/// <summary>
/// 计算区间最大值、最小值、振幅，计算好的结果直接设置在trend上
/// </summary>
/// <param name="trend">Trend.</param>
/// <param name="lk">Lk.</param>
/// <param name="start">Start.</param>
/// <param name="end">End.</param>
public static void CalHighLowValue(KTrend trend, MAType type, IList<KJapaneseData> lk, int start, int end)
{
decimal hi = trend.StartValue, lo = trend.StartValue;
for (int i = start + 1; i <= end; i++){
decimal v = 0;
switch (type){
case MAType.MAShort:
case MAType.MALong:
v = lk[i].ClosePrice;
break;
case MAType.VMAShort:
case MAType.VMALong:
v = lk[i].Volume;
break;
}
if (lk[i].ClosePrice > hi)
hi = lk[i].ClosePrice;
if (lk[i].ClosePrice < lo)
lo = lk[i].ClosePrice;
}
trend.HighValue = hi;
trend.LowValue = lo;
trend.Amplitude = CalNetChange(lo, hi);
}
/// <summary>
///
/// </summary>
/// <param name="values">值列表，必须保证start前至少有n*round个元素，end后至少有n*round个元素</param>
/// <param name="start"></param>
/// <param name="end"></param>
/// <param name="n"></param>
/// <param name="round">需要重复计算几轮</param>
/// <param name="type"></param>
/// <returns>返回结果均值列表，结果列表中索引0到最后的一个值分别对应values中索引start到end元素的计算结果均值。<br />
/// 每经过一轮计算，返回的结果列表元素个数比values减少2n个（头、为各减少n个）</returns>
private static IList<decimal> CalculateMA(IList<decimal> values, int start, int end, int n, int round, MAType type, int weight)
{
int s=start, e=end;
for(int loop=round; loop>=1; loop--){
//注意：
//1.CalcCusMA需要的是计算起始点、终止点在values中的索引，而start、end是在kdatas中的索引，不能使用start和end；
//2.每经历1次CalcCusMA调用，values中的元素个数减少2n个；
values = CalculateMA(values, s, e, n, type, weight); //第一次使用入参start、end作为CalcCusMA的start、end
//执行1次CalcCusMA后，values中前后多余的元素已经被移除，后续再调用CalcCusMA时，参数start、end即变成固定值
s = n;
e = values.Count-1-n;
}
return values;
}
public static RetCode Bbands(int startIdx, int endIdx, double[] inReal, int optInTimePeriod, double optInNbDevUp, double optInNbDevDn, MAType optInMAType, ref int outBegIdx, ref int outNBElement, double[] outRealUpperBand, double[] outRealMiddleBand, double[] outRealLowerBand)
{
int i;
double tempReal2;
double tempReal;
double[] tempBuffer2;
double[] tempBuffer1;
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (optInTimePeriod == -2147483648)
{
optInTimePeriod = 5;
}
else if ((optInTimePeriod < 2) || (optInTimePeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInNbDevUp == -4E+37)
{
optInNbDevUp = 2.0;
}
else if ((optInNbDevUp < -3E+37) || (optInNbDevUp > 3E+37))
{
return(RetCode.BadParam);
}
if (optInNbDevDn == -4E+37)
{
optInNbDevDn = 2.0;
}
else if ((optInNbDevDn < -3E+37) || (optInNbDevDn > 3E+37))
{
return(RetCode.BadParam);
}
if (outRealUpperBand == null)
{
return(RetCode.BadParam);
}
if (outRealMiddleBand == null)
{
return(RetCode.BadParam);
}
if (outRealLowerBand == null)
{
return(RetCode.BadParam);
}
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;
}
if ((tempBuffer1 == inReal) || (tempBuffer2 == inReal))
{
return(RetCode.BadParam);
}
RetCode retCode = MovingAverage(startIdx, endIdx, inReal, optInTimePeriod, optInMAType, ref outBegIdx, ref outNBElement, tempBuffer1);
if ((retCode != RetCode.Success) || (outNBElement == 0))
{
outNBElement = 0;
return(retCode);
}
if (optInMAType == MAType.Sma)
{
TA_INT_stddev_using_precalc_ma(inReal, tempBuffer1, outBegIdx, outNBElement, optInTimePeriod, tempBuffer2);
}
else
{
retCode = StdDev(outBegIdx, endIdx, inReal, optInTimePeriod, 1.0, ref outBegIdx, ref outNBElement, tempBuffer2);
if (retCode != RetCode.Success)
{
outNBElement = 0;
return(retCode);
}
}
if (tempBuffer1 != outRealMiddleBand)
{
Array.Copy(tempBuffer1, 0, outRealMiddleBand, 0, outNBElement);
}
if (optInNbDevUp != optInNbDevDn)
{
if (optInNbDevUp != 1.0)
{
if (optInNbDevDn != 1.0)
{
i = 0;
while (i < outNBElement)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
i++;
}
goto Label_02B1;
}
i = 0;
goto Label_025E;
}
i = 0;
}
else
{
if (optInNbDevUp != 1.0)
{
i = 0;
}
else
{
i = 0;
while (i < outNBElement)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
i++;
}
goto Label_02B1;
}
while (i < outNBElement)
{
tempReal = tempBuffer2[i] * optInNbDevUp;
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
i++;
}
goto Label_02B1;
}
while (true)
{
if (i >= outNBElement)
{
goto Label_02B1;
}
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
i++;
}
Label_025E:
while (i < outNBElement)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealLowerBand[i] = tempReal2 - tempReal;
outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
i++;
}
Label_02B1:
return(RetCode.Success);
}
public static RetCode Mavp(decimal[] inReal, decimal[] inPeriods, int startIdx, int endIdx, decimal[] outReal, out int outBegIdx,
out int outNbElement, MAType optInMAType = MAType.Sma, int optInMinPeriod = 2, int optInMaxPeriod = 30)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || inPeriods == null || outReal == null || optInMinPeriod < 2 || optInMinPeriod > 100000 ||
optInMaxPeriod < 2 || optInMaxPeriod > 100000)
{
return(RetCode.BadParam);
}
int lookbackTotal = MavpLookback(optInMAType, optInMaxPeriod);
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
return(RetCode.Success);
}
var tempInt = lookbackTotal > startIdx ? lookbackTotal : startIdx;
if (tempInt > endIdx)
{
return(RetCode.Success);
}
int outputSize = endIdx - tempInt + 1;
var localOutputArray = new decimal[outputSize];
int[] localPeriodArray = new int[outputSize];
for (var i = 0; i < outputSize; i++)
{
tempInt = (int)inPeriods[startIdx + i];
if (tempInt < optInMinPeriod)
{
tempInt = optInMinPeriod;
}
else if (tempInt > optInMaxPeriod)
{
tempInt = optInMaxPeriod;
}
localPeriodArray[i] = tempInt;
}
for (var i = 0; i < outputSize; i++)
{
int curPeriod = localPeriodArray[i];
if (curPeriod != 0)
{
RetCode retCode = Ma(inReal, startIdx, endIdx, localOutputArray, out _, out _, optInMAType, curPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
