1 /* TA-LIB Copyright (c) 1999-2007, Mario Fortier
2 * All rights reserved.
3 *
4 * Redistribution and use in source and binary forms, with or
5 * without modification, are permitted provided that the following
6 * conditions are met:
7 *
8 * - Redistributions of source code must retain the above copyright
9 * notice, this list of conditions and the following disclaimer.
10 *
11 * - Redistributions in binary form must reproduce the above copyright
12 * notice, this list of conditions and the following disclaimer in
13 * the documentation and/or other materials provided with the
14 * distribution.
15 *
16 * - Neither name of author nor the names of its contributors
17 * may be used to endorse or promote products derived from this
18 * software without specific prior written permission.
19 *
20 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
21 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
22 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
23 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
24 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
25 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
26 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
27 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
28 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
29 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
30 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
31 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
32 */
33
34 /* List of contributors:
35 *
36 * Initial Name/description
37 * -------------------------------------------------------------------
38 * MF Mario Fortier
39 *
40 *
41 * Change history:
42 *
43 * MMDDYY BY Description
44 * -------------------------------------------------------------------
45 * 112400 MF Template creation.
46 * 052603 MF Adapt code to compile with .NET Managed C++
47 *
48 */
49
50 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
51 /* All code within this section is automatically
52 * generated by gen_code. Any modification will be lost
53 * next time gen_code is run.
54 */
55 /* Generated */
56 /* Generated */ #if defined( _MANAGED )
57 /* Generated */ #include "TA-Lib-Core.h"
58 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
59 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
60 /* Generated */ #elif defined( _JAVA )
61 /* Generated */ #include "ta_defs.h"
62 /* Generated */ #include "ta_java_defs.h"
63 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
64 /* Generated */ #else
65 /* Generated */ #include <string.h>
66 /* Generated */ #include <math.h>
67 /* Generated */ #include "ta_func.h"
68 /* Generated */ #endif
69 /* Generated */
70 /* Generated */ #ifndef TA_UTILITY_H
71 /* Generated */ #include "ta_utility.h"
72 /* Generated */ #endif
73 /* Generated */
74 /* Generated */ #ifndef TA_MEMORY_H
75 /* Generated */ #include "ta_memory.h"
76 /* Generated */ #endif
77 /* Generated */
78 /* Generated */ #define TA_PREFIX(x) TA_##x
79 /* Generated */ #define INPUT_TYPE double
80 /* Generated */
81 /* Generated */ #if defined( _MANAGED )
SmaLookback(int optInTimePeriod)82 /* Generated */ int Core::SmaLookback( int optInTimePeriod ) /* From 2 to 100000 */
83 /* Generated */
84 /* Generated */ #elif defined( _JAVA )
85 /* Generated */ public int smaLookback( int optInTimePeriod ) /* From 2 to 100000 */
86 /* Generated */
87 /* Generated */ #else
88 /* Generated */ int TA_SMA_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
89 /* Generated */
90 /* Generated */ #endif
91 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
92 {
93 /* insert local variable here */
94
95 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
96 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
97 /* Generated */ /* min/max are checked for optInTimePeriod. */
98 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
99 /* Generated */ optInTimePeriod = 30;
100 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
101 /* Generated */ return -1;
102 /* Generated */
103 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
104 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
105
106 /* insert lookback code here. */
107
108 return optInTimePeriod - 1;
109 }
110
111 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
112 /*
113 * TA_SMA - Simple Moving Average
114 *
115 * Input = double
116 * Output = double
117 *
118 * Optional Parameters
119 * -------------------
120 * optInTimePeriod:(From 2 to 100000)
121 * Number of period
122 *
123 *
124 */
125 /* Generated */
126 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
127 /* Generated */ enum class Core::RetCode Core::Sma( int startIdx,
128 /* Generated */ int endIdx,
129 /* Generated */ SubArray^ inReal,
130 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
