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<?php /** * This is a PHP port of the Trader extension for PHP, which is a port of the T..
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<?php
/**
* This is a PHP port of the Trader extension for PHP, which is a port of the TA-LIB C code.
*
* This port is written in PHP and without any other requirements.
* The goal is that this library can be used by those whom cannot install the PHP Trader extension.
*
* Below is the copyright information for TA-LIB found in the source code.
*/
/* TA-LIB Copyright (c) 1999-2007, 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.
*/
namespace LupeCode\phpTraderNative\TALib\Core;
use LupeCode\phpTraderNative\TALib\Classes\MoneyFlow;
use LupeCode\phpTraderNative\TALib\Enum\Compatibility;
use LupeCode\phpTraderNative\TALib\Enum\ReturnCode;
use LupeCode\phpTraderNative\TALib\Enum\UnstablePeriodFunctionID;
class MomentumIndicators extends Core
{
public static function adx(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = 2 * $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::ADX] - 1;
if ($startIdx < $lookbackTotal) {
$startIdx = (int)$lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$sumDX = 0.0;
$i = $optInTimePeriod;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$sumDX += 100.0 * (abs($minusDI - $plusDI) / $tempReal);
}
}
}
$prevADX = $sumDX / $optInTimePeriod;
$i = static::$unstablePeriod[UnstablePeriodFunctionID::ADX];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$tempReal = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
$prevADX = ($prevADX * ($optInTimePeriod - 1) + $tempReal) / $optInTimePeriod;
}
}
}
$outReal[0] = $prevADX;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$tempReal = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
$prevADX = ($prevADX * ($optInTimePeriod - 1) + $tempReal) / $optInTimePeriod;
}
}
$outReal[$outIdx++] = $prevADX;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function adxr(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$adxrLookback = Lookback::adxrLookback($optInTimePeriod);
if ($startIdx < $adxrLookback) {
$startIdx = $adxrLookback;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$adx = static::double($endIdx - $startIdx + $optInTimePeriod);
$ReturnCode = self::adx($startIdx - ($optInTimePeriod - 1), $endIdx, $inHigh, $inLow, $inClose, $optInTimePeriod, $outBegIdx, $outNBElement, $adx);
if ($ReturnCode !== ReturnCode::Success) {
return $ReturnCode;
}
$i = $optInTimePeriod - 1;
$j = 0;
$outIdx = 0;
$nbElement = $endIdx - $startIdx + 2;
while (--$nbElement > 0) {
$outReal[$outIdx++] = ($adx[$i++] + $adx[$j++]) / 2.0;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function apo(int $startIdx, int $endIdx, array $inReal, int $optInFastPeriod, int $optInSlowPeriod, int $optInMAType, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
$tempBuffer = static::double($endIdx - $startIdx + 1);
return static::TA_INT_PO($startIdx, $endIdx, $inReal, $optInFastPeriod, $optInSlowPeriod, $optInMAType, $outBegIdx, $outNBElement, $outReal, $tempBuffer, false);
}
public static function aroon(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outAroonDown, array &$outAroonUp): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
$lowestIdx = -1;
$highestIdx = -1;
$lowest = 0.0;
$highest = 0.0;
$factor = 100.0 / (double)$optInTimePeriod;
while ($today <= $endIdx) {
$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 = $tmp;
}
}
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
}
$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 = $tmp;
}
}
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
}
$outAroonUp[$outIdx] = $factor * ($optInTimePeriod - ($today - $highestIdx));
$outAroonDown[$outIdx] = $factor * ($optInTimePeriod - ($today - $lowestIdx));
$outIdx++;
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function aroonOsc(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
$lowestIdx = -1;
$highestIdx = -1;
$lowest = 0.0;
$highest = 0.0;
$factor = 100.0 / (double)$optInTimePeriod;
while ($today <= $endIdx) {
$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 = $tmp;
}
}
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
}
$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 = $tmp;
}
}
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
}
$aroon = $factor * ($highestIdx - $lowestIdx);
$outReal[$outIdx] = $aroon;
$outIdx++;
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function bop(int $startIdx, int $endIdx, array $inOpen, array $inHigh, array $inLow, array $inClose, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outIdx = 0;
for ($i = $startIdx; $i <= $endIdx; $i++) {
$tempReal = $inHigh[$i] - $inLow[$i];
if ($tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = ($inClose[$i] - $inOpen[$i]) / $tempReal;
}
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function cci(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$circBuffer_Idx = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = $optInTimePeriod - 1;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
{
$circBuffer = static::double($optInTimePeriod);
$maxIdx_circBuffer = $optInTimePeriod - 1;
}
$i = $startIdx - $lookbackTotal;
while ($i < $startIdx) {
$circBuffer[$circBuffer_Idx] = ($inHigh[$i] + $inLow[$i] + $inClose[$i]) / 3;
$i++;
{
$circBuffer_Idx++;
if ($circBuffer_Idx > $maxIdx_circBuffer) {
$circBuffer_Idx = 0;
}
}
}
$outIdx = 0;
do {
$lastValue = ($inHigh[$i] + $inLow[$i] + $inClose[$i]) / 3;
$circBuffer[$circBuffer_Idx] = $lastValue;
$theAverage = 0;
for ($j = 0; $j < $optInTimePeriod; $j++) {
$theAverage += $circBuffer[$j];
}
$theAverage /= $optInTimePeriod;
$tempReal2 = 0;
for ($j = 0; $j < $optInTimePeriod; $j++) {
$tempReal2 += abs($circBuffer[$j] - $theAverage);
}
$tempReal = $lastValue - $theAverage;
if ($tempReal !== 0.0 && $tempReal2 !== 0.0) {
$outReal[$outIdx++] = $tempReal / (0.015 * ($tempReal2 / $optInTimePeriod));
} else {
$outReal[$outIdx++] = 0.0;
}
{
$circBuffer_Idx++;
if ($circBuffer_Idx > $maxIdx_circBuffer) {
$circBuffer_Idx = 0;
}
}
$i++;
} while ($i <= $endIdx);
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function cmo(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = Lookback::cmoLookback($optInTimePeriod);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = $inReal[$today];
$unstablePeriod = static::$unstablePeriod[UnstablePeriodFunctionID::CMO];
if ($unstablePeriod === 0 && static::$compatibility === Compatibility::Metastock) {
$savePrevValue = $prevValue;
$prevGain = 0.0;
$prevLoss = 0.0;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$tempValue1 = $prevLoss / $optInTimePeriod;
$tempValue2 = $prevGain / $optInTimePeriod;
$tempValue3 = $tempValue2 - $tempValue1;
$tempValue4 = $tempValue1 + $tempValue2;
if (!(-0.00000001 < $tempValue4 && $tempValue4 < 0.00000001)) {
$outReal[$outIdx++] = 100 * ($tempValue3 / $tempValue4);
} else {
$outReal[$outIdx++] = 0.0;
}
if ($today > $endIdx) {
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$today -= $optInTimePeriod;
$prevValue = $savePrevValue;
}
$prevLoss = 0.0;
$prevGain = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
if ($today > $startIdx) {
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * (($prevGain - $prevLoss) / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
} else {
while ($today < $startIdx) {
$tempValue1 = $inReal[$today];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$today++;
}
}
while ($today <= $endIdx) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * (($prevGain - $prevLoss) / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function dx(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::DX];
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::DX] + 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$outReal[0] = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
} else {
$outReal[0] = 0.0;
}
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$outReal[$outIdx] = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
} else {
$outReal[$outIdx] = $outReal[$outIdx - 1];
}
} else {
$outReal[$outIdx] = $outReal[$outIdx - 1];
}