outReal[i] = localOutputArray[i];
for (var j = i + 1; j < outputSize; j++)
{
if (localPeriodArray[j] == curPeriod)
{
localPeriodArray[j] = 0;
outReal[j] = localOutputArray[j];
}
}
}
}
outBegIdx = startIdx;
outNbElement = outputSize;
return(RetCode.Success);
}
public static RetCode StochF(int startIdx, int endIdx, double[] inHigh, double[] inLow, double[] inClose, MAType optInFastDMAType,
ref int outBegIdx, ref int outNBElement, double[] outFastK, double[] outFastD, int optInFastKPeriod = 5,
int optInFastDPeriod = 3)
{
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inHigh == null || inLow == null || inClose == null || outFastK == null || outFastD == null || optInFastKPeriod < 1 ||
optInFastKPeriod > 100000 || optInFastDPeriod < 1 || optInFastDPeriod > 100000)
{
return(RetCode.BadParam);
}
int lookbackK = optInFastKPeriod - 1;
int lookbackFastD = MaLookback(optInFastDMAType, optInFastDPeriod);
int lookbackTotal = lookbackK + lookbackFastD;
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
int outIdx = default;
int trailingIdx = startIdx - lookbackTotal;
int today = trailingIdx + lookbackK;
int highestIdx = -1;
int lowestIdx = highestIdx;
double highest, lowest;
double diff = highest = lowest = default;
double[] tempBuffer;
if (outFastK == inHigh || outFastK == inLow || outFastK == inClose)
{
tempBuffer = outFastK;
}
else if (outFastD == inHigh || outFastD == inLow || outFastD == inClose)
{
tempBuffer = outFastD;
}
else
{
tempBuffer = new double[endIdx - today + 1];
}
while (today <= endIdx)
{
double tmp = inLow[today];
if (lowestIdx < trailingIdx)
{
lowestIdx = trailingIdx;
lowest = inLow[lowestIdx];
int i = lowestIdx;
while (++i <= today)
{
tmp = inLow[i];
if (tmp < lowest)
{
lowestIdx = i;
lowest = tmp;
}
}
diff = (highest - lowest) / 100.0;
}
else if (tmp <= lowest)
{
lowestIdx = today;
lowest = tmp;
diff = (highest - lowest) / 100.0;
}
tmp = inHigh[today];
if (highestIdx < trailingIdx)
{
highestIdx = trailingIdx;
highest = inHigh[highestIdx];
int i = highestIdx;
while (++i <= today)
{
tmp = inHigh[i];
if (tmp > highest)
{
highestIdx = i;
highest = tmp;
}
}
diff = (highest - lowest) / 100.0;
}
else if (tmp >= highest)
{
highestIdx = today;
highest = tmp;
diff = (highest - lowest) / 100.0;
}
tempBuffer[outIdx++] = !diff.Equals(0.0) ? (inClose[today] - lowest) / diff : 0.0;
trailingIdx++;
today++;
}
RetCode retCode = Ma(0, outIdx - 1, tempBuffer, optInFastDMAType, ref outBegIdx, ref outNBElement, outFastD,
optInFastDPeriod);
if (retCode != RetCode.Success || outNBElement == 0)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
Array.Copy(tempBuffer, lookbackFastD, outFastK, 0, outNBElement);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
outBegIdx = startIdx;
return(RetCode.Success);
}
public static RetCode Stoch(int startIdx, int endIdx, double[] inHigh, double[] inLow, double[] inClose, int optInFastK_Period, int optInSlowK_Period, MAType optInSlowK_MAType, int optInSlowD_Period, MAType optInSlowD_MAType, ref int outBegIdx, ref int outNBElement, double[] outSlowK, double[] outSlowD)
{
double[] tempBuffer;
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (((inHigh == null) || (inLow == null)) || (inClose == null))
{
return(RetCode.BadParam);
}
if (optInFastK_Period == -2147483648)
{
optInFastK_Period = 5;
}
else if ((optInFastK_Period < 1) || (optInFastK_Period > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInSlowK_Period == -2147483648)
{
optInSlowK_Period = 3;
}
else if ((optInSlowK_Period < 1) || (optInSlowK_Period > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInSlowD_Period == -2147483648)
{
optInSlowD_Period = 3;
}
else if ((optInSlowD_Period < 1) || (optInSlowD_Period > 0x186a0))
{
return(RetCode.BadParam);
}
if (outSlowK == null)
{
return(RetCode.BadParam);
}
if (outSlowD == null)
{
return(RetCode.BadParam);
}
int lookbackK = optInFastK_Period - 1;
int lookbackKSlow = MovingAverageLookback(optInSlowK_Period, optInSlowK_MAType);
int lookbackDSlow = MovingAverageLookback(optInSlowD_Period, optInSlowD_MAType);
int lookbackTotal = (lookbackK + lookbackDSlow) + lookbackKSlow;
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
int outIdx = 0;
int trailingIdx = startIdx - lookbackTotal;
int today = trailingIdx + lookbackK;
int highestIdx = -1;
int lowestIdx = highestIdx;
double lowest = 0.0;
double highest = lowest;
double diff = highest;
if (((outSlowK == inHigh) || (outSlowK == inLow)) || (outSlowK == inClose))
{
tempBuffer = outSlowK;
}
else if (((outSlowD == inHigh) || (outSlowD == inLow)) || (outSlowD == inClose))
{
tempBuffer = outSlowD;
}
else
{
tempBuffer = new double[(endIdx - today) + 1];
}
Label_0156:
if (today > endIdx)
{
RetCode retCode = MovingAverage(0, outIdx - 1, tempBuffer, optInSlowK_Period, optInSlowK_MAType, ref outBegIdx, ref outNBElement, tempBuffer);
if ((retCode != RetCode.Success) || (outNBElement == 0))
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
retCode = MovingAverage(0, outNBElement - 1, tempBuffer, optInSlowD_Period, optInSlowD_MAType, ref outBegIdx, ref outNBElement, outSlowD);
Array.Copy(tempBuffer, lookbackDSlow, outSlowK, 0, outNBElement);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
outBegIdx = startIdx;
return(RetCode.Success);
}
double tmp = inLow[today];
if (lowestIdx >= trailingIdx)
{
if (tmp <= lowest)
{
lowestIdx = today;
lowest = tmp;
diff = (highest - lowest) / 100.0;
}
goto Label_01B5;
}
lowestIdx = trailingIdx;
lowest = inLow[lowestIdx];
int i = lowestIdx;
Label_0173:
i++;
if (i <= today)
{
tmp = inLow[i];
if (tmp < lowest)
{
lowestIdx = i;
lowest = tmp;
}
goto Label_0173;
}
diff = (highest - lowest) / 100.0;
Label_01B5:
tmp = inHigh[today];
