/* 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 * JV Jesus Viver <324122@cienz.unizar.es> * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF Template creation. * 010503 MF Fix to always use SMA for the STDDEV (Thanks to JV). * 052603 MF Adapt code to compile with .NET Managed C++ * */ /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ /* All code within this section is automatically * generated by gen_code. Any modification will be lost * next time gen_code is run. */ /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ #include "TA-Lib-Core.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError) /* Generated */ namespace TicTacTec { namespace TA { namespace Library { /* Generated */ #elif defined( _JAVA ) /* Generated */ #include "ta_defs.h" /* Generated */ #include "ta_java_defs.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError) /* Generated */ #else /* Generated */ #include /* 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::BbandsLookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int bbandsLookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType ) /* Generated */ /* Generated */ #else /* Generated */ int TA_BBANDS_Lookback( int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType ) /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) ) /* Generated */ return -1; /* Generated */ /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) ) /* 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. */ UNUSED_VARIABLE(optInNbDevUp); UNUSED_VARIABLE(optInNbDevDn); /* The lookback is driven by the middle band moving average. */ return LOOKBACK_CALL(MA)( optInTimePeriod, optInMAType ); } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_BBANDS - Bollinger Bands * * Input = double * Output = double, double, double * * Optional Parameters * ------------------- * optInTimePeriod:(From 2 to 100000) * Number of period * * optInNbDevUp:(From TA_REAL_MIN to TA_REAL_MAX) * Deviation multiplier for upper band * * optInNbDevDn:(From TA_REAL_MIN to TA_REAL_MAX) * Deviation multiplier for lower band * * optInMAType: * Type of Moving Average * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_BBANDS( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ ENUM_DECLARATION(RetCode) retCode; int i; double tempReal, tempReal2; ARRAY_REF(tempBuffer1); ARRAY_REF(tempBuffer2); /**** 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 = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) ) /* 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( !outRealUpperBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outRealMiddleBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outRealLowerBand ) /* 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. */ /* Identify TWO temporary buffer among the outputs. * * These temporary buffers allows to perform the * calculation without any memory allocation. * * Whenever possible, make the tempBuffer1 be the * middle band output. This will save one copy operation. */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealLowerBand; #else if( inReal == outRealUpperBand ) { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealLowerBand; } else if( inReal == outRealLowerBand ) { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealUpperBand; } else if( inReal == outRealMiddleBand ) { tempBuffer1 = outRealLowerBand; tempBuffer2 = outRealUpperBand; } else { tempBuffer1 = outRealMiddleBand; tempBuffer2 = outRealUpperBand; } /* Check that the caller is not doing tricky things. * (like using the input buffer in two output!) */ if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); #endif /* Calculate the middle band, which is a moving average. * The other two bands will simply add/substract the * standard deviation from this middle band. */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal, optInTimePeriod, optInMAType, outBegIdx, outNBElement, tempBuffer1 ); if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } /* Calculate the standard deviation into tempBuffer2. */ if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) ) { /* A small speed optimization by re-using the * already calculated SMA. */ FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement), optInTimePeriod, tempBuffer2 ); } else { /* Calculate the Standard Deviation */ retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal, optInTimePeriod, 1.0, outBegIdx, outNBElement, tempBuffer2 ); if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } } /* Copy the MA calculation into the middle band ouput, unless * the calculation was done into it already! */ #if !defined(USE_SINGLE_PRECISION_INPUT) if( tempBuffer1 != outRealMiddleBand ) { ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) ); } #endif /* Now do a tight loop to calculate the upper/lower band at * the same time. * * All the following 5 loops are doing the same, except there * is an attempt to speed optimize by eliminating uneeded * multiplication. */ if( optInNbDevUp == optInNbDevDn ) { if( optInNbDevUp == 1.0 ) { /* No standard deviation multiplier needed. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - tempReal; } } else { /* Upper/lower band use the same standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i] * optInNbDevUp; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - tempReal; } } } else if( optInNbDevUp == 1.0 ) { /* Only lower band has a standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + tempReal; outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); } } else if( optInNbDevDn == 1.0 ) { /* Only upper band has a standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealLowerBand[i] = tempReal2 - tempReal; outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); } } else { /* Upper/lower band have distinctive standard deviation multiplier. */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) { tempReal = tempBuffer2[i]; tempReal2 = outRealMiddleBand[i]; outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); } } 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::Bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outRealUpperBand, /* Generated */ cli::array^ outRealMiddleBand, /* Generated */ cli::array^ outRealLowerBand ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode bbands( int startIdx, /* Generated */ int endIdx, /* Generated */ float inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ MAType optInMAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_BBANDS( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */ /* Generated */ TA_MAType optInMAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outRealUpperBand[], /* Generated */ double outRealMiddleBand[], /* Generated */ double outRealLowerBand[] ) /* Generated */ #endif /* Generated */ { /* Generated */ ENUM_DECLARATION(RetCode) retCode; /* Generated */ int i; /* Generated */ double tempReal, tempReal2; /* Generated */ ARRAY_REF(tempBuffer1); /* Generated */ ARRAY_REF(tempBuffer2); /* 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 = 5; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT ) /* Generated */ optInNbDevUp = 2.000000e+0; /* Generated */ else if( (optInNbDevUp < -3.000000e+37) || (optInNbDevUp > 3.000000e+37) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT ) /* Generated */ optInNbDevDn = 2.000000e+0; /* Generated */ else if( (optInNbDevDn < -3.000000e+37) || (optInNbDevDn > 3.000000e+37) ) /* 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( !outRealUpperBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outRealMiddleBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outRealLowerBand ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealLowerBand; /* Generated */ #else /* Generated */ if( inReal == outRealUpperBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealLowerBand; /* Generated */ } /* Generated */ else if( inReal == outRealLowerBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ else if( inReal == outRealMiddleBand ) /* Generated */ { /* Generated */ tempBuffer1 = outRealLowerBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ tempBuffer1 = outRealMiddleBand; /* Generated */ tempBuffer2 = outRealUpperBand; /* Generated */ } /* Generated */ if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal, /* Generated */ optInTimePeriod, optInMAType, /* Generated */ outBegIdx, outNBElement, tempBuffer1 ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) ) /* Generated */ { /* Generated */ FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1, /* Generated */ (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement), /* Generated */ optInTimePeriod, tempBuffer2 ); /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal, /* Generated */ optInTimePeriod, 1.0, /* Generated */ outBegIdx, outNBElement, tempBuffer2 ); /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ } /* Generated */ #if !defined(USE_SINGLE_PRECISION_INPUT) /* Generated */ if( tempBuffer1 != outRealMiddleBand ) /* Generated */ { /* Generated */ ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) ); /* Generated */ } /* Generated */ #endif /* Generated */ if( optInNbDevUp == optInNbDevDn ) /* Generated */ { /* Generated */ if( optInNbDevUp == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ } /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i] * optInNbDevUp; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ } /* Generated */ } /* Generated */ } /* Generated */ else if( optInNbDevUp == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + tempReal; /* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); /* Generated */ } /* Generated */ } /* Generated */ else if( optInNbDevDn == 1.0 ) /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealLowerBand[i] = tempReal2 - tempReal; /* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); /* Generated */ } /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ ) /* Generated */ { /* Generated */ tempReal = tempBuffer2[i]; /* Generated */ tempReal2 = outRealMiddleBand[i]; /* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp); /* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn); /* Generated */ } /* 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 ****/