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/* TA-LIB Copyright (c) 1999-2008, Mario Fortier
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or
* without modification, are permitted provided that the following
* conditions are met:
*
* - Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* - Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* - Neither name of author nor the names of its contributors
* may be used to endorse or promote products derived from this
* software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
* OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
* WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
* OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
* EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/* List of contributors:
*
* Initial Name/description
* -------------------------------------------------------------------
* MF Mario Fortier
* AM Adrian Michel <michel@pacbell.net>
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 120802 MF Template creation.
* 052603 MF Adapt code to compile with .NET Managed C++
* 050703 MF Fix algorithm base on Adrian Michel bug report #748163
*/
/**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
/* All code within this section is automatically
* generated by gen_code. Any modification will be lost
* next time gen_code is run.
*/
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ #include "TA-Lib-Core.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
/* Generated */ namespace TicTacTec { namespace TA { namespace Library {
/* Generated */ #elif defined( _JAVA )
/* Generated */ #include "ta_defs.h"
/* Generated */ #include "ta_java_defs.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
/* Generated */ #else
/* Generated */ #include <string.h>
/* Generated */ #include <math.h>
/* Generated */ #include "ta_func.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_UTILITY_H
/* Generated */ #include "ta_utility.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_MEMORY_H
/* Generated */ #include "ta_memory.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #define TA_PREFIX(x) TA_##x
/* Generated */ #define INPUT_TYPE double
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ int Core::AroonLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int aroonLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_AROON_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
return optInTimePeriod;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_AROON - Aroon
*
* Input = High, Low
* Output = double, double
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 2 to 100000)
* Number of period
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inHigh,
/* Generated */ SubArray<double>^ inLow,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outAroonDown,
/* Generated */ SubArray<double>^ outAroonUp )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inHigh,
/* Generated */ cli::array<double>^ inLow,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outAroonDown,
/* Generated */ cli::array<double>^ outAroonUp )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inHigh[],
/* Generated */ double inLow[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outAroonDown[],
/* Generated */ double outAroonUp[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_AROON( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inHigh[],
/* Generated */ const double inLow[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outAroonDown[],
/* Generated */ double outAroonUp[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
double lowest, highest, tmp, factor;
int outIdx;
int trailingIdx, lowestIdx, highestIdx, today, i;
/**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */
/* Generated */ /* Validate the requested output range. */
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ /* Verify required price component. */
/* Generated */ if(!inHigh||!inLow)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outAroonDown )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( !outAroonUp )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Insert TA function code here. */
/* This function is using a speed optimized algorithm
* for the min/max logic.
*
* You might want to first look at how TA_MIN/TA_MAX works
* and this function will become easier to understand.
*/
/* Move up the start index if there is not
* enough initial data.
*/
if( startIdx < optInTimePeriod )
startIdx = optInTimePeriod;
/* Make sure there is still something to evaluate. */
if( startIdx > endIdx )
{
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* Proceed with the calculation for the requested range.
* Note that this algorithm allows the input and
* output to be the same buffer.
*/
outIdx = 0;
today = startIdx;
trailingIdx = startIdx-optInTimePeriod;
lowestIdx = -1;
highestIdx = -1;
lowest = 0.0;
highest = 0.0;
factor = (double)100.0/(double)optInTimePeriod;
while( today <= endIdx )
{
/* Keep track of the lowestIdx */
tmp = inLow[today];
if( lowestIdx < trailingIdx )
{
lowestIdx = trailingIdx;
lowest = inLow[lowestIdx];
i = lowestIdx;
while( ++i<=today )
{
tmp = inLow[i];
if( tmp <= lowest )
{
lowestIdx = i;
lowest = tmp;
}
}
}
else if( tmp <= lowest )
{
lowestIdx = today;
lowest = tmp;
}
/* Keep track of the highestIdx */
tmp = inHigh[today];
if( highestIdx < trailingIdx )
{
highestIdx = trailingIdx;
highest = inHigh[highestIdx];
i = highestIdx;
while( ++i<=today )
{
tmp = inHigh[i];
if( tmp >= highest )
{
highestIdx = i;
highest = tmp;
}
}
}
else if( tmp >= highest )
{
highestIdx = today;
highest = tmp;
}
/* Note: Do not forget that input and output buffer can be the same,
* so writing to the output is the last thing being done here.