if (highestIdx >= trailingIdx)
{
if (tmp >= highest)
{
highestIdx = today;
highest = tmp;
diff = (highest - lowest) / 100.0;
}
goto Label_0212;
}
highestIdx = trailingIdx;
highest = inHigh[highestIdx];
i = highestIdx;
Label_01CC:
i++;
if (i <= today)
{
tmp = inHigh[i];
if (tmp > highest)
{
highestIdx = i;
highest = tmp;
}
goto Label_01CC;
}
diff = (highest - lowest) / 100.0;
Label_0212:
if (diff != 0.0)
{
tempBuffer[outIdx] = (inClose[today] - lowest) / diff;
outIdx++;
}
else
{
tempBuffer[outIdx] = 0.0;
outIdx++;
}
trailingIdx++;
today++;
goto Label_0156;
}
public static PpoResult Ppo(int startIdx, int endIdx, double[] real, int fastPeriod, int slowPeriod, MAType maType)
{
int outBegIdx = default;
int outNBElement = default;
double[] outReal = new double[endIdx - startIdx + 1];
RetCode retCode = TACore.Ppo(
startIdx,
endIdx,
real,
fastPeriod,
slowPeriod,
maType,
ref outBegIdx,
ref outNBElement,
ref outReal);
return(new(retCode, outBegIdx, outNBElement, outReal));
}
public static int MacdExtLookback(MAType optInFastMAType, MAType optInSlowMAType, MAType optInSignalMAType,
int optInFastPeriod = 12, int optInSlowPeriod = 26, int optInSignalPeriod = 9)
{
if (optInFastPeriod < 2 || optInFastPeriod > 100000 || optInSlowPeriod < 2 || optInSlowPeriod > 100000 ||
optInSignalPeriod < 1 || optInSignalPeriod > 100000)
{
return(-1);
}
int lookbackLargest = MaLookback(optInFastMAType, optInFastPeriod);
int tempInteger = MaLookback(optInSlowMAType, optInSlowPeriod);
if (tempInteger > lookbackLargest)
{
lookbackLargest = tempInteger;
}
return(lookbackLargest + MaLookback(optInSignalMAType, optInSignalPeriod));
}
private static RetCode TA_INT_PO(int startIdx, int endIdx, decimal[] inReal0, int optInFastPeriod0, int optInSlowPeriod1,
MAType optInMethod2, ref int outBegIdx, ref int outNbElement, decimal[] outReal0, decimal[] tempBuffer, int doPercentageOutput)
{
int tempInteger;
int outBegIdx2 = default;
int outNbElement2 = default;
if (optInSlowPeriod1 < optInFastPeriod0)
{
tempInteger = optInSlowPeriod1;
optInSlowPeriod1 = optInFastPeriod0;
optInFastPeriod0 = tempInteger;
}
RetCode retCode = Ma(startIdx, endIdx, inReal0, optInMethod2, ref outBegIdx2, ref outNbElement2, tempBuffer,
optInFastPeriod0);
if (retCode == RetCode.Success)
{
int outNbElement1 = default;
int outBegIdx1 = default;
retCode = Ma(startIdx, endIdx, inReal0, optInMethod2, ref outBegIdx1, ref outNbElement1, outReal0,
optInSlowPeriod1);
if (retCode == RetCode.Success)
{
int i;
int j;
tempInteger = outBegIdx1 - outBegIdx2;
if (doPercentageOutput == 0)
{
i = 0;
j = tempInteger;
while (i < outNbElement1)
{
outReal0[i] = tempBuffer[j] - outReal0[i];
i++;
j++;
}
}
else
{
i = 0;
for (j = tempInteger; i < outNbElement1; j++)
{
decimal tempReal = outReal0[i];
if (-1E-08m >= tempReal || tempReal >= 1E-08m)
{
outReal0[i] = (tempBuffer[j] - tempReal) / tempReal * 100m;
}
else
{
outReal0[i] = Decimal.Zero;
}
i++;
}
}
outBegIdx = outBegIdx1;
outNbElement = outNbElement1;
}
}
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNbElement = 0;
}
return(retCode);
}
public static PpoResult Ppo(int startIdx, int endIdx, float[] real, int fastPeriod, int slowPeriod, MAType maType) => Ppo(startIdx, endIdx, real.ToDouble(), fastPeriod, slowPeriod, maType);
public static RetCode MovingAverage(int startIdx, int endIdx, float[] inReal, int optInTimePeriod, MAType optInMAType, ref int outBegIdx, ref int outNBElement, double[] outReal)
{
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (optInTimePeriod == -2147483648)
{
optInTimePeriod = 30;
}
else if ((optInTimePeriod < 1) || (optInTimePeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (outReal == null)
{
return(RetCode.BadParam);
}
if (optInTimePeriod != 1)
{
switch (optInMAType)
{
case MAType.Sma:
return(Sma(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Ema:
return(Ema(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Wma:
return(Wma(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Dema:
return(Dema(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Tema:
return(Tema(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Trima:
return(Trima(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Kama:
return(Kama(startIdx, endIdx, inReal, optInTimePeriod, ref outBegIdx, ref outNBElement, outReal));
case MAType.Mama: {
double[] dummyBuffer = new double[(endIdx - startIdx) + 1];
if (dummyBuffer != null)
{
return(Mama(startIdx, endIdx, inReal, 0.5, 0.05, ref outBegIdx, ref outNBElement, outReal, dummyBuffer));
}
return(RetCode.AllocErr);
}
case MAType.T3:
return(T3(startIdx, endIdx, inReal, optInTimePeriod, 0.7, ref outBegIdx, ref outNBElement, outReal));
}
return(RetCode.BadParam);
}
int nbElement = (endIdx - startIdx) + 1;
outNBElement = nbElement;
int todayIdx = startIdx;
int outIdx = 0;
while (outIdx < nbElement)
{
outReal[outIdx] = inReal[todayIdx];
outIdx++;
todayIdx++;
}
outBegIdx = startIdx;
return(RetCode.Success);
}
public StandardDeviation(double[] x, MAType type = MAType.SMA, int period = 14)
{
double var = new Variance(x: x, period: period, type: type).Value;
sd = Math.Sqrt(var);
}
public static RetCode Ppo(
int startIdx,
int endIdx,
float[] inReal,
int optInFastPeriod,
int optInSlowPeriod,
MAType optInMAType,
ref int outBegIdx,
ref int outNBElement,
double[] outReal)
{
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (optInFastPeriod == -2147483648)
{
optInFastPeriod = 12;
}
else if ((optInFastPeriod < 2) || (optInFastPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInSlowPeriod == -2147483648)
{
optInSlowPeriod = 0x1a;
}
else if ((optInSlowPeriod < 2) || (optInSlowPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (outReal == null)
{
return(RetCode.BadParam);
}
double[] tempBuffer = new double[(endIdx - startIdx) + 1];
