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 * 112605 MF Fix outBegIdx when startIdx != 0
48 *
49 */
50
51 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
52 /* All code within this section is automatically
53 * generated by gen_code. Any modification will be lost
54 * next time gen_code is run.
55 */
56 /* Generated */
57 /* Generated */ #if defined( _MANAGED )
58 /* Generated */ #include "TA-Lib-Core.h"
59 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
60 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
61 /* Generated */ #elif defined( _JAVA )
62 /* Generated */ #include "ta_defs.h"
63 /* Generated */ #include "ta_java_defs.h"
64 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
65 /* Generated */ #else
66 /* Generated */ #include <string.h>
67 /* Generated */ #include <math.h>
68 /* Generated */ #include "ta_func.h"
69 /* Generated */ #endif
70 /* Generated */
71 /* Generated */ #ifndef TA_UTILITY_H
72 /* Generated */ #include "ta_utility.h"
73 /* Generated */ #endif
74 /* Generated */
75 /* Generated */ #ifndef TA_MEMORY_H
76 /* Generated */ #include "ta_memory.h"
77 /* Generated */ #endif
78 /* Generated */
79 /* Generated */ #define TA_PREFIX(x) TA_##x
80 /* Generated */ #define INPUT_TYPE double
81 /* Generated */
82 /* Generated */ #if defined( _MANAGED )
WclPriceLookback(void)83 /* Generated */ int Core::WclPriceLookback( void )
84 /* Generated */
85 /* Generated */ #elif defined( _JAVA )
86 /* Generated */ public int wclPriceLookback( )
87 /* Generated */
88 /* Generated */ #else
89 /* Generated */ int TA_WCLPRICE_Lookback( void )
90 /* Generated */
91 /* Generated */ #endif
92 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
93 {
94 /* insert local variable here */
95
96 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
97 /* Generated */ /* No parameters to validate. */
98 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
99
100 /* insert lookback code here. */
101
102 /* This function have no lookback needed. */
103 return 0;
104 }
105
106 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
107 /*
108 * TA_WCLPRICE - Weighted Close Price
109 *
110 * Input = High, Low, Close
111 * Output = double
112 *
113 */
114 /* Generated */
115 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
116 /* Generated */ enum class Core::RetCode Core::WclPrice( int startIdx,
117 /* Generated */ int endIdx,
118 /* Generated */ SubArray^ inHigh,
119 /* Generated */ SubArray^ inLow,
120 /* Generated */ SubArray^ inClose,
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::WclPrice( int startIdx,
126 /* Generated */ int endIdx,
127 /* Generated */ cli::array<double>^ inHigh,
128 /* Generated */ cli::array<double>^ inLow,
129 /* Generated */ cli::array<double>^ inClose,
130 /* Generated */ [Out]int% outBegIdx,
131 /* Generated */ [Out]int% outNBElement,
132 /* Generated */ cli::array<double>^ outReal )
133 /* Generated */ #elif defined( _JAVA )
134 /* Generated */ public RetCode wclPrice( int startIdx,
135 /* Generated */ int endIdx,
136 /* Generated */ double inHigh[],
137 /* Generated */ double inLow[],
138 /* Generated */ double inClose[],
139 /* Generated */ MInteger outBegIdx,
140 /* Generated */ MInteger outNBElement,
141 /* Generated */ double outReal[] )
142 /* Generated */ #else
143 /* Generated */ TA_RetCode TA_WCLPRICE( int startIdx,
144 /* Generated */ int endIdx,
145 /* Generated */ const double inHigh[],
146 /* Generated */ const double inLow[],
147 /* Generated */ const double inClose[],
148 /* Generated */ int *outBegIdx,
149 /* Generated */ int *outNBElement,
150 /* Generated */ double outReal[] )
151 /* Generated */ #endif
152 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
153 {
154 /* Insert local variables here. */
155 int outIdx, i;
156
157 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
158 /* Generated */
159 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
160 /* Generated */
161 /* Generated */ /* Validate the requested output range. */
162 /* Generated */ if( startIdx < 0 )
163 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
164 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
165 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
166 /* Generated */
167 /* Generated */ #if !defined(_JAVA)
168 /* Generated */ /* Verify required price component. */
169 /* Generated */ if(!inHigh||!inLow||!inClose)
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
184 /* Weighted Close Price = (High + Low + (Close*2) ) / 4 */
185
186 outIdx = 0;
187
188 for( i= startIdx; i <= endIdx; i++ )
189 {
190 outReal[outIdx++] = ( inHigh [i] +
191 inLow [i] +
192 (inClose[i]*2.0) ) / 4.0;
193 }
194
195 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
196 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
197
198 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
199 }
200
201 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
202 /* Generated */
203 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
204 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
205 /* Generated */ #undef TA_PREFIX
206 /* Generated */ #define TA_PREFIX(x) TA_S_##x
207 /* Generated */ #endif
208 /* Generated */ #undef INPUT_TYPE
209 /* Generated */ #define INPUT_TYPE float
210 /* Generated */ #if defined( _MANAGED )
211 /* Generated */ enum class Core::RetCode Core::WclPrice( int startIdx,
212 /* Generated */ int endIdx,
213 /* Generated */ cli::array<float>^ inHigh,
214 /* Generated */ cli::array<float>^ inLow,
215 /* Generated */ cli::array<float>^ inClose,
216 /* Generated */ [Out]int% outBegIdx,
217 /* Generated */ [Out]int% outNBElement,
218 /* Generated */ cli::array<double>^ outReal )
219 /* Generated */ #elif defined( _JAVA )
220 /* Generated */ public RetCode wclPrice( int startIdx,
221 /* Generated */ int endIdx,
222 /* Generated */ float inHigh[],
223 /* Generated */ float inLow[],
224 /* Generated */ float inClose[],
225 /* Generated */ MInteger outBegIdx,
226 /* Generated */ MInteger outNBElement,
227 /* Generated */ double outReal[] )
228 /* Generated */ #else
229 /* Generated */ TA_RetCode TA_S_WCLPRICE( int startIdx,
230 /* Generated */ int endIdx,
231 /* Generated */ const float inHigh[],
232 /* Generated */ const float inLow[],
233 /* Generated */ const float inClose[],
234 /* Generated */ int *outBegIdx,
235 /* Generated */ int *outNBElement,
236 /* Generated */ double outReal[] )
237 /* Generated */ #endif
238 /* Generated */ {
239 /* Generated */ int outIdx, i;
240 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
241 /* Generated */ if( startIdx < 0 )
242 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
243 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
244 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
245 /* Generated */ #if !defined(_JAVA)
246 /* Generated */ if(!inHigh||!inLow||!inClose)
247 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
248 /* Generated */ #endif
249 /* Generated */ #if !defined(_JAVA)
250 /* Generated */ if( !outReal )
251 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
252 /* Generated */ #endif
253 /* Generated */ #endif
254 /* Generated */ outIdx = 0;
255 /* Generated */ for( i= startIdx; i <= endIdx; i++ )
256 /* Generated */ {
257 /* Generated */ outReal[outIdx++] = ( inHigh [i] +
258 /* Generated */ inLow [i] +
259 /* Generated */ (inClose[i]*2.0) ) / 4.0;
260 /* Generated */ }
261 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
262 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
263 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
264 /* Generated */ }
265 /* Generated */
266 /* Generated */ #if defined( _MANAGED )
267 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
268 /* Generated */ #endif
269 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
270
271