// free function
static void ta_func_free(void *phv)
{
int i = 0; // this now properly cleans up memory from very last call
ParamHolder* ph = (ParamHolder*)phv;
for (i = 0; i < IN_CNT; i++) if (ph->in[i]) free(ph->in[i]);
for (i = 0; i < OUT_CNT; i++) if (ph->out[i]) free(ph->out[i]);
TA_ParamHolderFree( ph->p );
free(ph);
}
TA_RetCode TA_ParamHolderAlloc( const TA_FuncHandle *handle,
TA_ParamHolder **allocatedParams )
{
TA_FuncDef *funcDef;
unsigned int allocSize, i;
TA_ParamHolderInput *input;
TA_ParamHolderOptInput *optInput;
TA_ParamHolderOutput *output;
const TA_FuncInfo *funcInfo;
TA_ParamHolder *newParams;
TA_ParamHolderPriv *newParamsPriv;
const TA_InputParameterInfo **inputInfo;
const TA_OptInputParameterInfo **optInputInfo;
const TA_OutputParameterInfo **outputInfo;
/* Validate the parameters. */
if( !handle || !allocatedParams)
{
return TA_BAD_PARAM;
}
/* Validate that this is a valid funcHandle. */
funcDef = (TA_FuncDef *)handle;
if( funcDef->magicNumber != TA_FUNC_DEF_MAGIC_NB )
{
*allocatedParams = NULL;
return TA_INVALID_HANDLE;
}
/* Get the TA_FuncInfo. */
funcInfo = funcDef->funcInfo;
if( !funcInfo ) return TA_INVALID_HANDLE;
/* Allocate the TA_ParamHolder. */
newParams = (TA_ParamHolder *)TA_Malloc( sizeof(TA_ParamHolder) + sizeof(TA_ParamHolderPriv));
if( !newParams )
{
*allocatedParams = NULL;
return TA_ALLOC_ERR;
}
memset( newParams, 0, sizeof(TA_ParamHolder) + sizeof(TA_ParamHolderPriv) );
newParamsPriv = (TA_ParamHolderPriv *)(((char *)newParams)+sizeof(TA_ParamHolder));
newParamsPriv->magicNumber = TA_PARAM_HOLDER_PRIV_MAGIC_NB;
newParams->hiddenData = newParamsPriv;
/* From this point, TA_ParamHolderFree can be safely called. */
/* Allocate the array of structure holding the info
* for each parameter.
*/
if( funcInfo->nbInput == 0 ) return TA_INTERNAL_ERROR(2);
allocSize = (funcInfo->nbInput) * sizeof(TA_ParamHolderInput);
input = (TA_ParamHolderInput *)TA_Malloc( allocSize );
if( !input )
{
TA_ParamHolderFree( newParams );
*allocatedParams = NULL;
return TA_ALLOC_ERR;
}
memset( input, 0, allocSize );
newParamsPriv->in = input;
if( funcInfo->nbOptInput == 0 )
optInput = NULL;
else
{
allocSize = (funcInfo->nbOptInput) * sizeof(TA_ParamHolderOptInput);
optInput = (TA_ParamHolderOptInput *)TA_Malloc( allocSize );
if( !optInput )
{
TA_ParamHolderFree( newParams );
*allocatedParams = NULL;
return TA_ALLOC_ERR;
}
memset( optInput, 0, allocSize );
}
newParamsPriv->optIn = optInput;
allocSize = (funcInfo->nbOutput) * sizeof(TA_ParamHolderOutput);
output = (TA_ParamHolderOutput *)TA_Malloc( allocSize );
if( !output )
{
TA_ParamHolderFree( newParams );
*allocatedParams = NULL;
return TA_ALLOC_ERR;
}
memset( output, 0, allocSize );
newParamsPriv->out = output;
newParamsPriv->funcInfo = funcInfo;
inputInfo = (const TA_InputParameterInfo **)funcDef->input;
optInputInfo = (const TA_OptInputParameterInfo **)funcDef->optInput;
outputInfo = (const TA_OutputParameterInfo **)funcDef->output;
for( i=0; i < funcInfo->nbInput; i++ )
{
input[i].inputInfo = inputInfo[i];
newParamsPriv->inBitmap <<= 1;
newParamsPriv->inBitmap |= 1;
}
for( i=0; i < funcInfo->nbOptInput; i++ )
{
optInput[i].optInputInfo = optInputInfo[i];
if( optInput[i].optInputInfo->type == TA_OptInput_RealRange )
optInput[i].data.optInReal = optInputInfo[i]->defaultValue;
else
optInput[i].data.optInInteger = (TA_Integer)optInputInfo[i]->defaultValue;
}
for( i=0; i < funcInfo->nbOutput; i++ )
{
output[i].outputInfo = outputInfo[i];
newParamsPriv->outBitmap <<= 1;
newParamsPriv->outBitmap |= 1;
}
/* Succcess, return the result to the caller. */
*allocatedParams = newParams;
return TA_SUCCESS;
}
static ErrorNumber do_test( const TA_History *history,
const TA_Test *test )
{
TA_RangeTestParam testParam;
ErrorNumber errNb;
TA_RetCode retCode;
(void)test;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->open, history->nbBars );
setInputBuffer( 1, history->high, history->nbBars );
setInputBuffer( 2, history->low, history->nbBars );
setInputBuffer( 3, history->close, history->nbBars );
