用VC开发股票分析软件(一)

 开发思路

 最大的难点：公式算法，图形显示.

   A.算法：凡是涉及公式的MACD,CCI,RSI等的算法，如何解决

   

   

1. TA_RetCode TA_MACD( int    startIdx,
2.                     int    endIdx,
3.                     const double inReal[],
4.                     int           optInFastPeriod, /* From 2 to 100000 */
5.                     int           optInSlowPeriod, /* From 2 to 100000 */
6.                     int           optInSignalPeriod, /* From 1 to 100000 */
7.                     int          *outBegIdx,
8.                     int          *outNBElement,
9.                     double        outMACD[],
10.                     double        outMACDSignal[],
11.                     double        outMACDHist[] );
13. TA_RetCode TA_S_MACD( int    startIdx,
14.                       int    endIdx,
15.                       const float  inReal[],
16.                       int           optInFastPeriod, /* From 2 to 100000 */
17.                       int           optInSlowPeriod, /* From 2 to 100000 */
18.                       int           optInSignalPeriod, /* From 1 to 100000 */
19.                       int          *outBegIdx,
20.                       int          *outNBElement,
21.                       double        outMACD[],
22.                       double        outMACDSignal[],
23.                       double        outMACDHist[] );
25. int TA_MACD_Lookback( int           optInFastPeriod, /* From 2 to 100000 */
26.                     int           optInSlowPeriod, /* From 2 to 100000 */
27.                     int           optInSignalPeriod );  /* From 1 to 100000 */

 测试MACD

 

1. // TestMACD.cpp : Defines the entry point for the console application.
2. //
4. #include "stdafx.h"
5. #include "ta_libc.h"
6. #include "iostream.h"
9. TA_Real    closePrice[400];
10. TA_Real    out[400];
11. TA_Integer outBeg;
12. TA_Integer outNbElement;
13. /* ... initialize your closing price here... */
20. //TA_RetCode retCode = TA_MA(0, 399,&closePrice[0],30,TA_MAType_SMA,&outBeg,&outNbElement,&out[0]);
21. int main(int argc, char* argv[])
22. {
23.     /* The output is displayed here */
24.    for(int j=0;j<401;)
25.    {
26.        closePrice[j++]=1;
27.       
28.    }    
29.    TA_RetCode retCode = TA_MA(0, 399,&closePrice[0],30,TA_MAType_SMA,&outBeg,&outNbElement,&out[0]);
30.     
31.    for(int i=0; i < outNbElement; i++ )
32.    printf( "Day %d = %f/n", outBeg+i, out[i] );
35.     printf("Hello World!/n");
36.     return 0;
37. }

  这些分析函数都是公开源码的。国外有一家学院的研究机构发布了所有证券分析软件公式算法函数。

  如果要用的话，要遵守GPL，采用的TA-LIB的名字，要署名。

  地址：http://ta-lib.org/hdr_doc.htm。

  个人非常羡慕这种研究文化....

 

