevTR;
/* Generated */    double tempReal, tempReal2, diffP, diffM;
/* Generated */    double minusDI, plusDI;
/* Generated */    int i;
/* Generated */    #define TRUE_RANGE(TH,TL,YC,OUT) {\
/* Generated */       OUT = TH-TL; \
/* Generated */       tempReal2 = std_fabs(TH-YC); \
/* Generated */       if( tempReal2 > OUT ) \
/* Generated */          OUT = tempReal2; \
/* Generated */       tempReal2 = std_fabs(TL-YC); \
/* Generated */       if( tempReal2 > OUT ) \
/* Generated */          OUT = tempReal2; \
/* 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(!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 14;
/* 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 */    #undef  round_pos
/* Generated */    #define round_pos(x) (x)
/* Generated */    if( optInTimePeriod > 1 )
/* Generated */       lookbackTotal = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_DX,Dx);
/* Generated */    else
/* Generated */       lookbackTotal = 2;
/* 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 */    VALUE_HANDLE_DEREF(outBegIdx) = today = startIdx;
/* Generated */    prevMinusDM = 0.0;
/* Generated */    prevPlusDM  = 0.0;
/* Generated */    prevTR      = 0.0;
/* Generated */    today       = startIdx - lookbackTotal;
/* Generated */    prevHigh    = inHigh[today];
/* Generated */    prevLow     = inLow[today];
/* Generated */    prevClose   = inClose[today];
/* Generated */    i           = optInTimePeriod-1;
/* Generated */    while( i-- > 0 )
/* Generated */    {
/* Generated */       today++;
/* Generated */       tempReal = inHigh[today];
/* Generated */       diffP    = tempReal-prevHigh; 
/* Generated */       prevHigh = tempReal;
/* Generated */       tempReal = inLow[today];
/* Generated */       diffM    = prevLow-tempReal;   
/* Generated */       prevLow  = tempReal;
/* Generated */       if( (diffM > 0) && (diffP < diffM) )
/* Generated */       {
/* Generated */           prevMinusDM += diffM;
/* Generated */       }
/* Generated */       else if( (diffP > 0) && (diffP > diffM) )
/* Generated */       {
/* Generated */           prevPlusDM += diffP;
/* Generated */       }
/* Generated */       TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
/* Generated */       prevTR += tempReal;
/* Generated */       prevClose = inClose[today];
/* Generated */    }
/* Generated */    i = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_DX,Dx) + 1;
/* Generated */    while( i-- != 0 )
/* Generated */    {
/* Generated */       today++;
/* Generated */       tempReal = inHigh[today];
/* Generated */       diffP    = tempReal-prevHigh; 
/* Generated */       prevHigh = tempReal;
/* Generated */       tempReal = inLow[today];
/* Generated */       diffM    = prevLow-tempReal;   
/* Generated */       prevLow  = tempReal;
/* Generated */       prevMinusDM -= prevMinusDM/optInTimePeriod;
/* Generated */       prevPlusDM  -= prevPlusDM/optInTimePeriod;
/* Generated */       if( (diffM > 0) && (diffP < diffM) )
/* Generated */       {
/* Generated */          prevMinusDM += diffM;
/* Generated */       }
/* Generated */       else if( (diffP > 0) && (diffP > diffM) )
/* Generated */       {
/* Generated */          prevPlusDM += diffP;
/* Generated */       }
/* Generated */       TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
/* Generated */       prevTR = prevTR - (prevTR/optInTimePeriod) + tempReal;
/* Generated */       prevClose = inClose[today];
/* Generated */    }
/* Generated */    if( !TA_IS_ZERO(prevTR) )
/* Generated */    {
/* Generated */       minusDI = round_pos(100.0*(prevMinusDM/prevTR));
/* Generated */       plusDI  = round_pos(100.0*(prevPlusDM/prevTR));
/* Generated */       tempReal = minusDI+plusDI;
/* Generated */       if( !TA_IS_ZERO(tempReal) )
/* Generated */          outReal[0] = round_pos( 100.0 * (std_fabs(minusDI-plusDI)/tempReal) );
/* Generated */       else
/* Generated */          outReal[0] = 0.0;
/* Generated */    }
/* Generated */    else
/* Generated */       outReal[0] = 0.0;
/* Generated */    outIdx = 1;
/* Generated */    while( today < endIdx )
/* Generated */    {
/* Generated */       today++;
/* Generated */       tempReal = inHigh[today];
/* Generated */       diffP    = tempReal-prevHigh; 
/* Generated */       prevHigh = tempReal;
/* Generated */       tempReal = inLow[today];
/* Generated */       diffM    = prevLow-tempReal;   
/* Generated */       prevLow  = tempReal;
/* Generated */       prevMinusDM -= prevMinusDM/optInTimePeriod;
/* Generated */       prevPlusDM  -= prevPlusDM/optInTimePeriod;
/* Generated */       if( (diffM > 0) && (diffP < diffM) )
/* Generated */       {
/* Generated */          prevMinusDM += diffM;
/* Generated */       }
/* Generated */       else if( (diffP > 0) && (diffP > diffM) )
/* Generated */       {
/* Generated */          prevPlusDM += diffP;
/* Generated */       }
/* Generated */       TRUE_RANGE(prevHigh,prevLow,prevClose,tempReal);
/* Generated */       prevTR = prevTR - (prevTR/optInTimePeriod) + tempReal;
/* Generated */       prevClose = inClose[today];
/* Generated */       if( !TA_IS_ZERO(prevTR))
/* Generated */       {
/* Generated */          minusDI = round_pos(100.0*(prevMinusDM/prevTR));
/* Generated */          plusDI  = round_pos(100.0*(prevPlusDM/prevTR));
/* Generated */          tempReal = minusDI+plusDI;
/* Generated */          if( !TA_IS_ZERO(tempReal))         
/* Generated */             outReal[outIdx] = round_pos( 100.0 * (std_fabs(minusDI-plusDI)/tempReal) );
/* Generated */          else
/* Generated */             outReal[outIdx] = outReal[outIdx-1];
/* Generated */       }
/* Generated */       else
/* Generated */          outReal[outIdx] = outReal[outIdx-1];
/* Generated */       outIdx++;
/* 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 ****/