$outIdx++;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function imi(int $startIdx, int $endIdx, array $inOpen, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$lookback = Lookback::imiLookback($optInTimePeriod);
if ($startIdx < $lookback) {
$startIdx = $lookback;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
while ($startIdx <= $endIdx) {
$upsum = 0.0;
$downsum = 0.0;
for ($i = $startIdx - $lookback; $i <= $startIdx; $i++) {
$close = $inClose[$i];
$open = $inOpen[$i];
if ($close > $open) {
$upsum += ($close - $open);
} else {
$downsum += ($open - $close);
}
}
$outReal[$outIdx] = 100.0 * ($upsum / ($upsum + $downsum));
$startIdx++;
$outIdx++;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function macd(
int $startIdx,
int $endIdx,
array $inReal,
int $optInFastPeriod,
int $optInSlowPeriod,
int $optInSignalPeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
return static::TA_INT_MACD(
$startIdx,
$endIdx,
$inReal,
$optInFastPeriod,
$optInSlowPeriod,
$optInSignalPeriod,
$outBegIdx,
$outNBElement,
$outMACD,
$outMACDSignal,
$outMACDHist
);
}
public static function macdExt(
int $startIdx,
int $endIdx,
array $inReal,
int $optInFastPeriod,
int $optInFastMAType,
int $optInSlowPeriod,
int $optInSlowMAType,
int $optInSignalPeriod,
int $optInSignalMAType,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outBegIdx1 = 0;
$outNbElement1 = 0;
$outBegIdx2 = 0;
$outNbElement2 = 0;
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod < $optInFastPeriod) {
$tempInteger = $optInSlowPeriod;
$optInSlowPeriod = $optInFastPeriod;
$optInFastPeriod = $tempInteger;
$tempMAType = $optInSlowMAType;
$optInSlowMAType = $optInFastMAType;
$optInFastMAType = $tempMAType;
}
$lookbackLargest = Lookback::movingAverageLookback($optInFastPeriod, $optInFastMAType);
$tempInteger = Lookback::movingAverageLookback($optInSlowPeriod, $optInSlowMAType);
if ($tempInteger > $lookbackLargest) {
$lookbackLargest = $tempInteger;
}
$lookbackSignal = Lookback::movingAverageLookback($optInSignalPeriod, $optInSignalMAType);
$lookbackTotal = $lookbackSignal + $lookbackLargest;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$tempInteger = $endIdx - $startIdx + 1 + $lookbackSignal;
$fastMABuffer = static::double($tempInteger);
$slowMABuffer = static::double($tempInteger);
$tempInteger = $startIdx - $lookbackSignal;
$ReturnCode = OverlapStudies::movingAverage(
$tempInteger,
$endIdx,
$inReal,
$optInSlowPeriod,
$optInSlowMAType,
$outBegIdx1,
$outNbElement1,
$slowMABuffer
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$ReturnCode = OverlapStudies::movingAverage(
$tempInteger,
$endIdx,
$inReal,
$optInFastPeriod,
$optInFastMAType,
$outBegIdx2,
$outNbElement2,
$fastMABuffer
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
if ($outBegIdx1 !== $tempInteger ||
$outBegIdx2 !== $tempInteger ||
$outNbElement1 !== $outNbElement2 ||
$outNbElement1 !== $endIdx - $startIdx + 1 + $lookbackSignal) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::InternalError;
}
for ($i = 0; $i < $outNbElement1; $i++) {
$fastMABuffer[$i] -= $slowMABuffer[$i];
}
//System::arraycopy($fastMABuffer, $lookbackSignal, $outMACD, 0, ($endIdx - $startIdx) + 1);
$outMACD = \array_slice($fastMABuffer, $lookbackSignal, $endIdx - $startIdx + 1);
$ReturnCode = OverlapStudies::movingAverage(
0,
$outNbElement1 - 1,
$fastMABuffer,
$optInSignalPeriod,
$optInSignalMAType,
$outBegIdx2,
$outNbElement2,
$outMACDSignal
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
for ($i = 0; $i < $outNbElement2; $i++) {
$outMACDHist[$i] = $outMACD[$i] - $outMACDSignal[$i];
}
$outBegIdx = $startIdx;
$outNBElement = $outNbElement2;
return ReturnCode::Success;
}
public static function macdFix(
int $startIdx,
int $endIdx,
array $inReal,
int $optInSignalPeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
return static::TA_INT_MACD(
$startIdx,
$endIdx,
$inReal,
0,
0,
$optInSignalPeriod,
$outBegIdx,
$outNBElement,
$outMACD,
$outMACDSignal,
$outMACDHist
);
}
public static function mfi(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
array $inVolume,
int $optInTimePeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outReal
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$money_flow_Idx = 0;
$maxIdx_money_flow = 50 - 1;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
{
$money_flow = \array_pad([], $optInTimePeriod, new MoneyFlow());
for ($_money_flow_index = 0; $_money_flow_index < $optInTimePeriod; $_money_flow_index++) {
$money_flow[$_money_flow_index] = new MoneyFlow();
}
$maxIdx_money_flow = $optInTimePeriod - 1;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MFI];
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$posSumMF = 0.0;
$negSumMF = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
if ($today > $startIdx) {
$tempValue1 = $posSumMF + $negSumMF;
if ($tempValue1 < 1.0) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = 100.0 * ($posSumMF / $tempValue1);
}
} else {
while ($today < $startIdx) {
$posSumMF -= $money_flow[$money_flow_Idx]->positive;
$negSumMF -= $money_flow[$money_flow_Idx]->negative;
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
}
while ($today <= $endIdx) {
$posSumMF -= $money_flow[$money_flow_Idx]->positive;
$negSumMF -= $money_flow[$money_flow_Idx]->negative;
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
$tempValue1 = $posSumMF + $negSumMF;
if ($tempValue1 < 1.0) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = 100.0 * ($posSumMF / $tempValue1);
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function minusDI(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MinusDI];
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
if ($optInTimePeriod <= 1) {
$outBegIdx = $startIdx;
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
if (-0.00000001 < $tempReal && $tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = $diffM / $tempReal;
}
} else {
$outReal[$outIdx++] = 0.0;
}
$prevClose = $inClose[$today];
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::MinusDI] + 1;
while ($i-- !== 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[0] = 100.0 * ($prevMinusDM / $prevTR);
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevMinusDM / $prevTR);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function minusDM(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MinusDM] - 1;
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
if ($optInTimePeriod <= 1) {
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$outReal[$outIdx++] = $diffM;
} else {
$outReal[$outIdx++] = 0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$prevMinusDM = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
}
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::MinusDM];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
}
$outReal[0] = $prevMinusDM;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
$outReal[$outIdx++] = $prevMinusDM;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function mom(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$outReal[$outIdx++] = $inReal[$inIdx++] - $inReal[$trailingIdx++];
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function plusDI(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::PlusDI];
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
if ($optInTimePeriod <= 1) {
$outBegIdx = $startIdx;
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
if (-0.00000001 < $tempReal && $tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = $diffP / $tempReal;
}
} else {
$outReal[$outIdx++] = 0.0;
}
$prevClose = $inClose[$today];
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::PlusDI] + 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[0] = 100.0 * ($prevPlusDM / $prevTR);
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevPlusDM / $prevTR);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function plusDM(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::PlusDM] - 1;
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
if ($optInTimePeriod <= 1) {
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$outReal[$outIdx++] = $diffP;
} else {
$outReal[$outIdx++] = 0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$prevPlusDM = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::PlusDM];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
