ta_mfi.c

股票主要技术指标源码

   /* The following two equations are equivalent:
    *    MFI = 100 - (100 / 1 + (posSumMF/negSumMF))
    *    MFI = 100 * (posSumMF/(posSumMF+negSumMF))
    * The second equation is used here for speed optimization.
    */
   if( today > startIdx )
   {
      tempValue1 = posSumMF+negSumMF;
      if( tempValue1 < 1.0 )
         outReal[outIdx++] = 0.0;
      else
         outReal[outIdx++] = 100.0*(posSumMF/tempValue1);
   }
   else
   {
      /* Skip the unstable period. Do the processing 
       * but do not write it in the output.
       */   
      while( today < startIdx )
      {
         posSumMF -= CIRCBUF_REF(mflow[mflow_Idx])positive;
         negSumMF -= CIRCBUF_REF(mflow[mflow_Idx])negative;

         tempValue1 = (inHigh[today]+inLow[today]+inClose[today])/3.0;
         tempValue2 = tempValue1 - prevValue;
         prevValue  = tempValue1;
         tempValue1 *= inVolume[today++];
         if( tempValue2 < 0 )
         {
            CIRCBUF_REF(mflow[mflow_Idx])negative = tempValue1;
            negSumMF += tempValue1;
            CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
         }
         else if( tempValue2 > 0 )
         {
            CIRCBUF_REF(mflow[mflow_Idx])positive = tempValue1;
            posSumMF += tempValue1;
            CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
         }
	     else
	     {
            CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
            CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
	     }

         CIRCBUF_NEXT(mflow);
      }
   }

   /* Unstable period skipped... now continue
    * processing if needed.
    */
   while( today <= endIdx )
   {
      posSumMF -= CIRCBUF_REF(mflow[mflow_Idx])positive;
      negSumMF -= CIRCBUF_REF(mflow[mflow_Idx])negative;

      tempValue1 = (inHigh[today]+inLow[today]+inClose[today])/3.0;
      tempValue2 = tempValue1 - prevValue;
      prevValue  = tempValue1;
      tempValue1 *= inVolume[today++];
      if( tempValue2 < 0 )
      {
         CIRCBUF_REF(mflow[mflow_Idx])negative = tempValue1;
         negSumMF += tempValue1;
         CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
      }
      else if( tempValue2 > 0 )
      {
         CIRCBUF_REF(mflow[mflow_Idx])positive = tempValue1;
         posSumMF += tempValue1;
         CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
      }
      else
	  {
         CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
         CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
	  }

      tempValue1 = posSumMF+negSumMF;
      if( tempValue1 < 1.0 )
         outReal[outIdx++] = 0.0;
      else
         outReal[outIdx++] = 100.0*(posSumMF/tempValue1);

      CIRCBUF_NEXT(mflow);
   }

   CIRCBUF_DESTROY(mflow);

