ta-lib 里的蜡烛图形态函数源码

ta-lib 里的蜡烛图形态函数源码

以CDL2CROWS为例, 看一看c语言的源码:

有关的源码文件包括

• d:\Documents\Pictures\ta-lib\c\src\ta_func\ta_CDL2CROWS.c
• d:\Documents\Pictures\ta-lib\c\src\ta_func\ta_utility.h
• d:\Documents\Pictures\ta-lib\c\src\ta_common\ta_global.c
• d:\Documents\Pictures\ta-lib\c\src\ta_common\ta_global.h

   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long white candle
    * - second candle: black real body
    * - gap between the first and the second candle's real bodies
    * - third candle: black candle that opens within the second real body and closes within the first real body
    * The meaning of "long" is specified with TA_SetCandleSettings
    * outInteger is negative (-1 to -100): two crows is always bearish;
    * the user should consider that two crows is significant when it appears in an uptrend, while this function
    * does not consider the trend
    */
   outIdx = 0;
   do
   {
        if( TA_CANDLECOLOR(i-2) == 1 &&                                                         // 1st: white
            TA_REALBODY(i-2) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-2 ) &&     //      long
            TA_CANDLECOLOR(i-1) == -1 &&                                                        // 2nd: black
            TA_REALBODYGAPUP(i-1,i-2) &&                                                        //      gapping up
            TA_CANDLECOLOR(i) == -1 &&                                                          // 3rd: black
            inOpen[i] < inOpen[i-1] && inOpen[i] > inClose[i-1] &&                              //      opening within 2nd rb
            inClose[i] > inOpen[i-2] && inClose[i] < inClose[i-2]                               //      closing within 1st rb
          )
            outInteger[outIdx++] = -100;
        else
            outInteger[outIdx++] = 0;
        /* add the current range and subtract the first range: this is done after the pattern recognition
         * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
         */
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
        i++;
        BodyLongTrailingIdx++;
   } while( i <= endIdx );

TA_RetCode TA_RestoreCandleDefaultSettings( TA_CandleSettingType settingType )
{
    const TA_CandleSetting TA_CandleDefaultSettings[] = {
        /* real body is long when it's longer than the average of the 10 previous candles' real body */
        { TA_BodyLong, TA_RangeType_RealBody, 10, 1.0 },
        /* real body is very long when it's longer than 3 times the average of the 10 previous candles' real body */
        { TA_BodyVeryLong, TA_RangeType_RealBody, 10, 3.0 },
        /* real body is short when it's shorter than the average of the 10 previous candles' real bodies */
        { TA_BodyShort, TA_RangeType_RealBody, 10, 1.0 },
        /* real body is like doji's body when it's shorter than 10% the average of the 10 previous candles' high-low range */
        { TA_BodyDoji, TA_RangeType_HighLow, 10, 0.1 },
        /* shadow is long when it's longer than the real body */
        { TA_ShadowLong, TA_RangeType_RealBody, 0, 1.0 },
        /* shadow is very long when it's longer than 2 times the real body */
        { TA_ShadowVeryLong, TA_RangeType_RealBody, 0, 2.0 },
        /* shadow is short when it's shorter than half the average of the 10 previous candles' sum of shadows */
        { TA_ShadowShort, TA_RangeType_Shadows, 10, 1.0 },
        /* shadow is very short when it's shorter than 10% the average of the 10 previous candles' high-low range */
        { TA_ShadowVeryShort, TA_RangeType_HighLow, 10, 0.1 },
        /* when measuring distance between parts of candles or width of gaps */
        /* "near" means "<= 20% of the average of the 5 previous candles' high-low range" */
        { TA_Near, TA_RangeType_HighLow, 5, 0.2 },
        /* when measuring distance between parts of candles or width of gaps */
        /* "far" means ">= 60% of the average of the 5 previous candles' high-low range" */
        { TA_Far, TA_RangeType_HighLow, 5, 0.6 },
        /* when measuring distance between parts of candles or width of gaps */
        /* "equal" means "<= 5% of the average of the 5 previous candles' high-low range" */
        { TA_Equal, TA_RangeType_HighLow, 5, 0.05 }
    };