}
$outReal[0] = $prevPlusDM;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
$outReal[$outIdx++] = $prevPlusDM;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function ppo(int $startIdx, int $endIdx, array $inReal, int $optInFastPeriod, int $optInSlowPeriod, int $optInMAType, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
$tempBuffer = static::double($endIdx - $startIdx + 1);
$one = 1;
return static::TA_INT_PO(
$startIdx,
$endIdx,
$inReal,
$optInFastPeriod,
$optInSlowPeriod,
$optInMAType,
$outBegIdx,
$outNBElement,
$outReal,
$tempBuffer,
$one
);
}
public static function roc(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = ($inReal[$inIdx] / $tempReal - 1.0) * 100.0;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocP(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = ($inReal[$inIdx] - $tempReal) / $tempReal;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocR(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$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++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocR100(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = $inReal[$inIdx] / $tempReal * 100.0;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rsi(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = Lookback::rsiLookback($optInTimePeriod);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = $inReal[$today];
$unstablePeriod = static::$unstablePeriod[UnstablePeriodFunctionID::RSI];
if ($unstablePeriod === 0 &&
static::$compatibility === Compatibility::Metastock) {
$savePrevValue = $prevValue;
$prevGain = 0.0;
$prevLoss = 0.0;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$tempValue1 = $prevLoss / $optInTimePeriod;
$tempValue2 = $prevGain / $optInTimePeriod;
$tempValue1 = $tempValue2 + $tempValue1;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100 * ($tempValue2 / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
if ($today > $endIdx) {
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$today -= $optInTimePeriod;
$prevValue = $savePrevValue;
}
$prevLoss = 0.0;
$prevGain = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
if ($today > $startIdx) {
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevGain / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
} else {
while ($today < $startIdx) {
$tempValue1 = $inReal[$today];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$today++;
}
}
while ($today <= $endIdx) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevGain / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function stoch(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInFastK_Period,
int $optInSlowK_Period,
int $optInSlowK_MAType,
int $optInSlowD_Period,
int $optInSlowD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outSlowK,
array &$outSlowD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowK_Period === PHP_INT_MIN) {
$optInSlowK_Period = 3;
} elseif ($optInSlowK_Period < 1 || $optInSlowK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowD_Period === PHP_INT_MIN) {
$optInSlowD_Period = 3;
} elseif ($optInSlowD_Period < 1 || $optInSlowD_Period > 100000) {
return ReturnCode::BadParam;
}
$lookbackK = $optInFastK_Period - 1;
$lookbackKSlow = Lookback::movingAverageLookback($optInSlowK_Period, $optInSlowK_MAType);
$lookbackDSlow = Lookback::movingAverageLookback($optInSlowD_Period, $optInSlowD_MAType);
$lookbackTotal = $lookbackK + $lookbackDSlow + $lookbackKSlow;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$trailingIdx = $startIdx - $lookbackTotal;
$today = $trailingIdx + $lookbackK;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
if ($outSlowK === $inHigh ||
$outSlowK === $inLow ||
$outSlowK === $inClose) {
$tempBuffer = $outSlowK;
} elseif ($outSlowD === $inHigh ||
$outSlowD === $inLow ||
$outSlowD === $inClose) {
$tempBuffer = $outSlowD;
} else {
$tempBuffer = static::double($endIdx - $today + 1);
}
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
if ($diff !== 0.0) {
$tempBuffer[$outIdx++] = ($inClose[$today] - $lowest) / $diff;
} else {
$tempBuffer[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outIdx - 1,
$tempBuffer,
$optInSlowK_Period,
$optInSlowK_MAType,
$outBegIdx,
$outNBElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outNBElement - 1,
$tempBuffer,
$optInSlowD_Period,
$optInSlowD_MAType,
$outBegIdx,
$outNBElement,
$outSlowD
);
//System::arraycopy($tempBuffer, $lookbackDSlow, $outSlowK, 0, (int)$outNBElement);
$outSlowK = \array_slice($tempBuffer, $lookbackDSlow, $outNBElement);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function stochF(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInFastK_Period,
int $optInFastD_Period,
int $optInFastD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outFastK,
array &$outFastD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastD_Period === PHP_INT_MIN) {
$optInFastD_Period = 3;
} elseif ($optInFastD_Period < 1 || $optInFastD_Period > 100000) {
return ReturnCode::BadParam;
}
$lookbackK = $optInFastK_Period - 1;
$lookbackFastD = Lookback::movingAverageLookback($optInFastD_Period, $optInFastD_MAType);
$lookbackTotal = $lookbackK + $lookbackFastD;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$trailingIdx = $startIdx - $lookbackTotal;
$today = $trailingIdx + $lookbackK;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
if ($outFastK === $inHigh ||
$outFastK === $inLow ||
$outFastK === $inClose) {
$tempBuffer = $outFastK;
} elseif ($outFastD === $inHigh ||
$outFastD === $inLow ||
$outFastD === $inClose) {
$tempBuffer = $outFastD;
} else {
$tempBuffer = static::double($endIdx - $today + 1);
}
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
if ($diff !== 0.0) {
$tempBuffer[$outIdx++] = ($inClose[$today] - $lowest) / $diff;
} else {
$tempBuffer[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outIdx - 1,
$tempBuffer,
$optInFastD_Period,
$optInFastD_MAType,
$outBegIdx,
$outNBElement,
$outFastD
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
//System::arraycopy($tempBuffer, $lookbackFastD, $outFastK, 0, (int)$outNBElement);
$outFastK = \array_slice($tempBuffer, $lookbackFastD, $outNBElement);
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function stochRsi(
int $startIdx,
int $endIdx,
array $inReal,
int $optInTimePeriod,
int $optInFastK_Period,
int $optInFastD_Period,
int $optInFastD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outFastK,
array &$outFastD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outBegIdx1 = 0;
$outBegIdx2 = 0;
$outNbElement1 = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastD_Period === PHP_INT_MIN) {
$optInFastD_Period = 3;
} elseif ($optInFastD_Period < 1 || $optInFastD_Period > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackSTOCHF = Lookback::stochFLookback($optInFastK_Period, $optInFastD_Period, $optInFastD_MAType);
$lookbackTotal = Lookback::rsiLookback($optInTimePeriod) + $lookbackSTOCHF;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outBegIdx = $startIdx;
$tempArraySize = $endIdx - $startIdx + 1 + $lookbackSTOCHF;
$tempRSIBuffer = static::double($tempArraySize);
$ReturnCode = self::rsi(
$startIdx - $lookbackSTOCHF,
$endIdx,
$inReal,
$optInTimePeriod,
$outBegIdx1,
$outNbElement1,
$tempRSIBuffer
);
if ($ReturnCode !== ReturnCode::Success || $outNbElement1 === 0) {
$outBegIdx = 0;
return $ReturnCode;
}
$ReturnCode = self::stochF(
0,
$tempArraySize - 1,
$tempRSIBuffer,
$tempRSIBuffer,
$tempRSIBuffer,
$optInFastK_Period,
$optInFastD_Period,
$optInFastD_MAType,
$outBegIdx2,
$outNBElement,
$outFastK,
$outFastD
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
return ReturnCode::Success;
}
public static function trix(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$nbElement = 0;
$begIdx = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 30;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$emaLookback = Lookback::emaLookback($optInTimePeriod);
$rocLookback = Lookback::rocRLookback(1);
$totalLookback = $emaLookback * 3 + $rocLookback;
if ($startIdx < $totalLookback) {
$startIdx = (int)$totalLookback;
}
if ($startIdx > $endIdx) {
$outNBElement = 0;
