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 * AC Angelo Ciceri
40 *
41 *
42 * Change history:
43 *
44 * MMDDYY BY Description
45 * -------------------------------------------------------------------
46 * 010802 MF Template creation.
47 * 052603 MF Adapt code to compile with .NET Managed C++
48 * 110206 AC Change volume and open interest to double
49 *
50 */
51
52 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
53 /* All code within this section is automatically
54 * generated by gen_code. Any modification will be lost
55 * next time gen_code is run.
56 */
57 /* Generated */
58 /* Generated */ #if defined( _MANAGED )
59 /* Generated */ #include "TA-Lib-Core.h"
60 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
61 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
62 /* Generated */ #elif defined( _JAVA )
63 /* Generated */ #include "ta_defs.h"
64 /* Generated */ #include "ta_java_defs.h"
65 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
66 /* Generated */ #else
67 /* Generated */ #include <string.h>
68 /* Generated */ #include <math.h>
69 /* Generated */ #include "ta_func.h"
70 /* Generated */ #endif
71 /* Generated */
72 /* Generated */ #ifndef TA_UTILITY_H
73 /* Generated */ #include "ta_utility.h"
74 /* Generated */ #endif
75 /* Generated */
76 /* Generated */ #ifndef TA_MEMORY_H
77 /* Generated */ #include "ta_memory.h"
78 /* Generated */ #endif
79 /* Generated */
80 /* Generated */ #define TA_PREFIX(x) TA_##x
81 /* Generated */ #define INPUT_TYPE double
82 /* Generated */
83 /* Generated */ #if defined( _MANAGED )
ObvLookback(void)84 /* Generated */ int Core::ObvLookback( void )
85 /* Generated */
86 /* Generated */ #elif defined( _JAVA )
87 /* Generated */ public int obvLookback( )
88 /* Generated */
89 /* Generated */ #else
90 /* Generated */ int TA_OBV_Lookback( void )
91 /* Generated */
92 /* Generated */ #endif
93 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
94 {
95 /* insert local variable here */
96
97 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
98 /* Generated */ /* No parameters to validate. */
99 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
100
101 /* insert lookback code here. */
102
103 /* This function have no lookback needed. */
104 return 0;
105 }
106
107 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
108 /*
109 * TA_OBV - On Balance Volume
110 *
111 * Input = double, Volume
112 * Output = double
113 *
114 */
115 /* Generated */
116 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
117 /* Generated */ enum class Core::RetCode Core::Obv( int startIdx,
118 /* Generated */ int endIdx,
119 /* Generated */ SubArray^ inReal,
120 /* Generated */ SubArray^ inVolume,
121 /* Generated */ [Out]int% outBegIdx,
122 /* Generated */ [Out]int% outNBElement,
123 /* Generated */ cli::array<double>^ outReal )
124 /* Generated */ #elif defined( _MANAGED )
125 /* Generated */ enum class Core::RetCode Core::Obv( int startIdx,
126 /* Generated */ int endIdx,
127 /* Generated */ cli::array<double>^ inReal,
128 /* Generated */ cli::array<double>^ inVolume,
129 /* Generated */ [Out]int% outBegIdx,
130 /* Generated */ [Out]int% outNBElement,
131 /* Generated */ cli::array<double>^ outReal )
132 /* Generated */ #elif defined( _JAVA )
133 /* Generated */ public RetCode obv( int startIdx,
134 /* Generated */ int endIdx,
135 /* Generated */ double inReal[],
136 /* Generated */ double inVolume[],
137 /* Generated */ MInteger outBegIdx,
138 /* Generated */ MInteger outNBElement,
139 /* Generated */ double outReal[] )
140 /* Generated */ #else
141 /* Generated */ TA_RetCode TA_OBV( int startIdx,
142 /* Generated */ int endIdx,
143 /* Generated */ const double inReal[],
144 /* Generated */ const double inVolume[],
145 /* Generated */ int *outBegIdx,
146 /* Generated */ int *outNBElement,
147 /* Generated */ double outReal[] )
148 /* Generated */ #endif
149 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
150 {
151 /* insert local variable here */
152 int i;
153 int outIdx;
154 double prevReal, tempReal, prevOBV;
155
156 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
157 /* Generated */
158 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
159 /* Generated */
160 /* Generated */ /* Validate the requested output range. */
161 /* Generated */ if( startIdx < 0 )
162 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
163 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
164 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