if (tempBuffer == null)
{
return(RetCode.AllocErr);
}
return(TA_INT_PO(
startIdx,
endIdx,
inReal,
optInFastPeriod,
optInSlowPeriod,
optInMAType,
ref outBegIdx,
ref outNBElement,
outReal,
tempBuffer,
1));
}
public static RetCode Ma(decimal[] inReal, int startIdx, int endIdx, decimal[] outReal, out int outBegIdx, out int outNbElement,
MAType optInMAType, int optInTimePeriod = 30)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outReal == null || optInTimePeriod < 1 || optInTimePeriod > 100000)
{
return(RetCode.BadParam);
}
if (optInTimePeriod != 1)
{
switch (optInMAType)
{
case MAType.Sma:
return(Sma(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Ema:
return(Ema(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Wma:
return(Wma(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Dema:
return(Dema(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Tema:
return(Tema(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Trima:
return(Trima(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Kama:
return(Kama(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
case MAType.Mama:
var dummyBuffer = new decimal[endIdx - startIdx + 1];
return(Mama(inReal, startIdx, endIdx, outReal, dummyBuffer, out outBegIdx, out outNbElement));
case MAType.T3:
return(T3(inReal, startIdx, endIdx, outReal, out outBegIdx, out outNbElement, optInTimePeriod));
}
return(RetCode.BadParam);
}
int nbElement = endIdx - startIdx + 1;
outNbElement = nbElement;
int todayIdx = startIdx;
int outIdx = default;
while (outIdx < nbElement)
{
outReal[outIdx] = inReal[todayIdx];
outIdx++;
todayIdx++;
}
outBegIdx = startIdx;
return(RetCode.Success);
}
public static RetCode Bbands(double[] inReal, int startIdx, int endIdx, double[] outRealUpperBand, double[] outRealMiddleBand,
double[] outRealLowerBand, out int outBegIdx, out int outNbElement, MAType optInMAType, int optInTimePeriod = 5,
double optInNbDevUp = 2.0, double optInNbDevDn = 2.0)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outRealUpperBand == null || outRealMiddleBand == null || outRealLowerBand == null ||
optInTimePeriod < 2 || optInTimePeriod > 100000)
{
return(RetCode.BadParam);
}
double[] tempBuffer1;
double[] tempBuffer2;
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;
}
if (tempBuffer1 == inReal || tempBuffer2 == inReal)
{
return(RetCode.BadParam);
}
RetCode retCode = Ma(inReal, startIdx, endIdx, tempBuffer1, out outBegIdx, out outNbElement, optInMAType, optInTimePeriod);
if (retCode != RetCode.Success || outNbElement == 0)
{
return(retCode);
}
if (optInMAType == MAType.Sma)
{
TA_INT_StdDevUsingPrecalcMA(inReal, tempBuffer1, outBegIdx, outNbElement, tempBuffer2, optInTimePeriod);
}
else
{
retCode = StdDev(inReal, outBegIdx, endIdx, tempBuffer2, out outBegIdx, out outNbElement, optInTimePeriod);
if (retCode != RetCode.Success)
{
outNbElement = 0;
return(retCode);
}
}
if (tempBuffer1 != outRealMiddleBand)
{
Array.Copy(tempBuffer1, 0, outRealMiddleBand, 0, outNbElement);
}
double tempReal;
double tempReal2;
if (optInNbDevUp.Equals(optInNbDevDn))
{
if (optInNbDevUp.Equals(1.0))
{
for (var i = 0; i < outNbElement; i++)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
}
}
else
{
for (var i = 0; i < outNbElement; i++)
{
tempReal = tempBuffer2[i] * optInNbDevUp;
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
}
}
}
else if (optInNbDevUp.Equals(1.0))
{
for (var i = 0; i < outNbElement; i++)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal * optInNbDevDn;
}
}
else if (optInNbDevDn.Equals(1.0))
{
for (var i = 0; i < outNbElement; i++)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealLowerBand[i] = tempReal2 - tempReal;
outRealUpperBand[i] = tempReal2 + tempReal * optInNbDevUp;
}
}
else
{
for (var i = 0; i < outNbElement; i++)
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal * optInNbDevUp;
outRealLowerBand[i] = tempReal2 - tempReal * optInNbDevDn;
}
}
return(RetCode.Success);
}
private static RetCode TA_INT_PO(decimal[] inReal, int startIdx, int endIdx, decimal[] outReal, out int outBegIdx,
out int outNbElement, int optInFastPeriod, int optInSlowPeriod, MAType optInMethod, decimal[] tempBuffer,
bool doPercentageOutput)
{
outBegIdx = outNbElement = 0;
int tempInteger;
if (optInSlowPeriod < optInFastPeriod)
{
tempInteger = optInSlowPeriod;
optInSlowPeriod = optInFastPeriod;
optInFastPeriod = tempInteger;
}
RetCode retCode = Ma(inReal, startIdx, endIdx, tempBuffer, out var outBegIdx2, out _, optInMethod, optInFastPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
retCode = Ma(inReal, startIdx, endIdx, outReal, out var outBegIdx1, out var outNbElement1, optInMethod, optInSlowPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
tempInteger = outBegIdx1 - outBegIdx2;
for (int i = 0, j = tempInteger; i < outNbElement1; i++, j++)
{
if (doPercentageOutput)
{
decimal tempReal = outReal[i];
outReal[i] = !TA_IsZero(tempReal) ? (tempBuffer[j] - tempReal) / tempReal * 100m : Decimal.Zero;
}
else
{
outReal[i] = tempBuffer[j] - outReal[i];
}
}
outBegIdx = outBegIdx1;
outNbElement = outNbElement1;
return(retCode);
}
public static RetCode MovingAverageVariablePeriod(
int startIdx,
int endIdx,
double[] inReal,
double[] inPeriods,
int optInMinPeriod,
int optInMaxPeriod,
MAType optInMAType,
ref int outBegIdx,
ref int outNBElement,
double[] outReal)
{
int i;
int tempInt = 0;
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (inPeriods == null)
{
return(RetCode.BadParam);
}
if (optInMinPeriod == -2147483648)
{
optInMinPeriod = 2;
}
else if ((optInMinPeriod < 2) || (optInMinPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInMaxPeriod == -2147483648)
{
optInMaxPeriod = 30;
}
else if ((optInMaxPeriod < 2) || (optInMaxPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (outReal == null)