1. /* List of contributors:
2.  *
3.  *  Initial  Name/description
4.  *  -------------------------------------------------------------------
5.  *  MF       Mario Fortier
6.  *  JPP      JP Pienaar ([email protected])
7.  *
8.  * Change history:
9.  *
10.  *  MMDDYY BY   Description
11.  *  -------------------------------------------------------------------
12.  *  112400 MF   Template creation.
13.  *  052603 MF   Adapt code to compile with .NET Managed C++
14.  *  080403 JPP  Fix #767653 for logic when swapping periods.
15.  *
16.  */
18. /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
19. /* All code within this section is automatically
20.  * generated by gen_code. Any modification will be lost
21.  * next time gen_code is run.
22.  */
23. /* Generated */ 
24. /* Generated */ #if defined( _MANAGED )
25. /* Generated */    #include "TA-Lib-Core.h"
26. /* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
27. /* Generated */    namespace TicTacTec { namespace TA { namespace Library {
28. /* Generated */ #elif defined( _JAVA )
29. /* Generated */    #include "ta_defs.h"
30. /* Generated */    #include "ta_java_defs.h"
31. /* Generated */    #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
32. /* Generated */ #else
33. /* Generated */    #include 
34. /* Generated */    #include 
35. /* Generated */    #include "ta_func.h"
36. /* Generated */ #endif
37. /* Generated */ 
38. /* Generated */ #ifndef TA_UTILITY_H
39. /* Generated */    #include "ta_utility.h"
40. /* Generated */ #endif
41. /* Generated */ 
42. /* Generated */ #ifndef TA_MEMORY_H
43. /* Generated */    #include "ta_memory.h"
44. /* Generated */ #endif
45. /* Generated */ 
46. /* Generated */ #define TA_PREFIX(x) TA_##x
47. /* Generated */ #define INPUT_TYPE   double
48. /* Generated */ 
49. /* Generated */ #if defined( _MANAGED )
50. /* Generated */ int Core::MacdLookback( int           optInFastPeriod, /* From 2 to 100000 */
51. /* Generated */                       int           optInSlowPeriod, /* From 2 to 100000 */
52. /* Generated */                       int           optInSignalPeriod )  /* From 1 to 100000 */
53. /* Generated */ 
54. /* Generated */ #elif defined( _JAVA )
55. /* Generated */ public int macdLookback( int           optInFastPeriod, /* From 2 to 100000 */
56. /* Generated */                        int           optInSlowPeriod, /* From 2 to 100000 */
57. /* Generated */                        int           optInSignalPeriod )  /* From 1 to 100000 */
58. /* Generated */ 
59. /* Generated */ #else
60. /* Generated */ int TA_MACD_Lookback( int           optInFastPeriod, /* From 2 to 100000 */
61. /* Generated */                     int           optInSlowPeriod, /* From 2 to 100000 */
62. /* Generated */                     int           optInSignalPeriod )  /* From 1 to 100000 */
63. /* Generated */ 
64. /* Generated */ #endif
65. /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
66. {
67.    /* insert local variable here */
68.    int tempInteger;
70. /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
71. /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
72. /* Generated */    /* min/max are checked for optInFastPeriod. */
73. /* Generated */    if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
74. /* Generated */       optInFastPeriod = 12;
75. /* Generated */    else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
76. /* Generated */       return -1;
77. /* Generated */ 
78. /* Generated */    /* min/max are checked for optInSlowPeriod. */
79. /* Generated */    if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
80. /* Generated */       optInSlowPeriod = 26;
81. /* Generated */    else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
82. /* Generated */       return -1;
83. /* Generated */ 
84. /* Generated */    /* min/max are checked for optInSignalPeriod. */
85. /* Generated */    if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
86. /* Generated */       optInSignalPeriod = 9;
87. /* Generated */    else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
88. /* Generated */       return -1;
89. /* Generated */ 
90. /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
91. /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
93.    /* insert lookback code here. */
95.    /* The lookback is driven by the signal line output.
96.     *
97.     * (must also account for the initial data consume 
98.     *  by the slow period).
99.     */
101.    /* Make sure slow is really slower than
102.     * the fast period! if not, swap...
103.     */
104.    if( optInSlowPeriod < optInFastPeriod )
105.    {
106.        /* swap */
107.        tempInteger       = optInSlowPeriod;
108.        optInSlowPeriod = optInFastPeriod;
109.        optInFastPeriod = tempInteger;
110.    }
112.    return   LOOKBACK_CALL(EMA)( optInSlowPeriod   )
113.           + LOOKBACK_CALL(EMA)( optInSignalPeriod );
114. }
117. /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
118. /*
119.  * TA_MACD - Moving Average Convergence/Divergence
120.  * 
121.  * Input  = double
122.  * Output = double, double, double
123.  * 
124.  * Optional Parameters
125.  * -------------------
126.  * optInFastPeriod:(From 2 to 100000)
127.  *    Number of period for the fast MA
128.  * 
129.  * optInSlowPeriod:(From 2 to 100000)
130.  *    Number of period for the slow MA
131.  * 
132.  * optInSignalPeriod:(From 1 to 100000)
133.  *    Smoothing for the signal line (nb of period)
134.  * 
135.  * 
136.  */
137. /* Generated */ 
138. /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
