int
RSI::getRSI (QString ikey, int period, QString okey)
{
if (! g_symbol)
return 0;
TA_RetCode rc = TA_Initialize();
if (rc != TA_SUCCESS)
qDebug() << "RSI::RSI: error on TA_Initialize";
QList<int> keys = g_symbol->keys();
TA_Real input[MAX_SIZE];
TA_Real out[MAX_SIZE];
TA_Integer outBeg;
TA_Integer outNb;
int dpos = 0;
for (int kpos = 0; kpos < keys.size(); kpos++)
{
CBar *bar = g_symbol->bar(keys.at(kpos));
double v;
if (! bar->get(ikey, v))
continue;
input[dpos++] = (TA_Real) v;
}
rc = TA_RSI (0, dpos - 1, &input[0], period, &outBeg, &outNb, &out[0]);
if (rc != TA_SUCCESS)
{
qDebug() << "RSI::getRSI: TA-Lib error" << rc;
return 0;
}
int keyLoop = keys.size() - 1;
int outLoop = outNb - 1;
while (keyLoop > -1 && outLoop > -1)
{
CBar *bar = g_symbol->bar(keys.at(keyLoop));
bar->set(okey, out[outLoop]);
keyLoop--;
outLoop--;
}
return 1;
}
INDICATOR(RSI)(const std::vector<Candlestick>* candlesticks, int* startIndex)
{
std::vector<double> indicatorData = std::vector<double>();
int outBeginIdx;
int outNbElement;
int optInTimePeriod = 14;
unsigned int lookback = TA_RSI_Lookback(optInTimePeriod);
if (candlesticks->size() <= lookback) {
return indicatorData;
}
//Initialize all required parameters
this->PrepareParameters(candlesticks);
//Perform the RSI calculation
TA_RSI(
this->startIdx,
this->endIdx,
this->inClose,
optInTimePeriod,
&outBeginIdx,
&outNbElement,
this->outReal);
//Put the result into indicator data vector in RsiModel
for (int i = 0; i < outNbElement; i++) {
indicatorData.push_back(outReal[i]);
}
*startIndex = outBeginIdx;
//Cleanup all required parameters
this->Clean();
return indicatorData;
}
/* The gateway routine */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
/* ----------------- Variables ----------------- */
/* input variables */
/* mandatory input */
int startIdx;
int endIdx;
double * inReal;
/* optional input */
int optInTimePeriod;
/* output variables */
int outBegIdx;
int outNbElement;
double* outReal;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 1 || nrhs > 2) mexErrMsgTxt("#2 inputs possible #1 optional.");
if (nlhs != 1) mexErrMsgTxt("#1 output required.");
/* ----------------- INPUT ----------------- */
/* Create a pointer to the input matrix inReal. */
inReal = mxGetPr(prhs[0]);
/* Get the dimensions of the matrix input inReal. */
inSeriesCols = mxGetN(prhs[0]);
if (inSeriesCols != 1) mexErrMsgTxt("inReal only vector alowed.");
inSeriesRows = mxGetM(prhs[0]);
endIdx = inSeriesRows - 1;
startIdx = 0;
/* Process optional arguments */
if (nrhs >= 1+1) {
if (!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) ||
mxGetN(prhs[1])*mxGetM(prhs[1]) != 1)
mexErrMsgTxt("Input optInTimePeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInTimePeriod = (int) mxGetScalar(prhs[1]);
} else {
optInTimePeriod = 14;
}
/* ----------------- OUTPUT ----------------- */
outReal = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_RSI(
startIdx, endIdx,
inReal,
optInTimePeriod,
&outBegIdx, &outNbElement,
outReal);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outReal);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outReal, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outReal);
} /* END mexFunction */
