text: /* TA-LIB Copyright (c) 1999-2008, 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
   *  AM       Adrian Michel <michel@pacbell.net>
   *
   * Change history:
   *
   *  MMDDYY BY   Description
   *  -------------------------------------------------------------------
   *  120802 MF   Template creation.
   *  052603 MF   Adapt code to compile with .NET Managed C++
   *  050703 MF   Fix algorithm base on Adrian Michel bug report #748163
   */
  
  /**** 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 <string.h>
  /* Generated */    #include <math.h>
  /* 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::AroonLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* Generated */ 
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public int aroonLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* Generated */ 
  /* Generated */ #else
  /* Generated */ int TA_AROON_Lookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* 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 = 14;
  /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */       return -1;
  /* Generated */ 
  /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
  /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
  
     /* insert lookback code here. */
     return optInTimePeriod;
  }
  
  /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  /*
   * TA_AROON - Aroon
   * 
   * Input  = High, Low
   * Output = double, double
   * 
   * Optional Parameters
   * -------------------
   * optInTimePeriod:(From 2 to 100000)
   *    Number of period
   * 
   * 
   */
  /* Generated */ 
  /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
  /* Generated */ enum class Core::RetCode Core::Aroon( int    startIdx,
  /* Generated */                                       int    endIdx,
  /* Generated */                                       SubArray<double>^ inHigh,
  /* Generated */                                       SubArray<double>^ inLow,
  /* Generated */                                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                       [Out]int%    outBegIdx,
  /* Generated */                                       [Out]int%    outNBElement,
  /* Generated */                                       SubArray<double>^  outAroonDown,
  /* Generated */                                       SubArray<double>^  outAroonUp )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::Aroon( int    startIdx,
  /* Generated */                                       int    endIdx,
  /* Generated */                                       cli::array<double>^ inHigh,
  /* Generated */                                       cli::array<double>^ inLow,
  /* Generated */                                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                       [Out]int%    outBegIdx,
  /* Generated */                                       [Out]int%    outNBElement,
  /* Generated */                                       cli::array<double>^  outAroonDown,
  /* Generated */                                       cli::array<double>^  outAroonUp )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode aroon( int    startIdx,
  /* Generated */                       int    endIdx,
  /* Generated */                       double       inHigh[],
  /* Generated */                       double       inLow[],
  /* Generated */                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                       MInteger     outBegIdx,
  /* Generated */                       MInteger     outNBElement,
  /* Generated */                       double        outAroonDown[],
  /* Generated */                       double        outAroonUp[] )
  /* Generated */ #else
  /* Generated */ TA_RetCode TA_AROON( int    startIdx,
  /* Generated */                      int    endIdx,
  /* Generated */                      const double inHigh[],
  /* Generated */                      const double inLow[],
  /* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                      int          *outBegIdx,
  /* Generated */                      int          *outNBElement,
  /* Generated */                      double        outAroonDown[],
  /* Generated */                      double        outAroonUp[] )
  /* Generated */ #endif
  /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  {
    /* insert local variable here */
     double lowest, highest, tmp, factor;
     int outIdx;
     int trailingIdx, lowestIdx, highestIdx, today, i;
  
  /**** 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 */    /* Verify required price component. */
  /* Generated */    if(!inHigh||!inLow)
  /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */ 
  /* Generated */    #endif /* !defined(_JAVA)*/
  /* Generated */    /* min/max are checked for optInTimePeriod. */
  /* Generated */    if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
  /* Generated */       optInTimePeriod = 14;
  /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */ 
  /* Generated */    #if !defined(_JAVA)
  /* Generated */    if( !outAroonDown )
  /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */ 
  /* Generated */    if( !outAroonUp )
  /* 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. */
  
     /* This function is using a speed optimized algorithm
      * for the min/max logic.
      *
      * You might want to first look at how TA_MIN/TA_MAX works
      * and this function will become easier to understand.
      */
  
