ta_willr.c

股票主要技术指标源码

   /* Initialize 'diff', just to avoid warning. */
   diff = 0.0;

   /* Proceed with the calculation for the requested range.
    * Note that this algorithm allows the input and
    * output to be the same buffer.
    */
   outIdx      = 0;
   today       = startIdx;
   trailingIdx = startIdx-nbInitialElementNeeded;
   lowestIdx   = highestIdx = -1;
   diff = highest = lowest  = 0.0;
     
   while( today <= endIdx )
   {
      /* Set the lowest low */
      tmp = inLow[today];
      if( lowestIdx < trailingIdx )
      {
         lowestIdx = trailingIdx;
         lowest = inLow[lowestIdx];
         i = lowestIdx;
         while( ++i<=today )
         {
            tmp = inLow[i];
            if( tmp < lowest )
            {
               lowestIdx = i;
               lowest = tmp;
            }
         }
         diff = (highest - lowest)/(-100.0);
      }
      else if( tmp <= lowest )
      {
         lowestIdx = today;
         lowest = tmp;
         diff = (highest - lowest)/(-100.0);
      }

      /* Set the highest high */
      tmp = inHigh[today];
      if( highestIdx < trailingIdx )
      {
         highestIdx = trailingIdx;
         highest = inHigh[highestIdx];
         i = highestIdx;
         while( ++i<=today )
         {
            tmp = inHigh[i];
            if( tmp > highest )
            {
               highestIdx = i;
               highest = tmp;
            }
         }
         diff = (highest - lowest)/(-100.0);
      }
      else if( tmp >= highest )
      {
         highestIdx = today;
         highest = tmp;
         diff = (highest - lowest)/(-100.0);
      }

      if( diff != 0.0 )
         outReal[outIdx++] = (highest-inClose[today])/diff;
      else
         outReal[outIdx++] = 0.0;
      
      trailingIdx++;
      today++;  
   }

   /* Keep the outBegIdx relative to the
    * caller input before returning.
    */
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
   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::WillR( 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 willR( 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_WILLR( 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 */    double lowest, highest, tmp, diff;
/* Generated */    int outIdx, nbInitialElementNeeded;
/* Generated */    int trailingIdx, lowestIdx, highestIdx;
/* Generated */    int today, i;
/* 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 */    nbInitialElementNeeded = (optInTimePeriod-1);
/* 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 */    diff = 0.0;
/* Generated */    outIdx      = 0;
/* Generated */    today       = startIdx;
/* Generated */    trailingIdx = startIdx-nbInitialElementNeeded;
/* Generated */    lowestIdx   = highestIdx = -1;
/* Generated */    diff = highest = lowest  = 0.0;
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       tmp = inLow[today];
/* Generated */       if( lowestIdx < trailingIdx )
/* Generated */       {
/* Generated */          lowestIdx = trailingIdx;
/* Generated */          lowest = inLow[lowestIdx];
/* Generated */          i = lowestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inLow[i];
/* Generated */             if( tmp < lowest )
/* Generated */             {
/* Generated */                lowestIdx = i;
/* Generated */                lowest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/(-100.0);
/* Generated */       }
/* Generated */       else if( tmp <= lowest )
/* Generated */       {
/* Generated */          lowestIdx = today;
/* Generated */          lowest = tmp;
/* Generated */          diff = (highest - lowest)/(-100.0);
/* Generated */       }
/* Generated */       tmp = inHigh[today];
/* Generated */       if( highestIdx < trailingIdx )
/* Generated */       {
/* Generated */          highestIdx = trailingIdx;
/* Generated */          highest = inHigh[highestIdx];
/* Generated */          i = highestIdx;
/* Generated */          while( ++i<=today )
/* Generated */          {
/* Generated */             tmp = inHigh[i];
/* Generated */             if( tmp > highest )
/* Generated */             {
/* Generated */                highestIdx = i;
/* Generated */                highest = tmp;
/* Generated */             }
/* Generated */          }
/* Generated */          diff = (highest - lowest)/(-100.0);
/* Generated */       }
/* Generated */       else if( tmp >= highest )
/* Generated */       {
/* Generated */          highestIdx = today;
/* Generated */          highest = tmp;
/* Generated */          diff = (highest - lowest)/(-100.0);
/* Generated */       }
/* Generated */       if( diff != 0.0 )
/* Generated */          outReal[outIdx++] = (highest-inClose[today])/diff;
/* Generated */       else
/* Generated */          outReal[outIdx++] = 0.0;
/* Generated */       trailingIdx++;
/* Generated */       today++;  
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* 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 ****/