139. /* Generated */ enum class Core::RetCode Core::Macd( int    startIdx,
140. /* Generated */                                      int    endIdx,
141. /* Generated */                                      SubArray^    inReal,
142. /* Generated */                                      int           optInFastPeriod, /* From 2 to 100000 */
143. /* Generated */                                      int           optInSlowPeriod, /* From 2 to 100000 */
144. /* Generated */                                      int           optInSignalPeriod, /* From 1 to 100000 */
145. /* Generated */                                      [Out]int%    outBegIdx,
146. /* Generated */                                      [Out]int%    outNBElement,
147. /* Generated */                                      cli::array<double>^  outMACD,
148. /* Generated */                                      cli::array<double>^  outMACDSignal,
149. /* Generated */                                      cli::array<double>^  outMACDHist )
150. /* Generated */ #elif defined( _MANAGED )
151. /* Generated */ enum class Core::RetCode Core::Macd( int    startIdx,
152. /* Generated */                                      int    endIdx,
153. /* Generated */                                      cli::array<double>^ inReal,
154. /* Generated */                                      int           optInFastPeriod, /* From 2 to 100000 */
155. /* Generated */                                      int           optInSlowPeriod, /* From 2 to 100000 */
156. /* Generated */                                      int           optInSignalPeriod, /* From 1 to 100000 */
157. /* Generated */                                      [Out]int%    outBegIdx,
158. /* Generated */                                      [Out]int%    outNBElement,
159. /* Generated */                                      cli::array<double>^  outMACD,
160. /* Generated */                                      cli::array<double>^  outMACDSignal,
161. /* Generated */                                      cli::array<double>^  outMACDHist )
162. /* Generated */ #elif defined( _JAVA )
163. /* Generated */ public RetCode macd( int    startIdx,
164. /* Generated */                      int    endIdx,
165. /* Generated */                      double       inReal[],
166. /* Generated */                      int           optInFastPeriod, /* From 2 to 100000 */
167. /* Generated */                      int           optInSlowPeriod, /* From 2 to 100000 */
168. /* Generated */                      int           optInSignalPeriod, /* From 1 to 100000 */
169. /* Generated */                      MInteger     outBegIdx,
170. /* Generated */                      MInteger     outNBElement,
171. /* Generated */                      double        outMACD[],
172. /* Generated */                      double        outMACDSignal[],
173. /* Generated */                      double        outMACDHist[] )
174. /* Generated */ #else
175. /* Generated */ TA_RetCode TA_MACD( int    startIdx,
176. /* Generated */                     int    endIdx,
177. /* Generated */                     const double inReal[],
178. /* Generated */                     int           optInFastPeriod, /* From 2 to 100000 */
179. /* Generated */                     int           optInSlowPeriod, /* From 2 to 100000 */
180. /* Generated */                     int           optInSignalPeriod, /* From 1 to 100000 */
181. /* Generated */                     int          *outBegIdx,
182. /* Generated */                     int          *outNBElement,
183. /* Generated */                     double        outMACD[],
184. /* Generated */                     double        outMACDSignal[],
185. /* Generated */                     double        outMACDHist[] )
186. /* Generated */ #endif
187. /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
188. {
189.    /* Insert local variables here. */
191. /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
192. /* Generated */ 
193. /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
194. /* Generated */ 
195. /* Generated */    /* Validate the requested output range. */
196. /* Generated */    if( startIdx < 0 )
197. /* Generated */       return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
198. /* Generated */    if( (endIdx < 0) || (endIdx < startIdx))
199. /* Generated */       return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
200. /* Generated */ 
201. /* Generated */    #if !defined(_JAVA)
202. /* Generated */    if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
203. /* Generated */    #endif /* !defined(_JAVA)*/
204. /* Generated */    /* min/max are checked for optInFastPeriod. */
205. /* Generated */    if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
206. /* Generated */       optInFastPeriod = 12;
207. /* Generated */    else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
208. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
209. /* Generated */ 
210. /* Generated */    /* min/max are checked for optInSlowPeriod. */
211. /* Generated */    if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
212. /* Generated */       optInSlowPeriod = 26;
213. /* Generated */    else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
214. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
215. /* Generated */ 
216. /* Generated */    /* min/max are checked for optInSignalPeriod. */
217. /* Generated */    if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
218. /* Generated */       optInSignalPeriod = 9;