$outBegIdx = 0;
return ReturnCode::Success;
}
$outBegIdx = $startIdx;
$nbElementToOutput = $endIdx - $startIdx + 1 + $totalLookback;
$tempBuffer = static::double($nbElementToOutput);
$k = 2.0 / (double)($optInTimePeriod + 1);
$ReturnCode = static::TA_INT_EMA(
$startIdx - $totalLookback,
$endIdx,
$inReal,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput--;
$nbElementToOutput -= $emaLookback;
$ReturnCode = static::TA_INT_EMA(
0,
$nbElementToOutput,
$tempBuffer,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput -= $emaLookback;
$ReturnCode = static::TA_INT_EMA(
0,
$nbElementToOutput,
$tempBuffer,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput -= $emaLookback;
$ReturnCode = self::roc(
0,
$nbElementToOutput,
$tempBuffer,
1,
$begIdx,
$outNBElement,
$outReal
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
return ReturnCode::Success;
}
public static function ultOsc(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInTimePeriod1,
int $optInTimePeriod2,
int $optInTimePeriod3,
int &$outBegIdx,
int &$outNBElement,
array &$outReal
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$usedFlag = \array_pad([], 3, 0);
$periods = \array_pad([], 3, 0);
$sortedPeriods = \array_pad([], 3, 0);
if ($optInTimePeriod1 === PHP_INT_MIN) {
$optInTimePeriod1 = 7;
} elseif ($optInTimePeriod1 < 1 || $optInTimePeriod1 > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod2 === PHP_INT_MIN) {
$optInTimePeriod2 = 14;
} elseif ($optInTimePeriod2 < 1 || $optInTimePeriod2 > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod3 === PHP_INT_MIN) {
$optInTimePeriod3 = 28;
} elseif ($optInTimePeriod3 < 1 || $optInTimePeriod3 > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$periods = [$optInTimePeriod1, $optInTimePeriod2, $optInTimePeriod3];
sort($periods);
[$optInTimePeriod1, $optInTimePeriod2, $optInTimePeriod3] = $periods;
$lookbackTotal = Lookback::ultOscLookback(...$periods);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
{
$a1Total = 0;
$b1Total = 0;
for ($i = $startIdx - $optInTimePeriod1 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total += $closeMinusTrueLow;
$b1Total += $trueRange;
}
}
{
$a2Total = 0;
$b2Total = 0;
for ($i = $startIdx - $optInTimePeriod2 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a2Total += $closeMinusTrueLow;
$b2Total += $trueRange;
}
}
{
$a3Total = 0;
$b3Total = 0;
for ($i = $startIdx - $optInTimePeriod3 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a3Total += $closeMinusTrueLow;
$b3Total += $trueRange;
}
}
$today = $startIdx;
$outIdx = 0;
$trailingIdx1 = $today - $optInTimePeriod1 + 1;
$trailingIdx2 = $today - $optInTimePeriod2 + 1;
$trailingIdx3 = $today - $optInTimePeriod3 + 1;
while ($today <= $endIdx) {
{
$tempLT = $inLow[$today];
$tempHT = $inHigh[$today];
$tempCY = $inClose[$today - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$today] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total += $closeMinusTrueLow;
$a2Total += $closeMinusTrueLow;
$a3Total += $closeMinusTrueLow;
$b1Total += $trueRange;
$b2Total += $trueRange;
$b3Total += $trueRange;
$output = 0.0;
if (!(-0.00000001 < $b1Total && $b1Total < 0.00000001)) {
$output += 4.0 * ($a1Total / $b1Total);
}
if (!(-0.00000001 < $b2Total && $b2Total < 0.00000001)) {
$output += 2.0 * ($a2Total / $b2Total);
}
if (!(-0.00000001 < $b3Total && $b3Total < 0.00000001)) {
$output += $a3Total / $b3Total;
}
{
$tempLT = $inLow[$trailingIdx1];
$tempHT = $inHigh[$trailingIdx1];
$tempCY = $inClose[$trailingIdx1 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx1] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total -= $closeMinusTrueLow;
$b1Total -= $trueRange;
{
$tempLT = $inLow[$trailingIdx2];
$tempHT = $inHigh[$trailingIdx2];
$tempCY = $inClose[$trailingIdx2 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx2] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a2Total -= $closeMinusTrueLow;
$b2Total -= $trueRange;
{
$tempLT = $inLow[$trailingIdx3];
$tempHT = $inHigh[$trailingIdx3];
$tempCY = $inClose[$trailingIdx3 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx3] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a3Total -= $closeMinusTrueLow;
$b3Total -= $trueRange;
$outReal[$outIdx] = 100.0 * ($output / 7.0);
$outIdx++;
$today++;
$trailingIdx1++;
$trailingIdx2++;
$trailingIdx3++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function willR(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$nbInitialElementNeeded = $optInTimePeriod - 1;
if ($startIdx < $nbInitialElementNeeded) {
$startIdx = $nbInitialElementNeeded;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$diff = 0.0;
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $nbInitialElementNeeded;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / -100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / -100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / -100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / -100.0;
}
if ($diff !== 0.0) {
$outReal[$outIdx++] = ($highest - $inClose[$today]) / $diff;
} else {
$outReal[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
}
?>Did this file decode correctly?
Original Code
<?php
/**
* This is a PHP port of the Trader extension for PHP, which is a port of the TA-LIB C code.
*
* This port is written in PHP and without any other requirements.
* The goal is that this library can be used by those whom cannot install the PHP Trader extension.
*
* Below is the copyright information for TA-LIB found in the source code.
*/
/* TA-LIB Copyright (c) 1999-2007, 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.
*/
namespace LupeCode\phpTraderNative\TALib\Core;
use LupeCode\phpTraderNative\TALib\Classes\MoneyFlow;
use LupeCode\phpTraderNative\TALib\Enum\Compatibility;
use LupeCode\phpTraderNative\TALib\Enum\ReturnCode;
use LupeCode\phpTraderNative\TALib\Enum\UnstablePeriodFunctionID;
class MomentumIndicators extends Core
{
public static function adx(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = 2 * $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::ADX] - 1;
if ($startIdx < $lookbackTotal) {
$startIdx = (int)$lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$sumDX = 0.0;
$i = $optInTimePeriod;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$sumDX += 100.0 * (abs($minusDI - $plusDI) / $tempReal);
}
}
}
$prevADX = $sumDX / $optInTimePeriod;
$i = static::$unstablePeriod[UnstablePeriodFunctionID::ADX];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$tempReal = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
$prevADX = ($prevADX * ($optInTimePeriod - 1) + $tempReal) / $optInTimePeriod;
}
}
}
$outReal[0] = $prevADX;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$tempReal = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
$prevADX = ($prevADX * ($optInTimePeriod - 1) + $tempReal) / $optInTimePeriod;
}
}
$outReal[$outIdx++] = $prevADX;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function adxr(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$adxrLookback = Lookback::adxrLookback($optInTimePeriod);
if ($startIdx < $adxrLookback) {
$startIdx = $adxrLookback;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$adx = static::double($endIdx - $startIdx + $optInTimePeriod);
$ReturnCode = self::adx($startIdx - ($optInTimePeriod - 1), $endIdx, $inHigh, $inLow, $inClose, $optInTimePeriod, $outBegIdx, $outNBElement, $adx);
if ($ReturnCode !== ReturnCode::Success) {
return $ReturnCode;
}
$i = $optInTimePeriod - 1;
$j = 0;
$outIdx = 0;
$nbElement = $endIdx - $startIdx + 2;
while (--$nbElement > 0) {
$outReal[$outIdx++] = ($adx[$i++] + $adx[$j++]) / 2.0;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function apo(int $startIdx, int $endIdx, array $inReal, int $optInFastPeriod, int $optInSlowPeriod, int $optInMAType, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
$tempBuffer = static::double($endIdx - $startIdx + 1);
return static::TA_INT_PO($startIdx, $endIdx, $inReal, $optInFastPeriod, $optInSlowPeriod, $optInMAType, $outBegIdx, $outNBElement, $outReal, $tempBuffer, false);
}
public static function aroon(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outAroonDown, array &$outAroonUp): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
