ta_aroonosc.c

股票主要技术指标源码

   }

   /* 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-optInTimePeriod;
   lowestIdx   = -1;
   highestIdx  = -1;
   lowest      = 0.0;
   highest     = 0.0;
   factor      = (double)100.0/(double)optInTimePeriod;
   
   while( today <= endIdx )
   {
      /* Keep track of the lowestIdx */
      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;
           }
        }
      }
      else if( tmp <= lowest )
      {
        lowestIdx = today;
        lowest    = tmp;
      }

      /* Keep track of the highestIdx */
      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;
           }
        }
      }
      else if( tmp >= highest )
      {
        highestIdx = today;
        highest = tmp;
      }

      /* The oscillator is the following:
       *  AroonUp   = factor*(optInTimePeriod-(today-highestIdx));
       *  AroonDown = factor*(optInTimePeriod-(today-lowestIdx));
       *  AroonOsc  = AroonUp-AroonDown;
       *
       * An arithmetic simplification give us:
       *  Aroon = factor*(highestIdx-lowestIdx)
       */
      aroon = factor*(highestIdx-lowestIdx);

      /* Note: Do not forget that input and output buffer can be the same,
       *       so writing to the output is the last thing being done here.
       */
      outReal[outIdx] = aroon;

      outIdx++;
      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::AroonOsc( int    startIdx,
/* Generated */                                          int    endIdx,
/* Generated */                                          cli::array<float>^ inHigh,
/* Generated */                                          cli::array<float>^ inLow,
/* 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 aroonOsc( int    startIdx,
/* Generated */                          int    endIdx,
/* Generated */                          float        inHigh[],
/* Generated */                          float        inLow[],
/* Generated */                          int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                          MInteger     outBegIdx,
/* Generated */                          MInteger     outNBElement,
/* Generated */                          double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_AROONOSC( int    startIdx,
/* Generated */                           int    endIdx,
/* Generated */                           const float  inHigh[],
/* Generated */                           const float  inLow[],
/* Generated */                           int           optInTimePeriod, /* From 2 to 100000 */
/* Generated */                           int          *outBegIdx,
/* Generated */                           int          *outNBElement,
/* Generated */                           double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    double lowest, highest, tmp, factor, aroon;
/* Generated */    int outIdx;
/* Generated */    int trailingIdx, lowestIdx, highestIdx, 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)
/* 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 */    if( startIdx < optInTimePeriod )
/* Generated */       startIdx = optInTimePeriod;
/* 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 */    today       = startIdx;
/* Generated */    trailingIdx = startIdx-optInTimePeriod;
/* Generated */    lowestIdx   = -1;
/* Generated */    highestIdx  = -1;
/* Generated */    lowest      = 0.0;
/* Generated */    highest     = 0.0;
/* Generated */    factor      = (double)100.0/(double)optInTimePeriod;
/* 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 */       }
/* Generated */       else if( tmp <= lowest )
/* Generated */       {
/* Generated */         lowestIdx = today;
/* Generated */         lowest    = tmp;
/* 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 */       }
/* Generated */       else if( tmp >= highest )
/* Generated */       {
/* Generated */         highestIdx = today;
/* Generated */         highest = tmp;
/* Generated */       }
/* Generated */       aroon = factor*(highestIdx-lowestIdx);
/* Generated */       outReal[outIdx] = aroon;
/* Generated */       outIdx++;
/* 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 ****/