219. /* Generated */    else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
220. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
221. /* Generated */ 
222. /* Generated */    #if !defined(_JAVA)
223. /* Generated */    if( !outMACD )
224. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
225. /* Generated */ 
226. /* Generated */    if( !outMACDSignal )
227. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
228. /* Generated */ 
229. /* Generated */    if( !outMACDHist )
230. /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
231. /* Generated */ 
232. /* Generated */    #endif /* !defined(_JAVA) */
233. /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
234. /* Generated */ 
235. /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
237.    /* Insert TA function code here. */  
239.    return FUNCTION_CALL(INT_MACD)( startIdx, endIdx, inReal,
240.                                    optInFastPeriod,
241.                                    optInSlowPeriod,
242.                                    optInSignalPeriod,
243.                                    outBegIdx,
244.                                    outNBElement,
245.                                    outMACD,
246.                                    outMACDSignal,
247.                                    outMACDHist );
248. }
250. #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT )
251.  enum class Core::RetCode Core::TA_INT_MACD( int    startIdx,
252.                                              int    endIdx,
253.                                              SubArray^ inReal,
254.                                              int    optInFastPeriod, /* 0 is fix 12 */
255.                                              int    optInSlowPeriod, /* 0 is fix 26 */
256.                                              int    optInSignalPeriod_2,
257.                                              [Out]int% outBegIdx,
258.                                              [Out]int% outNBElement,
259.                                              cli::array<double>^ outMACD,
260.                                              cli::array<double>^ outMACDSignal,
261.                                              cli::array<double>^ outMACDHist )
262. #elif defined( _MANAGED )
263.  enum class Core::RetCode Core::TA_INT_MACD( int    startIdx,
264.                                              int    endIdx,
265.                                              cli::array^ inReal,
266.                                              int    optInFastPeriod, /* 0 is fix 12 */
267.                                              int    optInSlowPeriod, /* 0 is fix 26 */
268.                                              int    optInSignalPeriod_2,
269.                                              [Out]int% outBegIdx,
270.                                              [Out]int% outNBElement,
271.                                              cli::array<double>^ outMACD,
272.                                              cli::array<double>^ outMACDSignal,
273.                                              cli::array<double>^ outMACDHist )
274. #elif defined( _JAVA )
275. RetCode TA_INT_MACD( int        startIdx,
276.                      int        endIdx,
277.                      INPUT_TYPE inReal[],
278.                      int        optInFastPeriod, /* 0 is fix 12 */
279.                      int        optInSlowPeriod, /* 0 is fix 26 */
280.                      int        optInSignalPeriod_2,
281.                      MInteger   outBegIdx,
282.                      MInteger   outNBElement,
283.                      double     outMACD[],
284.                      double     outMACDSignal[],
285.                      double     outMACDHist[] )
287. #else
288. TA_RetCode TA_PREFIX(INT_MACD)( int    startIdx,
289.                                 int    endIdx,
290.                                 const INPUT_TYPE inReal[],
291.                                 int    optInFastPeriod, /* 0 is fix 12 */
292.                                 int    optInSlowPeriod, /* 0 is fix 26 */
293.                                 int    optInSignalPeriod_2,
294.                                 int   *outBegIdx,
295.                                 int   *outNBElement,
296.                                 double       outMACD[],
297.                                 double       outMACDSignal[],
298.                                 double       outMACDHist[] )
299. #endif
300. {
301.    ARRAY_REF(slowEMABuffer);
302.    ARRAY_REF(fastEMABuffer);
303.    double k1, k2;
304.    ENUM_DECLARATION(RetCode) retCode;
305.    int tempInteger;
306.    VALUE_HANDLE_INT(outBegIdx1);
307.    VALUE_HANDLE_INT(outNbElement1);
308.    VALUE_HANDLE_INT(outBegIdx2);
309.    VALUE_HANDLE_INT(outNbElement2);
310.    int lookbackTotal, lookbackSignal;
311.    int i;
313.    /* !!! A lot of speed optimization could be done
314.     * !!! with this function. 
315.     * !!!
316.     * !!! A better approach would be to use TA_INT_EMA
317.     * !!! just to get the seeding values for the
318.     * !!! fast and slow EMA. Then process the difference
319.     * !!! in an allocated buffer until enough data is
320.     * !!! available for the first signal value.
321.     * !!! From that point all the processing can
322.     * !!! be done in a tight loop.
323.     * !!!
324.     * !!! That approach will have the following
325.     * !!! advantage:
326.     * !!!   1) One mem allocation needed instead of two.
327.     * !!!   2) The mem allocation size will be only the
328.     * !!!      signal lookback period instead of the 