$lowestIdx = -1;
$highestIdx = -1;
$lowest = 0.0;
$highest = 0.0;
$factor = 100.0 / (double)$optInTimePeriod;
while ($today <= $endIdx) {
$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 = $tmp;
}
}
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
}
$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 = $tmp;
}
}
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
}
$outAroonUp[$outIdx] = $factor * ($optInTimePeriod - ($today - $highestIdx));
$outAroonDown[$outIdx] = $factor * ($optInTimePeriod - ($today - $lowestIdx));
$outIdx++;
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function aroonOsc(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
$lowestIdx = -1;
$highestIdx = -1;
$lowest = 0.0;
$highest = 0.0;
$factor = 100.0 / (double)$optInTimePeriod;
while ($today <= $endIdx) {
$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 = $tmp;
}
}
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
}
$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 = $tmp;
}
}
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
}
$aroon = $factor * ($highestIdx - $lowestIdx);
$outReal[$outIdx] = $aroon;
$outIdx++;
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function bop(int $startIdx, int $endIdx, array $inOpen, array $inHigh, array $inLow, array $inClose, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outIdx = 0;
for ($i = $startIdx; $i <= $endIdx; $i++) {
$tempReal = $inHigh[$i] - $inLow[$i];
if ($tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = ($inClose[$i] - $inOpen[$i]) / $tempReal;
}
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function cci(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$circBuffer_Idx = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = $optInTimePeriod - 1;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
{
$circBuffer = static::double($optInTimePeriod);
$maxIdx_circBuffer = $optInTimePeriod - 1;
}
$i = $startIdx - $lookbackTotal;
while ($i < $startIdx) {
$circBuffer[$circBuffer_Idx] = ($inHigh[$i] + $inLow[$i] + $inClose[$i]) / 3;
$i++;
{
$circBuffer_Idx++;
if ($circBuffer_Idx > $maxIdx_circBuffer) {
$circBuffer_Idx = 0;
}
}
}
$outIdx = 0;
do {
$lastValue = ($inHigh[$i] + $inLow[$i] + $inClose[$i]) / 3;
$circBuffer[$circBuffer_Idx] = $lastValue;
$theAverage = 0;
for ($j = 0; $j < $optInTimePeriod; $j++) {
$theAverage += $circBuffer[$j];
}
$theAverage /= $optInTimePeriod;
$tempReal2 = 0;
for ($j = 0; $j < $optInTimePeriod; $j++) {
$tempReal2 += abs($circBuffer[$j] - $theAverage);
}
$tempReal = $lastValue - $theAverage;
if ($tempReal !== 0.0 && $tempReal2 !== 0.0) {
$outReal[$outIdx++] = $tempReal / (0.015 * ($tempReal2 / $optInTimePeriod));
} else {
$outReal[$outIdx++] = 0.0;
}
{
$circBuffer_Idx++;
if ($circBuffer_Idx > $maxIdx_circBuffer) {
$circBuffer_Idx = 0;
}
}
$i++;
} while ($i <= $endIdx);
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function cmo(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = Lookback::cmoLookback($optInTimePeriod);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = $inReal[$today];
$unstablePeriod = static::$unstablePeriod[UnstablePeriodFunctionID::CMO];
if ($unstablePeriod === 0 && static::$compatibility === Compatibility::Metastock) {
$savePrevValue = $prevValue;
$prevGain = 0.0;
$prevLoss = 0.0;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$tempValue1 = $prevLoss / $optInTimePeriod;
$tempValue2 = $prevGain / $optInTimePeriod;
$tempValue3 = $tempValue2 - $tempValue1;
$tempValue4 = $tempValue1 + $tempValue2;
if (!(-0.00000001 < $tempValue4 && $tempValue4 < 0.00000001)) {
$outReal[$outIdx++] = 100 * ($tempValue3 / $tempValue4);
} else {
$outReal[$outIdx++] = 0.0;
}
if ($today > $endIdx) {
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$today -= $optInTimePeriod;
$prevValue = $savePrevValue;
}
$prevLoss = 0.0;
$prevGain = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
if ($today > $startIdx) {
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * (($prevGain - $prevLoss) / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
} else {
while ($today < $startIdx) {
$tempValue1 = $inReal[$today];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$today++;
}
}
while ($today <= $endIdx) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * (($prevGain - $prevLoss) / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function dx(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::DX];
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::DX] + 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$outReal[0] = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
} else {
$outReal[0] = 0.0;
}
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
} elseif ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$minusDI = 100.0 * ($prevMinusDM / $prevTR);
$plusDI = 100.0 * ($prevPlusDM / $prevTR);
$tempReal = $minusDI + $plusDI;
if (!(-0.00000001 < $tempReal && $tempReal < 0.00000001)) {
$outReal[$outIdx] = 100.0 * (abs($minusDI - $plusDI) / $tempReal);
} else {
$outReal[$outIdx] = $outReal[$outIdx - 1];
}
} else {
$outReal[$outIdx] = $outReal[$outIdx - 1];
}
$outIdx++;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function imi(int $startIdx, int $endIdx, array $inOpen, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$lookback = Lookback::imiLookback($optInTimePeriod);
if ($startIdx < $lookback) {
$startIdx = $lookback;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
while ($startIdx <= $endIdx) {
$upsum = 0.0;
$downsum = 0.0;
for ($i = $startIdx - $lookback; $i <= $startIdx; $i++) {
$close = $inClose[$i];
$open = $inOpen[$i];
if ($close > $open) {
$upsum += ($close - $open);
} else {
$downsum += ($open - $close);
}
}
$outReal[$outIdx] = 100.0 * ($upsum / ($upsum + $downsum));
$startIdx++;
$outIdx++;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function macd(
int $startIdx,
int $endIdx,
array $inReal,
int $optInFastPeriod,
int $optInSlowPeriod,
int $optInSignalPeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
return static::TA_INT_MACD(
$startIdx,
$endIdx,
$inReal,
$optInFastPeriod,
$optInSlowPeriod,
$optInSignalPeriod,
$outBegIdx,
$outNBElement,
$outMACD,
$outMACDSignal,
$outMACDHist
);
}
public static function macdExt(
int $startIdx,
int $endIdx,
array $inReal,
int $optInFastPeriod,
int $optInFastMAType,
int $optInSlowPeriod,
int $optInSlowMAType,
int $optInSignalPeriod,
int $optInSignalMAType,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outBegIdx1 = 0;
$outNbElement1 = 0;
$outBegIdx2 = 0;
$outNbElement2 = 0;
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod < $optInFastPeriod) {
$tempInteger = $optInSlowPeriod;
$optInSlowPeriod = $optInFastPeriod;
$optInFastPeriod = $tempInteger;
$tempMAType = $optInSlowMAType;
$optInSlowMAType = $optInFastMAType;
$optInFastMAType = $tempMAType;
}
$lookbackLargest = Lookback::movingAverageLookback($optInFastPeriod, $optInFastMAType);
$tempInteger = Lookback::movingAverageLookback($optInSlowPeriod, $optInSlowMAType);
if ($tempInteger > $lookbackLargest) {
$lookbackLargest = $tempInteger;
}
$lookbackSignal = Lookback::movingAverageLookback($optInSignalPeriod, $optInSignalMAType);
$lookbackTotal = $lookbackSignal + $lookbackLargest;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$tempInteger = $endIdx - $startIdx + 1 + $lookbackSignal;
$fastMABuffer = static::double($tempInteger);
$slowMABuffer = static::double($tempInteger);
$tempInteger = $startIdx - $lookbackSignal;
$ReturnCode = OverlapStudies::movingAverage(
$tempInteger,
$endIdx,
$inReal,
$optInSlowPeriod,
$optInSlowMAType,
$outBegIdx1,
$outNbElement1,
$slowMABuffer
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$ReturnCode = OverlapStudies::movingAverage(
$tempInteger,
$endIdx,
$inReal,
$optInFastPeriod,
$optInFastMAType,
$outBegIdx2,
$outNbElement2,
$fastMABuffer
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
if ($outBegIdx1 !== $tempInteger ||
$outBegIdx2 !== $tempInteger ||
$outNbElement1 !== $outNbElement2 ||
$outNbElement1 !== $endIdx - $startIdx + 1 + $lookbackSignal) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::InternalError;
}
for ($i = 0; $i < $outNbElement1; $i++) {
