/* 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 * JPP JP Pienaar (j.pienaar@mci.co.za) * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF Template creation. * 052603 MF Adapt code to compile with .NET Managed C++ * 080403 JPP Fix #767653 for logic when swapping periods. * */ /**** 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::MacdLookback( int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int macdLookback( int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #else /* Generated */ int TA_MACD_Lookback( int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ int tempInteger; /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInFastPeriod. */ /* Generated */ if( (int)optInFastPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInFastPeriod = 12; /* Generated */ else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ /* min/max are checked for optInSlowPeriod. */ /* Generated */ if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSlowPeriod = 26; /* Generated */ else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ /* min/max are checked for optInSignalPeriod. */ /* Generated */ if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSignalPeriod = 9; /* Generated */ else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 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. */ /* The lookback is driven by the signal line output. * * (must also account for the initial data consume * by the slow period). */ /* Make sure slow is really slower than * the fast period! if not, swap... */ if( optInSlowPeriod < optInFastPeriod ) { /* swap */ tempInteger = optInSlowPeriod; optInSlowPeriod = optInFastPeriod; optInFastPeriod = tempInteger; } return LOOKBACK_CALL(EMA)( optInSlowPeriod ) + LOOKBACK_CALL(EMA)( optInSignalPeriod ); } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_MACD - Moving Average Convergence/Divergence * * Input = double * Output = double, double, double * * Optional Parameters * ------------------- * optInFastPeriod:(From 2 to 100000) * Number of period for the fast MA * * optInSlowPeriod:(From 2 to 100000) * Number of period for the slow MA * * optInSignalPeriod:(From 1 to 100000) * Smoothing for the signal line (nb of period) * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::Macd( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outMACD, /* Generated */ cli::array^ outMACDSignal, /* Generated */ cli::array^ outMACDHist ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Macd( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outMACD, /* Generated */ cli::array^ outMACDSignal, /* Generated */ cli::array^ outMACDHist ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode macd( int startIdx, /* Generated */ int endIdx, /* Generated */ double inReal[], /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_MACD( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inReal[], /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ /**** 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 optInFastPeriod. */ /* Generated */ if( (int)optInFastPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInFastPeriod = 12; /* Generated */ else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ /* min/max are checked for optInSlowPeriod. */ /* Generated */ if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSlowPeriod = 26; /* Generated */ else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ /* min/max are checked for optInSignalPeriod. */ /* Generated */ if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSignalPeriod = 9; /* Generated */ else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outMACD ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outMACDSignal ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outMACDHist ) /* 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. */ return FUNCTION_CALL(INT_MACD)( startIdx, endIdx, inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod, outBegIdx, outNBElement, outMACD, outMACDSignal, outMACDHist ); } #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT ) enum class Core::RetCode Core::TA_INT_MACD( int startIdx, int endIdx, SubArray^ inReal, int optInFastPeriod, /* 0 is fix 12 */ int optInSlowPeriod, /* 0 is fix 26 */ int optInSignalPeriod_2, [Out]int% outBegIdx, [Out]int% outNBElement, cli::array^ outMACD, cli::array^ outMACDSignal, cli::array^ outMACDHist ) #elif defined( _MANAGED ) enum class Core::RetCode Core::TA_INT_MACD( int startIdx, int endIdx, cli::array^ inReal, int optInFastPeriod, /* 0 is fix 12 */ int optInSlowPeriod, /* 0 is fix 26 */ int optInSignalPeriod_2, [Out]int% outBegIdx, [Out]int% outNBElement, cli::array^ outMACD, cli::array^ outMACDSignal, cli::array^ outMACDHist ) #elif defined( _JAVA ) RetCode TA_INT_MACD( int startIdx, int endIdx, INPUT_TYPE inReal[], int optInFastPeriod, /* 0 is fix 12 */ int optInSlowPeriod, /* 0 is fix 26 */ int optInSignalPeriod_2, MInteger outBegIdx, MInteger outNBElement, double outMACD[], double outMACDSignal[], double outMACDHist[] ) #else TA_RetCode TA_PREFIX(INT_MACD)( int startIdx, int endIdx, const INPUT_TYPE inReal[], int optInFastPeriod, /* 0 is fix 12 */ int optInSlowPeriod, /* 0 is fix 26 */ int optInSignalPeriod_2, int *outBegIdx, int *outNBElement, double outMACD[], double outMACDSignal[], double outMACDHist[] ) #endif { ARRAY_REF(slowEMABuffer); ARRAY_REF(fastEMABuffer); double k1, k2; ENUM_DECLARATION(RetCode) retCode; int tempInteger; VALUE_HANDLE_INT(outBegIdx1); VALUE_HANDLE_INT(outNbElement1); VALUE_HANDLE_INT(outBegIdx2); VALUE_HANDLE_INT(outNbElement2); int lookbackTotal, lookbackSignal; int i; /* !!! A lot of speed optimization could be done * !!! with this function. * !!! * !!! A better approach would be to use TA_INT_EMA * !!! just to get the seeding values for the * !!! fast and slow EMA. Then process the difference * !!! in an allocated buffer until enough data is * !!! available for the first signal value. * !!! From that point all the processing can * !!! be done in a tight loop. * !!! * !!! That approach will have the following * !!! advantage: * !!! 