{
return(RetCode.BadParam);
}
int lookbackTotal = MovingAverageLookback(optInMaxPeriod, optInMAType);
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
if (lookbackTotal > startIdx)
{
tempInt = lookbackTotal;
}
else
{
tempInt = startIdx;
}
if (tempInt > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
int outputSize = (endIdx - tempInt) + 1;
double[] localOutputArray = new double[outputSize];
int[] localPeriodArray = new int[outputSize];
for (i = 0; i < outputSize; i++)
{
tempInt = (int)inPeriods[startIdx + i];
if (tempInt < optInMinPeriod)
{
tempInt = optInMinPeriod;
}
else if (tempInt > optInMaxPeriod)
{
tempInt = optInMaxPeriod;
}
localPeriodArray[i] = tempInt;
}
i = 0;
while (true)
{
if (i >= outputSize)
{
outBegIdx = startIdx;
outNBElement = outputSize;
return(RetCode.Success);
}
int curPeriod = localPeriodArray[i];
if (curPeriod != 0)
{
int localNbElement = 0;
int localBegIdx = 0;
RetCode retCode = MovingAverage(
startIdx,
endIdx,
inReal,
curPeriod,
optInMAType,
ref localBegIdx,
ref localNbElement,
localOutputArray);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
outReal[i] = localOutputArray[i];
for (int j = i + 1; j < outputSize; j++)
{
if (localPeriodArray[j] == curPeriod)
{
localPeriodArray[j] = 0;
outReal[j] = localOutputArray[j];
}
}
}
i++;
}
}
public static RetCode MacdExt(int startIdx, int endIdx, double[] inReal, MAType optInFastMAType, MAType optInSlowMAType,
MAType optInSignalMAType, ref int outBegIdx, ref int outNBElement, double[] outMACD, double[] outMACDSignal,
double[] outMACDHist, int optInFastPeriod = 12, int optInSlowPeriod = 26, int optInSignalPeriod = 9)
{
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outMACD == null || outMACDSignal == null || outMACDHist == null || optInFastPeriod < 2 ||
optInFastPeriod > 100000 || optInSlowPeriod < 2 || optInSlowPeriod > 100000 || optInSignalPeriod < 1 ||
optInSignalPeriod > 100000)
{
return(RetCode.BadParam);
}
int tempInteger;
if (optInSlowPeriod < optInFastPeriod)
{
tempInteger = optInSlowPeriod;
optInSlowPeriod = optInFastPeriod;
optInFastPeriod = tempInteger;
MAType tempMAType = optInSlowMAType;
optInSlowMAType = optInFastMAType;
optInFastMAType = tempMAType;
}
int lookbackLargest = MaLookback(optInFastMAType, optInFastPeriod);
tempInteger = MaLookback(optInSlowMAType, optInSlowPeriod);
if (tempInteger > lookbackLargest)
{
lookbackLargest = tempInteger;
}
int lookbackSignal = MaLookback(optInSignalMAType, optInSignalPeriod);
int lookbackTotal = lookbackSignal + lookbackLargest;
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
int outNbElement1 = default;
int outNbElement2 = default;
int outBegIdx2 = default;
int outBegIdx1 = default;
tempInteger = endIdx - startIdx + 1 + lookbackSignal;
var fastMABuffer = new double[tempInteger];
var slowMABuffer = new double[tempInteger];
tempInteger = startIdx - lookbackSignal;
RetCode retCode = Ma(tempInteger, endIdx, inReal, optInSlowMAType, ref outBegIdx1, ref outNbElement1, slowMABuffer,
optInSlowPeriod);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
retCode = Ma(tempInteger, endIdx, inReal, optInFastMAType, ref outBegIdx2, ref outNbElement2, fastMABuffer,
optInFastPeriod);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
if (outBegIdx1 != tempInteger || outBegIdx2 != tempInteger || outNbElement1 != outNbElement2 ||
outNbElement1 != endIdx - startIdx + 1 + lookbackSignal)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.InternalError);
}
for (var i = 0; i < outNbElement1; i++)
{
fastMABuffer[i] -= slowMABuffer[i];
}
Array.Copy(fastMABuffer, lookbackSignal, outMACD, 0, endIdx - startIdx + 1);
retCode = Ma(0, outNbElement1 - 1, fastMABuffer, optInSignalMAType, ref outBegIdx2, ref outNbElement2, outMACDSignal,
optInSignalPeriod);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
for (var i = 0; i < outNbElement2; i++)
{
outMACDHist[i] = outMACD[i] - outMACDSignal[i];
}
outBegIdx = startIdx;
outNBElement = outNbElement2;
return(RetCode.Success);
}
public MovingAverage(double[] movingAverage, MAType maType)
{
MA = movingAverage;
this.maType = maType;
}
public static int StochLookback(int optInFastK_Period, int optInSlowK_Period, MAType optInSlowK_MAType, int optInSlowD_Period, MAType optInSlowD_MAType)
{
if (optInFastK_Period == -2147483648)
{
optInFastK_Period = 5;
}
else if ((optInFastK_Period < 1) || (optInFastK_Period > 0x186a0))
{
return(-1);
}
if (optInSlowK_Period == -2147483648)
{
optInSlowK_Period = 3;
}
else if ((optInSlowK_Period < 1) || (optInSlowK_Period > 0x186a0))
{
return(-1);
}
if (optInSlowD_Period == -2147483648)
{
optInSlowD_Period = 3;
}
else if ((optInSlowD_Period < 1) || (optInSlowD_Period > 0x186a0))
{
return(-1);
}
int retValue = optInFastK_Period - 1;
retValue += MovingAverageLookback(optInSlowK_Period, optInSlowK_MAType);
return(retValue + MovingAverageLookback(optInSlowD_Period, optInSlowD_MAType));
}
public static int MacdExtLookback(int optInFastPeriod, MAType optInFastMAType, int optInSlowPeriod, MAType optInSlowMAType, int optInSignalPeriod, MAType optInSignalMAType)
{
if (optInFastPeriod == -2147483648)
{
optInFastPeriod = 12;
}
else if ((optInFastPeriod < 2) || (optInFastPeriod > 0x186a0))
{
return(-1);
}
if (optInSlowPeriod == -2147483648)
{
optInSlowPeriod = 0x1a;
}
else if ((optInSlowPeriod < 2) || (optInSlowPeriod > 0x186a0))
{
return(-1);
}
if (optInSignalPeriod == -2147483648)
{
optInSignalPeriod = 9;
}
else if ((optInSignalPeriod < 1) || (optInSignalPeriod > 0x186a0))
{
return(-1);
}
int lookbackLargest = MovingAverageLookback(optInFastPeriod, optInFastMAType);
int tempInteger = MovingAverageLookback(optInSlowPeriod, optInSlowMAType);
if (tempInteger > lookbackLargest)
{