$fastMABuffer[$i] -= $slowMABuffer[$i];
}
//System::arraycopy($fastMABuffer, $lookbackSignal, $outMACD, 0, ($endIdx - $startIdx) + 1);
$outMACD = \array_slice($fastMABuffer, $lookbackSignal, $endIdx - $startIdx + 1);
$ReturnCode = OverlapStudies::movingAverage(
0,
$outNbElement1 - 1,
$fastMABuffer,
$optInSignalPeriod,
$optInSignalMAType,
$outBegIdx2,
$outNbElement2,
$outMACDSignal
);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
for ($i = 0; $i < $outNbElement2; $i++) {
$outMACDHist[$i] = $outMACD[$i] - $outMACDSignal[$i];
}
$outBegIdx = $startIdx;
$outNBElement = $outNbElement2;
return ReturnCode::Success;
}
public static function macdFix(
int $startIdx,
int $endIdx,
array $inReal,
int $optInSignalPeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outMACD,
array &$outMACDSignal,
array &$outMACDHist
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInSignalPeriod === PHP_INT_MIN) {
$optInSignalPeriod = 9;
} elseif ($optInSignalPeriod < 1 || $optInSignalPeriod > 100000) {
return ReturnCode::BadParam;
}
return static::TA_INT_MACD(
$startIdx,
$endIdx,
$inReal,
0,
0,
$optInSignalPeriod,
$outBegIdx,
$outNBElement,
$outMACD,
$outMACDSignal,
$outMACDHist
);
}
public static function mfi(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
array $inVolume,
int $optInTimePeriod,
int &$outBegIdx,
int &$outNBElement,
array &$outReal
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$money_flow_Idx = 0;
$maxIdx_money_flow = 50 - 1;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
{
$money_flow = \array_pad([], $optInTimePeriod, new MoneyFlow());
for ($_money_flow_index = 0; $_money_flow_index < $optInTimePeriod; $_money_flow_index++) {
$money_flow[$_money_flow_index] = new MoneyFlow();
}
$maxIdx_money_flow = $optInTimePeriod - 1;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MFI];
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$posSumMF = 0.0;
$negSumMF = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
if ($today > $startIdx) {
$tempValue1 = $posSumMF + $negSumMF;
if ($tempValue1 < 1.0) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = 100.0 * ($posSumMF / $tempValue1);
}
} else {
while ($today < $startIdx) {
$posSumMF -= $money_flow[$money_flow_Idx]->positive;
$negSumMF -= $money_flow[$money_flow_Idx]->negative;
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
}
while ($today <= $endIdx) {
$posSumMF -= $money_flow[$money_flow_Idx]->positive;
$negSumMF -= $money_flow[$money_flow_Idx]->negative;
$tempValue1 = ($inHigh[$today] + $inLow[$today] + $inClose[$today]) / 3.0;
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$tempValue1 *= $inVolume[$today++];
if ($tempValue2 < 0) {
$money_flow[$money_flow_Idx]->negative = $tempValue1;
$negSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->positive = 0.0;
} elseif ($tempValue2 > 0) {
$money_flow[$money_flow_Idx]->positive = $tempValue1;
$posSumMF += $tempValue1;
$money_flow[$money_flow_Idx]->negative = 0.0;
} else {
$money_flow[$money_flow_Idx]->positive = 0.0;
$money_flow[$money_flow_Idx]->negative = 0.0;
}
$tempValue1 = $posSumMF + $negSumMF;
if ($tempValue1 < 1.0) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = 100.0 * ($posSumMF / $tempValue1);
}
{
$money_flow_Idx++;
if ($money_flow_Idx > $maxIdx_money_flow) {
$money_flow_Idx = 0;
}
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function minusDI(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MinusDI];
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
if ($optInTimePeriod <= 1) {
$outBegIdx = $startIdx;
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
if (-0.00000001 < $tempReal && $tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = $diffM / $tempReal;
}
} else {
$outReal[$outIdx++] = 0.0;
}
$prevClose = $inClose[$today];
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevMinusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::MinusDI] + 1;
while ($i-- !== 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[0] = 100.0 * ($prevMinusDM / $prevTR);
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevMinusDM / $prevTR);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function minusDM(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::MinusDM] - 1;
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
if ($optInTimePeriod <= 1) {
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$outReal[$outIdx++] = $diffM;
} else {
$outReal[$outIdx++] = 0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$prevMinusDM = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM += $diffM;
}
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::MinusDM];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
}
$outReal[0] = $prevMinusDM;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffM > 0 && $diffP < $diffM) {
$prevMinusDM = $prevMinusDM - $prevMinusDM / $optInTimePeriod + $diffM;
} else {
$prevMinusDM -= $prevMinusDM / $optInTimePeriod;
}
$outReal[$outIdx++] = $prevMinusDM;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function mom(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$outReal[$outIdx++] = $inReal[$inIdx++] - $inReal[$trailingIdx++];
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function plusDI(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::PlusDI];
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
if ($optInTimePeriod <= 1) {
$outBegIdx = $startIdx;
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
if (-0.00000001 < $tempReal && $tempReal < 0.00000001) {
$outReal[$outIdx++] = 0.0;
} else {
$outReal[$outIdx++] = $diffP / $tempReal;
}
} else {
$outReal[$outIdx++] = 0.0;
}
$prevClose = $inClose[$today];
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$outBegIdx = $today = $startIdx;
$prevPlusDM = 0.0;
$prevTR = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$prevClose = $inClose[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR += $tempReal;
$prevClose = $inClose[$today];
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::PlusDI] + 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
}
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[0] = 100.0 * ($prevPlusDM / $prevTR);
} else {
$outReal[0] = 0.0;
}
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
{
$tempReal = $prevHigh - $prevLow;
$tempReal2 = abs($prevHigh - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
$tempReal2 = abs($prevLow - $prevClose);
if ($tempReal2 > $tempReal) {
$tempReal = $tempReal2;
}
}
$prevTR = $prevTR - $prevTR / $optInTimePeriod + $tempReal;
$prevClose = $inClose[$today];
if (!(-0.00000001 < $prevTR && $prevTR < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevPlusDM / $prevTR);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function plusDM(int $startIdx, int $endIdx, array $inHigh, array $inLow, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod > 1) {
$lookbackTotal = $optInTimePeriod + static::$unstablePeriod[UnstablePeriodFunctionID::PlusDM] - 1;
} else {
$lookbackTotal = 1;
}
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$outBegIdx = $startIdx;
if ($optInTimePeriod <= 1) {
$today = $startIdx - 1;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$outReal[$outIdx++] = $diffP;
} else {
$outReal[$outIdx++] = 0;
}
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$prevPlusDM = 0.0;
$today = $startIdx - $lookbackTotal;
$prevHigh = $inHigh[$today];
$prevLow = $inLow[$today];
$i = $optInTimePeriod - 1;
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM += $diffP;
}
}
$i = static::$unstablePeriod[UnstablePeriodFunctionID::PlusDM];
while ($i-- > 0) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
}
$outReal[0] = $prevPlusDM;
$outIdx = 1;
while ($today < $endIdx) {
$today++;
$tempReal = $inHigh[$today];
$diffP = $tempReal - $prevHigh;
$prevHigh = $tempReal;
$tempReal = $inLow[$today];
$diffM = $prevLow - $tempReal;
$prevLow = $tempReal;
if ($diffP > 0 && $diffP > $diffM) {
$prevPlusDM = $prevPlusDM - $prevPlusDM / $optInTimePeriod + $diffP;
} else {
$prevPlusDM -= $prevPlusDM / $optInTimePeriod;
}
$outReal[$outIdx++] = $prevPlusDM;
}