1) One mem allocation needed instead of two. * !!! 2) The mem allocation size will be only the * !!! signal lookback period instead of the * !!! whole range of data. * !!! 3) Processing will be done in a tight loop. * !!! allowing to avoid a lot of memory store-load * !!! operation. * !!! 4) The memcpy at the end will be eliminated! * !!! * !!! If only I had time.... */ /* Make sure slow is really slower than * the fast period! if not, swap... */ if( optInSlowPeriod < optInFastPeriod ) { /* swap */ tempInteger = optInSlowPeriod; optInSlowPeriod = optInFastPeriod; optInFastPeriod = tempInteger; } /* Catch special case for fix 26/12 MACD. */ if( optInSlowPeriod != 0 ) k1 = PER_TO_K(optInSlowPeriod); else { optInSlowPeriod = 26; k1 = (double)0.075; /* Fix 26 */ } if( optInFastPeriod != 0 ) k2 = PER_TO_K(optInFastPeriod); else { optInFastPeriod = 12; k2 = (double)0.15; /* Fix 12 */ } lookbackSignal = LOOKBACK_CALL(EMA)( optInSignalPeriod_2 ); /* Move up the start index if there is not * enough initial data. */ lookbackTotal = lookbackSignal; lookbackTotal += LOOKBACK_CALL(EMA)( optInSlowPeriod ); if( startIdx < lookbackTotal ) startIdx = lookbackTotal; /* 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); } /* Allocate intermediate buffer for fast/slow EMA. */ tempInteger = (endIdx-startIdx)+1+lookbackSignal; ARRAY_ALLOC( fastEMABuffer, tempInteger ); #if !defined( _JAVA ) if( !fastEMABuffer ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); } #endif ARRAY_ALLOC( slowEMABuffer, tempInteger ); #if !defined( _JAVA ) if( !slowEMABuffer ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); ARRAY_FREE( fastEMABuffer ); return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); } #endif /* Calculate the slow EMA. * * Move back the startIdx to get enough data * for the signal period. That way, once the * signal calculation is done, all the output * will start at the requested 'startIdx'. */ tempInteger = startIdx-lookbackSignal; retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx, inReal, optInSlowPeriod, k1, VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), slowEMABuffer ); if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); ARRAY_FREE( fastEMABuffer ); ARRAY_FREE( slowEMABuffer ); return retCode; } /* Calculate the fast EMA. */ retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx, inReal, optInFastPeriod, k2, VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), fastEMABuffer ); if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); ARRAY_FREE( fastEMABuffer ); ARRAY_FREE( slowEMABuffer ); return retCode; } /* Parano tests. Will be removed eventually. */ if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) || (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); ARRAY_FREE( fastEMABuffer ); ARRAY_FREE( slowEMABuffer ); return TA_INTERNAL_ERROR(119); } /* Calculate (fast EMA) - (slow EMA). */ for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ ) fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i]; /* Copy the result into the output for the caller. */ ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 ); /* Calculate the signal/trigger line. */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(outNbElement1)-1, fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal ); ARRAY_FREE( fastEMABuffer ); ARRAY_FREE( slowEMABuffer ); if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } /* Calculate the histogram. */ for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ ) outMACDHist[i] = outMACD[i]-outMACDSignal[i]; /* All done! Indicate the output limits and return success. */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; VALUE_HANDLE_DEREF(outNBElement) = VALUE_HANDLE_GET(outNbElement2); return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /**** 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::Macd( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outMACD, /* Generated */ cli::array^ outMACDSignal, /* Generated */ cli::array^ outMACDHist ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode macd( int startIdx, /* Generated */ int endIdx, /* Generated */ float inReal[], /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_MACD( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inReal[], /* Generated */ int optInFastPeriod, /* From 2 to 100000 */ /* Generated */ int optInSlowPeriod, /* From 2 to 100000 */ /* Generated */ int optInSignalPeriod, /* From 1 to 100000 */ /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #endif /* Generated */ { /* 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)optInFastPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInFastPeriod = 12; /* Generated */ else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSlowPeriod = 26; /* Generated */ else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInSignalPeriod = 9; /* Generated */ else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outMACD ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outMACDSignal ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outMACDHist ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ return FUNCTION_CALL(INT_MACD)( startIdx, endIdx, inReal, /* Generated */ optInFastPeriod, /* Generated */ optInSlowPeriod, /* Generated */ optInSignalPeriod, /* Generated */ outBegIdx, /* Generated */ outNBElement, /* Generated */ outMACD, /* Generated */ outMACDSignal, /* Generated */ outMACDHist ); /* Generated */ } /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT ) /* Generated */ enum class Core::RetCode Core::TA_INT_MACD( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInFastPeriod, /* Generated */ int optInSlowPeriod, /* Generated */ int optInSignalPeriod_2, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outMACD, /* Generated */ cli::array^ outMACDSignal, /* Generated */ cli::array^ outMACDHist ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::TA_INT_MACD( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInFastPeriod, /* Generated */ int optInSlowPeriod, /* Generated */ int optInSignalPeriod_2, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outMACD, /* Generated */ cli::array^ outMACDSignal, /* Generated */ cli::array^ outMACDHist ) /* Generated */ #elif defined( _JAVA ) /* Generated */ RetCode TA_INT_MACD( int startIdx, /* Generated */ int endIdx, /* Generated */ INPUT_TYPE inReal[], /* Generated */ int optInFastPeriod, /* Generated */ int optInSlowPeriod, /* Generated */ int optInSignalPeriod_2, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_PREFIX(INT_MACD)( int startIdx, /* Generated */ int endIdx, /* Generated */ const INPUT_TYPE inReal[], /* Generated */ int optInFastPeriod, /* Generated */ int optInSlowPeriod, /* Generated */ int optInSignalPeriod_2, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outMACD[], /* Generated */ double outMACDSignal[], /* Generated */ double outMACDHist[] ) /* Generated */ #endif /* Generated */ { /* Generated */ ARRAY_REF(slowEMABuffer); /* Generated */ ARRAY_REF(fastEMABuffer); /* Generated */ double k1, k2; /* Generated */ ENUM_DECLARATION(RetCode) retCode; /* Generated */ int tempInteger; /* Generated */ VALUE_HANDLE_INT(outBegIdx1); /* Generated */ VALUE_HANDLE_INT(outNbElement1); /* Generated */ VALUE_HANDLE_INT(outBegIdx2); /* Generated */ VALUE_HANDLE_INT(outNbElement2); /* Generated */ int lookbackTotal, lookbackSignal; /* Generated */ int i; /* Generated */ if( optInSlowPeriod < optInFastPeriod ) /* Generated */ { /* Generated */ tempInteger = optInSlowPeriod; /* Generated */ optInSlowPeriod = optInFastPeriod; /* Generated */ optInFastPeriod = tempInteger; /* Generated */ } /* Generated */ if( optInSlowPeriod != 0 ) /* Generated */ k1 = PER_TO_K(optInSlowPeriod); /* Generated */ else /* Generated */ { /* Generated */ optInSlowPeriod = 26; /* Generated */ k1 = (double)0.075; /* Generated */ } /* Generated */ if( optInFastPeriod != 0 ) /* Generated */ k2 = PER_TO_K(optInFastPeriod); /* Generated */ else /* Generated */ { /* Generated */ optInFastPeriod = 12; /* Generated */ k2 = (double)0.15; /* Generated */ } /* Generated */ lookbackSignal = LOOKBACK_CALL(EMA)( optInSignalPeriod_2 ); /* Generated */ lookbackTotal = lookbackSignal; /* Generated */ lookbackTotal += LOOKBACK_CALL(EMA)( optInSlowPeriod ); /* Generated */ if( startIdx < lookbackTotal ) /* Generated */ startIdx = lookbackTotal; /* 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 */ tempInteger = (endIdx-startIdx)+1+lookbackSignal; /* Generated */ ARRAY_ALLOC( fastEMABuffer, tempInteger ); /* Generated */ #if !defined( _JAVA ) /* Generated */ if( !fastEMABuffer ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); /* Generated */ } /* Generated */ #endif /* Generated */ ARRAY_ALLOC( slowEMABuffer, tempInteger ); /* Generated */ #if !defined( _JAVA ) /* Generated */ if( !slowEMABuffer ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ ARRAY_FREE( fastEMABuffer ); /* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); /* Generated */ } /* Generated */ #endif /* Generated */ tempInteger = startIdx-lookbackSignal; /* Generated */ retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx, /* Generated */ inReal, optInSlowPeriod, k1, /* Generated */ VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), slowEMABuffer ); /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ ARRAY_FREE( fastEMABuffer ); /* Generated */ ARRAY_FREE( slowEMABuffer ); /* Generated */ return retCode; /* Generated */ } /* Generated */ retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx, /* Generated */ inReal, optInFastPeriod, k2, /* Generated */ VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), fastEMABuffer ); /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ ARRAY_FREE( fastEMABuffer ); /* Generated */ ARRAY_FREE( slowEMABuffer ); /* Generated */ return retCode; /* Generated */ } /* Generated */ if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || /* Generated */ (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || /* Generated */ (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) || /* Generated */ (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ ARRAY_FREE( fastEMABuffer ); /* Generated */ ARRAY_FREE( slowEMABuffer ); /* Generated */ return TA_INTERNAL_ERROR(119); /* Generated */ } /* Generated */ for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ ) /* Generated */ fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i]; /* Generated */ ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 ); /* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(outNbElement1)-1, /* Generated */ fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), /* Generated */ VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal ); /* Generated */ ARRAY_FREE( fastEMABuffer ); /* Generated */ ARRAY_FREE( slowEMABuffer ); /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ ) /* Generated */ outMACDHist[i] = outMACD[i]-outMACDSignal[i]; /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = VALUE_HANDLE_GET(outNbElement2); /* 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 ****/