lookbackLargest = tempInteger;
}
return(lookbackLargest + MovingAverageLookback(optInSignalPeriod, optInSignalMAType));
}
public static int BbandsLookback(int optInTimePeriod, double optInNbDevUp, double optInNbDevDn, MAType optInMAType)
{
if (optInTimePeriod == -2147483648)
{
optInTimePeriod = 5;
}
else if ((optInTimePeriod < 2) || (optInTimePeriod > 0x186a0))
{
return(-1);
}
if (optInNbDevUp == -4E+37)
{
optInNbDevUp = 2.0;
}
else if ((optInNbDevUp < -3E+37) || (optInNbDevUp > 3E+37))
{
return(-1);
}
if (optInNbDevDn == -4E+37)
{
optInNbDevDn = 2.0;
}
else if ((optInNbDevDn < -3E+37) || (optInNbDevDn > 3E+37))
{
return(-1);
}
return(MovingAverageLookback(optInTimePeriod, optInMAType));
}
public static RetCode MacdExt(int startIdx, int endIdx, double[] inReal, int optInFastPeriod, MAType optInFastMAType, int optInSlowPeriod, MAType optInSlowMAType, int optInSignalPeriod, MAType optInSignalMAType, ref int outBegIdx, ref int outNBElement, double[] outMACD, double[] outMACDSignal, double[] outMACDHist)
{
int i;
int tempInteger = 0;
int outNbElement1 = 0;
int outNbElement2 = 0;
int outBegIdx2 = 0;
int outBegIdx1 = 0;
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (optInFastPeriod == -2147483648)
{
optInFastPeriod = 12;
}
else if ((optInFastPeriod < 2) || (optInFastPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInSlowPeriod == -2147483648)
{
optInSlowPeriod = 0x1a;
}
else if ((optInSlowPeriod < 2) || (optInSlowPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInSignalPeriod == -2147483648)
{
optInSignalPeriod = 9;
}
else if ((optInSignalPeriod < 1) || (optInSignalPeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (outMACD == null)
{
return(RetCode.BadParam);
}
if (outMACDSignal == null)
{
return(RetCode.BadParam);
}
if (outMACDHist == null)
{
return(RetCode.BadParam);
}
if (optInSlowPeriod < optInFastPeriod)
{
tempInteger = optInSlowPeriod;
optInSlowPeriod = optInFastPeriod;
optInFastPeriod = tempInteger;
MAType tempMAType = optInSlowMAType;
optInSlowMAType = optInFastMAType;
optInFastMAType = tempMAType;
}
int lookbackLargest = MovingAverageLookback(optInFastPeriod, optInFastMAType);
tempInteger = MovingAverageLookback(optInSlowPeriod, optInSlowMAType);
if (tempInteger > lookbackLargest)
{
lookbackLargest = tempInteger;
}
int lookbackSignal = MovingAverageLookback(optInSignalPeriod, optInSignalMAType);
int lookbackTotal = lookbackSignal + lookbackLargest;
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
tempInteger = ((endIdx - startIdx) + 1) + lookbackSignal;
double[] fastMABuffer = new double[tempInteger];
if (fastMABuffer == null)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.AllocErr);
}
double[] slowMABuffer = new double[tempInteger];
if (slowMABuffer == null)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.AllocErr);
}
tempInteger = startIdx - lookbackSignal;
RetCode retCode = MovingAverage(tempInteger, endIdx, inReal, optInSlowPeriod, optInSlowMAType, ref outBegIdx1, ref outNbElement1, slowMABuffer);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
retCode = MovingAverage(tempInteger, endIdx, inReal, optInFastPeriod, optInFastMAType, ref outBegIdx2, ref outNbElement2, fastMABuffer);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
if (((outBegIdx1 != tempInteger) || (outBegIdx2 != tempInteger)) || ((outNbElement1 != outNbElement2) || (outNbElement1 != (((endIdx - startIdx) + 1) + lookbackSignal))))
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.InternalError);
}
for (i = 0; i < outNbElement1; i++)
{
fastMABuffer[i] -= slowMABuffer[i];
}
Array.Copy(fastMABuffer, lookbackSignal, outMACD, 0, (endIdx - startIdx) + 1);
retCode = MovingAverage(0, outNbElement1 - 1, fastMABuffer, optInSignalPeriod, optInSignalMAType, ref outBegIdx2, ref outNbElement2, outMACDSignal);
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
for (i = 0; i < outNbElement2; i++)
{
outMACDHist[i] = outMACD[i] - outMACDSignal[i];
}
outBegIdx = startIdx;
outNBElement = outNbElement2;
return(RetCode.Success);
}
public static MovingAverageResult MovingAverage(int startIdx, int endIdx, float[] real, int timePeriod, MAType maType) => MovingAverage(startIdx, endIdx, real.ToDouble(), timePeriod, maType);
public static int StochRsiLookback(int optInTimePeriod, int optInFastK_Period, int optInFastD_Period, MAType optInFastD_MAType)
{
if (optInTimePeriod == -2147483648)
{
optInTimePeriod = 14;
}
else if ((optInTimePeriod < 2) || (optInTimePeriod > 0x186a0))
{
return(-1);
}
if (optInFastK_Period == -2147483648)
{
optInFastK_Period = 5;
}
else if ((optInFastK_Period < 1) || (optInFastK_Period > 0x186a0))
{
return(-1);
}
if (optInFastD_Period == -2147483648)
{
optInFastD_Period = 3;
}
else if ((optInFastD_Period < 1) || (optInFastD_Period > 0x186a0))
{
return(-1);
}
return(RsiLookback(optInTimePeriod) + StochFLookback(optInFastK_Period, optInFastD_Period, optInFastD_MAType));
}
private static RetCode TA_INT_PO(int startIdx, int endIdx, double[] inReal_0, int optInFastPeriod_0, int optInSlowPeriod_1, MAType optInMethod_2, ref int outBegIdx, ref int outNbElement, double[] outReal_0, double[] tempBuffer, int doPercentageOutput)
{
int tempInteger = 0;
int outBegIdx2 = 0;
int outNbElement2 = 0;
if (optInSlowPeriod_1 < optInFastPeriod_0)
{
tempInteger = optInSlowPeriod_1;
optInSlowPeriod_1 = optInFastPeriod_0;
optInFastPeriod_0 = tempInteger;
}
RetCode retCode = MovingAverage(startIdx, endIdx, inReal_0, optInFastPeriod_0, optInMethod_2, ref outBegIdx2, ref outNbElement2, tempBuffer);
if (retCode == RetCode.Success)
{
int outNbElement1 = 0;
int outBegIdx1 = 0;
retCode = MovingAverage(startIdx, endIdx, inReal_0, optInSlowPeriod_1, optInMethod_2, ref outBegIdx1, ref outNbElement1, outReal_0);
if (retCode == RetCode.Success)
