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:DocumentsPictures a-libcsrc a_func a_CDL2CROWS.c
- d:DocumentsPictures a-libcsrc a_func a_utility.h
- d:DocumentsPictures a-libcsrc a_common a_global.c
- d:DocumentsPictures a-libcsrc a_common a_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] )