329.     * !!!      whole range of data.
330.     * !!!   3) Processing will be done in a tight loop.
331.     * !!!      allowing to avoid a lot of memory store-load
332.     * !!!      operation.
333.     * !!!   4) The memcpy at the end will be eliminated!
334.     * !!!
335.     * !!! If only I had time....
336.     */
338.    /* Make sure slow is really slower than
339.     * the fast period! if not, swap...
340.     */
341.    if( optInSlowPeriod < optInFastPeriod )
342.    {
343.        /* swap */
344.        tempInteger       = optInSlowPeriod;
345.        optInSlowPeriod = optInFastPeriod;
346.        optInFastPeriod = tempInteger;
347.    }
349.    /* Catch special case for fix 26/12 MACD. */
350.    if( optInSlowPeriod != 0 )
351.       k1 = PER_TO_K(optInSlowPeriod);
352.    else
353.    {
354.       optInSlowPeriod = 26;
355.       k1 = (double)0.075; /* Fix 26 */
356.    }
358.    if( optInFastPeriod != 0 )
359.       k2 = PER_TO_K(optInFastPeriod);
360.    else
361.    {
362.       optInFastPeriod = 12;
363.       k2 = (double)0.15; /* Fix 12 */
364.    }
366.    lookbackSignal = LOOKBACK_CALL(EMA)( optInSignalPeriod_2 ); 
368.    /* Move up the start index if there is not
369.     * enough initial data.
370.     */
371.    lookbackTotal =  lookbackSignal;
372.    lookbackTotal += LOOKBACK_CALL(EMA)( optInSlowPeriod );
374.    if( startIdx < lookbackTotal )
375.       startIdx = lookbackTotal;
377.    /* Make sure there is still something to evaluate. */
378.    if( startIdx > endIdx )
379.    {
380.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
381.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
382.       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
383.    }
385.    /* Allocate intermediate buffer for fast/slow EMA. */
386.    tempInteger = (endIdx-startIdx)+1+lookbackSignal;
387.    ARRAY_ALLOC( fastEMABuffer, tempInteger );
388.    #if !defined( _JAVA )
389.       if( !fastEMABuffer )
390.       {
391.          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
392.          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
393.          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
394.       }
395.    #endif
397.    ARRAY_ALLOC( slowEMABuffer, tempInteger );
398.    #if !defined( _JAVA )
399.       if( !slowEMABuffer )
400.       {
401.          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
402.          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
403.          ARRAY_FREE( fastEMABuffer );
404.          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
405.       }
406.    #endif
408.    /* Calculate the slow EMA. 
409.     *
410.     * Move back the startIdx to get enough data
411.     * for the signal period. That way, once the
412.     * signal calculation is done, all the output
413.     * will start at the requested 'startIdx'.
414.     */
415.    tempInteger = startIdx-lookbackSignal;
416.    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
417.                                      inReal, optInSlowPeriod, k1,
418.                                      VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), slowEMABuffer );
420.    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
421.    {
422.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
423.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
424.       ARRAY_FREE( fastEMABuffer );
425.       ARRAY_FREE( slowEMABuffer );
426.       return retCode;
427.    }
429.    /* Calculate the fast EMA. */
430.    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
431.                                      inReal, optInFastPeriod, k2,
432.                                      VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), fastEMABuffer );
434.    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
435.    {
436.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
437.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
438.       ARRAY_FREE( fastEMABuffer );
439.       ARRAY_FREE( slowEMABuffer );
440.       return retCode;
441.    }
443.    /* Parano tests. Will be removed eventually. */
444.    if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || 
445.        (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || 
446.        (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) ||
447.        (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) )
448.    {
449.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
450.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
451.       ARRAY_FREE( fastEMABuffer );
452.       ARRAY_FREE( slowEMABuffer );
453.       return TA_INTERNAL_ERROR(119);
454.    }
456.    /* Calculate (fast EMA) - (slow EMA). */
457.    for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ )
458.       fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i];
461.    /* Copy the result into the output for the caller. */
462.    ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
464.    /* Calculate the signal/trigger line. */
465.    retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(outNbElement1)-1,
466.                                             fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), 
467.                                             VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal );
470.    ARRAY_FREE( fastEMABuffer );
471.    ARRAY_FREE( slowEMABuffer );
473.    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
474.    {
475.       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