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function ppo(int $startIdx, int $endIdx, array $inReal, int $optInFastPeriod, int $optInSlowPeriod, int $optInMAType, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastPeriod === PHP_INT_MIN) {
$optInFastPeriod = 12;
} elseif ($optInFastPeriod < 2 || $optInFastPeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowPeriod === PHP_INT_MIN) {
$optInSlowPeriod = 26;
} elseif ($optInSlowPeriod < 2 || $optInSlowPeriod > 100000) {
return ReturnCode::BadParam;
}
$tempBuffer = static::double($endIdx - $startIdx + 1);
$one = 1;
return static::TA_INT_PO(
$startIdx,
$endIdx,
$inReal,
$optInFastPeriod,
$optInSlowPeriod,
$optInMAType,
$outBegIdx,
$outNBElement,
$outReal,
$tempBuffer,
$one
);
}
public static function roc(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = ($inReal[$inIdx] / $tempReal - 1.0) * 100.0;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocP(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = ($inReal[$inIdx] - $tempReal) / $tempReal;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocR(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$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++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rocR100(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 10;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($startIdx < $optInTimePeriod) {
$startIdx = $optInTimePeriod;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$inIdx = $startIdx;
$trailingIdx = $startIdx - $optInTimePeriod;
while ($inIdx <= $endIdx) {
$tempReal = $inReal[$trailingIdx++];
if ($tempReal !== 0.0) {
$outReal[$outIdx++] = $inReal[$inIdx] / $tempReal * 100.0;
} else {
$outReal[$outIdx++] = 0.0;
}
$inIdx++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function rsi(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackTotal = Lookback::rsiLookback($optInTimePeriod);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outIdx = 0;
$today = $startIdx - $lookbackTotal;
$prevValue = $inReal[$today];
$unstablePeriod = static::$unstablePeriod[UnstablePeriodFunctionID::RSI];
if ($unstablePeriod === 0 &&
static::$compatibility === Compatibility::Metastock) {
$savePrevValue = $prevValue;
$prevGain = 0.0;
$prevLoss = 0.0;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$tempValue1 = $prevLoss / $optInTimePeriod;
$tempValue2 = $prevGain / $optInTimePeriod;
$tempValue1 = $tempValue2 + $tempValue1;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100 * ($tempValue2 / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
if ($today > $endIdx) {
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
$today -= $optInTimePeriod;
$prevValue = $savePrevValue;
}
$prevLoss = 0.0;
$prevGain = 0.0;
$today++;
for ($i = $optInTimePeriod; $i > 0; $i--) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
if ($today > $startIdx) {
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevGain / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
} else {
while ($today < $startIdx) {
$tempValue1 = $inReal[$today];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$today++;
}
}
while ($today <= $endIdx) {
$tempValue1 = $inReal[$today++];
$tempValue2 = $tempValue1 - $prevValue;
$prevValue = $tempValue1;
$prevLoss *= $optInTimePeriod - 1;
$prevGain *= $optInTimePeriod - 1;
if ($tempValue2 < 0) {
$prevLoss -= $tempValue2;
} else {
$prevGain += $tempValue2;
}
$prevLoss /= $optInTimePeriod;
$prevGain /= $optInTimePeriod;
$tempValue1 = $prevGain + $prevLoss;
if (!(-0.00000001 < $tempValue1 && $tempValue1 < 0.00000001)) {
$outReal[$outIdx++] = 100.0 * ($prevGain / $tempValue1);
} else {
$outReal[$outIdx++] = 0.0;
}
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
public static function stoch(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInFastK_Period,
int $optInSlowK_Period,
int $optInSlowK_MAType,
int $optInSlowD_Period,
int $optInSlowD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outSlowK,
array &$outSlowD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowK_Period === PHP_INT_MIN) {
$optInSlowK_Period = 3;
} elseif ($optInSlowK_Period < 1 || $optInSlowK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInSlowD_Period === PHP_INT_MIN) {
$optInSlowD_Period = 3;
} elseif ($optInSlowD_Period < 1 || $optInSlowD_Period > 100000) {
return ReturnCode::BadParam;
}
$lookbackK = $optInFastK_Period - 1;
$lookbackKSlow = Lookback::movingAverageLookback($optInSlowK_Period, $optInSlowK_MAType);
$lookbackDSlow = Lookback::movingAverageLookback($optInSlowD_Period, $optInSlowD_MAType);
$lookbackTotal = $lookbackK + $lookbackDSlow + $lookbackKSlow;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$trailingIdx = $startIdx - $lookbackTotal;
$today = $trailingIdx + $lookbackK;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
if ($outSlowK === $inHigh ||
$outSlowK === $inLow ||
$outSlowK === $inClose) {
$tempBuffer = $outSlowK;
} elseif ($outSlowD === $inHigh ||
$outSlowD === $inLow ||
$outSlowD === $inClose) {
$tempBuffer = $outSlowD;
} else {
$tempBuffer = static::double($endIdx - $today + 1);
}
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
if ($diff !== 0.0) {
$tempBuffer[$outIdx++] = ($inClose[$today] - $lowest) / $diff;
} else {
$tempBuffer[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outIdx - 1,
$tempBuffer,
$optInSlowK_Period,
$optInSlowK_MAType,
$outBegIdx,
$outNBElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outNBElement - 1,
$tempBuffer,
$optInSlowD_Period,
$optInSlowD_MAType,
$outBegIdx,
$outNBElement,
$outSlowD
);
//System::arraycopy($tempBuffer, $lookbackDSlow, $outSlowK, 0, (int)$outNBElement);
$outSlowK = \array_slice($tempBuffer, $lookbackDSlow, $outNBElement);
if ($ReturnCode !== ReturnCode::Success) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function stochF(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInFastK_Period,
int $optInFastD_Period,
int $optInFastD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outFastK,
array &$outFastD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastD_Period === PHP_INT_MIN) {
$optInFastD_Period = 3;
} elseif ($optInFastD_Period < 1 || $optInFastD_Period > 100000) {
return ReturnCode::BadParam;
}
$lookbackK = $optInFastK_Period - 1;
$lookbackFastD = Lookback::movingAverageLookback($optInFastD_Period, $optInFastD_MAType);
$lookbackTotal = $lookbackK + $lookbackFastD;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$outIdx = 0;
$trailingIdx = $startIdx - $lookbackTotal;
$today = $trailingIdx + $lookbackK;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
if ($outFastK === $inHigh ||
$outFastK === $inLow ||
$outFastK === $inClose) {
$tempBuffer = $outFastK;
} elseif ($outFastD === $inHigh ||
$outFastD === $inLow ||
$outFastD === $inClose) {
$tempBuffer = $outFastD;
} else {
$tempBuffer = static::double($endIdx - $today + 1);
}
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / 100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / 100.0;
}
if ($diff !== 0.0) {
$tempBuffer[$outIdx++] = ($inClose[$today] - $lowest) / $diff;
} else {
$tempBuffer[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$ReturnCode = OverlapStudies::movingAverage(
0,
$outIdx - 1,
$tempBuffer,
$optInFastD_Period,
$optInFastD_MAType,
$outBegIdx,
$outNBElement,
$outFastD
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
//System::arraycopy($tempBuffer, $lookbackFastD, $outFastK, 0, (int)$outNBElement);
$outFastK = \array_slice($tempBuffer, $lookbackFastD, $outNBElement);
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function stochRsi(
int $startIdx,
int $endIdx,
array $inReal,
int $optInTimePeriod,
int $optInFastK_Period,
int $optInFastD_Period,
int $optInFastD_MAType,
int &$outBegIdx,
int &$outNBElement,
array &$outFastK,
array &$outFastD
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$outBegIdx1 = 0;
$outBegIdx2 = 0;
$outNbElement1 = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastK_Period === PHP_INT_MIN) {
$optInFastK_Period = 5;
} elseif ($optInFastK_Period < 1 || $optInFastK_Period > 100000) {
return ReturnCode::BadParam;
}
if ($optInFastD_Period === PHP_INT_MIN) {
$optInFastD_Period = 3;
} elseif ($optInFastD_Period < 1 || $optInFastD_Period > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$lookbackSTOCHF = Lookback::stochFLookback($optInFastK_Period, $optInFastD_Period, $optInFastD_MAType);
