Class: TaLib::Function

Inherits:
Object
  • Object
show all
Defined in:
ext/talib/talib.c

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(name) ⇒ Object

Create new instance of technical analysis function with given name.



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# File 'ext/talib/talib.c', line 184

static VALUE ta_func_initialize(VALUE self, VALUE name) 
{
	TA_RetCode ret_code;
  const TA_FuncHandle *handle;
	TA_ParamHolder *ta_param_holder;
	ParamHolder *param_holder;

	Data_Get_Struct(self, ParamHolder, param_holder);		

  ret_code = TA_GetFuncHandle( RSTRING_PTR(name), &handle );
	if ( ret_code == TA_SUCCESS )
	{
		ret_code = TA_ParamHolderAlloc( handle, &ta_param_holder );
		if ( ret_code != TA_SUCCESS )
			rb_raise(rb_eRuntimeError, "unsuccess return code TA_ParamHolderAlloc");
		param_holder->p = ta_param_holder;
		rb_iv_set(self, "@name", name);
		rb_iv_set(self, "@result", rb_ary_new());
		return self;
	}
	rb_raise(rb_eRuntimeError, "unsuccess return code TA_GetFuncHandle");
}

Instance Attribute Details

#result ⇒ Object

Class Method Details

.functions ⇒ Object

Return the hash of names for technical functions. The key is a name of funcion group, and value - is a list of function names.



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# File 'ext/talib/talib.c', line 243

static VALUE ta_func_get_functions(VALUE self)
{
	return rb_cv_get(self, "@@functions");
}

.groups ⇒ Object

Return the list of names for technical function groups.



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# File 'ext/talib/talib.c', line 234

static VALUE ta_func_get_groups(VALUE self)
{
	return rb_cv_get(self, "@@groups");
}

Instance Method Details

#call(in_start, in_end) ⇒ Object

Call technical function with input data from in_start..in_end.



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# File 'ext/talib/talib.c', line 433

static VALUE ta_func_call(VALUE self, VALUE in_start, VALUE in_end)
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;
	TA_Integer out_start, out_num;
	VALUE ary, sub_ary;
	int i,j;

	Data_Get_Struct(self, ParamHolder, param_holder);		
	ret_code = TA_CallFunc( param_holder->p, FIX2INT(in_start), FIX2INT(in_end), &out_start, &out_num);
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_CallFunc");
	ary = rb_iv_get(self, "@result");
	for (i = 0; i<RARRAY_LEN(ary); i++)
		if (TYPE(rb_ary_entry(ary, i)) == T_ARRAY)
		{
			sub_ary = rb_ary_entry(ary, i);
			for (j=0; j<out_num; j++)
			{
				double el = ((double*)param_holder->out[i])[j];
				rb_ary_store(sub_ary, j, rb_float_new(el));
			}
		}
	return rb_ary_new3(2, INT2FIX(out_start), INT2FIX(out_num));
}

#in(index) ⇒ Object

Return input parameter info for the given input parameter index.



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# File 'ext/talib/talib.c', line 253

static VALUE ta_func_input_param_info(VALUE self, VALUE index)
{
	return ta_func_param_info(TA_INPUT_PARAM, self, rb_iv_get(self, "@name"), index);
}

#in_int(index, array) ⇒ Object

Set input parameter (array of integer) for the given parameter index.



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# File 'ext/talib/talib.c', line 283

static VALUE ta_func_setup_in_integer(VALUE self, VALUE param_index, VALUE in_array) 
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;

	Data_Get_Struct(self, ParamHolder, param_holder);		
	ret_code = TA_SetInputParamIntegerPtr( param_holder->p, FIX2INT(param_index), (int*)(RARRAY_PTR(in_array)));
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetInputParamIntegerPtr");

	return T_TRUE;
}

#in_price(param_index, in_open, in_high, in_low, in_close, in_volume, in_oi) ⇒ Object 



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# File 'ext/talib/talib.c', line 316

static VALUE ta_func_setup_in_price(VALUE self, VALUE param_index, VALUE in_open, VALUE in_high, VALUE in_low, VALUE in_close, VALUE in_volume, VALUE in_oi)
{
  double **dp;
	TA_RetCode ret_code;
	ParamHolder *param_holder;
  Data_Get_Struct(self, ParamHolder, param_holder);
  dp = param_holder->in;
  
  ret_code = TA_SetInputParamPricePtr( 
      param_holder->p, 
      FIX2INT(param_index), 
      FLT2DBL(&dp[0], in_open), 
      FLT2DBL(&dp[1], in_high), 
      FLT2DBL(&dp[2], in_low), 
      FLT2DBL(&dp[3], in_close), 
      FLT2DBL(&dp[4], in_volume), 
      FLT2DBL(&dp[5], in_oi)
  );
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetInputParamPricePtr");

	return T_TRUE;
}

#in_real(index, array) ⇒ Object

Set input parameter (array of real) for the given parameter index.



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# File 'ext/talib/talib.c', line 301

static VALUE ta_func_setup_in_real(VALUE self, VALUE param_index, VALUE in_array) 
{
	double** dp; 
	TA_RetCode ret_code;
	ParamHolder *param_holder;

	Data_Get_Struct(self, ParamHolder, param_holder);		
        dp = param_holder->in;
	//FIXME: memory leak fixed: [email protected] (see: FL2DBL())
	ret_code = TA_SetInputParamRealPtr( param_holder->p, FIX2INT(param_index), FLT2DBL(&dp[FIX2INT(param_index)], in_array));
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetInputParamRealPtr");
	return T_TRUE;
}

#ins ⇒ Object

Return input parameters count.