{
int i;
int j;
tempInteger = outBegIdx1 - outBegIdx2;
if (doPercentageOutput == 0)
{
i = 0;
j = tempInteger;
while (i < outNbElement1)
{
outReal_0[i] = tempBuffer[j] - outReal_0[i];
i++;
j++;
}
}
else
{
i = 0;
for (j = tempInteger; i < outNbElement1; j++)
{
double tempReal = outReal_0[i];
if ((-1E-08 >= tempReal) || (tempReal >= 1E-08))
{
outReal_0[i] = ((tempBuffer[j] - tempReal) / tempReal) * 100.0;
}
else
{
outReal_0[i] = 0.0;
}
i++;
}
}
outBegIdx = outBegIdx1;
outNbElement = outNbElement1;
}
}
if (retCode != RetCode.Success)
{
outBegIdx = 0;
outNbElement = 0;
}
return(retCode);
}
public static RetCode StochRsi(int startIdx, int endIdx, float[] inReal, int optInTimePeriod, int optInFastK_Period, int optInFastD_Period, MAType optInFastD_MAType, ref int outBegIdx, ref int outNBElement, double[] outFastK, double[] outFastD)
{
int outNbElement1 = 0;
int outBegIdx2 = 0;
int outBegIdx1 = 0;
if (startIdx < 0)
{
return(RetCode.OutOfRangeStartIndex);
}
if ((endIdx < 0) || (endIdx < startIdx))
{
return(RetCode.OutOfRangeEndIndex);
}
if (inReal == null)
{
return(RetCode.BadParam);
}
if (optInTimePeriod == -2147483648)
{
optInTimePeriod = 14;
}
else if ((optInTimePeriod < 2) || (optInTimePeriod > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInFastK_Period == -2147483648)
{
optInFastK_Period = 5;
}
else if ((optInFastK_Period < 1) || (optInFastK_Period > 0x186a0))
{
return(RetCode.BadParam);
}
if (optInFastD_Period == -2147483648)
{
optInFastD_Period = 3;
}
else if ((optInFastD_Period < 1) || (optInFastD_Period > 0x186a0))
{
return(RetCode.BadParam);
}
if (outFastK == null)
{
return(RetCode.BadParam);
}
if (outFastD == null)
{
return(RetCode.BadParam);
}
outBegIdx = 0;
outNBElement = 0;
int lookbackSTOCHF = StochFLookback(optInFastK_Period, optInFastD_Period, optInFastD_MAType);
int lookbackTotal = RsiLookback(optInTimePeriod) + lookbackSTOCHF;
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
outBegIdx = 0;
outNBElement = 0;
return(RetCode.Success);
}
outBegIdx = startIdx;
int tempArraySize = ((endIdx - startIdx) + 1) + lookbackSTOCHF;
double[] tempRSIBuffer = new double[tempArraySize];
RetCode retCode = Rsi(startIdx - lookbackSTOCHF, endIdx, inReal, optInTimePeriod, ref outBegIdx1, ref outNbElement1, tempRSIBuffer);
if ((retCode != RetCode.Success) || (outNbElement1 == 0))
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
retCode = StochF(0, tempArraySize - 1, tempRSIBuffer, tempRSIBuffer, tempRSIBuffer, optInFastK_Period, optInFastD_Period, optInFastD_MAType, ref outBegIdx2, ref outNBElement, outFastK, outFastD);
if ((retCode != RetCode.Success) || (outNBElement == 0))
{
outBegIdx = 0;
outNBElement = 0;
return(retCode);
}
return(RetCode.Success);
}
private static void CalculateMA(IList<KJapaneseData> impList, int impStart, int impEnd, MAType type)
{
//初始化参数
int n = 0, round = 0, weight = 0;
switch(type){
case MAType.MAShort: n = 2; round = 1; weight = 2; break;
case MAType.MALong: n = 4; round = 2; weight = 1; break;
case MAType.VMAShort: n = 2; round = 1; weight = 1; break;
case MAType.VMALong: n = 2; round = 3; weight = 1; break;
}
//待计算的节点从impStart到impEnd，因此而受影响、需要重新计算的节点从start到end
int start = impStart - n*round, end = impEnd;
//初始化计算节点原始值
//注意：因为计算均量时会忽略一字板涨跌停日期，因此values中元素个数可能小于end-start+1。
IList<decimal> values = new List<decimal>(end - start + 1 + n*2*round); //前、后多取n个节点，乘以2
switch(type){
case MAType.MAShort:
case MAType.MALong:
//为了计算start到end的均价、均量值，需前、后追加n*round个k线数据
for(int i=start-n*round; i<=end+n*round; i++){
values.Add(impList[i].ClosePrice);
}
break;
case MAType.VMAShort:
case MAType.VMALong: //忽略一字板涨跌停
//头部追加部分
for(int i=impStart-1; i>=0 && values.Count < n*round*2; i--){ //从start开始往前推，尝试找到2*n*round个非1字板数据
if(!ShouldBeIgnored(impList[i])) values.Insert(0, Convert.ToDecimal(impList[i].Volume));
if(values.Count<=n*round)
start = i; //因为忽略1字板涨跌停，不像计算均价情况下开始位置是固定的，这里动态确定开始位置
}
//待计算节点部分
for(int i=impStart; i<=end+n*round; i++){ //尾部通过clone追加的节点一定符合条件，因此可以确保尾部追加了n*round个节点
if(!ShouldBeIgnored(impList[i])) values.Add(Convert.ToDecimal(impList[i].Volume));
}
break;
}
//进行计算
//注意：CalcCusMA需要的是计算起始点、终止点在values中的索引，而start、end是在kdatas中的索引，需要转换
IList<decimal> result = CalculateMA(values, n, values.Count-1-n, n, round, type, weight);
//设置计算结果
int resultIndex = 0; //计算节点结果值的索引
for(int i=start; i<=end; i++){
switch(type){
case MAType.MAShort:
impList[i].MAShort = result[resultIndex++]; //注意：计算节点的结果值在result中从索引0开始
break;
case MAType.MALong:
impList[i].MALong = result[resultIndex++];
break;
case MAType.VMAShort:
if(ShouldBeIgnored(impList[i]))
impList[i].VMAShort = impList[i-1].VMAShort;
else
impList[i].VMAShort = Convert.ToInt64(result[resultIndex++]);
break;
case MAType.VMALong:
if(ShouldBeIgnored(impList[i]))
impList[i].VMALong = impList[i-1].VMALong;
else
impList[i].VMALong = Convert.ToInt64(result[resultIndex++]);
break;
}
}
}
public static RetCode Stoch(decimal[] inHigh, decimal[] inLow, decimal[] inClose, int startIdx, int endIdx, decimal[] outSlowK,
decimal[] outSlowD, out int outBegIdx, out int outNbElement, MAType optInSlowKMAType = MAType.Sma,
MAType optInSlowDMAType = MAType.Sma, int optInFastKPeriod = 5, int optInSlowKPeriod = 3, int optInSlowDPeriod = 3)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inHigh == null || inLow == null || inClose == null || outSlowK == null || outSlowD == null || optInFastKPeriod < 1 ||
optInFastKPeriod > 100000 || optInSlowKPeriod < 1 || optInSlowKPeriod > 100000 || optInSlowDPeriod < 1 ||
optInSlowDPeriod > 100000)
{
return(RetCode.BadParam);
}
int lookbackK = optInFastKPeriod - 1;
int lookbackDSlow = MaLookback(optInSlowDMAType, optInSlowDPeriod);
int lookbackTotal = StochLookback(optInSlowKMAType, optInSlowDMAType, optInFastKPeriod, optInSlowKPeriod, optInSlowDPeriod);