131 /* Generated */ [Out]int% outBegIdx,
132 /* Generated */ [Out]int% outNBElement,
133 /* Generated */ cli::array<double>^ outReal )
134 /* Generated */ #elif defined( _MANAGED )
135 /* Generated */ enum class Core::RetCode Core::Sma( int startIdx,
136 /* Generated */ int endIdx,
137 /* Generated */ cli::array<double>^ inReal,
138 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
139 /* Generated */ [Out]int% outBegIdx,
140 /* Generated */ [Out]int% outNBElement,
141 /* Generated */ cli::array<double>^ outReal )
142 /* Generated */ #elif defined( _JAVA )
143 /* Generated */ public RetCode sma( int startIdx,
144 /* Generated */ int endIdx,
145 /* Generated */ double inReal[],
146 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
147 /* Generated */ MInteger outBegIdx,
148 /* Generated */ MInteger outNBElement,
149 /* Generated */ double outReal[] )
150 /* Generated */ #else
151 /* Generated */ TA_RetCode TA_SMA( int startIdx,
152 /* Generated */ int endIdx,
153 /* Generated */ const double inReal[],
154 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
155 /* Generated */ int *outBegIdx,
156 /* Generated */ int *outNBElement,
157 /* Generated */ double outReal[] )
158 /* Generated */ #endif
159 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
160 {
161 /* Insert local variables here. */
162
163 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
164 /* Generated */
165 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
166 /* Generated */
167 /* Generated */ /* Validate the requested output range. */
168 /* Generated */ if( startIdx < 0 )
169 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
170 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
171 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
172 /* Generated */
173 /* Generated */ #if !defined(_JAVA)
174 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
175 /* Generated */ #endif /* !defined(_JAVA)*/
176 /* Generated */ /* min/max are checked for optInTimePeriod. */
177 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
178 /* Generated */ optInTimePeriod = 30;
179 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
180 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
181 /* Generated */
182 /* Generated */ #if !defined(_JAVA)
183 /* Generated */ if( !outReal )
184 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
185 /* Generated */
186 /* Generated */ #endif /* !defined(_JAVA) */
187 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
188 /* Generated */
189 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
190
191 return FUNCTION_CALL(INT_SMA)( startIdx, endIdx,
192 inReal, optInTimePeriod,
193 outBegIdx, outNBElement, outReal );
194 }
195
196 #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
197 enum class Core::RetCode Core::TA_INT_SMA( int startIdx,
198 int endIdx,
199 SubArray^ inReal,
200 int optInTimePeriod,
201 [Out]int% outBegIdx,
202 [Out]int% outNBElement,
203 cli::array<double>^ outReal)
204 #elif defined( _MANAGED )
205 enum class Core::RetCode Core::TA_INT_SMA( int startIdx,
206 int endIdx,
207 cli::array<INPUT_TYPE>^ inReal,
208 int optInTimePeriod,
209 [Out]int% outBegIdx,
210 [Out]int% outNBElement,
211 cli::array<double>^ outReal)
212 #elif defined( _JAVA )
213 RetCode TA_INT_SMA( int startIdx,
214 int endIdx,
215 INPUT_TYPE inReal[],
216 int optInTimePeriod, /* From 1 to TA_INTEGER_MAX */
217 MInteger outBegIdx,
218 MInteger outNBElement,
219 double outReal[] )
220 #else
221 TA_RetCode TA_PREFIX(INT_SMA)( int startIdx,
222 int endIdx,
223 const INPUT_TYPE *inReal,
224 int optInTimePeriod, /* From 1 to TA_INTEGER_MAX */
225 int *outBegIdx,
226 int *outNBElement,
227 double *outReal )
228 #endif
229 {
230 double periodTotal, tempReal;
231 int i, outIdx, trailingIdx, lookbackTotal;
232
233 /* Identify the minimum number of price bar needed
234 * to calculate at least one output.
235 */
236 lookbackTotal = (optInTimePeriod-1);
237
238 /* Move up the start index if there is not
239 * enough initial data.
240 */
241 if( startIdx < lookbackTotal )
242 startIdx = lookbackTotal;
243
244 /* Make sure there is still something to evaluate. */
245 if( startIdx > endIdx )
246 {
247 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
248 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
249 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
250 }
251
252 /* Do the MA calculation using tight loops. */
253 /* Add-up the initial period, except for the last value. */
254 periodTotal = 0;
255 trailingIdx = startIdx-lookbackTotal;
256
257 i=trailingIdx;
258 if( optInTimePeriod > 1 )
259 {
260 while( i < startIdx )
261 periodTotal += inReal[i++];
262 }
263
264 /* Proceed with the calculation for the requested range.
265 * Note that this algorithm allows the inReal and
266 * outReal to be the same buffer.
