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 * AC Angelo Ciceri
39 *
40 * Change history:
41 *
42 * MMDDYY BY Description
43 * -------------------------------------------------------------------
44 * 120806 AC Creation (equal to MAX but outputs index)
45 *
46 */
47
48 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
49 /* All code within this section is automatically
50 * generated by gen_code. Any modification will be lost
51 * next time gen_code is run.
52 */
53 /* Generated */
54 /* Generated */ #if defined( _MANAGED )
55 /* Generated */ #include "TA-Lib-Core.h"
56 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
57 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
58 /* Generated */ #elif defined( _JAVA )
59 /* Generated */ #include "ta_defs.h"
60 /* Generated */ #include "ta_java_defs.h"
61 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
62 /* Generated */ #else
63 /* Generated */ #include <string.h>
64 /* Generated */ #include <math.h>
65 /* Generated */ #include "ta_func.h"
66 /* Generated */ #endif
67 /* Generated */
68 /* Generated */ #ifndef TA_UTILITY_H
69 /* Generated */ #include "ta_utility.h"
70 /* Generated */ #endif
71 /* Generated */
72 /* Generated */ #ifndef TA_MEMORY_H
73 /* Generated */ #include "ta_memory.h"
74 /* Generated */ #endif
75 /* Generated */
76 /* Generated */ #define TA_PREFIX(x) TA_##x
77 /* Generated */ #define INPUT_TYPE double
78 /* Generated */
79 /* Generated */ #if defined( _MANAGED )
MaxIndexLookback(int optInTimePeriod)80 /* Generated */ int Core::MaxIndexLookback( int optInTimePeriod ) /* From 2 to 100000 */
81 /* Generated */
82 /* Generated */ #elif defined( _JAVA )
83 /* Generated */ public int maxIndexLookback( int optInTimePeriod ) /* From 2 to 100000 */
84 /* Generated */
85 /* Generated */ #else
86 /* Generated */ int TA_MAXINDEX_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
87 /* Generated */
88 /* Generated */ #endif
89 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
90 {
91 /* insert local variable here */
92
93 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
94 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
95 /* Generated */ /* min/max are checked for optInTimePeriod. */
96 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
97 /* Generated */ optInTimePeriod = 30;
98 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
99 /* Generated */ return -1;
100 /* Generated */
101 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
102 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
103
104 /* insert lookback code here. */
105
106 return (optInTimePeriod-1);
107 }
108
109 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
110 /*
111 * TA_MAXINDEX - Index of highest value over a specified period
112 *
113 * Input = double
114 * Output = int
115 *
116 * Optional Parameters
117 * -------------------
118 * optInTimePeriod:(From 2 to 100000)
119 * Number of period
120 *
121 *
122 */
123 /* Generated */
124 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
125 /* Generated */ enum class Core::RetCode Core::MaxIndex( int startIdx,
126 /* Generated */ int endIdx,
127 /* Generated */ SubArray^ inReal,
128 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
129 /* Generated */ [Out]int% outBegIdx,
130 /* Generated */ [Out]int% outNBElement,
131 /* Generated */ cli::array<int>^ outInteger )
132 /* Generated */ #elif defined( _MANAGED )
133 /* Generated */ enum class Core::RetCode Core::MaxIndex( int startIdx,
134 /* Generated */ int endIdx,
135 /* Generated */ cli::array<double>^ inReal,
136 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
137 /* Generated */ [Out]int% outBegIdx,
138 /* Generated */ [Out]int% outNBElement,
139 /* Generated */ cli::array<int>^ outInteger )
140 /* Generated */ #elif defined( _JAVA )
141 /* Generated */ public RetCode maxIndex( int startIdx,
142 /* Generated */ int endIdx,
143 /* Generated */ double inReal[],
144 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
145 /* Generated */ MInteger outBegIdx,
146 /* Generated */ MInteger outNBElement,
147 /* Generated */ int outInteger[] )
148 /* Generated */ #else
149 /* Generated */ TA_RetCode TA_MAXINDEX( int startIdx,
150 /* Generated */ int endIdx,
151 /* Generated */ const double inReal[],
152 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
153 /* Generated */ int *outBegIdx,
154 /* Generated */ int *outNBElement,
155 /* Generated */ int outInteger[] )
156 /* Generated */ #endif
157 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
158 {
159 /* Insert local variables here. */
160 double highest, tmp;
161 int outIdx, nbInitialElementNeeded;
162 int trailingIdx, today, i, highestIdx;
163
164 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
165 /* Generated */
166 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
167 /* Generated */
168 /* Generated */ /* Validate the requested output range. */
169 /* Generated */ if( startIdx < 0 )
170 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
171 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
172 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
173 /* Generated */
174 /* Generated */ #if !defined(_JAVA)
175 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
176 /* Generated */ #endif /* !defined(_JAVA)*/
177 /* Generated */ /* min/max are checked for optInTimePeriod. */
178 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
179 /* Generated */ optInTimePeriod = 30;
180 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
181 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
182 /* Generated */
183 /* Generated */ #if !defined(_JAVA)
184 /* Generated */ if( !outInteger )
185 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
186 /* Generated */
187 /* Generated */ #endif /* !defined(_JAVA) */
188 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
189 /* Generated */
190 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
191
192 /* Insert TA function code here. */
193
194 /* Identify the minimum number of price bar needed
195 * to identify at least one output over the specified
196 * period.
197 */
198 nbInitialElementNeeded = (optInTimePeriod-1);
199
200 /* Move up the start index if there is not
201 * enough initial data.