#if 0
/* !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! */
/* Test for specific value not yet implemented */
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
default:
retCode = TA_INTERNAL_ERROR(133);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
default:
retCode = TA_INTERNAL_ERROR(134);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
setInputBuffer( 0, history->high, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
default:
retCode = TA_INTERNAL_ERROR(135);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call should have the same output as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
setInputBuffer( 1, history->low, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
default:
retCode = TA_INTERNAL_ERROR(136);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 );
setInputBuffer( 2, history->close, history->nbBars );
#endif
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.open = history->open;
testParam.high = history->high;
testParam.low = history->low;
testParam.close = history->close;
testParam.paramHolder = NULL;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
if( testParam.paramHolder )
{
retCode = TA_ParamHolderFree( testParam.paramHolder );
if( retCode != TA_SUCCESS )
{
printf( "TA_ParamHolderFree failed [%d]\n", retCode );
return TA_TSTCDL_PARAMHOLDERFREE_FAIL;
}
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
/* Abstract call for all candlestick functions.
*
* Call the function by 'name'.
*
* Optional inputs are pass as an array of double.
* Elements will be converted to integer as needed.
*
* All outputs are returned in the remaining parameters.
*
* 'lookback' is the return value of the corresponding Lookback function.
* taFuncRetCode is the return code from the call of the TA function.
*
*/
static ErrorNumber callCandlestick( TA_ParamHolder **paramHolderPtr,
const char *name,
int startIdx,
int endIdx,
const double *inOpen,
const double *inHigh,
const double *inLow,
const double *inClose,
const double optInArray[],
int *outBegIdx,
int *outNbElement,
int outInteger[],
int *lookback,
TA_RetCode *taFuncRetCode )
{
/* Use the abstract interface to call the function by name. */
TA_ParamHolder *paramHolder;
const TA_FuncHandle *handle;
const TA_FuncInfo *funcInfo;
const TA_InputParameterInfo *inputInfo;
const TA_OutputParameterInfo *outputInfo;
TA_RetCode retCode;
(void)optInArray;
/* Speed optimization if paramHolder is already initialized. */
paramHolder = *paramHolderPtr;
if( !paramHolder )
{
retCode = TA_GetFuncHandle( name, &handle );
if( retCode != TA_SUCCESS )
{
printf( "Can't get the function handle [%d]\n", retCode );
return TA_TSTCDL_GETFUNCHANDLE_FAIL;
}
retCode = TA_ParamHolderAlloc( handle, ¶mHolder );
if( retCode != TA_SUCCESS )
{
printf( "Can't allocate the param holder [%d]\n", retCode );
return TA_TSTCDL_PARAMHOLDERALLOC_FAIL;
}
*paramHolderPtr = paramHolder;
TA_GetFuncInfo( handle, &funcInfo );
/* Verify that the input are only OHLC. */
if( funcInfo->nbInput != 1 )
{
printf( "Candlestick are expected to use only OHLC as input.\n" );
return TA_TSTCDL_NBINPUT_WRONG;
}
TA_GetInputParameterInfo( handle, 0, &inputInfo );
if( inputInfo->type != TA_Input_Price )
{
printf( "Candlestick are expected to use only OHLC as input.\n" );
return TA_TSTCDL_INPUT_TYPE_WRONG;
}
if( inputInfo->flags != (TA_IN_PRICE_OPEN |
TA_IN_PRICE_HIGH |
TA_IN_PRICE_LOW |
TA_IN_PRICE_CLOSE) )
{
printf( "Candlestick are expected to use only OHLC as input.\n" );
return TA_TSTCDL_INPUT_FLAG_WRONG;
}
/* Set the optional inputs. */
/* Verify that there is only one output. */
if( funcInfo->nbOutput != 1 )
{
printf( "Candlestick are expected to have only one output array.\n" );
return TA_TSTCDL_NBOUTPUT_WRONG;
}
TA_GetOutputParameterInfo( handle, 0, &outputInfo );
if( outputInfo->type != TA_Output_Integer )
{
printf( "Candlestick are expected to have only one output array of type integer.\n" );
return TA_TSTCDL_OUTPUT_TYPE_WRONG;
}
/* !!!!!!!!!!!!! TO BE DONE !!!!!!!!!!!!!!!!!!