267 */
268 outIdx = 0;
269 do
270 {
271 periodTotal += inReal[i++];
272 tempReal = periodTotal;
273 periodTotal -= inReal[trailingIdx++];
274 outReal[outIdx++] = tempReal / optInTimePeriod;
275 } while( i <= endIdx );
276
277 /* All done. Indicate the output limits and return. */
278 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
279 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
280
281 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
282 }
283
284
285 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
286 /* Generated */
287 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
288 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
289 /* Generated */ #undef TA_PREFIX
290 /* Generated */ #define TA_PREFIX(x) TA_S_##x
291 /* Generated */ #endif
292 /* Generated */ #undef INPUT_TYPE
293 /* Generated */ #define INPUT_TYPE float
294 /* Generated */ #if defined( _MANAGED )
295 /* Generated */ enum class Core::RetCode Core::Sma( int startIdx,
296 /* Generated */ int endIdx,
297 /* Generated */ cli::array<float>^ inReal,
298 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
299 /* Generated */ [Out]int% outBegIdx,
300 /* Generated */ [Out]int% outNBElement,
301 /* Generated */ cli::array<double>^ outReal )
302 /* Generated */ #elif defined( _JAVA )
303 /* Generated */ public RetCode sma( int startIdx,
304 /* Generated */ int endIdx,
305 /* Generated */ float inReal[],
306 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
307 /* Generated */ MInteger outBegIdx,
308 /* Generated */ MInteger outNBElement,
309 /* Generated */ double outReal[] )
310 /* Generated */ #else
311 /* Generated */ TA_RetCode TA_S_SMA( int startIdx,
312 /* Generated */ int endIdx,
313 /* Generated */ const float inReal[],
314 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
315 /* Generated */ int *outBegIdx,
316 /* Generated */ int *outNBElement,
317 /* Generated */ double outReal[] )
318 /* Generated */ #endif
319 /* Generated */ {
320 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
321 /* Generated */ if( startIdx < 0 )
322 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
323 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
324 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
325 /* Generated */ #if !defined(_JAVA)
326 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
327 /* Generated */ #endif
328 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
329 /* Generated */ optInTimePeriod = 30;
330 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
331 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
332 /* Generated */ #if !defined(_JAVA)
333 /* Generated */ if( !outReal )
334 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
335 /* Generated */ #endif
336 /* Generated */ #endif
337 /* Generated */ return FUNCTION_CALL(INT_SMA)( startIdx, endIdx,
338 /* Generated */ inReal, optInTimePeriod,
339 /* Generated */ outBegIdx, outNBElement, outReal );
340 /* Generated */ }
341 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT)
342 /* Generated */ enum class Core::RetCode Core::TA_INT_SMA( int startIdx,
343 /* Generated */ int endIdx,
344 /* Generated */ SubArray^ inReal,
345 /* Generated */ int optInTimePeriod,
346 /* Generated */ [Out]int% outBegIdx,
347 /* Generated */ [Out]int% outNBElement,
348 /* Generated */ cli::array<double>^ outReal)
349 /* Generated */ #elif defined( _MANAGED )
350 /* Generated */ enum class Core::RetCode Core::TA_INT_SMA( int startIdx,
351 /* Generated */ int endIdx,
352 /* Generated */ cli::array<INPUT_TYPE>^ inReal,
353 /* Generated */ int optInTimePeriod,
354 /* Generated */ [Out]int% outBegIdx,
355 /* Generated */ [Out]int% outNBElement,
356 /* Generated */ cli::array<double>^ outReal)
357 /* Generated */ #elif defined( _JAVA )
358 /* Generated */ RetCode TA_INT_SMA( int startIdx,
359 /* Generated */ int endIdx,
360 /* Generated */ INPUT_TYPE inReal[],
361 /* Generated */ int optInTimePeriod,
362 /* Generated */ MInteger outBegIdx,
363 /* Generated */ MInteger outNBElement,
364 /* Generated */ double outReal[] )
365 /* Generated */ #else
366 /* Generated */ TA_RetCode TA_PREFIX(INT_SMA)( int startIdx,
367 /* Generated */ int endIdx,
368 /* Generated */ const INPUT_TYPE *inReal,
369 /* Generated */ int optInTimePeriod,
370 /* Generated */ int *outBegIdx,
371 /* Generated */ int *outNBElement,
372 /* Generated */ double *outReal )
373 /* Generated */ #endif
374 /* Generated */ {
375 /* Generated */ double periodTotal, tempReal;
376 /* Generated */ int i, outIdx, trailingIdx, lookbackTotal;
377 /* Generated */ lookbackTotal = (optInTimePeriod-1);
378 /* Generated */ if( startIdx < lookbackTotal )
379 /* Generated */ startIdx = lookbackTotal;
380 /* Generated */ if( startIdx > endIdx )
381 /* Generated */ {
382 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
383 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
384 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
385 /* Generated */ }
386 /* Generated */ periodTotal = 0;
387 /* Generated */ trailingIdx = startIdx-lookbackTotal;
388 /* Generated */ i=trailingIdx;
389 /* Generated */ if( optInTimePeriod > 1 )
390 /* Generated */ {
391 /* Generated */ while( i < startIdx )
392 /* Generated */ periodTotal += inReal[i++];
393 /* Generated */ }
394 /* Generated */ outIdx = 0;
395 /* Generated */ do
396 /* Generated */ {
397 /* Generated */ periodTotal += inReal[i++];
398 /* Generated */ tempReal = periodTotal;
399 /* Generated */ periodTotal -= inReal[trailingIdx++];
400 /* Generated */ outReal[outIdx++] = tempReal / optInTimePeriod;
401 /* Generated */ } while( i <= endIdx );
402 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
403 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
404 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
405 /* Generated */ }
406 /* Generated */
407 /* Generated */ #if defined( _MANAGED )
408 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
409 /* Generated */ #endif
410 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
411
412