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 * 120802 MF Template creation.
46 *
47 */
48
49 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
50 /* All code within this section is automatically
51 * generated by gen_code. Any modification will be lost
52 * next time gen_code is run.
53 */
54 /* Generated */
55 /* Generated */ #if defined( _MANAGED )
56 /* Generated */ #include "TA-Lib-Core.h"
57 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
58 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
59 /* Generated */ #elif defined( _JAVA )
60 /* Generated */ #include "ta_defs.h"
61 /* Generated */ #include "ta_java_defs.h"
62 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
63 /* Generated */ #else
64 /* Generated */ #include <string.h>
65 /* Generated */ #include <math.h>
66 /* Generated */ #include "ta_func.h"
67 /* Generated */ #endif
68 /* Generated */
69 /* Generated */ #ifndef TA_UTILITY_H
70 /* Generated */ #include "ta_utility.h"
71 /* Generated */ #endif
72 /* Generated */
73 /* Generated */ #ifndef TA_MEMORY_H
74 /* Generated */ #include "ta_memory.h"
75 /* Generated */ #endif
76 /* Generated */
77 /* Generated */ #define TA_PREFIX(x) TA_##x
78 /* Generated */ #define INPUT_TYPE double
79 /* Generated */
80 /* Generated */ #if defined( _MANAGED )
SumLookback(int optInTimePeriod)81 /* Generated */ int Core::SumLookback( int optInTimePeriod ) /* From 2 to 100000 */
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int sumLookback( int optInTimePeriod ) /* From 2 to 100000 */
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_SUM_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
88 /* Generated */
89 /* Generated */ #endif
90 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
91 {
92 /* insert local variable here */
93
94 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
95 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
96 /* Generated */ /* min/max are checked for optInTimePeriod. */
97 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
98 /* Generated */ optInTimePeriod = 30;
99 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
100 /* Generated */ return -1;
101 /* Generated */
102 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
103 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
104
105 /* insert lookback code here. */
106 return optInTimePeriod-1;
107 }
108
109 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
110 /*
111 * TA_SUM - Summation
112 *
113 * Input = double
114 * Output = double
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::Sum( 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<double>^ outReal )
132 /* Generated */ #elif defined( _MANAGED )
133 /* Generated */ enum class Core::RetCode Core::Sum( 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<double>^ outReal )
140 /* Generated */ #elif defined( _JAVA )
141 /* Generated */ public RetCode sum( 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 */ double outReal[] )
148 /* Generated */ #else
149 /* Generated */ TA_RetCode TA_SUM( 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 */ double outReal[] )
156 /* Generated */ #endif
157 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
158 {
159 /* insert local variable here */
160 double periodTotal, tempReal;
161 int i, outIdx, trailingIdx, lookbackTotal;
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 /* Insert TA function code here. */
192
193 /* Identify the minimum number of price bar needed
194 * to calculate at least one output.
195 */
196 lookbackTotal = (optInTimePeriod-1);
197
198 /* Move up the start index if there is not
199 * enough initial data.
200 */
201 if( startIdx < lookbackTotal )
202 startIdx = lookbackTotal;
203
204 /* Make sure there is still something to evaluate. */
205 if( startIdx > endIdx )
206 {
207 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
208 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
209 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
210 }
211
212 /* Do the MA calculation using tight loops. */
213
214 /* Add-up the initial period, except for the last value. */
215 periodTotal = 0;
216 trailingIdx = startIdx-lookbackTotal;
217
218 i=trailingIdx;
219 if( optInTimePeriod > 1 )
220 {
221 while( i < startIdx )
222 periodTotal += inReal[i++];
223 }
224
225 /* Proceed with the calculation for the requested range.
226 * Note that this algorithm allows the inReal and
227 * outReal to be the same buffer.
228 */
229 outIdx = 0;
230 do
231 {
232 periodTotal += inReal[i++];
233 tempReal = periodTotal;
234 periodTotal -= inReal[trailingIdx++];
235 outReal[outIdx++] = tempReal;
236 } while( i <= endIdx );
237
238 /* All done. Indicate the output limits and return. */
239 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
240 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
241
242 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
243 }
244
245 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
246 /* Generated */
247 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
248 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
249 /* Generated */ #undef TA_PREFIX
250 /* Generated */ #define TA_PREFIX(x) TA_S_##x
251 /* Generated */ #endif
252 /* Generated */ #undef INPUT_TYPE
253 /* Generated */ #define INPUT_TYPE float
254 /* Generated */ #if defined( _MANAGED )
255 /* Generated */ enum class Core::RetCode Core::Sum( int startIdx,
256 /* Generated */ int endIdx,
257 /* Generated */ cli::array<float>^ inReal,
258 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
259 /* Generated */ [Out]int% outBegIdx,
260 /* Generated */ [Out]int% outNBElement,
261 /* Generated */ cli::array<double>^ outReal )
262 /* Generated */ #elif defined( _JAVA )
263 /* Generated */ public RetCode sum( int startIdx,
264 /* Generated */ int endIdx,
265 /* Generated */ float inReal[],
266 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
267 /* Generated */ MInteger outBegIdx,
268 /* Generated */ MInteger outNBElement,
269 /* Generated */ double outReal[] )
270 /* Generated */ #else
271 /* Generated */ TA_RetCode TA_S_SUM( int startIdx,
272 /* Generated */ int endIdx,
273 /* Generated */ const float inReal[],
274 /* Generated */ int optInTimePeriod, /* From 2 to 100000 */
275 /* Generated */ int *outBegIdx,
276 /* Generated */ int *outNBElement,
277 /* Generated */ double outReal[] )
278 /* Generated */ #endif
279 /* Generated */ {
280 /* Generated */ double periodTotal, tempReal;
281 /* Generated */ int i, outIdx, trailingIdx, lookbackTotal;
282 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
283 /* Generated */ if( startIdx < 0 )
284 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
285 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
286 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
287 /* Generated */ #if !defined(_JAVA)
288 /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
289 /* Generated */ #endif
290 /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
291 /* Generated */ optInTimePeriod = 30;
292 /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
293 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
294 /* Generated */ #if !defined(_JAVA)
295 /* Generated */ if( !outReal )
296 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
297 /* Generated */ #endif
298 /* Generated */ #endif
299 /* Generated */ lookbackTotal = (optInTimePeriod-1);
300 /* Generated */ if( startIdx < lookbackTotal )
301 /* Generated */ startIdx = lookbackTotal;
302 /* Generated */ if( startIdx > endIdx )
303 /* Generated */ {
304 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
305 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
306 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
307 /* Generated */ }
308 /* Generated */ periodTotal = 0;
309 /* Generated */ trailingIdx = startIdx-lookbackTotal;
310 /* Generated */ i=trailingIdx;
311 /* Generated */ if( optInTimePeriod > 1 )
312 /* Generated */ {
313 /* Generated */ while( i < startIdx )
314 /* Generated */ periodTotal += inReal[i++];
315 /* Generated */ }
316 /* Generated */ outIdx = 0;
317 /* Generated */ do
318 /* Generated */ {
319 /* Generated */ periodTotal += inReal[i++];
320 /* Generated */ tempReal = periodTotal;
321 /* Generated */ periodTotal -= inReal[trailingIdx++];
322 /* Generated */ outReal[outIdx++] = tempReal;
323 /* Generated */ } while( i <= endIdx );
324 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
325 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
326 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
327 /* Generated */ }
328 /* Generated */
329 /* Generated */ #if defined( _MANAGED )
330 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
331 /* Generated */ #endif
332 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
333
334