* For now all candlestick functions will be called with default optional parameter.
*/
}
/* Set the input buffers. */
TA_SetInputParamPricePtr( paramHolder, 0,
inOpen, inHigh, inLow, inClose, NULL, NULL );
TA_SetOutputParamIntegerPtr(paramHolder,0,outInteger);
/* Do the function call. */
*taFuncRetCode = TA_CallFunc(paramHolder,startIdx,endIdx,outBegIdx,outNbElement);
if( *taFuncRetCode != TA_SUCCESS )
{
printf( "TA_CallFunc() failed [%d]\n", *taFuncRetCode );
TA_ParamHolderFree( paramHolder );
return TA_TSTCDL_CALLFUNC_FAIL;
}
/* Do the lookback function call. */
retCode = TA_GetLookback( paramHolder, lookback );
if( retCode != TA_SUCCESS )
{
printf( "TA_GetLookback() failed [%d]\n", retCode );
TA_ParamHolderFree( paramHolder );
return TA_TSTCDL_GETLOOKBACK_FAIL;
}
return TA_TEST_PASS;
}
PlotLine * TALIB::calculateCustom (QString &p, QPtrList<PlotLine> &d)
{
// format: METHOD, ..., ...., ..... etc (first parm must be the method)
QStringList l = QStringList::split(",", p, FALSE);
if (! l.count())
{
qDebug("TALIB::calculateCustom: no method parm");
return 0;
}
TA_Integer start = 0;
TA_Integer end = data->count() - 1;
if (d.count())
end = d.at(0)->getSize() - 1;
TA_Integer outstart;
TA_Integer count;
PlotLine *line = new PlotLine;
// sometimes are not enough data available
// to calc anything
if(end < 0)
return line;
// open a TALIB handle
const TA_FuncHandle *handle;
TA_RetCode retCode = TA_GetFuncHandle(l[0], &handle);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:can't open handle");
return 0;
}
// get info on the function
const TA_FuncInfo *theInfo;
retCode = TA_GetFuncInfo(handle, &theInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:can't get function info");
return 0;
}
// create parm holder
TA_ParamHolder *parmHolder;
retCode = TA_ParamHolderAlloc(handle, &parmHolder);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:can't create parm holder");
return 0;
}
// create and input arrays
int loop = data->count();
TA_Real open[loop];
TA_Real high[loop];
TA_Real low[loop];
TA_Real close[loop];
TA_Real volume[loop];
TA_Real oi[loop];
TA_Real treal[loop];
int sparmIndex = 1;
// setup the input arrays
const TA_InputParameterInfo *inputParms;
for (loop = 0; loop < (int) theInfo->nbInput; loop++ )
{
TA_GetInputParameterInfo(theInfo->handle, loop, &inputParms);
if (inputParms->type == TA_Input_Price)
{
// populate the input arrays
int loop2;
for (loop2 = 0; loop2 < data->count(); loop2++)
{
open[loop2] = (TA_Real) data->getOpen(loop2);
high[loop2] = (TA_Real) data->getHigh(loop2);
low[loop2] = (TA_Real) data->getLow(loop2);
close[loop2] = (TA_Real) data->getClose(loop2);
volume[loop2] = (TA_Real) data->getVolume(loop2);
oi[loop2] = (TA_Real) data->getOI(loop2);
}
retCode = TA_SetInputParamPricePtr(parmHolder, loop, &open[0], &high[0], &low[0], &close[0],
&volume[0], &oi[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set input prices");
return 0;
}
}
if (inputParms->type == TA_Input_Real)
{
if (! d.count())
{
qDebug("TALIB::calculateCustom: no input");
return 0;
}
if (sparmIndex >= (int) l.count())
{
qDebug("TALIB::calculateCustom: input invalid number of parms");
return 0;
}
PlotLine *line = d.at(0);
int loop2;
for (loop2 = 0; loop2 < line->getSize(); loop2++)
treal[loop2] = (TA_Real) line->getData(loop2);
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &treal[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set real price");
return 0;
}
sparmIndex++;
}
}
if (sparmIndex < (int) l.count())
{
QStringList mal;
getMATypes(mal);
mal.remove("Wilder");
int t = 0;
// setup the optinput parms
const TA_OptInputParameterInfo *optInfo;
for (loop = 0; loop < (int) theInfo->nbOptInput; loop++ )
{
TA_GetOptInputParameterInfo(theInfo->handle, loop, &optInfo);
switch (optInfo->type)