     /* Move up the start index if there is not
      * enough initial data.
      */
     if( startIdx < optInTimePeriod )
        startIdx = optInTimePeriod;
  
     /* Make sure there is still something to evaluate. */
     if( startIdx > endIdx )
     {
        VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
        VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
        return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
     }
  
     /* Proceed with the calculation for the requested range.
      * Note that this algorithm allows the input and
      * output to be the same buffer.
      */
     outIdx = 0;
     today       = startIdx;
     trailingIdx = startIdx-optInTimePeriod;
     lowestIdx   = -1;
     highestIdx  = -1;
     lowest      = 0.0;
     highest     = 0.0;
     factor      = (double)100.0/(double)optInTimePeriod;
     
     while( today <= endIdx )
     {
        /* Keep track of the lowestIdx */
        tmp = inLow[today];
        if( lowestIdx < trailingIdx )
        {
          lowestIdx = trailingIdx;
          lowest = inLow[lowestIdx];
          i = lowestIdx;
          while( ++i<=today )
          {
             tmp = inLow[i];
             if( tmp <= lowest )
             {
                lowestIdx = i;
                lowest = tmp;
             }
          }
        }
        else if( tmp <= lowest )
        {
          lowestIdx = today;
          lowest    = tmp;
        }
  
        /* Keep track of the highestIdx */
        tmp = inHigh[today];
        if( highestIdx < trailingIdx )
        {
          highestIdx = trailingIdx;
          highest = inHigh[highestIdx];
          i = highestIdx;
          while( ++i<=today )
          {
             tmp = inHigh[i];
             if( tmp >= highest )
             {
                highestIdx = i;
                highest = tmp;
             }
          }
        }
        else if( tmp >= highest )
        {
          highestIdx = today;
          highest = tmp;
        }
  
        /* Note: Do not forget that input and output buffer can be the same,
         *       so writing to the output is the last thing being done here.
         */
        outAroonUp[outIdx] = factor*(optInTimePeriod-(today-highestIdx));
        outAroonDown[outIdx] = factor*(optInTimePeriod-(today-lowestIdx));
  
        outIdx++;
        trailingIdx++;
        today++;  
     }
  
     /* Keep the outBegIdx relative to the
      * caller input before returning.
      */
     VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
     VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  
     return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  }
  
