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
   *
   *
   * Change history:
   *
   *  MMDDYY BY   Description
   *  -------------------------------------------------------------------
   *  112400 MF   Template creation.
   *  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 <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::RocRLookback( int           optInTimePeriod )  /* From 1 to 100000 */
  /* Generated */ 
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public int rocRLookback( int           optInTimePeriod )  /* From 1 to 100000 */
  /* Generated */ 
  /* Generated */ #else
  /* Generated */ TA_LIB_API int TA_ROCR_Lookback( int           optInTimePeriod )  /* From 1 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 = 10;
  /* Generated */    else if( ((int)optInTimePeriod < 1) || ((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_ROCR - Rate of change ratio: (price/prevPrice)
   * 
   * Input  = double
   * Output = double
   * 
   * Optional Parameters
   * -------------------
   * optInTimePeriod:(From 1 to 100000)
   *    Number of period
   * 
   * 
   */
  /* Generated */ 
  /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
  /* Generated */ enum class Core::RetCode Core::RocR( int    startIdx,
  /* Generated */                                      int    endIdx,
  /* Generated */                                      SubArray<double>^ inReal,
  /* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                                      [Out]int%    outBegIdx,
  /* Generated */                                      [Out]int%    outNBElement,
  /* Generated */                                      SubArray<double>^  outReal )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::RocR( int    startIdx,
  /* Generated */                                      int    endIdx,
  /* Generated */                                      cli::array<double>^ inReal,
  /* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                                      [Out]int%    outBegIdx,
  /* Generated */                                      [Out]int%    outNBElement,
  /* Generated */                                      cli::array<double>^  outReal )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode rocR( int    startIdx,
  /* Generated */                      int    endIdx,
  /* Generated */                      double       inReal[],
  /* Generated */                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                      MInteger     outBegIdx,
  /* Generated */                      MInteger     outNBElement,
  /* Generated */                      double        outReal[] )
  /* Generated */ #else
  /* Generated */ TA_LIB_API TA_RetCode TA_ROCR( int    startIdx,
  /* Generated */                                int    endIdx,
  /* Generated */                                           const double inReal[],
  /* Generated */                                           int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                                           int          *outBegIdx,
  /* Generated */                                           int          *outNBElement,
  /* Generated */                                           double        outReal[] )
  /* Generated */ #endif
  /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  {
     /* Insert local variables here. */
  
     int inIdx, outIdx, trailingIdx;
     double tempReal;
  
  /**** 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 = 10;
  /* Generated */    else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
  /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */ 
  /* Generated */    #if !defined(_JAVA)
  /* Generated */    if( !outReal )
  /* 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. */
  
     /* The interpretation of the rate of change varies widely depending
      * which software and/or books you are refering to.
      *
      * The following is the table of Rate-Of-Change implemented in TA-LIB:
      *       MOM     = (price - prevPrice)         [Momentum]
      *       ROC     = ((price/prevPrice)-1)*100   [Rate of change]
      *       ROCP    = (price-prevPrice)/prevPrice [Rate of change Percentage]
      *       ROCR    = (price/prevPrice)           [Rate of change ratio]
      *       ROCR100 = (price/prevPrice)*100       [Rate of change ratio 100 Scale]
      *
      * Here are the equivalent function in other software:
      *       TA-Lib  |   Tradestation   |    Metastock         
      *       =================================================
      *       MOM     |   Momentum       |    ROC (Point)
      *       ROC     |   ROC            |    ROC (Percent)
      *       ROCP    |   PercentChange  |    -     
      *       ROCR    |   -              |    -
      *       ROCR100 |   -              |    MO
      *
      * The MOM function is the only one who is not normalized, and thus
      * should be avoided for comparing different time serie of prices.
      * 
      * ROC and ROCP are centered at zero and can have positive and negative
      * value. Here are some equivalence:
      *    ROC = ROCP/100 
      *        = ((price-prevPrice)/prevPrice)/100
      *        = ((price/prevPrice)-1)*100
      *
      * ROCR and ROCR100 are ratio respectively centered at 1 and 100 and are
      * always positive values.
      */
  
     /* 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);
     }
  
     /* Calculate Rate of change Ratio: (price / prevPrice) */
     outIdx      = 0;
     inIdx       = startIdx;
     trailingIdx = startIdx - optInTimePeriod;
  
     while( inIdx <= endIdx )
     {
        tempReal = inReal[trailingIdx++];
        if( tempReal != 0.0 )
           outReal[outIdx++] = (inReal[inIdx] / tempReal);
        else
           outReal[outIdx++] = 0.0; 
           
        inIdx++;
     }
  
     /* Set output limits. */
     VALUE_HANDLE_DEREF(outNBElement) = outIdx;
     VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  
     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::RocR( int    startIdx,
  /* Generated */                                      int    endIdx,
  /* Generated */                                      SubArray<float>^ inReal,
  /* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                                      [Out]int%    outBegIdx,
  /* Generated */                                      [Out]int%    outNBElement,
  /* Generated */                                      SubArray<double>^  outReal )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::RocR( int    startIdx,
  /* Generated */                                      int    endIdx,
  /* Generated */                                      cli::array<float>^ inReal,
  /* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                                      [Out]int%    outBegIdx,
  /* Generated */                                      [Out]int%    outNBElement,
  /* Generated */                                      cli::array<double>^  outReal )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode rocR( int    startIdx,
  /* Generated */                      int    endIdx,
  /* Generated */                      float        inReal[],
  /* Generated */                      int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                      MInteger     outBegIdx,
  /* Generated */                      MInteger     outNBElement,
  /* Generated */                      double        outReal[] )
  /* Generated */ #else
  /* Generated */ TA_RetCode TA_S_ROCR( int    startIdx,
  /* Generated */                       int    endIdx,
  /* Generated */                       const float  inReal[],
  /* Generated */                       int           optInTimePeriod, /* From 1 to 100000 */
  /* Generated */                       int          *outBegIdx,
  /* Generated */                       int          *outNBElement,
  /* Generated */                       double        outReal[] )
  /* Generated */ #endif
  /* Generated */ {
  /* Generated */    int inIdx, outIdx, trailingIdx;
  /* Generated */    double tempReal;
  /* 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 = 10;
  /* Generated */     else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #if !defined(_JAVA)
  /* Generated */     if( !outReal )
  /* 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 */    inIdx       = startIdx;
  /* Generated */    trailingIdx = startIdx - optInTimePeriod;
  /* Generated */    while( inIdx <= endIdx )
  /* Generated */    {
  /* Generated */       tempReal = inReal[trailingIdx++];
  /* Generated */       if( tempReal != 0.0 )
  /* Generated */          outReal[outIdx++] = (inReal[inIdx] / tempReal);
  /* Generated */       else
  /* Generated */          outReal[outIdx++] = 0.0; 
  /* Generated */       inIdx++;
  /* Generated */    }
  /* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  /* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  /* 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 ****/
  
  