/* TA-LIB Copyright (c) 1999-2007, 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 /* Generated */ #include /* 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 */ 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^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::MovingAverage( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ 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_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 */ #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 ) /* Generated */ enum class Core::RetCode Core::MovingAverage( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ 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 ****/