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DMI.C
资源名称：inet_stock.zip　[点击查看]
上传用户：bjghjy
上传日期：2007-01-07
资源大小：379k
文件大小：5k
源码类别：

金融证券系统

开发平台：

Visual C++

DMI.C：源码内容
  1. #include <windows.h>
  2. #include <stdio.h>
  3. #include <malloc.h>
  4. #include <string.h>
  5. #include <math.h>
  6. #include "resource.h"
  7. #include "global.h"
  8. #include "fx.h"
  10. extern LPFX Fx;
  12. int CreateDmiData(K_DATA *lpKData,int RNum,DATA *Data,PARA *Para)
  13. { 
  14.  
  15.  int i,j;
  16.  long m;
  17.  double jia1,jia2,jia3;
  18.  double Ttr,Tpdm,Tndm,Tadx;
  19.  DMI_DATA *DmiData;
  20.                    
  21.  DmiData=(DMI_DATA*)_fmalloc(sizeof(DMI_DATA)*RNum);
  22.  memset(DmiData,0,sizeof(DMI_DATA)*RNum);
  23.  for(j=0;j<RNum;j++)
  24.  {
  25.             if(j==0)
  26.             {       
  27.                 Ttr=Tpdm=Tndm=Tadx=0;
  28.               jia1=fabs(lpKData[j].zg-lpKData[j].zd);
  29.               if(j>0)
  30.               {
  31.               jia2=fabs(lpKData[j].zd-lpKData[j-1].ss);
  32.               jia3=fabs(lpKData[j].zg-lpKData[j-1].ss);
  33.               Tpdm=DmiData[j].pdm=lpKData[j].zg - lpKData[j-1].zg;
  34.               if(DmiData[j].pdm<fabs(lpKData[j].zd - lpKData[j-1].zd))
  35.               Tpdm=DmiData[j].pdm=0;
  36.               Tndm=DmiData[j].ndm=lpKData[j].zd - lpKData[j-1].zd;
  37.               if(DmiData[j].ndm<fabs(lpKData[j].zg - lpKData[j-1].zg))
  38.               Tndm=DmiData[j].ndm=0;             
  39.               }
  40.               else
  41.               {
  42.                 jia2=jia3=0;
  43.                 DmiData[j].pdm=DmiData[j].ndm=0;
  44.               }
  45.               Ttr=DmiData[j].tr=max(jia1,max(jia2,jia3));             
  46.               DmiData[j].pdi=DmiData[j].ndi=0;
  47.               DmiData[j].dx=DmiData[j].adx=0;
  48.               Tadx=0;
  49.             }
  50.             else
  51.             {
  52.              jia1=fabs(lpKData[j].zg-lpKData[j].zd);
  53.               jia2=fabs(lpKData[j].zd-lpKData[j-1].ss);
  54.               jia3=fabs(lpKData[j].zg-lpKData[j-1].ss);
  55.              DmiData[j].tr=max(jia1,max(jia2,jia3));
  56.                 
  57.               DmiData[j].pdm=lpKData[j].zg - lpKData[j-1].zg;
  58.               if(DmiData[j].pdm<0)
  59.                   DmiData[j].pdm=0;
  60.               if(DmiData[j].pdm<fabs(lpKData[j].zd - lpKData[j-1].zd))
  61.               DmiData[j].pdm=0;
  62.               DmiData[j].ndm=lpKData[j-1].zd - lpKData[j].zd;
  63.               if(DmiData[j].ndm<0)
  64.                  DmiData[j].ndm=0;
  65.               if(DmiData[j].ndm<fabs(lpKData[j].zg - lpKData[j-1].zg))             
  66.               DmiData[j].ndm=0;             
  67.                 
  68.              if(j<=Para->periods[0]-1)
  69.              {                   
  70.                  Ttr+=DmiData[j].tr;
  71.                  Tpdm+=DmiData[j].pdm;
  72.                  Tndm+=DmiData[j].ndm;
  73.                  if(Tndm<0)
  74.                      Tndm=0;     
  75.                   
  76.               DmiData[j].pdi=DmiData[j].ndi=0;