$lookbackTotal = Lookback::rsiLookback($optInTimePeriod) + $lookbackSTOCHF;
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
$outBegIdx = $startIdx;
$tempArraySize = $endIdx - $startIdx + 1 + $lookbackSTOCHF;
$tempRSIBuffer = static::double($tempArraySize);
$ReturnCode = self::rsi(
$startIdx - $lookbackSTOCHF,
$endIdx,
$inReal,
$optInTimePeriod,
$outBegIdx1,
$outNbElement1,
$tempRSIBuffer
);
if ($ReturnCode !== ReturnCode::Success || $outNbElement1 === 0) {
$outBegIdx = 0;
return $ReturnCode;
}
$ReturnCode = self::stochF(
0,
$tempArraySize - 1,
$tempRSIBuffer,
$tempRSIBuffer,
$tempRSIBuffer,
$optInFastK_Period,
$optInFastD_Period,
$optInFastD_MAType,
$outBegIdx2,
$outNBElement,
$outFastK,
$outFastD
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outBegIdx = 0;
$outNBElement = 0;
return $ReturnCode;
}
return ReturnCode::Success;
}
public static function trix(int $startIdx, int $endIdx, array $inReal, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$nbElement = 0;
$begIdx = 0;
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 30;
} elseif ($optInTimePeriod < 1 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$emaLookback = Lookback::emaLookback($optInTimePeriod);
$rocLookback = Lookback::rocRLookback(1);
$totalLookback = $emaLookback * 3 + $rocLookback;
if ($startIdx < $totalLookback) {
$startIdx = (int)$totalLookback;
}
if ($startIdx > $endIdx) {
$outNBElement = 0;
$outBegIdx = 0;
return ReturnCode::Success;
}
$outBegIdx = $startIdx;
$nbElementToOutput = $endIdx - $startIdx + 1 + $totalLookback;
$tempBuffer = static::double($nbElementToOutput);
$k = 2.0 / (double)($optInTimePeriod + 1);
$ReturnCode = static::TA_INT_EMA(
$startIdx - $totalLookback,
$endIdx,
$inReal,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput--;
$nbElementToOutput -= $emaLookback;
$ReturnCode = static::TA_INT_EMA(
0,
$nbElementToOutput,
$tempBuffer,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput -= $emaLookback;
$ReturnCode = static::TA_INT_EMA(
0,
$nbElementToOutput,
$tempBuffer,
$optInTimePeriod,
$k,
$begIdx,
$nbElement,
$tempBuffer
);
if ($ReturnCode !== ReturnCode::Success || $nbElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
$nbElementToOutput -= $emaLookback;
$ReturnCode = self::roc(
0,
$nbElementToOutput,
$tempBuffer,
1,
$begIdx,
$outNBElement,
$outReal
);
if ($ReturnCode !== ReturnCode::Success || $outNBElement === 0) {
$outNBElement = 0;
$outBegIdx = 0;
return $ReturnCode;
}
return ReturnCode::Success;
}
public static function ultOsc(
int $startIdx,
int $endIdx,
array $inHigh,
array $inLow,
array $inClose,
int $optInTimePeriod1,
int $optInTimePeriod2,
int $optInTimePeriod3,
int &$outBegIdx,
int &$outNBElement,
array &$outReal
): int {
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
$usedFlag = \array_pad([], 3, 0);
$periods = \array_pad([], 3, 0);
$sortedPeriods = \array_pad([], 3, 0);
if ($optInTimePeriod1 === PHP_INT_MIN) {
$optInTimePeriod1 = 7;
} elseif ($optInTimePeriod1 < 1 || $optInTimePeriod1 > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod2 === PHP_INT_MIN) {
$optInTimePeriod2 = 14;
} elseif ($optInTimePeriod2 < 1 || $optInTimePeriod2 > 100000) {
return ReturnCode::BadParam;
}
if ($optInTimePeriod3 === PHP_INT_MIN) {
$optInTimePeriod3 = 28;
} elseif ($optInTimePeriod3 < 1 || $optInTimePeriod3 > 100000) {
return ReturnCode::BadParam;
}
$outBegIdx = 0;
$outNBElement = 0;
$periods = [$optInTimePeriod1, $optInTimePeriod2, $optInTimePeriod3];
sort($periods);
[$optInTimePeriod1, $optInTimePeriod2, $optInTimePeriod3] = $periods;
$lookbackTotal = Lookback::ultOscLookback(...$periods);
if ($startIdx < $lookbackTotal) {
$startIdx = $lookbackTotal;
}
if ($startIdx > $endIdx) {
return ReturnCode::Success;
}
{
$a1Total = 0;
$b1Total = 0;
for ($i = $startIdx - $optInTimePeriod1 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total += $closeMinusTrueLow;
$b1Total += $trueRange;
}
}
{
$a2Total = 0;
$b2Total = 0;
for ($i = $startIdx - $optInTimePeriod2 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a2Total += $closeMinusTrueLow;
$b2Total += $trueRange;
}
}
{
$a3Total = 0;
$b3Total = 0;
for ($i = $startIdx - $optInTimePeriod3 + 1; $i < $startIdx; ++$i) {
{
$tempLT = $inLow[$i];
$tempHT = $inHigh[$i];
$tempCY = $inClose[$i - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$i] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a3Total += $closeMinusTrueLow;
$b3Total += $trueRange;
}
}
$today = $startIdx;
$outIdx = 0;
$trailingIdx1 = $today - $optInTimePeriod1 + 1;
$trailingIdx2 = $today - $optInTimePeriod2 + 1;
$trailingIdx3 = $today - $optInTimePeriod3 + 1;
while ($today <= $endIdx) {
{
$tempLT = $inLow[$today];
$tempHT = $inHigh[$today];
$tempCY = $inClose[$today - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$today] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total += $closeMinusTrueLow;
$a2Total += $closeMinusTrueLow;
$a3Total += $closeMinusTrueLow;
$b1Total += $trueRange;
$b2Total += $trueRange;
$b3Total += $trueRange;
$output = 0.0;
if (!(-0.00000001 < $b1Total && $b1Total < 0.00000001)) {
$output += 4.0 * ($a1Total / $b1Total);
}
if (!(-0.00000001 < $b2Total && $b2Total < 0.00000001)) {
$output += 2.0 * ($a2Total / $b2Total);
}
if (!(-0.00000001 < $b3Total && $b3Total < 0.00000001)) {
$output += $a3Total / $b3Total;
}
{
$tempLT = $inLow[$trailingIdx1];
$tempHT = $inHigh[$trailingIdx1];
$tempCY = $inClose[$trailingIdx1 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx1] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a1Total -= $closeMinusTrueLow;
$b1Total -= $trueRange;
{
$tempLT = $inLow[$trailingIdx2];
$tempHT = $inHigh[$trailingIdx2];
$tempCY = $inClose[$trailingIdx2 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx2] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a2Total -= $closeMinusTrueLow;
$b2Total -= $trueRange;
{
$tempLT = $inLow[$trailingIdx3];
$tempHT = $inHigh[$trailingIdx3];
$tempCY = $inClose[$trailingIdx3 - 1];
$trueLow = min($tempLT, $tempCY);
$closeMinusTrueLow = $inClose[$trailingIdx3] - $trueLow;
$trueRange = $tempHT - $tempLT;
$tempDouble = abs($tempCY - $tempHT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
$tempDouble = abs($tempCY - $tempLT);
if ($tempDouble > $trueRange) {
$trueRange = $tempDouble;
}
}
$a3Total -= $closeMinusTrueLow;
$b3Total -= $trueRange;
$outReal[$outIdx] = 100.0 * ($output / 7.0);
$outIdx++;
$today++;
$trailingIdx1++;
$trailingIdx2++;
$trailingIdx3++;
}
$outNBElement = $outIdx;
$outBegIdx = $startIdx;
return ReturnCode::Success;
}
public static function willR(int $startIdx, int $endIdx, array $inHigh, array $inLow, array $inClose, int $optInTimePeriod, int &$outBegIdx, int &$outNBElement, array &$outReal): int
{
if ($RetCode = static::validateStartEndIndexes($startIdx, $endIdx)) {
return $RetCode;
}
if ($optInTimePeriod === PHP_INT_MIN) {
$optInTimePeriod = 14;
} elseif ($optInTimePeriod < 2 || $optInTimePeriod > 100000) {
return ReturnCode::BadParam;
}
$nbInitialElementNeeded = $optInTimePeriod - 1;
if ($startIdx < $nbInitialElementNeeded) {
$startIdx = $nbInitialElementNeeded;
}
if ($startIdx > $endIdx) {
$outBegIdx = 0;
$outNBElement = 0;
return ReturnCode::Success;
}
$diff = 0.0;
$outIdx = 0;
$today = $startIdx;
$trailingIdx = $startIdx - $nbInitialElementNeeded;
$lowestIdx = $highestIdx = -1;
$diff = $highest = $lowest = 0.0;
while ($today <= $endIdx) {
$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;
}
}
$diff = ($highest - $lowest) / -100.0;
} elseif ($tmp <= $lowest) {
$lowestIdx = $today;
$lowest = $tmp;
$diff = ($highest - $lowest) / -100.0;
}
$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;
}
}
$diff = ($highest - $lowest) / -100.0;
} elseif ($tmp >= $highest) {
$highestIdx = $today;
$highest = $tmp;
$diff = ($highest - $lowest) / -100.0;
}
if ($diff !== 0.0) {
$outReal[$outIdx++] = ($highest - $inClose[$today]) / $diff;
} else {
$outReal[$outIdx++] = 0.0;
}
$trailingIdx++;
$today++;
}
$outBegIdx = $startIdx;
$outNBElement = $outIdx;
return ReturnCode::Success;
}
}
Function Calls
| None |
Stats
| MD5 | 7d63b8ca7a5dc058ad8ab270f943d972 |
| Eval Count | 0 |
| Decode Time | 146 ms |