WYCKOFF_SHARED_LIB

Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
Parameters:
x (float)

safe_div(num, den)
Parameters:
num (float)
den (float)

safe_div_eps(num, den)
Parameters:
num (float)
den (float)

safe_ratio(a, b)
Parameters:
a (float)
b (float)

clamp(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

wave_dir(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp_atr(amp, atr)
Parameters:
amp (float)
atr (float)

wave_speed(ampATR, lenBars)
Parameters:
ampATR (float)
lenBars (int)

wave_eff(amp, path)
Parameters:
amp (float)
path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
volRel (float)
epr (float)

compare_waves(w0, w1)
Parameters:
w0 (WaveMetrics)
w1 (WaveMetrics)

strengthening_same_dir(c)
Parameters:
c (WaveCompare)

weakening_same_dir(c)
Parameters:
c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
Parameters:
volSum0 (float)
ampATR0 (float)
volSum1 (float)
ampATR1 (float)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
volRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
volRel_ratio (series float)
epr_ratio (series float)

EVR
Fields:
state (series int)

版本注释

v2

Added:
clamp01(x)
Parameters:
x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
resultRel (float)
barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
Parameters:
bias (int)
lastHighKind (int)
lastLowKind (int)
hiPx (float)
hiIdx (int)
loPx (float)
loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
Parameters:
state (int)
birthIdx (int)
hi (float)
lo (float)
testsH (int)
testsL (int)

improving_pullback(c)
Parameters:
c (WaveCompare)

worsening_pullback(c)
Parameters:
c (WaveCompare)

evr_by_levels(effHi, resHi)
Parameters:
effHi (bool)
resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
Parameters:
effortRel (float)
resultRel (float)
thrEff (float)
thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
Parameters:
isBreak (bool)
effortRel (float)
thrHigh (float)

break_is_bos(kind)
Parameters:
kind (int)

break_is_choch(kind)
Parameters:
kind (int)

break_is_brk(kind)
Parameters:
kind (int)

hit_upper(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

hit_lower(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_spring(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_upthrust(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

gate_pass(cond)
Parameters:
cond (bool)

score3(a, b, c)
Parameters:
a (int)
b (int)
c (int)

score4(a, b, c, d)
Parameters:
a (int)
b (int)
c (int)
d (int)

ratio_ge(a, b, minRatio)
Parameters:
a (float)
b (float)
minRatio (float)

ratio_le(a, b, maxRatio)
Parameters:
a (float)
b (float)
maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
Parameters:
eprNow (float)
eprRef (float)
minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
Parameters:
prevBias (int)
lastHighKind (int)
lastLowKind (int)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
resultRel (series float)
barIndex (series int)

StructState
Fields:
bias (series int)
lastHighKind (series int)
lastLowKind (series int)
swingHiPx (series float)
swingHiIdx (series int)
swingLoPx (series float)
swingLoIdx (series int)

RangeState
Fields:
state (series int)
birthIdx (series int)
hi (series float)
lo (series float)
testsH (series int)
testsL (series int)

版本注释

v3

Added:
atr_tol(atr, mult)
Parameters:
atr (float)
mult (float)

near_level(px, lvl, tol)
Parameters:
px (float)
lvl (float)
tol (float)

版本注释

v4

Added:
nzi0(x)
Parameters:
x (int)

is_ok_f(x)
Parameters:
x (float)

is_ok_i(x)
Parameters:
x (int)

div_na(num, den)
Parameters:
num (float)
den (float)

div_eps_na(num, den)
Parameters:
num (float)
den (float)

ratio_na(a, b)
Parameters:
a (float)
b (float)

div0(num, den)
Parameters:
num (float)
den (float)

div_eps0(num, den)
Parameters:
num (float)
den (float)

ratio0(a, b)
Parameters:
a (float)
b (float)

inv_pos_int(x)
Parameters:
x (int)

inv_nonneg_int(x)
Parameters:
x (int)

inv_price_order(hi, lo)
Parameters:
hi (float)
lo (float)

inv_finite(x)
Parameters:
x (float)

wave_epr(partRel, ampATR)
Parameters:
partRel (float)
ampATR (float)

arr_has_n(a, n)
Parameters:
a (array<float>)
n (int)

is_highest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)
higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

rank_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
partRel (float)
epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
ftATR (float)
barIndex (int)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
partRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
partRel_ratio (series float)
epr_ratio (series float)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
ftATR (series float)
barIndex (series int)

版本注释

v5

Added:
sgn(x)
Parameters:
x (float)

bool_to_int(b)
Parameters:
b (bool)

inv_not_na(x)
Parameters:
x (float)

inv_onehot3(b1, b2, b3)
Parameters:
b1 (int)
b2 (int)
b3 (int)

get_bit(x, b)
Parameters:
x (int)
b (int)

get_field(x, shift, mask)
Parameters:
x (int)
shift (int)
mask (int)

set_bit(x, b, on)
Parameters:
x (int)
b (int)
on (bool)

版本注释

v6

Added:
fmin(a, b)
Parameters:
a (float)
b (float)

fmax(a, b)
Parameters:
a (float)
b (float)

imin(a, b)
Parameters:
a (int)
b (int)

imax(a, b)
Parameters:
a (int)
b (int)

within(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

inv_nonneg_float(x)
Parameters:
x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
Parameters:
e (int)

b2_evt_is_fbo(e)
Parameters:
e (int)

b2_evt_dir(e)
Parameters:
e (int)

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