{
case TA_OptInput_RealRange:
if (sparmIndex >= (int) l.count())
{
qDebug("TALIB::calculateCustom: optinput real invalid number of parms");
return 0;
}
retCode = TA_SetOptInputParamReal(parmHolder, loop, (TA_Real) l[sparmIndex].toDouble());
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set inputopt real");
return 0;
}
sparmIndex++;
break;
case TA_OptInput_IntegerRange:
if (sparmIndex >= (int) l.count())
{
qDebug("TALIB::calculateCustom: optinput integer invalid number of parms");
return 0;
}
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) l[sparmIndex].toInt());
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set inputopt integer");
return 0;
}
sparmIndex++;
break;
case TA_OptInput_IntegerList:
if (sparmIndex >= (int) l.count())
{
qDebug("TALIB::calculateCustom: optinput integerList invalid number of parms");
return 0;
}
t = mal.findIndex(l[sparmIndex]);
if (t == -1)
t = 0;
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) t);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set inputopt integer");
return 0;
}
sparmIndex++;
break;
default:
break;
}
}
}
// setup the output arrays
TA_Real out1[data->count()];
TA_Real out2[data->count()];
TA_Real out3[data->count()];
TA_Integer out4[data->count()];
const TA_OutputParameterInfo *outInfo;
for (loop = 0; loop < (int) theInfo->nbOutput; loop++)
{
retCode = TA_GetOutputParameterInfo(handle, loop, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot get output info");
return 0;
}
switch (loop)
{
case 0:
if (outInfo->type == TA_Output_Integer)
{
retCode = TA_SetOutputParamIntegerPtr(parmHolder, loop, &out4[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set output4");
return 0;
}
}
else
{
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out1[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set output1");
return 0;
}
}
break;
case 1:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out2[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set output2");
return 0;
}
break;
case 2:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out3[0]);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot set output3");
return 0;
}
break;
default:
break;
}
}
// call the function
/*
TA_Integer start = 0;
TA_Integer end = data->count() - 1;
if (d.count())
end = d.at(0)->getSize() - 1;
TA_Integer outstart;
TA_Integer count;
PlotLine *line = new PlotLine;
*/
retCode = TA_CallFunc(parmHolder, start, end, &outstart, &count);
if (retCode != TA_SUCCESS)
{
printError(QString("TALIB::calculateCustom:TA_CallFunc"), retCode);
qDebug("p=%s start=%d end=%d",p.ascii(), start, end);
}
else
{
// create the plotlines
int loop2;
retCode = TA_GetOutputParameterInfo(handle, 0, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculateCustom:cannot get output info");
return 0;
}
if (outInfo->type == TA_Output_Integer)
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out4[loop2]);
}
else
{
if (theInfo->nbOutput > 1)
{
bool ok;
l[l.count() - 1].toInt(&ok);
if (! ok)
{
qDebug("TALIB::calculateCustom: parm #%i invalid, not an INTEGER", loop + 1);
return 0;
}
switch (l[l.count() - 1].toInt(&ok))
{
case 2:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out2[loop2]);
break;
case 3:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out3[loop2]);
break;
default:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out1[loop2]);
break;
}
}
else
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out1[loop2]);
}
}
}
retCode = TA_ParamHolderFree(parmHolder);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculateCustom:can't delete parm holder");
return line;
}
Indicator * TALIB::calculate ()
{
Indicator *output = new Indicator;
output->setDateFlag(dateFlag);
output->setLogScale(logScale);
// open a TALIB handle
const TA_FuncHandle *handle;