   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::Mfi( int    startIdx,
/* Generated */                                     int    endIdx,
/* Generated */                                     cli::array<float>^ inHigh,
/* Generated */                                     cli::array<float>^ inLow,
/* Generated */                                     cli::array<float>^ inClose,
/* Generated */                                     cli::array<float>^ inVolume,
/* 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 mfi( int    startIdx,
/* Generated */                     int    endIdx,
/* Generated */                     float        inHigh[],
/* Generated */                     float        inLow[],
/* Generated */                     float        inClose[],
/* Generated */                     float        inVolume[],
/* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                     MInteger     outBegIdx,
/* Generated */                     MInteger     outNBElement,
/* Generated */                     double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_MFI( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      const float  inHigh[],
/* Generated */                      const float  inLow[],
/* Generated */                      const float  inClose[],
/* Generated */                      const float  inVolume[],
/* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                      int          *outBegIdx,
/* Generated */                      int          *outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    double posSumMF, negSumMF, prevValue;
/* Generated */    double tempValue1, tempValue2;
/* Generated */    int lookbackTotal, outIdx, i, today;
/* Generated */    CIRCBUF_PROLOG_CLASS( mflow, MoneyFlow, 50 ); 
/* 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||!inVolume)
/* 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 */    CIRCBUF_INIT_CLASS( mflow, MoneyFlow, optInTimePeriod );   
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */    lookbackTotal = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_MFI,Mfi);
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       CIRCBUF_DESTROY(mflow);
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    }
/* Generated */    outIdx = 0; 
/* Generated */    today = startIdx-lookbackTotal;
/* Generated */    prevValue = (inHigh[today]+inLow[today]+inClose[today])/3.0;
/* Generated */    posSumMF = 0.0;
/* Generated */    negSumMF = 0.0;
/* Generated */    today++;
/* Generated */    for( i=optInTimePeriod; i > 0; i-- )
/* Generated */    {
/* Generated */       tempValue1 = (inHigh[today]+inLow[today]+inClose[today])/3.0;
/* Generated */       tempValue2 = tempValue1 - prevValue;
/* Generated */       prevValue  = tempValue1;
/* Generated */       tempValue1 *= inVolume[today++];
/* Generated */       if( tempValue2 < 0 )
/* Generated */       {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = tempValue1;
/* Generated */          negSumMF += tempValue1;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */       }
/* Generated */       else if( tempValue2 > 0 )
/* Generated */       {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = tempValue1;
/* Generated */          posSumMF += tempValue1;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */       }
/* Generated */ 	  else
/* Generated */ 	  {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */ 	  }
/* Generated */       CIRCBUF_NEXT(mflow);
/* Generated */    }
/* Generated */    if( today > startIdx )
/* Generated */    {
/* Generated */       tempValue1 = posSumMF+negSumMF;
/* Generated */       if( tempValue1 < 1.0 )
/* Generated */          outReal[outIdx++] = 0.0;
/* Generated */       else
/* Generated */          outReal[outIdx++] = 100.0*(posSumMF/tempValue1);
/* Generated */    }
/* Generated */    else
/* Generated */    {
/* Generated */       while( today < startIdx )
/* Generated */       {
/* Generated */          posSumMF -= CIRCBUF_REF(mflow[mflow_Idx])positive;
/* Generated */          negSumMF -= CIRCBUF_REF(mflow[mflow_Idx])negative;
/* Generated */          tempValue1 = (inHigh[today]+inLow[today]+inClose[today])/3.0;
/* Generated */          tempValue2 = tempValue1 - prevValue;
/* Generated */          prevValue  = tempValue1;
/* Generated */          tempValue1 *= inVolume[today++];
/* Generated */          if( tempValue2 < 0 )
/* Generated */          {
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])negative = tempValue1;
/* Generated */             negSumMF += tempValue1;
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */          }
/* Generated */          else if( tempValue2 > 0 )
/* Generated */          {
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])positive = tempValue1;
/* Generated */             posSumMF += tempValue1;
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */          }
/* Generated */ 	     else
/* Generated */ 	     {
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */             CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */ 	     }
/* Generated */          CIRCBUF_NEXT(mflow);
/* Generated */       }
/* Generated */    }
/* Generated */    while( today <= endIdx )
/* Generated */    {
/* Generated */       posSumMF -= CIRCBUF_REF(mflow[mflow_Idx])positive;
/* Generated */       negSumMF -= CIRCBUF_REF(mflow[mflow_Idx])negative;
/* Generated */       tempValue1 = (inHigh[today]+inLow[today]+inClose[today])/3.0;
/* Generated */       tempValue2 = tempValue1 - prevValue;
/* Generated */       prevValue  = tempValue1;
/* Generated */       tempValue1 *= inVolume[today++];
/* Generated */       if( tempValue2 < 0 )
/* Generated */       {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = tempValue1;
/* Generated */          negSumMF += tempValue1;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */       }
/* Generated */       else if( tempValue2 > 0 )
/* Generated */       {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = tempValue1;
/* Generated */          posSumMF += tempValue1;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */       }
/* Generated */       else
/* Generated */ 	  {
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])positive = 0.0;
/* Generated */          CIRCBUF_REF(mflow[mflow_Idx])negative = 0.0;
/* Generated */ 	  }
/* Generated */       tempValue1 = posSumMF+negSumMF;
/* Generated */       if( tempValue1 < 1.0 )
/* Generated */          outReal[outIdx++] = 0.0;
/* Generated */       else
/* Generated */          outReal[outIdx++] = 100.0*(posSumMF/tempValue1);
/* Generated */       CIRCBUF_NEXT(mflow);
/* Generated */    }
/* Generated */    CIRCBUF_DESTROY(mflow);
/* 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 ****/