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
return(RetCode.Success);
}
int outIdx = default;
int trailingIdx = startIdx - lookbackTotal;
int today = trailingIdx + lookbackK;
int highestIdx = -1;
int lowestIdx = highestIdx;
decimal highest, lowest;
decimal diff = highest = lowest = default;
decimal[] tempBuffer;
if (outSlowK == inHigh || outSlowK == inLow || outSlowK == inClose)
{
tempBuffer = outSlowK;
}
else if (outSlowD == inHigh || outSlowD == inLow || outSlowD == inClose)
{
tempBuffer = outSlowD;
}
else
{
tempBuffer = new decimal[endIdx - today + 1];
}
while (today <= endIdx)
{
decimal tmp = inLow[today];
if (lowestIdx < trailingIdx)
{
lowestIdx = trailingIdx;
lowest = inLow[lowestIdx];
int i = lowestIdx;
while (++i <= today)
{
tmp = inLow[i];
if (tmp < lowest)
{
lowestIdx = i;
lowest = tmp;
}
}
diff = (highest - lowest) / 100m;
}
else if (tmp <= lowest)
{
lowestIdx = today;
lowest = tmp;
diff = (highest - lowest) / 100m;
}
tmp = inHigh[today];
if (highestIdx < trailingIdx)
{
highestIdx = trailingIdx;
highest = inHigh[highestIdx];
int i = highestIdx;
while (++i <= today)
{
tmp = inHigh[i];
if (tmp > highest)
{
highestIdx = i;
highest = tmp;
}
}
diff = (highest - lowest) / 100m;
}
else if (tmp >= highest)
{
highestIdx = today;
highest = tmp;
diff = (highest - lowest) / 100m;
}
tempBuffer[outIdx++] = diff != Decimal.Zero ? (inClose[today] - lowest) / diff : Decimal.Zero;
trailingIdx++;
today++;
}
RetCode retCode = Ma(tempBuffer, 0, outIdx - 1, tempBuffer, out _, out outNbElement, optInSlowKMAType, optInSlowKPeriod);
if (retCode != RetCode.Success || outNbElement == 0)
{
return(retCode);
}
retCode = Ma(tempBuffer, 0, outNbElement - 1, outSlowD, out _, out outNbElement, optInSlowDMAType, optInSlowDPeriod);
Array.Copy(tempBuffer, lookbackDSlow, outSlowK, 0, outNbElement);
if (retCode != RetCode.Success)
{
outNbElement = 0;
return(retCode);
}
outBegIdx = startIdx;
return(RetCode.Success);
}
/// <summary>
/// 计算定制化移动均线值
/// </summary>
/// <param name="values">值列表，必须保证start前至少有n个元素，end后至少有n个元素</param>
/// <param name="start">起始点在values中的索引位置</param>
/// <param name="end">终止点在values中的索引位置</param>
/// <param name="n">相对于计算节点，分别取前、后几个节点值计算均值。计算9日均价，n传4。</param>
/// <param name="type"></param>
/// <returns>返回结果均值列表，结果列表中索引0到最后的一个值分别对应values中索引start到end元素的计算结果均值。<br />
/// 每经过一轮计算，返回的结果列表元素个数比values减少2n个（头、为各减少n个）</returns>
private static IList<decimal> CalculateMA(IList<decimal> values, int start, int end, int n, MAType type, int weight)
{
List<decimal> r = new List<decimal>(end - start + 1);
decimal ma;
if(weight<=1) weight=1;
int count = 2*n+1 + weight-1; //参与均值计算的节点个数
for(int i=start; i<=end; i++){
switch(type){
case MAType.MAShort:
case MAType.MALong:
//均值
ma = values [i] * weight;
for (int j = 1; j <= n; j++) {
ma = ma + values [i + j] + values [i - j];
}
r.Add(ma / count);
break;
case MAType.VMAShort:
case MAType.VMALong:
//均方根值
ma = values [i] * values [i] * weight;
for (int j = 1; j <= n; j++) {
ma = ma + values [i + j] * values [i + j] + values [i - j] * values [i - j];
}
r.Add (Convert.ToDecimal (Math.Sqrt (Convert.ToDouble (ma) / count)));
break;
}
}
return r;
}
public static RetCode MacdExt(double[] inReal, int startIdx, int endIdx, double[] outMacd, double[] outMacdSignal,
double[] outMacdHist, out int outBegIdx, out int outNbElement, MAType optInFastMAType, MAType optInSlowMAType,
MAType optInSignalMAType, int optInFastPeriod = 12, int optInSlowPeriod = 26, int optInSignalPeriod = 9)
{
outBegIdx = outNbElement = 0;
if (startIdx < 0 || endIdx < 0 || endIdx < startIdx)
{
return(RetCode.OutOfRangeStartIndex);
}
if (inReal == null || outMacd == null || outMacdSignal == null || outMacdHist == null || optInFastPeriod < 2 ||
optInFastPeriod > 100000 || optInSlowPeriod < 2 || optInSlowPeriod > 100000 || optInSignalPeriod < 1 ||
optInSignalPeriod > 100000)
{
return(RetCode.BadParam);
}
int tempInteger;
if (optInSlowPeriod < optInFastPeriod)
{
tempInteger = optInSlowPeriod;
optInSlowPeriod = optInFastPeriod;
optInFastPeriod = tempInteger;
MAType tempMAType = optInSlowMAType;
optInSlowMAType = optInFastMAType;
optInFastMAType = tempMAType;
}
int lookbackSignal = MaLookback(optInSignalMAType, optInSignalPeriod);
int lookbackTotal = MacdExtLookback(optInFastMAType, optInSlowMAType, optInSignalMAType, optInFastPeriod, optInSlowPeriod,
optInSignalPeriod);
if (startIdx < lookbackTotal)
{
startIdx = lookbackTotal;
}
if (startIdx > endIdx)
{
return(RetCode.Success);
}
tempInteger = endIdx - startIdx + 1 + lookbackSignal;
var fastMABuffer = new double[tempInteger];
var slowMABuffer = new double[tempInteger];
tempInteger = startIdx - lookbackSignal;
RetCode retCode = Ma(inReal, tempInteger, endIdx, slowMABuffer, out var outBegIdx1, out var outNbElement1, optInSlowMAType,
optInSlowPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
retCode = Ma(inReal, tempInteger, endIdx, fastMABuffer, out var outBegIdx2, out var outNbElement2, optInFastMAType,
optInFastPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
if (outBegIdx1 != tempInteger || outBegIdx2 != tempInteger || outNbElement1 != outNbElement2 ||
outNbElement1 != endIdx - startIdx + 1 + lookbackSignal)
{
return(RetCode.InternalError);
}
for (var i = 0; i < outNbElement1; i++)
{
fastMABuffer[i] -= slowMABuffer[i];
}
Array.Copy(fastMABuffer, lookbackSignal, outMacd, 0, endIdx - startIdx + 1);
retCode = Ma(fastMABuffer, 0, outNbElement1 - 1, outMacdSignal, out _, out outNbElement2, optInSignalMAType, optInSignalPeriod);
if (retCode != RetCode.Success)
{
return(retCode);
}
for (var i = 0; i < outNbElement2; i++)
{
outMacdHist[i] = outMacd[i] - outMacdSignal[i];
}
outBegIdx = startIdx;
outNbElement = outNbElement2;
return(RetCode.Success);
}