QString ts = "method";
QString ts2;
parms.getData(ts, ts2);
TA_RetCode retCode = TA_GetFuncHandle(ts2, &handle);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't open handle");
return output;
}
// get info on the function
const TA_FuncInfo *theInfo;
retCode = TA_GetFuncInfo(handle, &theInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't get function info");
return output;
}
// create parm holder
TA_ParamHolder *parmHolder;
retCode = TA_ParamHolderAlloc(handle, &parmHolder);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:can't create parm holder");
return output;
}
// create and populate the input arrays
int loop = data->count();
TA_Real open[loop];
TA_Real high[loop];
TA_Real low[loop];
TA_Real close[loop];
TA_Real volume[loop];
TA_Real oi[loop];
for (loop = 0; loop < data->count(); loop++)
{
open[loop] = (TA_Real) data->getOpen(loop);
high[loop] = (TA_Real) data->getHigh(loop);
low[loop] = (TA_Real) data->getLow(loop);
close[loop] = (TA_Real) data->getClose(loop);
volume[loop] = (TA_Real) data->getVolume(loop);
oi[loop] = (TA_Real) data->getOI(loop);
}
// setup the input arrays
const TA_InputParameterInfo *inputParms;
for (loop = 0; loop < (int) theInfo->nbInput; loop++ )
{
TA_GetInputParameterInfo(theInfo->handle, loop, &inputParms);
QString s;
int tint = 3;
switch (inputParms->type)
{
case TA_Input_Price:
retCode = TA_SetInputParamPricePtr(parmHolder, loop, &open[0], &high[0], &low[0],
&close[0], &volume[0], &oi[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set input prices");
break;
case TA_Input_Real:
s = QObject::tr("input") + QString::number(loop + 1);
tint = parms.getInt(s);
switch (tint)
{
case 0:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &open[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 1:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &high[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 2:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &low[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 3:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &close[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set real price");
break;
case 4:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &volume[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set integer price");
break;
case 5:
retCode = TA_SetInputParamRealPtr(parmHolder, loop, &oi[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set integer price");
break;
default:
break;
}
break;
case TA_Input_Integer:
break;
default:
break;
}
}
// setup the optinput parms
const TA_OptInputParameterInfo *optInfo;
for (loop = 0; loop < (int) theInfo->nbOptInput; loop++ )
{
TA_GetOptInputParameterInfo(theInfo->handle, loop, &optInfo);
QString s = optInfo->displayName;
switch (optInfo->type)
{
case TA_OptInput_RealRange:
retCode = TA_SetOptInputParamReal(parmHolder, loop, (TA_Real) parms.getDouble(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt real");
break;
case TA_OptInput_IntegerRange:
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) parms.getInt(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt integer");
break;
case TA_OptInput_IntegerList:
retCode = TA_SetOptInputParamInteger(parmHolder, loop, (TA_Integer) parms.getInt(s));
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set inputopt integerlist");
break;
default:
break;
}
}
// setup the output arrays
TA_Real out1[data->count()];
TA_Real out2[data->count()];
TA_Real out3[data->count()];
TA_Integer out4[data->count()];
const TA_OutputParameterInfo *outInfo;
for (loop = 0; loop < (int) theInfo->nbOutput; loop++)
{
retCode = TA_GetOutputParameterInfo(handle, loop, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:cannot get output info");
continue;
}
switch (loop)
{
case 0:
if (outInfo->type == TA_Output_Integer)
{
retCode = TA_SetOutputParamIntegerPtr(parmHolder, loop, &out4[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output4");
}
else
{
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out1[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output1");
}
break;
case 1:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out2[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output2");
break;
case 2:
retCode = TA_SetOutputParamRealPtr(parmHolder, loop, &out3[0]);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:cannot set output3");
break;
default:
break;
}
}
// call the function
TA_Integer start = 0;
TA_Integer end = data->count() - 1;
TA_Integer outstart;
TA_Integer count;
retCode = TA_CallFunc(parmHolder, start, end, &outstart, &count);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:call function failed");
else
{
// create the plotlines
const TA_OutputParameterInfo *outInfo;
for (loop = 0; loop < (int) theInfo->nbOutput; loop++ )
{
TA_GetOutputParameterInfo(theInfo->handle, loop, &outInfo);
QString base = outInfo->paramName;
base = base.right(base.length() - 3);
if (! base.left(4).compare("Real"))
base = base.right(base.length() - 4);
if (! base.left(7).compare("Integer"))
base = base.right(base.length() - 7);
if (! base.length())
base = QObject::tr("Plot");
PlotLine *line = new PlotLine;
QString s = base + " " + QObject::tr("Color");
parms.getData(s, ts);
QColor color(ts);
line->setColor(color);
s = base + " " + QObject::tr("Label");
parms.getData(s, ts);
line->setLabel(ts);
s = base + " " + QObject::tr("Line Type");
line->setType((PlotLine::LineType)parms.getInt(s));
retCode = TA_GetOutputParameterInfo(handle, loop, &outInfo);
if (retCode != TA_SUCCESS)
{
qDebug("TALIB::calculate:cannot get output info");
delete line;
continue;
}
int loop2;
switch (loop)
{
case 0:
if (outInfo->type == TA_Output_Integer)
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out4[loop2]);
}
else
{
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out1[loop2]);
}
break;
case 1:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out2[loop2]);
break;
case 2:
for (loop2 = 0; loop2 < count; loop2++)
line->append((double) out3[loop2]);
break;
default:
break;
}
if (line->getType() == PlotLine::Histogram || line->getType() == PlotLine::HistogramBar)
output->prependLine(line);
else
output->addLine(line);
}
}
retCode = TA_ParamHolderFree(parmHolder);
if (retCode != TA_SUCCESS)
qDebug("TALIB::calculate:can't delete parm holder");
return output;
}
/**** Global functions definitions. ****/
ErrorNumber test_abstract( void )
{
ErrorNumber retValue;
TA_RetCode retCode;
TA_ParamHolder *paramHolder;
const TA_FuncHandle *handle;
printf( "Testing Abstract interface\n" );
retValue = allocLib();
if( retValue != TA_TEST_PASS )
return retValue;
/* Verify TA_GetLookback. */
retCode = TA_GetFuncHandle( "STOCH", &handle );
if( retCode != TA_SUCCESS )
{
printf( "Can't get the function handle [%d]\n", retCode );
return TA_ABS_TST_FAIL_GETFUNCHANDLE;
}
retCode = TA_ParamHolderAlloc( handle, ¶mHolder );
if( retCode != TA_SUCCESS )
{
printf( "Can't allocate the param holder [%d]\n", retCode );
return TA_ABS_TST_FAIL_PARAMHOLDERALLOC;
}
retValue = testLookback(paramHolder);
if( retValue != TA_SUCCESS )
{
printf( "testLookback() failed [%d]\n", retValue );
TA_ParamHolderFree( paramHolder );
return retValue;
}
retCode = TA_ParamHolderFree( paramHolder );
if( retCode != TA_SUCCESS )
{
printf( "TA_ParamHolderFree failed [%d]\n", retCode );
return TA_ABS_TST_FAIL_PARAMHOLDERFREE;
}
retValue = freeLib();
if( retValue != TA_TEST_PASS )
return retValue;
/* Call all the TA functions through the abstract interface. */
retValue = allocLib();
if( retValue != TA_TEST_PASS )
return retValue;