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# File 'ext/talib/talib.c', line 210

static VALUE ta_func_get_input_count(VALUE self)
{
	return INT2NUM((abstract_layer_get_func_info(rb_iv_get(self, "@name")))->nbInput);
}

#lookback ⇒ Object 



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# File 'ext/talib/talib.c', line 459

static VALUE ta_func_lookback(VALUE self)
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;
	TA_Integer out_lookback;

	Data_Get_Struct(self, ParamHolder, param_holder);
	ret_code = TA_GetLookback(param_holder->p, &out_lookback);
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_GetLookback");
	
  return INT2FIX(out_lookback);
}

#opt(index) ⇒ Object

Return option input parameter info for the given option parameter index.



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# File 'ext/talib/talib.c', line 263

static VALUE ta_func_option_param_info(VALUE self, VALUE index)
{
	return ta_func_param_info(TA_OPTION_INPUT_PARAM, self, rb_iv_get(self, "@name"), index);
}

#opt_int(index, value) ⇒ Object

Set option parameter (integer) for the given parameter index.



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# File 'ext/talib/talib.c', line 345

static VALUE ta_func_setup_opt_in_integer(VALUE self, VALUE param_index, VALUE val) 
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;
	Data_Get_Struct(self, ParamHolder, param_holder);		
	ret_code = TA_SetOptInputParamInteger( param_holder->p, FIX2INT(param_index), FIX2INT(val));
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetOptInputParamIntegerPtr");

	return val;
}

#opt_real(index, value) ⇒ Object

Set option parameter (real) for the given parameter index.



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# File 'ext/talib/talib.c', line 362

static VALUE ta_func_setup_opt_in_real(VALUE self, VALUE param_index, VALUE val) 
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;

	Data_Get_Struct(self, ParamHolder, param_holder);		
	ret_code = TA_SetOptInputParamReal( param_holder->p, FIX2INT(param_index), NUM2DBL(val));
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetOptInputParamRealPtr");

	return val;
}

#opts ⇒ Object

Return option input parameters count.



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# File 'ext/talib/talib.c', line 218

static VALUE ta_func_get_option_input_count(VALUE self)
{
	return INT2NUM((abstract_layer_get_func_info(rb_iv_get(self, "@name")))->nbOptInput);
}

#out(index) ⇒ Object

Return output parameter info for the given output parameter index.



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# File 'ext/talib/talib.c', line 273

static VALUE ta_func_output_param_info(VALUE self, VALUE index)
{
	return ta_func_param_info(TA_OUTPUT_PARAM, self, rb_iv_get(self, "@name"), index);
}

#out_int(param_index, out_array) ⇒ Object 



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# File 'ext/talib/talib.c', line 404

static VALUE ta_func_setup_out_integer(VALUE self, VALUE param_index, VALUE out_array)
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;
  long idx = FIX2INT(param_index); 
  int **ip;
	if (idx > 2)
		rb_raise(rb_eRuntimeError, "param_index must be 0..2");
	
	Data_Get_Struct(self, ParamHolder, param_holder);
	rb_ary_store(rb_iv_get(self, "@result"), idx, out_array);
	
	// FIXME: malloc w/o free FIXED: [email protected]
  ip = (int**)&(param_holder->out[idx]); 
  if (*ip) free(*ip); // not true only very 1st time in
	*ip = (int*)malloc(RARRAY_LEN(out_array) * sizeof(int));
	
	ret_code = TA_SetOutputParamIntegerPtr( param_holder->p, idx, *ip);
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetOutputParamIntegerPtr");

	return out_array;
}

#out_real(index, array) ⇒ Object

Set output parameter (array of real) for the given parameter index.



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# File 'ext/talib/talib.c', line 380

static VALUE ta_func_setup_out_real(VALUE self, VALUE param_index, VALUE out_array) 
{
	TA_RetCode ret_code;
	ParamHolder *param_holder;
        long idx = FIX2INT(param_index);
	double **dp;
	if (idx > 2)
		rb_raise(rb_eRuntimeError, "param_index must be 0..2");
	
	Data_Get_Struct(self, ParamHolder, param_holder);		
	rb_ary_store(rb_iv_get(self, "@result"), idx, out_array);
	// FIXME: malloc w/o free: [email protected] fixed
	dp = &(param_holder->out[idx]); 
  if (*dp) free(*dp); // not true only 1st time called (reusing same ptrs)
	
	*dp = (double*)malloc(RARRAY_LEN(out_array) * sizeof(double));
	ret_code = TA_SetOutputParamRealPtr(param_holder->p, idx, *dp);
	
	if ( ret_code != TA_SUCCESS )
		rb_raise(rb_eRuntimeError, "unsuccess return code TA_SetOutputParamRealPtr");

	return out_array; 
}

#outs ⇒ Object

Return output parameters count.



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# File 'ext/talib/talib.c', line 226

static VALUE ta_func_get_output_count(VALUE self)
{
	return INT2NUM((abstract_layer_get_func_info(rb_iv_get(self, "@name")))->nbOutput);
}