476.       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
477.       return retCode;
478.    }
480.    /* Calculate the histogram. */
481.    for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ )
482.       outMACDHist[i] = outMACD[i]-outMACDSignal[i];
485.    /* All done! Indicate the output limits and return success. */
486.    VALUE_HANDLE_DEREF(outBegIdx)     = startIdx;
487.    VALUE_HANDLE_DEREF(outNBElement)  = VALUE_HANDLE_GET(outNbElement2);
489.    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
490. }
493. /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
494. /* Generated */ 
495. /* Generated */ #define  USE_SINGLE_PRECISION_INPUT
496. /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
497. /* Generated */    #undef   TA_PREFIX
498. /* Generated */    #define  TA_PREFIX(x) TA_S_##x
499. /* Generated */ #endif
500. /* Generated */ #undef   INPUT_TYPE
501. /* Generated */ #define  INPUT_TYPE float
502. /* Generated */ #if defined( _MANAGED )
503. /* Generated */ enum class Core::RetCode Core::Macd( int    startIdx,
504. /* Generated */                                      int    endIdx,
505. /* Generated */                                      cli::array<float>^ inReal,
506. /* Generated */                                      int           optInFastPeriod, /* From 2 to 100000 */
507. /* Generated */                                      int           optInSlowPeriod, /* From 2 to 100000 */
508. /* Generated */                                      int           optInSignalPeriod, /* From 1 to 100000 */
509. /* Generated */                                      [Out]int%    outBegIdx,
510. /* Generated */                                      [Out]int%    outNBElement,
511. /* Generated */                                      cli::array<double>^  outMACD,
512. /* Generated */                                      cli::array<double>^  outMACDSignal,
513. /* Generated */                                      cli::array<double>^  outMACDHist )
514. /* Generated */ #elif defined( _JAVA )
515. /* Generated */ public RetCode macd( int    startIdx,
516. /* Generated */                      int    endIdx,
517. /* Generated */                      float        inReal[],
518. /* Generated */                      int           optInFastPeriod, /* From 2 to 100000 */
519. /* Generated */                      int           optInSlowPeriod, /* From 2 to 100000 */
520. /* Generated */                      int           optInSignalPeriod, /* From 1 to 100000 */
521. /* Generated */                      MInteger     outBegIdx,
522. /* Generated */                      MInteger     outNBElement,
523. /* Generated */                      double        outMACD[],
524. /* Generated */                      double        outMACDSignal[],
525. /* Generated */                      double        outMACDHist[] )
526. /* Generated */ #else
527. /* Generated */ TA_RetCode TA_S_MACD( int    startIdx,
528. /* Generated */                       int    endIdx,
529. /* Generated */                       const float  inReal[],
530. /* Generated */                       int           optInFastPeriod, /* From 2 to 100000 */
531. /* Generated */                       int           optInSlowPeriod, /* From 2 to 100000 */
532. /* Generated */                       int           optInSignalPeriod, /* From 1 to 100000 */
533. /* Generated */                       int          *outBegIdx,
534. /* Generated */                       int          *outNBElement,
535. /* Generated */                       double        outMACD[],
536. /* Generated */                       double        outMACDSignal[],
537. /* Generated */                       double        outMACDHist[] )
538. /* Generated */ #endif
539. /* Generated */ {
540. /* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
541. /* Generated */     if( startIdx < 0 )
542. /* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
543. /* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
544. /* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
545. /* Generated */     #if !defined(_JAVA)
546. /* Generated */     if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
547. /* Generated */     #endif 
548. /* Generated */     if( (int)optInFastPeriod == TA_INTEGER_DEFAULT )
549. /* Generated */        optInFastPeriod = 12;
550. /* Generated */     else if( ((int)optInFastPeriod < 2) || ((int)optInFastPeriod > 100000) )
551. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
552. /* Generated */     if( (int)optInSlowPeriod == TA_INTEGER_DEFAULT )
553. /* Generated */        optInSlowPeriod = 26;
554. /* Generated */     else if( ((int)optInSlowPeriod < 2) || ((int)optInSlowPeriod > 100000) )
555. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
556. /* Generated */     if( (int)optInSignalPeriod == TA_INTEGER_DEFAULT )
557. /* Generated */        optInSignalPeriod = 9;
558. /* Generated */     else if( ((int)optInSignalPeriod < 1) || ((int)optInSignalPeriod > 100000) )
559. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
560. /* Generated */     #if !defined(_JAVA)
561. /* Generated */     if( !outMACD )
562. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
563. /* Generated */     if( !outMACDSignal )
564. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
565. /* Generated */     if( !outMACDHist )
566. /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
567. /* Generated */     #endif 
568. /* Generated */  #endif 
569. /* Generated */    return FUNCTION_CALL(INT_MACD)( startIdx, endIdx, inReal,
570. /* Generated */                                    optInFastPeriod,