retValue = test_default_calls();
if( retValue != TA_TEST_PASS )
{
printf( "TA-Abstract default call failed\n" );
return retValue;
}
retValue = freeLib();
if( retValue != TA_TEST_PASS )
return retValue;
return TA_TEST_PASS; /* Succcess. */
}
static ErrorNumber callWithDefaults( const char *funcName, const double *input, const int *input_int, int size )
{
TA_ParamHolder *paramHolder;
const TA_FuncHandle *handle;
const TA_FuncInfo *funcInfo;
const TA_InputParameterInfo *inputInfo;
const TA_OutputParameterInfo *outputInfo;
TA_RetCode retCode;
unsigned int i;
int j;
int outBegIdx, outNbElement, lookback;
retCode = TA_GetFuncHandle( funcName, &handle );
if( retCode != TA_SUCCESS )
{
printf( "Can't get the function handle [%d]\n", retCode );
return TA_ABS_TST_FAIL_GETFUNCHANDLE;
}
retCode = TA_ParamHolderAlloc( handle, ¶mHolder );
if( retCode != TA_SUCCESS )
{
printf( "Can't allocate the param holder [%d]\n", retCode );
return TA_ABS_TST_FAIL_PARAMHOLDERALLOC;
}
TA_GetFuncInfo( handle, &funcInfo );
for( i=0; i < funcInfo->nbInput; i++ )
{
TA_GetInputParameterInfo( handle, i, &inputInfo );
switch(inputInfo->type)
{
case TA_Input_Price:
TA_SetInputParamPricePtr( paramHolder, i,
inputInfo->flags&TA_IN_PRICE_OPEN?input:NULL,
inputInfo->flags&TA_IN_PRICE_HIGH?input:NULL,
inputInfo->flags&TA_IN_PRICE_LOW?input:NULL,
inputInfo->flags&TA_IN_PRICE_CLOSE?input:NULL,
inputInfo->flags&TA_IN_PRICE_VOLUME?input_int:NULL, NULL );
break;
case TA_Input_Real:
TA_SetInputParamRealPtr( paramHolder, i, input );
break;
case TA_Input_Integer:
TA_SetInputParamIntegerPtr( paramHolder, i, input_int );
break;
}
}
for( i=0; i < funcInfo->nbOutput; i++ )
{
TA_GetOutputParameterInfo( handle, i, &outputInfo );
switch(outputInfo->type)
{
case TA_Output_Real:
TA_SetOutputParamRealPtr(paramHolder,i,&output[i][0]);
for( j=0; j < 2000; j++ )
output[i][j] = TA_REAL_MIN;
break;
case TA_Output_Integer:
TA_SetOutputParamIntegerPtr(paramHolder,i,&output_int[i][0]);
for( j=0; j < 2000; j++ )
output_int[i][j] = TA_INTEGER_MIN;
break;
}
}
/* Do the function call. */
retCode = TA_CallFunc(paramHolder,0,size-1,&outBegIdx,&outNbElement);
if( retCode != TA_SUCCESS )
{
printf( "TA_CallFunc() failed zero data test [%d]\n", retCode );
TA_ParamHolderFree( paramHolder );
return TA_ABS_TST_FAIL_CALLFUNC_1;
}
/* Verify consistency with Lookback */
retCode = TA_GetLookback( paramHolder, &lookback );
if( retCode != TA_SUCCESS )
{
printf( "TA_GetLookback() failed zero data test [%d]\n", retCode );
TA_ParamHolderFree( paramHolder );
return TA_ABS_TST_FAIL_CALLFUNC_2;
}
if( outBegIdx != lookback )
{
printf( "TA_GetLookback() != outBegIdx [%d != %d]\n", lookback, outBegIdx );
TA_ParamHolderFree( paramHolder );
return TA_ABS_TST_FAIL_CALLFUNC_3;
}
for( i=0; i < funcInfo->nbOutput; i++ )
{
switch(outputInfo->type)
{
case TA_Output_Real:
for( j=0; j < outNbElement; j++ )
{
if( trio_isnan(output[i][j]) ||
trio_isinf(output[i][j]))
{
printf( "Failed for output[%d][%d] = %e\n", i, j, output[i][j] );
return TA_ABS_TST_FAIL_INVALID_OUTPUT;
}
}
break;
case TA_Output_Integer:
break;
}
}
/* Do another function call where startIdx == endIdx == 0.
* In that case, outBegIdx should ALWAYS be zero.
*/
retCode = TA_CallFunc(paramHolder,0,0,&outBegIdx,&outNbElement);
if( retCode != TA_SUCCESS )
{
printf( "TA_CallFunc() failed data test 4 [%d]\n", retCode );
TA_ParamHolderFree( paramHolder );
return TA_ABS_TST_FAIL_CALLFUNC_4;
}
if( outBegIdx != 0 )
{
printf( "failed outBegIdx=%d when startIdx==endIdx==0\n", outBegIdx );
TA_ParamHolderFree( paramHolder );
return TA_ABS_TST_FAIL_STARTEND_ZERO;
}
retCode = TA_ParamHolderFree( paramHolder );
if( retCode != TA_SUCCESS )
{
printf( "TA_ParamHolderFree failed [%d]\n", retCode );
return TA_ABS_TST_FAIL_PARAMHOLDERFREE;
}
return TA_TEST_PASS;
}