  /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
  /* Generated */ 
  /* Generated */ #define  USE_SINGLE_PRECISION_INPUT
  /* Generated */ #undef  TA_LIB_PRO
  /* 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 ) && defined( USE_SUBARRAY )
  /* Generated */ enum class Core::RetCode Core::Aroon( int    startIdx,
  /* Generated */                                       int    endIdx,
  /* Generated */                                       SubArray<float>^ inHigh,
  /* Generated */                                       SubArray<float>^ inLow,
  /* Generated */                                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                       [Out]int%    outBegIdx,
  /* Generated */                                       [Out]int%    outNBElement,
  /* Generated */                                       SubArray<double>^  outAroonDown,
  /* Generated */                                       SubArray<double>^  outAroonUp )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::Aroon( int    startIdx,
  /* Generated */                                       int    endIdx,
  /* Generated */                                       cli::array<float>^ inHigh,
  /* Generated */                                       cli::array<float>^ inLow,
  /* Generated */                                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                       [Out]int%    outBegIdx,
  /* Generated */                                       [Out]int%    outNBElement,
  /* Generated */                                       cli::array<double>^  outAroonDown,
  /* Generated */                                       cli::array<double>^  outAroonUp )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode aroon( int    startIdx,
  /* Generated */                       int    endIdx,
  /* Generated */                       float        inHigh[],
  /* Generated */                       float        inLow[],
  /* Generated */                       int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                       MInteger     outBegIdx,
  /* Generated */                       MInteger     outNBElement,
  /* Generated */                       double        outAroonDown[],
  /* Generated */                       double        outAroonUp[] )
  /* Generated */ #else
  /* Generated */ TA_RetCode TA_S_AROON( int    startIdx,
  /* Generated */                        int    endIdx,
  /* Generated */                        const float  inHigh[],
  /* Generated */                        const float  inLow[],
  /* Generated */                        int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                        int          *outBegIdx,
  /* Generated */                        int          *outNBElement,
  /* Generated */                        double        outAroonDown[],
  /* Generated */                        double        outAroonUp[] )
  /* Generated */ #endif
  /* Generated */ {
  /* Generated */    double lowest, highest, tmp, factor;
  /* Generated */    int outIdx;
  /* Generated */    int trailingIdx, lowestIdx, highestIdx, today, i;
  /* 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(!inHigh||!inLow)
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #endif 
  /* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
  /* Generated */        optInTimePeriod = 14;
  /* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #if !defined(_JAVA)
  /* Generated */     if( !outAroonDown )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     if( !outAroonUp )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #endif 
  /* Generated */  #endif 
  /* Generated */    if( startIdx < optInTimePeriod )
  /* Generated */       startIdx = optInTimePeriod;
  /* Generated */    if( startIdx > endIdx )
  /* Generated */    {
  /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
  /* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
  /* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  /* Generated */    }
  /* Generated */    outIdx = 0;
  /* Generated */    today       = startIdx;
  /* Generated */    trailingIdx = startIdx-optInTimePeriod;
  /* Generated */    lowestIdx   = -1;
  /* Generated */    highestIdx  = -1;
  /* Generated */    lowest      = 0.0;
  /* Generated */    highest     = 0.0;
  /* Generated */    factor      = (double)100.0/(double)optInTimePeriod;
  /* Generated */    while( today <= endIdx )
  /* Generated */    {
  /* Generated */       tmp = inLow[today];
  /* Generated */       if( lowestIdx < trailingIdx )
  /* Generated */       {
  /* Generated */         lowestIdx = trailingIdx;
  /* Generated */         lowest = inLow[lowestIdx];
  /* Generated */         i = lowestIdx;
  /* Generated */         while( ++i<=today )
  /* Generated */         {
  /* Generated */            tmp = inLow[i];
  /* Generated */            if( tmp <= lowest )
  /* Generated */            {
  /* Generated */               lowestIdx = i;
  /* Generated */               lowest = tmp;
  /* Generated */            }
  /* Generated */         }
  /* Generated */       }
  /* Generated */       else if( tmp <= lowest )
  /* Generated */       {
  /* Generated */         lowestIdx = today;
  /* Generated */         lowest    = tmp;
  /* Generated */       }
  /* Generated */       tmp = inHigh[today];
  /* Generated */       if( highestIdx < trailingIdx )
  /* Generated */       {
  /* Generated */         highestIdx = trailingIdx;
  /* Generated */         highest = inHigh[highestIdx];
  /* Generated */         i = highestIdx;
  /* Generated */         while( ++i<=today )
  /* Generated */         {
  /* Generated */            tmp = inHigh[i];
  /* Generated */            if( tmp >= highest )
  /* Generated */            {
  /* Generated */               highestIdx = i;
  /* Generated */               highest = tmp;
  /* Generated */            }
  /* Generated */         }
  /* Generated */       }
  /* Generated */       else if( tmp >= highest )
  /* Generated */       {
  /* Generated */         highestIdx = today;
  /* Generated */         highest = tmp;
  /* Generated */       }
  /* Generated */       outAroonUp[outIdx] = factor*(optInTimePeriod-(today-highestIdx));
  /* Generated */       outAroonDown[outIdx] = factor*(optInTimePeriod-(today-lowestIdx));
  /* Generated */       outIdx++;
  /* Generated */       trailingIdx++;
  /* Generated */       today++;  
  /* Generated */    }
  /* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  /* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  /* 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 ****/
  
  