/* Candlestick macros (used by candlestick functions, where the parameters are always called inClose, inOpen, etc.
 * Don't use i++ or func(i) with these macros !
 */

#define TA_REALBODY(IDX)        ( std_fabs( inClose[IDX] - inOpen[IDX] ) )
#define TA_UPPERSHADOW(IDX)     ( inHigh[IDX] - ( inClose[IDX] >= inOpen[IDX] ? inClose[IDX] : inOpen[IDX] ) )
#define TA_LOWERSHADOW(IDX)     ( ( inClose[IDX] >= inOpen[IDX] ? inOpen[IDX] : inClose[IDX] ) - inLow[IDX] )
#define TA_HIGHLOWRANGE(IDX)    ( inHigh[IDX] - inLow[IDX] )
#define TA_CANDLECOLOR(IDX)     ( inClose[IDX] >= inOpen[IDX] ? 1 : -1 )

#if defined( _MANAGED )
   #define TA_CANDLERANGETYPE(SET) (Globals->candleSettings[(int)CandleSettingType::SET]->rangeType)
   #define TA_CANDLEAVGPERIOD(SET) (Globals->candleSettings[(int)CandleSettingType::SET]->avgPeriod)
   #define TA_CANDLEFACTOR(SET)    (Globals->candleSettings[(int)CandleSettingType::SET]->factor)
#elif defined( _JAVA )
   #define TA_CANDLERANGETYPE(SET) (this.candleSettings[CandleSettingType.SET.ordinal()].rangeType)
   #define TA_CANDLEAVGPERIOD(SET) (this.candleSettings[CandleSettingType.SET.ordinal()].avgPeriod)
   #define TA_CANDLEFACTOR(SET)    (this.candleSettings[CandleSettingType.SET.ordinal()].factor)
#else
   #define TA_CANDLERANGETYPE(SET) (TA_Globals->candleSettings[TA_##SET].rangeType)
   #define TA_CANDLEAVGPERIOD(SET) (TA_Globals->candleSettings[TA_##SET].avgPeriod)
   #define TA_CANDLEFACTOR(SET)    (TA_Globals->candleSettings[TA_##SET].factor)
#endif

#define TA_CANDLERANGE(SET,IDX) \
    ( TA_CANDLERANGETYPE(SET) == ENUM_VALUE(RangeType,TA_RangeType_RealBody,RealBody) ? TA_REALBODY(IDX) : \
    ( TA_CANDLERANGETYPE(SET) == ENUM_VALUE(RangeType,TA_RangeType_HighLow,HighLow)   ? TA_HIGHLOWRANGE(IDX) : \
    ( TA_CANDLERANGETYPE(SET) == ENUM_VALUE(RangeType,TA_RangeType_Shadows,Shadows)   ? TA_UPPERSHADOW(IDX) + TA_LOWERSHADOW(IDX) : \
      0 ) ) )
#define TA_CANDLEAVERAGE(SET,SUM,IDX) \
    ( TA_CANDLEFACTOR(SET) \
        * ( TA_CANDLEAVGPERIOD(SET) != 0.0? SUM / TA_CANDLEAVGPERIOD(SET) : TA_CANDLERANGE(SET,IDX) ) \
        / ( TA_CANDLERANGETYPE(SET) == ENUM_VALUE(RangeType,TA_RangeType_Shadows,Shadows) ? 2.0 : 1.0 ) \
    )
#define TA_REALBODYGAPUP(IDX2,IDX1)     ( min(inOpen[IDX2],inClose[IDX2]) > max(inOpen[IDX1],inClose[IDX1]) )
#define TA_REALBODYGAPDOWN(IDX2,IDX1)   ( max(inOpen[IDX2],inClose[IDX2]) < min(inOpen[IDX1],inClose[IDX1]) )
#define TA_CANDLEGAPUP(IDX2,IDX1)       ( inLow[IDX2] > inHigh[IDX1] )
#define TA_CANDLEGAPDOWN(IDX2,IDX1)     ( inHigh[IDX2] < inLow[IDX1] )