202 */
203 if( startIdx < nbInitialElementNeeded )
204 startIdx = nbInitialElementNeeded;
205
206 /* Make sure there is still something to evaluate. */
207 if( startIdx > endIdx )
208 {
209 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
210 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
211 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
212 }
213
214 /* Proceed with the calculation for the requested range.
215 * Note that this algorithm allows the input and
216 * output to be the same buffer.
217 */
218 outIdx = 0;
219 today = startIdx;
220 trailingIdx = startIdx-nbInitialElementNeeded;
221 highestIdx = -1;
222 highest = 0.0;
223
224 while( today <= endIdx )
225 {
226 tmp = inReal[today];
227
228 if( highestIdx < trailingIdx )
229 {
230 highestIdx = trailingIdx;
231 highest = inReal[highestIdx];
232 i = highestIdx;
233 while( ++i<=today )
234 {
235 tmp = inReal[i];
236 if( tmp > highest )
237 {
238 highestIdx = i;
239 highest = tmp;
240 }
241 }
242 }
243 else if( tmp >= highest )
244 {
245 highestIdx = today;
246 highest = tmp;
247 }
248
249 outInteger[outIdx++] = highestIdx;
250 trailingIdx++;
251 today++;
252 }
253
254 /* Keep the outBegIdx relative to the
255 * caller input before returning.
256 */
257 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
258 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
259
260 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
261 }
262
263 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
264 /* Generated */
265 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
266 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
267 /* Generated */ #undef TA_PREFIX
268 /* Generated */ #define TA_PREFIX(x) TA_S_##x
269 /* Generated */ #endif
270 /* Generated */ #undef INPUT_TYPE
271 /* Generated */ #define INPUT_TYPE float
272 /* Generated */ #if defined( _MANAGED )
273 /* Generated */ enum class Core::RetCode Core::MaxIndex( int startIdx,
274 /* Generated */ int endIdx,
275 /* Generated */ cli::array<float>^ inReal,
276 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
277 /* Generated */ [Out]int% outBegIdx,
278 /* Generated */ [Out]int% outNBElement,
279 /* Generated */ cli::array<int>^ outInteger )
280 /* Generated */ #elif defined( _JAVA )
281 /* Generated */ public RetCode maxIndex( int startIdx,
282 /* Generated */ int endIdx,
283 /* Generated */ float inReal[],
284 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
285 /* Generated */ MInteger outBegIdx,
286 /* Generated */ MInteger outNBElement,
287 /* Generated */ int outInteger[] )
288 /* Generated */ #else
289 /* Generated */ TA_RetCode TA_S_MAXINDEX( int startIdx,
290 /* Generated */ int endIdx,
291 /* Generated */ const float inReal[],
292 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
293 /* Generated */ int *outBegIdx,
294 /* Generated */ int *outNBElement,
295 /* Generated */ int outInteger[] )
296 /* Generated */ #endif
297 /* Generated */ {
298 /* Generated */ double highest, tmp;
299 /* Generated */ int outIdx, nbInitialElementNeeded;
300 /* Generated */ int trailingIdx, today, i, highestIdx;
301 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
302 /* Generated */ if( startIdx < 0 )
303 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
304 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
305 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
306 /* Generated */ #if !defined(_JAVA)
307 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
308 /* Generated */ #endif
309 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
310 /* Generated */ optInTimePeriod = 30;
311 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
312 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
313 /* Generated */ #if !defined(_JAVA)
314 /* Generated */ if( !outInteger )
315 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
316 /* Generated */ #endif
317 /* Generated */ #endif
318 /* Generated */ nbInitialElementNeeded = (optInTimePeriod-1);
319 /* Generated */ if( startIdx < nbInitialElementNeeded )
320 /* Generated */ startIdx = nbInitialElementNeeded;
321 /* Generated */ if( startIdx > endIdx )
322 /* Generated */ {
323 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
324 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
325 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
326 /* Generated */ }
327 /* Generated */ outIdx = 0;
328 /* Generated */ today = startIdx;
329 /* Generated */ trailingIdx = startIdx-nbInitialElementNeeded;
330 /* Generated */ highestIdx = -1;
331 /* Generated */ highest = 0.0;
332 /* Generated */ while( today <= endIdx )
333 /* Generated */ {
334 /* Generated */ tmp = inReal[today];
335 /* Generated */ if( highestIdx < trailingIdx )
336 /* Generated */ {
337 /* Generated */ highestIdx = trailingIdx;
338 /* Generated */ highest = inReal[highestIdx];
339 /* Generated */ i = highestIdx;
340 /* Generated */ while( ++i<=today )
341 /* Generated */ {
342 /* Generated */ tmp = inReal[i];
343 /* Generated */ if( tmp > highest )
344 /* Generated */ {
345 /* Generated */ highestIdx = i;
346 /* Generated */ highest = tmp;
347 /* Generated */ }
348 /* Generated */ }
349 /* Generated */ }
350 /* Generated */ else if( tmp >= highest )
351 /* Generated */ {
352 /* Generated */ highestIdx = today;
353 /* Generated */ highest = tmp;
354 /* Generated */ }
355 /* Generated */ outInteger[outIdx++] = highestIdx;
356 /* Generated */ trailingIdx++;
357 /* Generated */ today++;
358 /* Generated */ }
359 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
360 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
361 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
362 /* Generated */ }
363 /* Generated */
364 /* Generated */ #if defined( _MANAGED )
365 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
366 /* Generated */ #endif
367 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
368
369