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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
*
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 112400 MF Template creation.
* 022203 MF Add MAMA
* 040503 MF Add T3
* 052603 MF Adapt code to compile with .NET Managed C++
* 111603 MF Allow period of 1. Just copy input into output.
* 060907 MF Use TA_SMA/TA_EMA instead of internal implementation.
*/
/**** 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::MovingAverageLookback( int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType ) /* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int movingAverageLookback( int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType ) /* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_MA_Lookback( int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ TA_MAType optInMAType ) /* Generated */
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
int retValue;
/**** 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 = 30;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
if( optInTimePeriod <= 1 )
return 0;
switch( optInMAType )
{
case ENUM_CASE(MAType, TA_MAType_SMA, Sma ):
retValue = LOOKBACK_CALL(SMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_EMA, Ema):
retValue = LOOKBACK_CALL(EMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_WMA, Wma):
retValue = LOOKBACK_CALL(WMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_DEMA, Dema):
retValue = LOOKBACK_CALL(DEMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_TEMA, Tema ):
retValue = LOOKBACK_CALL(TEMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_TRIMA, Trima ):
retValue = LOOKBACK_CALL(TRIMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_KAMA, Kama ):
retValue = LOOKBACK_CALL(KAMA)( optInTimePeriod );
break;
case ENUM_CASE(MAType, TA_MAType_MAMA, Mama ):
retValue = LOOKBACK_CALL(MAMA)( 0.5, 0.05 );
break;
case ENUM_CASE(MAType, TA_MAType_T3, T3):
retValue = LOOKBACK_CALL(T3)( optInTimePeriod, 0.7 );
break;
default:
retValue = 0;
}
return retValue;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_MA - Moving average
*
* Input = double
* Output = double
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 1 to 100000)
* Number of period
*
* optInMAType:
* Type of Moving Average
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::MovingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::MovingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode movingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_MA( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ TA_MAType optInMAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
ARRAY_REF(dummyBuffer);
ENUM_DECLARATION(RetCode) retCode;
int nbElement;
int outIdx, todayIdx;
/**** 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 */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 30;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* 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 ****/
if( optInTimePeriod == 1 )
{
nbElement = endIdx-startIdx+1;
VALUE_HANDLE_DEREF(outNBElement) = nbElement;
for( todayIdx=startIdx, outIdx=0; outIdx < nbElement; outIdx++, todayIdx++ )
outReal[outIdx] = inReal[todayIdx];
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* Simply forward the job to the corresponding TA function. */
switch( optInMAType )
{
case ENUM_CASE(MAType, TA_MAType_SMA, Sma):
retCode = FUNCTION_CALL(SMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_EMA, Ema):
retCode = FUNCTION_CALL(EMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_WMA, Wma):
retCode = FUNCTION_CALL(WMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_DEMA, Dema):
retCode = FUNCTION_CALL(DEMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_TEMA, Tema):
retCode = FUNCTION_CALL(TEMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_TRIMA, Trima):
retCode = FUNCTION_CALL(TRIMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_KAMA, Kama):
retCode = FUNCTION_CALL(KAMA)( startIdx, endIdx, inReal, optInTimePeriod,
outBegIdx, outNBElement, outReal );
break;
case ENUM_CASE(MAType, TA_MAType_MAMA, Mama):
/* The optInTimePeriod is ignored and the FAMA output of the MAMA
* is ignored.
*/
ARRAY_ALLOC(dummyBuffer, (endIdx-startIdx+1) );
#if !defined( _JAVA )
if( !dummyBuffer )
return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
#endif
retCode = FUNCTION_CALL(MAMA)( startIdx, endIdx, inReal, 0.5, 0.05,
outBegIdx, outNBElement,
outReal, dummyBuffer );
ARRAY_FREE( dummyBuffer );
break;
case ENUM_CASE(MAType, TA_MAType_T3, T3 ):
retCode = FUNCTION_CALL(T3)( startIdx, endIdx, inReal,
optInTimePeriod, 0.7,
outBegIdx, outNBElement, outReal );
break;
default:
retCode = ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
break;
}
return retCode;
}
/**** 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::MovingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::MovingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode movingAverage( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MAType optInMAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_MA( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ TA_MAType optInMAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ARRAY_REF(dummyBuffer);
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* Generated */ int nbElement;
/* Generated */ int outIdx, todayIdx;
/* 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( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 30;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ if( optInTimePeriod == 1 )
/* Generated */ {
/* Generated */ nbElement = endIdx-startIdx+1;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = nbElement;
/* Generated */ for( todayIdx=startIdx, outIdx=0; outIdx < nbElement; outIdx++, todayIdx++ )
/* Generated */ outReal[outIdx] = inReal[todayIdx];
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ switch( optInMAType )
/* Generated */ {
/* Generated */ case ENUM_CASE(MAType, TA_MAType_SMA, Sma):
/* Generated */ retCode = FUNCTION_CALL(SMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_EMA, Ema):
/* Generated */ retCode = FUNCTION_CALL(EMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_WMA, Wma):
/* Generated */ retCode = FUNCTION_CALL(WMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_DEMA, Dema):
/* Generated */ retCode = FUNCTION_CALL(DEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_TEMA, Tema):
/* Generated */ retCode = FUNCTION_CALL(TEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_TRIMA, Trima):
/* Generated */ retCode = FUNCTION_CALL(TRIMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_KAMA, Kama):
/* Generated */ retCode = FUNCTION_CALL(KAMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_MAMA, Mama):
/* Generated */ ARRAY_ALLOC(dummyBuffer, (endIdx-startIdx+1) );
/* Generated */ #if !defined( _JAVA )
/* Generated */ if( !dummyBuffer )
/* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */ #endif
/* Generated */ retCode = FUNCTION_CALL(MAMA)( startIdx, endIdx, inReal, 0.5, 0.05,
/* Generated */ outBegIdx, outNBElement,
/* Generated */ outReal, dummyBuffer );
/* Generated */ ARRAY_FREE( dummyBuffer );
/* Generated */ break;
/* Generated */ case ENUM_CASE(MAType, TA_MAType_T3, T3 ):
/* Generated */ retCode = FUNCTION_CALL(T3)( startIdx, endIdx, inReal,
/* Generated */ optInTimePeriod, 0.7,
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ break;
/* Generated */ default:
/* Generated */ retCode = ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ break;
/* Generated */ }
/* Generated */ return retCode;
/* Generated */ }
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/