1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
/* 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
* -------------------------------------------------------------------
* AC Angelo Ciceri
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 120906 AC Creation (equal to MINMAX but outputs index)
*
*/
/**** 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::MinMaxIndexLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int minMaxIndexLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_MINMAXINDEX_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 = 30;
/* 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-1);
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_MINMAXINDEX - Indexes of lowest and highest values over a specified period
*
* Input = double
* Output = int, int
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 2 to 100000)
* Number of period
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::MinMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<int>^ outMinIdx,
/* Generated */ SubArray<int>^ outMaxIdx )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::MinMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<int>^ outMinIdx,
/* Generated */ cli::array<int>^ outMaxIdx )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode minMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ int outMinIdx[],
/* Generated */ int outMaxIdx[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_MINMAXINDEX( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ int outMinIdx[],
/* Generated */ int outMaxIdx[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
double highest, lowest, tmpHigh, tmpLow;
int outIdx, nbInitialElementNeeded;
int trailingIdx, today, i, highestIdx, lowestIdx;
/**** 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 < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outMinIdx )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( !outMaxIdx )
/* 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. */
/* Identify the minimum number of price bar needed
* to identify at least one output over the specified
* period.
*/
nbInitialElementNeeded = (optInTimePeriod-1);
/* Move up the start index if there is not
* enough initial data.
*/
if( startIdx < nbInitialElementNeeded )
startIdx = nbInitialElementNeeded;
/* 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-nbInitialElementNeeded;
highestIdx = -1;
highest = 0.0;
lowestIdx = -1;
lowest = 0.0;
while( today <= endIdx )
{
tmpLow = tmpHigh = inReal[today];
if( highestIdx < trailingIdx )
{
highestIdx = trailingIdx;
highest = inReal[highestIdx];
i = highestIdx;
while( ++i<=today )
{
tmpHigh = inReal[i];
if( tmpHigh > highest )
{
highestIdx = i;
highest = tmpHigh;
}
}
}
else if( tmpHigh >= highest )
{
highestIdx = today;
highest = tmpHigh;
}
if( lowestIdx < trailingIdx )
{
lowestIdx = trailingIdx;
lowest = inReal[lowestIdx];
i = lowestIdx;
while( ++i<=today )
{
tmpLow = inReal[i];
if( tmpLow < lowest )
{
lowestIdx = i;
lowest = tmpLow;
}
}
}
else if( tmpLow <= lowest )
{
lowestIdx = today;
lowest = tmpLow;
}
outMaxIdx[outIdx] = highestIdx;
outMinIdx[outIdx] = 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::MinMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<int>^ outMinIdx,
/* Generated */ SubArray<int>^ outMaxIdx )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::MinMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<int>^ outMinIdx,
/* Generated */ cli::array<int>^ outMaxIdx )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode minMaxIndex( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ int outMinIdx[],
/* Generated */ int outMaxIdx[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_MINMAXINDEX( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ int outMinIdx[],
/* Generated */ int outMaxIdx[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ double highest, lowest, tmpHigh, tmpLow;
/* Generated */ int outIdx, nbInitialElementNeeded;
/* Generated */ int trailingIdx, today, i, highestIdx, lowestIdx;
/* 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 < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outMinIdx )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outMaxIdx )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ nbInitialElementNeeded = (optInTimePeriod-1);
/* Generated */ if( startIdx < nbInitialElementNeeded )
/* Generated */ startIdx = nbInitialElementNeeded;
/* 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-nbInitialElementNeeded;
/* Generated */ highestIdx = -1;
/* Generated */ highest = 0.0;
/* Generated */ lowestIdx = -1;
/* Generated */ lowest = 0.0;
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tmpLow = tmpHigh = inReal[today];
/* Generated */ if( highestIdx < trailingIdx )
/* Generated */ {
/* Generated */ highestIdx = trailingIdx;
/* Generated */ highest = inReal[highestIdx];
/* Generated */ i = highestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmpHigh = inReal[i];
/* Generated */ if( tmpHigh > highest )
/* Generated */ {
/* Generated */ highestIdx = i;
/* Generated */ highest = tmpHigh;
/* Generated */ }
/* Generated */ }
/* Generated */ }
/* Generated */ else if( tmpHigh >= highest )
/* Generated */ {
/* Generated */ highestIdx = today;
/* Generated */ highest = tmpHigh;
/* Generated */ }
/* Generated */ if( lowestIdx < trailingIdx )
/* Generated */ {
/* Generated */ lowestIdx = trailingIdx;
/* Generated */ lowest = inReal[lowestIdx];
/* Generated */ i = lowestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmpLow = inReal[i];
/* Generated */ if( tmpLow < lowest )
/* Generated */ {
/* Generated */ lowestIdx = i;
/* Generated */ lowest = tmpLow;
/* Generated */ }
/* Generated */ }
/* Generated */ }
/* Generated */ else if( tmpLow <= lowest )
/* Generated */ {
/* Generated */ lowestIdx = today;
/* Generated */ lowest = tmpLow;
/* Generated */ }
/* Generated */ outMaxIdx[outIdx] = highestIdx;
/* Generated */ outMinIdx[outIdx] = 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 ****/