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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
* -------------------------------------------------------------------
* 010802 MF Template creation.
* 052603 MF Adapt code to compile with .NET Managed C++
*
*/
/**** 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::RocPLookback( int optInTimePeriod ) /* From 1 to 100000 */
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int rocPLookback( int optInTimePeriod ) /* From 1 to 100000 */
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_ROCP_Lookback( int optInTimePeriod ) /* From 1 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 = 10;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((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_ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
*
* Input = double
* Output = double
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 1 to 100000)
* Number of period
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::RocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::RocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode rocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_ROCP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
int inIdx, outIdx, trailingIdx;
double tempReal;
/**** 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 = 10;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* 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 ****/
/* Insert TA function code here. */
/* The interpretation of the rate of change varies widely depending
* which software and/or books you are refering to.
*
* The following is the table of Rate-Of-Change implemented in TA-LIB:
* MOM = (price - prevPrice) [Momentum]
* ROC = ((price/prevPrice)-1)*100 [Rate of change]
* ROCP = (price-prevPrice)/prevPrice [Rate of change Percentage]
* ROCR = (price/prevPrice) [Rate of change ratio]
* ROCR100 = (price/prevPrice)*100 [Rate of change ratio 100 Scale]
*
* Here are the equivalent function in other software:
* TA-Lib | Tradestation | Metastock
* =================================================
* MOM | Momentum | ROC (Point)
* ROC | ROC | ROC (Percent)
* ROCP | PercentChange | -
* ROCR | - | -
* ROCR100 | - | MO
*
* The MOM function is the only one who is not normalized, and thus
* should be avoided for comparing different time serie of prices.
*
* ROC and ROCP are centered at zero and can have positive and negative
* value. Here are some equivalence:
* ROC = ROCP/100
* = ((price-prevPrice)/prevPrice)/100
* = ((price/prevPrice)-1)*100
*
* ROCR and ROCR100 are ratio respectively centered at 1 and 100 and are
* always positive values.
*/
/* 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);
}
/* Calculate Rate of change Ratio: (price / prevPrice) */
outIdx = 0;
inIdx = startIdx;
trailingIdx = startIdx - optInTimePeriod;
while( inIdx <= endIdx )
{
tempReal = inReal[trailingIdx++];
if( tempReal != 0.0 )
outReal[outIdx++] = (inReal[inIdx]-tempReal)/tempReal;
else
outReal[outIdx++] = 0.0;
inIdx++;
}
/* Set output limits. */
VALUE_HANDLE_DEREF(outNBElement) = outIdx;
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
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::RocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::RocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode rocP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_ROCP( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ int inIdx, outIdx, trailingIdx;
/* Generated */ double tempReal;
/* 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 = 10;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* 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 */ inIdx = startIdx;
/* Generated */ trailingIdx = startIdx - optInTimePeriod;
/* Generated */ while( inIdx <= endIdx )
/* Generated */ {
/* Generated */ tempReal = inReal[trailingIdx++];
/* Generated */ if( tempReal != 0.0 )
/* Generated */ outReal[outIdx++] = (inReal[inIdx]-tempReal)/tempReal;
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ inIdx++;
/* Generated */ }
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* 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 ****/