571. /* Generated */                                    optInSlowPeriod,
572. /* Generated */                                    optInSignalPeriod,
573. /* Generated */                                    outBegIdx,
574. /* Generated */                                    outNBElement,
575. /* Generated */                                    outMACD,
576. /* Generated */                                    outMACDSignal,
577. /* Generated */                                    outMACDHist );
578. /* Generated */ }
579. /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined( USE_SINGLE_PRECISION_INPUT )
580. /* Generated */  enum class Core::RetCode Core::TA_INT_MACD( int    startIdx,
581. /* Generated */                                              int    endIdx,
582. /* Generated */                                              SubArray^ inReal,
583. /* Generated */                                              int    optInFastPeriod, 
584. /* Generated */                                              int    optInSlowPeriod, 
585. /* Generated */                                              int    optInSignalPeriod_2,
586. /* Generated */                                              [Out]int% outBegIdx,
587. /* Generated */                                              [Out]int% outNBElement,
588. /* Generated */                                              cli::array<double>^ outMACD,
589. /* Generated */                                              cli::array<double>^ outMACDSignal,
590. /* Generated */                                              cli::array<double>^ outMACDHist )
591. /* Generated */ #elif defined( _MANAGED )
592. /* Generated */  enum class Core::RetCode Core::TA_INT_MACD( int    startIdx,
593. /* Generated */                                              int    endIdx,
594. /* Generated */                                              cli::array^ inReal,
595. /* Generated */                                              int    optInFastPeriod, 
596. /* Generated */                                              int    optInSlowPeriod, 
597. /* Generated */                                              int    optInSignalPeriod_2,
598. /* Generated */                                              [Out]int% outBegIdx,
599. /* Generated */                                              [Out]int% outNBElement,
600. /* Generated */                                              cli::array<double>^ outMACD,
601. /* Generated */                                              cli::array<double>^ outMACDSignal,
602. /* Generated */                                              cli::array<double>^ outMACDHist )
603. /* Generated */ #elif defined( _JAVA )
604. /* Generated */ RetCode TA_INT_MACD( int        startIdx,
605. /* Generated */                      int        endIdx,
606. /* Generated */                      INPUT_TYPE inReal[],
607. /* Generated */                      int        optInFastPeriod, 
608. /* Generated */                      int        optInSlowPeriod, 
609. /* Generated */                      int        optInSignalPeriod_2,
610. /* Generated */                      MInteger   outBegIdx,
611. /* Generated */                      MInteger   outNBElement,
612. /* Generated */                      double     outMACD[],
613. /* Generated */                      double     outMACDSignal[],
614. /* Generated */                      double     outMACDHist[] )
615. /* Generated */ #else
616. /* Generated */ TA_RetCode TA_PREFIX(INT_MACD)( int    startIdx,
617. /* Generated */                                 int    endIdx,
618. /* Generated */                                 const INPUT_TYPE inReal[],
619. /* Generated */                                 int    optInFastPeriod, 
620. /* Generated */                                 int    optInSlowPeriod, 
621. /* Generated */                                 int    optInSignalPeriod_2,
622. /* Generated */                                 int   *outBegIdx,
623. /* Generated */                                 int   *outNBElement,
624. /* Generated */                                 double       outMACD[],
625. /* Generated */                                 double       outMACDSignal[],
626. /* Generated */                                 double       outMACDHist[] )
627. /* Generated */ #endif
628. /* Generated */ {
629. /* Generated */    ARRAY_REF(slowEMABuffer);
630. /* Generated */    ARRAY_REF(fastEMABuffer);
631. /* Generated */    double k1, k2;
632. /* Generated */    ENUM_DECLARATION(RetCode) retCode;
633. /* Generated */    int tempInteger;
634. /* Generated */    VALUE_HANDLE_INT(outBegIdx1);
635. /* Generated */    VALUE_HANDLE_INT(outNbElement1);
636. /* Generated */    VALUE_HANDLE_INT(outBegIdx2);
637. /* Generated */    VALUE_HANDLE_INT(outNbElement2);
638. /* Generated */    int lookbackTotal, lookbackSignal;
639. /* Generated */    int i;
640. /* Generated */    if( optInSlowPeriod < optInFastPeriod )
641. /* Generated */    {
642. /* Generated */        tempInteger       = optInSlowPeriod;
643. /* Generated */        optInSlowPeriod = optInFastPeriod;
644. /* Generated */        optInFastPeriod = tempInteger;
645. /* Generated */    }
646. /* Generated */    if( optInSlowPeriod != 0 )
647. /* Generated */       k1 = PER_TO_K(optInSlowPeriod);
648. /* Generated */    else
649. /* Generated */    {
650. /* Generated */       optInSlowPeriod = 26;
651. /* Generated */       k1 = (double)0.075; 
652. /* Generated */    }
653. /* Generated */    if( optInFastPeriod != 0 )
