/* 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 * AA Andrew Atkinson * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF Template creation. * 052603 MF Adapt code to compile with .NET Managed C++ * 020605 AA Fix #1117656. NULL pointer assignement. */ /**** 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::TrixLookback( int optInTimePeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int trixLookback( int optInTimePeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #else /* Generated */ int TA_TRIX_Lookback( int optInTimePeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ int emaLookback; /**** 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 */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ emaLookback = LOOKBACK_CALL(EMA)( optInTimePeriod ); return (emaLookback*3) + LOOKBACK_CALL(ROCR)( 1 ); } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA * * 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::Trix( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Trix( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode trix( 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_RetCode TA_TRIX( 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 variables here. */ double k; ARRAY_REF(tempBuffer); VALUE_HANDLE_INT(nbElement); VALUE_HANDLE_INT(begIdx); int totalLookback; int emaLookback, rocLookback; ENUM_DECLARATION(RetCode) retCode; int nbElementToOutput; /**** 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(_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. */ /* Adjust the startIdx to account for the lookback. */ emaLookback = LOOKBACK_CALL(EMA)( optInTimePeriod ); rocLookback = LOOKBACK_CALL(ROCR)( 1 ); totalLookback = (emaLookback*3) + rocLookback; if( startIdx < totalLookback ) startIdx = totalLookback; /* Make sure there is still something to evaluate. */ if( startIdx > endIdx ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } VALUE_HANDLE_DEREF(outBegIdx) = startIdx; nbElementToOutput = (endIdx-startIdx)+1+totalLookback; /* Allocate a temporary buffer for performing * the calculation. */ ARRAY_ALLOC(tempBuffer, nbElementToOutput ); #if !defined( _JAVA ) if( !tempBuffer ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); } #endif /* Calculate the first EMA */ k = PER_TO_K(optInTimePeriod); retCode = FUNCTION_CALL(INT_EMA)( (startIdx-totalLookback), endIdx, inReal, optInTimePeriod, k, VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), tempBuffer ); /* Verify for failure or if not enough data after * calculating the EMA. */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); ARRAY_FREE( tempBuffer ); return retCode; } nbElementToOutput--; /* Make this variable zero base from now on. */ /* Calculate the second EMA */ nbElementToOutput -= emaLookback; retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, nbElementToOutput, tempBuffer, optInTimePeriod, k, VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), tempBuffer ); /* Verify for failure or if not enough data after * calculating the EMA. */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); ARRAY_FREE( tempBuffer ); return retCode; } /* Calculate the third EMA */ nbElementToOutput -= emaLookback; retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, nbElementToOutput, tempBuffer, optInTimePeriod, k, VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), tempBuffer ); /* Verify for failure or if not enough data after * calculating the EMA. */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); ARRAY_FREE( tempBuffer ); return retCode; } /* Calculate the 1-day Rate-Of-Change */ nbElementToOutput -= emaLookback; retCode = FUNCTION_CALL_DOUBLE(ROC)( 0, nbElementToOutput, tempBuffer, 1, VALUE_HANDLE_OUT(begIdx), outNBElement, outReal ); ARRAY_FREE( tempBuffer ); /* Verify for failure or if not enough data after * calculating the rate-of-change. */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); return retCode; } 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::Trix( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode trix( 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_TRIX( 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 */ double k; /* Generated */ ARRAY_REF(tempBuffer); /* Generated */ VALUE_HANDLE_INT(nbElement); /* Generated */ VALUE_HANDLE_INT(begIdx); /* Generated */ int totalLookback; /* Generated */ int emaLookback, rocLookback; /* Generated */ ENUM_DECLARATION(RetCode) retCode; /* Generated */ int nbElementToOutput; /* 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(_JAVA) /* Generated */ if( !outReal ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ emaLookback = LOOKBACK_CALL(EMA)( optInTimePeriod ); /* Generated */ rocLookback = LOOKBACK_CALL(ROCR)( 1 ); /* Generated */ totalLookback = (emaLookback*3) + rocLookback; /* Generated */ if( startIdx < totalLookback ) /* Generated */ startIdx = totalLookback; /* Generated */ if( startIdx > endIdx ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ nbElementToOutput = (endIdx-startIdx)+1+totalLookback; /* Generated */ ARRAY_ALLOC(tempBuffer, nbElementToOutput ); /* Generated */ #if !defined( _JAVA ) /* Generated */ if( !tempBuffer ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr); /* Generated */ } /* Generated */ #endif /* Generated */ k = PER_TO_K(optInTimePeriod); /* Generated */ retCode = FUNCTION_CALL(INT_EMA)( (startIdx-totalLookback), endIdx, inReal, /* Generated */ optInTimePeriod, k, /* Generated */ VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), /* Generated */ tempBuffer ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ return retCode; /* Generated */ } /* Generated */ nbElementToOutput--; /* Generated */ nbElementToOutput -= emaLookback; /* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, nbElementToOutput, tempBuffer, /* Generated */ optInTimePeriod, k, /* Generated */ VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), /* Generated */ tempBuffer ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ return retCode; /* Generated */ } /* Generated */ nbElementToOutput -= emaLookback; /* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, nbElementToOutput, tempBuffer, /* Generated */ optInTimePeriod, k, /* Generated */ VALUE_HANDLE_OUT(begIdx), VALUE_HANDLE_OUT(nbElement), /* Generated */ tempBuffer ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(nbElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ return retCode; /* Generated */ } /* Generated */ nbElementToOutput -= emaLookback; /* Generated */ retCode = FUNCTION_CALL_DOUBLE(ROC)( 0, nbElementToOutput, /* Generated */ tempBuffer, /* Generated */ 1, VALUE_HANDLE_OUT(begIdx), outNBElement, /* Generated */ outReal ); /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ return retCode; /* Generated */ } /* 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 ****/