*/
outAroonUp[outIdx] = factor*(optInTimePeriod-(today-highestIdx));
outAroonDown[outIdx] = factor*(optInTimePeriod-(today-lowestIdx));
outIdx++;
trailingIdx++;
today++;
}
/* Keep the outBegIdx relative to the
* caller input before returning.
*/
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
VALUE_HANDLE_DEREF(outNBElement) = outIdx;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #define USE_SINGLE_PRECISION_INPUT
/* Generated */ #undef TA_LIB_PRO
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */ #undef TA_PREFIX
/* Generated */ #define TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef INPUT_TYPE
/* Generated */ #define INPUT_TYPE float
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inHigh,
/* Generated */ SubArray<float>^ inLow,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outAroonDown,
/* Generated */ SubArray<double>^ outAroonUp )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inHigh,
/* Generated */ cli::array<float>^ inLow,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outAroonDown,
/* Generated */ cli::array<double>^ outAroonUp )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode aroon( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inHigh[],
/* Generated */ float inLow[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outAroonDown[],
/* Generated */ double outAroonUp[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_AROON( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inHigh[],
/* Generated */ const float inLow[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outAroonDown[],
/* Generated */ double outAroonUp[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ double lowest, highest, tmp, factor;
/* Generated */ int outIdx;
/* Generated */ int trailingIdx, lowestIdx, highestIdx, today, i;
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if(!inHigh||!inLow)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outAroonDown )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outAroonUp )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ if( startIdx < optInTimePeriod )
/* Generated */ startIdx = optInTimePeriod;
/* Generated */ if( startIdx > endIdx )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ outIdx = 0;
/* Generated */ today = startIdx;
/* Generated */ trailingIdx = startIdx-optInTimePeriod;
/* Generated */ lowestIdx = -1;
/* Generated */ highestIdx = -1;
/* Generated */ lowest = 0.0;
/* Generated */ highest = 0.0;
/* Generated */ factor = (double)100.0/(double)optInTimePeriod;
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tmp = inLow[today];
/* Generated */ if( lowestIdx < trailingIdx )
/* Generated */ {
/* Generated */ lowestIdx = trailingIdx;
/* Generated */ lowest = inLow[lowestIdx];
/* Generated */ i = lowestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmp = inLow[i];
/* Generated */ if( tmp <= lowest )
/* Generated */ {
/* Generated */ lowestIdx = i;
/* Generated */ lowest = tmp;
/* Generated */ }
/* Generated */ }
/* Generated */ }
/* Generated */ else if( tmp <= lowest )
/* Generated */ {
/* Generated */ lowestIdx = today;
/* Generated */ lowest = tmp;
/* Generated */ }
/* Generated */ tmp = inHigh[today];
/* Generated */ if( highestIdx < trailingIdx )
/* Generated */ {
/* Generated */ highestIdx = trailingIdx;
/* Generated */ highest = inHigh[highestIdx];
/* Generated */ i = highestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmp = inHigh[i];
/* Generated */ if( tmp >= highest )
/* Generated */ {
/* Generated */ highestIdx = i;
/* Generated */ highest = tmp;
/* Generated */ }
/* Generated */ }
/* Generated */ }
/* Generated */ else if( tmp >= highest )
/* Generated */ {
/* Generated */ highestIdx = today;
/* Generated */ highest = tmp;
/* Generated */ }
/* Generated */ outAroonUp[outIdx] = factor*(optInTimePeriod-(today-highestIdx));
/* Generated */ outAroonDown[outIdx] = factor*(optInTimePeriod-(today-lowestIdx));
/* Generated */ outIdx++;
/* Generated */ trailingIdx++;
/* Generated */ today++;
/* Generated */ }
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/