654. /* Generated */       k2 = PER_TO_K(optInFastPeriod);
655. /* Generated */    else
656. /* Generated */    {
657. /* Generated */       optInFastPeriod = 12;
658. /* Generated */       k2 = (double)0.15; 
659. /* Generated */    }
660. /* Generated */    lookbackSignal = LOOKBACK_CALL(EMA)( optInSignalPeriod_2 ); 
661. /* Generated */    lookbackTotal =  lookbackSignal;
662. /* Generated */    lookbackTotal += LOOKBACK_CALL(EMA)( optInSlowPeriod );
663. /* Generated */    if( startIdx < lookbackTotal )
664. /* Generated */       startIdx = lookbackTotal;
665. /* Generated */    if( startIdx > endIdx )
666. /* Generated */    {
667. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
668. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
669. /* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
670. /* Generated */    }
671. /* Generated */    tempInteger = (endIdx-startIdx)+1+lookbackSignal;
672. /* Generated */    ARRAY_ALLOC( fastEMABuffer, tempInteger );
673. /* Generated */    #if !defined( _JAVA )
674. /* Generated */       if( !fastEMABuffer )
675. /* Generated */       {
676. /* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
677. /* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
678. /* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
679. /* Generated */       }
680. /* Generated */    #endif
681. /* Generated */    ARRAY_ALLOC( slowEMABuffer, tempInteger );
682. /* Generated */    #if !defined( _JAVA )
683. /* Generated */       if( !slowEMABuffer )
684. /* Generated */       {
685. /* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
686. /* Generated */          VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
687. /* Generated */          ARRAY_FREE( fastEMABuffer );
688. /* Generated */          return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
689. /* Generated */       }
690. /* Generated */    #endif
691. /* Generated */    tempInteger = startIdx-lookbackSignal;
692. /* Generated */    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
693. /* Generated */                                      inReal, optInSlowPeriod, k1,
694. /* Generated */                                      VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1), slowEMABuffer );
695. /* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
696. /* Generated */    {
697. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
698. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
699. /* Generated */       ARRAY_FREE( fastEMABuffer );
700. /* Generated */       ARRAY_FREE( slowEMABuffer );
701. /* Generated */       return retCode;
702. /* Generated */    }
703. /* Generated */    retCode = FUNCTION_CALL(INT_EMA)( tempInteger, endIdx,
704. /* Generated */                                      inReal, optInFastPeriod, k2,
705. /* Generated */                                      VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), fastEMABuffer );
706. /* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
707. /* Generated */    {
708. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
709. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
710. /* Generated */       ARRAY_FREE( fastEMABuffer );
711. /* Generated */       ARRAY_FREE( slowEMABuffer );
712. /* Generated */       return retCode;
713. /* Generated */    }
714. /* Generated */    if( (VALUE_HANDLE_GET(outBegIdx1) != tempInteger) || 
715. /* Generated */        (VALUE_HANDLE_GET(outBegIdx2) != tempInteger) || 
716. /* Generated */        (VALUE_HANDLE_GET(outNbElement1) != VALUE_HANDLE_GET(outNbElement2)) ||
717. /* Generated */        (VALUE_HANDLE_GET(outNbElement1) != (endIdx-startIdx)+1+lookbackSignal) )
718. /* Generated */    {
719. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
720. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
721. /* Generated */       ARRAY_FREE( fastEMABuffer );
722. /* Generated */       ARRAY_FREE( slowEMABuffer );
723. /* Generated */       return TA_INTERNAL_ERROR(119);
724. /* Generated */    }
725. /* Generated */    for( i=0; i < VALUE_HANDLE_GET(outNbElement1); i++ )
726. /* Generated */       fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i];
727. /* Generated */    ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
728. /* Generated */    retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(outNbElement1)-1,
729. /* Generated */                                             fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2), 
730. /* Generated */                                             VALUE_HANDLE_OUT(outBegIdx2), VALUE_HANDLE_OUT(outNbElement2), outMACDSignal );
731. /* Generated */    ARRAY_FREE( fastEMABuffer );
732. /* Generated */    ARRAY_FREE( slowEMABuffer );
733. /* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
734. /* Generated */    {
735. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
736. /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
737. /* Generated */       return retCode;
738. /* Generated */    }
739. /* Generated */    for( i=0; i < VALUE_HANDLE_GET(outNbElement2); i++ )
740. /* Generated */       outMACDHist[i] = outMACD[i]-outMACDSignal[i];
741. /* Generated */    VALUE_HANDLE_DEREF(outBegIdx)     = startIdx;
742. /* Generated */    VALUE_HANDLE_DEREF(outNBElement)  = VALUE_HANDLE_GET(outNbElement2);
743. /* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
744. /* Generated */ }
745. /* Generated */ 
746. /* Generated */ #if defined( _MANAGED )
747. /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
748. /* Generated */ #endif

  下一部分，分析一下TA-LIB包