  77.               DmiData[j].dx=DmiData[j].adx=0;            
  78.              }
  79.              if(j>Para->periods[0]-1)
  80.              {   
  81.                  
  82.                  m=j-Para->periods[0];             
  83.                Ttr+=DmiData[j].tr-DmiData[m].tr;
  84.                Tpdm+=DmiData[j].pdm-DmiData[m].pdm;                
  85.                     Tndm+=DmiData[j].ndm-DmiData[m].ndm;        
  86.                  if(Tndm<0)
  87.                      Tndm=0;
  88.              }
  89.              if(j>=Para->periods[0]-1)
  90.              {   
  91.              if(Ttr!=0)
  92.              {
  93.                   DmiData[j].pdi=Tpdm/Ttr;
  94.                   DmiData[j].ndi=Tndm/Ttr;
  95.                   if(DmiData[j].pdi>1.00)
  96.                      DmiData[j].pdi=1.00;
  97.                   if(DmiData[j].ndi>1.00)   
  98.                   DmiData[j].ndi=1.00;   
  99.                  }
  100.                  else
  101.                   DmiData[j].pdi=DmiData[j].ndi=0;
  102.                  if(Tpdm+Tndm!=0) 
  103.                   DmiData[j].dx=fabs((Tpdm-Tndm)/(Tpdm+Tndm));
  104.                  else
  105.                      DmiData[j].dx=0;
  106.              }
  107.              if(j<Para->periods[0]*2-1) 
  108.              {
  109.              Tadx+=DmiData[j].dx;
  110.              DmiData[j].adx=0;
  111.              } 
  112.              if(j==Para->periods[0]*2-1)   
  113.              {
  114.                  Tadx+=DmiData[j].dx;
  115.              DmiData[j].adx=0;            
  116.              }
  117.              if(j>Para->periods[0]*2-1)
  118.              {
  119.                  m=Para->periods[0];
  120.                  DmiData[j].adx=
  121.                   (DmiData[j-1].adx*(m-1)+DmiData[j].dx)/m;
  122.              }                                    
  123.             }
  124.     }         
  126.     for(j=0;j<10;j++)
  127.     {
  128.         if(Data->v==NULL) 
  129.          break;
  130.      if(Data->v[j]!=NULL)
  131.      {
  132.      _ffree(Data->v[j]);
  133.      Data->v[j]=NULL;
  134.      }
  135.     }
  136.     Data->v==NULL;     
  137.     Data->num =Para->dnum; 
  138.     Data->no =Para->no;
  139.     strcpy(Data->gpdm,Fx->gpdm);
  140.     Data->type =Fx->type;
  141.     Data->range =Fx->range;
  142.     Data->size =RNum;
  143.     for(j=0;j<Data->num;j++)
  144.      Data->v[j]=(double *)_fmalloc(sizeof(double)*RNum);
  145.     for(i=0;i<Data->num;i++)
  146.     {
  147.      for(j=0;j<RNum&&i==0;j++) 
  148.      Data->v[i][j]=DmiData[j].pdi;
  149.      for(j=0;j<RNum&&i==1;j++) 
  150.      Data->v[i][j]=DmiData[j].ndi;
  151.      for(j=0;j<RNum&&i==2;j++) 
  152.      Data->v[i][j]=DmiData[j].adx;
  153.      Data->method[i]=CURVE_METHOD;
  154.     }
  155.     //Para->price[2] =20;
  156.     //Para->price[3] =50;
  157.     //Para->price[4] =80;
  158.     Para->feature |=DW_ALL;
  159.     //Para->feature &=~DW_MAX;
  160.     //Para->feature &=~DW_MIN;
  161.     _ffree(DmiData);
  162. return TRUE;
  163. }