165 /* Generated */
166 /* Generated */ #if !defined(_JAVA)
167 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
168 /* Generated */ /* Verify required price component. */
169 /* Generated */ if(!inVolume)
170 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
171 /* Generated */
172 /* Generated */ #endif /* !defined(_JAVA)*/
173 /* Generated */ #if !defined(_JAVA)
174 /* Generated */ if( !outReal )
175 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
176 /* Generated */
177 /* Generated */ #endif /* !defined(_JAVA) */
178 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
179 /* Generated */
180 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
181
182 /* Insert TA function code here. */
183 prevOBV = inVolume[startIdx];
184 prevReal = inReal[startIdx];
185 outIdx = 0;
186
187 for(i=startIdx; i <= endIdx; i++ )
188 {
189 tempReal = inReal[i];
190 if( tempReal > prevReal )
191 prevOBV += inVolume[i];
192 else if( tempReal < prevReal )
193 prevOBV -= inVolume[i];
194
195 outReal[outIdx++] = prevOBV;
196 prevReal = tempReal;
197 }
198
199 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
200 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
201
202 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
203 }
204
205 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
206 /* Generated */
207 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
208 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
209 /* Generated */ #undef TA_PREFIX
210 /* Generated */ #define TA_PREFIX(x) TA_S_##x
211 /* Generated */ #endif
212 /* Generated */ #undef INPUT_TYPE
213 /* Generated */ #define INPUT_TYPE float
214 /* Generated */ #if defined( _MANAGED )
215 /* Generated */ enum class Core::RetCode Core::Obv( int startIdx,
216 /* Generated */ int endIdx,
217 /* Generated */ cli::array<float>^ inReal,
218 /* Generated */ cli::array<float>^ inVolume,
219 /* Generated */ [Out]int% outBegIdx,
220 /* Generated */ [Out]int% outNBElement,
221 /* Generated */ cli::array<double>^ outReal )
222 /* Generated */ #elif defined( _JAVA )
223 /* Generated */ public RetCode obv( int startIdx,
224 /* Generated */ int endIdx,
225 /* Generated */ float inReal[],
226 /* Generated */ float inVolume[],
227 /* Generated */ MInteger outBegIdx,
228 /* Generated */ MInteger outNBElement,
229 /* Generated */ double outReal[] )
230 /* Generated */ #else
231 /* Generated */ TA_RetCode TA_S_OBV( int startIdx,
232 /* Generated */ int endIdx,
233 /* Generated */ const float inReal[],
234 /* Generated */ const float inVolume[],
235 /* Generated */ int *outBegIdx,
236 /* Generated */ int *outNBElement,
237 /* Generated */ double outReal[] )
238 /* Generated */ #endif
239 /* Generated */ {
240 /* Generated */ int i;
241 /* Generated */ int outIdx;
242 /* Generated */ double prevReal, tempReal, prevOBV;
243 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
244 /* Generated */ if( startIdx < 0 )
245 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
246 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
247 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
248 /* Generated */ #if !defined(_JAVA)
249 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
250 /* Generated */ if(!inVolume)
251 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
252 /* Generated */ #endif
253 /* Generated */ #if !defined(_JAVA)
254 /* Generated */ if( !outReal )
255 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
256 /* Generated */ #endif
257 /* Generated */ #endif
258 /* Generated */ prevOBV = inVolume[startIdx];
259 /* Generated */ prevReal = inReal[startIdx];
260 /* Generated */ outIdx = 0;
261 /* Generated */ for(i=startIdx; i <= endIdx; i++ )
262 /* Generated */ {
263 /* Generated */ tempReal = inReal[i];
264 /* Generated */ if( tempReal > prevReal )
265 /* Generated */ prevOBV += inVolume[i];
266 /* Generated */ else if( tempReal < prevReal )
267 /* Generated */ prevOBV -= inVolume[i];
268 /* Generated */ outReal[outIdx++] = prevOBV;
269 /* Generated */ prevReal = tempReal;
270 /* Generated */ }
271 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
272 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
273 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
274 /* Generated */ }
275 /* Generated */
276 /* Generated */ #if defined( _MANAGED )
277 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
278 /* Generated */ #endif
279 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
280
281