/**** Global functions definitions. ****/
TA_Dict *TA_DictAlloc( TA_Libc *libHandle,
unsigned int flags,
void (*freeValueFunc)( TA_Libc *libHandle, void *) )
{
TA_PrivDictInfo *theDict;
if( !libHandle )
return NULL;
/* Alloc the structure used as an handle for this dictionary. */
theDict = (TA_PrivDictInfo *) TA_Malloc( libHandle, sizeof( TA_PrivDictInfo ) );
if( !theDict )
return NULL;
theDict->flags = flags;
/* Create the Kazlib dictionary. */
if( flags & TA_DICT_KEY_ONE_STRING )
dict_init( libHandle, &theDict->d, DICTCOUNT_T_MAX, compareFunction_S );
else if( flags & TA_DICT_KEY_TWO_STRING )
dict_init( libHandle, &theDict->d, DICTCOUNT_T_MAX, compareFunction_S );
else if( flags & TA_DICT_KEY_INTEGER )
dict_init( libHandle, &theDict->d, DICTCOUNT_T_MAX, compareFunction_I );
/* Keep a copy of the freeValueFunc pointer for later use. */
theDict->freeValueFunc = freeValueFunc;
/* Remember to which memory context we belong. */
theDict->libHandle = libHandle;
return (TA_Dict *)theDict;
}
/**** Global functions definitions. ****/
TA_Dict *TA_DictAlloc( unsigned int flags, void (*freeValueFunc)( void *) )
{
TA_PrivDictInfo *theDict;
/* Alloc the structure used as an handle for this dictionary. */
theDict = (TA_PrivDictInfo *) TA_Malloc( sizeof( TA_PrivDictInfo ) );
if( !theDict )
return NULL;
theDict->flags = flags;
/* Create the Kazlib dictionary. */
if( flags & TA_DICT_KEY_ONE_STRING )
dict_init( &theDict->d, DICTCOUNT_T_MAX, compareFunction_S );
else if( flags & TA_DICT_KEY_TWO_STRING )
dict_init( &theDict->d, DICTCOUNT_T_MAX, compareFunction_S );
else if( flags & TA_DICT_KEY_INTEGER )
dict_init( &theDict->d, DICTCOUNT_T_MAX, compareFunction_I );
/* Keep a copy of the freeValueFunc pointer for later use. */
theDict->freeValueFunc = freeValueFunc;
return (TA_Dict *)theDict;
}
/* A little utility to fetch a web page and send the raw data
* to the provided FILE pointer. This ptr could be "stdout" to
* display on the console.
*
* Example:
* TA_WebFetch( "www.yahoo.com", stdout );
* or
* TA_WebFetch( "http://www.yahoo.com/mt", myFile );
*/
TA_RetCode TA_WebFetch( TA_Libc *libHandle, const char *url, FILE *out )
{
TA_RetCode retCode;
TA_WebPage *webPage;
const char *stringStart;
const char *webSitePage;
char *allocString;
unsigned int webSiteLength;
if( !url )
return TA_BAD_PARAM;
allocString = NULL;
/* Skip the http:// if specified. */
stringStart = url;
if( strncmp( url, "http://", 7 ) == 0 )
stringStart += 7;
/* Find if there is a specifc web page specified. */
webSitePage = strchr( stringStart, '/' );
if( webSitePage )
{
webSitePage++;
if( *webSitePage == '\0' )
{
webSitePage = NULL;
}
else
{
webSiteLength = webSitePage - stringStart - 1;
allocString = (char *)TA_Malloc( libHandle, webSiteLength+1 );
if( !allocString )
return TA_ALLOC_ERR;
strncpy( allocString, stringStart, webSiteLength );
allocString[webSiteLength] = '\0';
stringStart = allocString;
}
}
retCode = TA_WebPageAlloc( libHandle,
stringStart,
webSitePage,
NULL, NULL,
&webPage,
2 );
if( allocString )
TA_Free( libHandle, allocString );
if( retCode == TA_SUCCESS )
{
retCode = TA_StreamToFile( webPage->content, out );
TA_WebPageFree( webPage );
}
return retCode;
}
/* Initialize the cache mechanism. */
TA_RetCode TA_StringCacheAlloc( TA_StringCache **newStringCache )
{
TA_StringCachePriv *stringCachePriv;
#if !defined( TA_SINGLE_THREAD )
TA_RetCode retCode;
#endif
if( !newStringCache )
return TA_BAD_PARAM;
*newStringCache = NULL;
stringCachePriv = (TA_StringCachePriv *)TA_Malloc( sizeof( TA_StringCachePriv ) );
if( !stringCachePriv )
return TA_ALLOC_ERR;
memset( stringCachePriv, 0, sizeof( TA_StringCachePriv ) );
#if !defined( TA_SINGLE_THREAD )
retCode = TA_SemaInit( &stringCachePriv->sema, 1 );
if( retCode != TA_SUCCESS )
{
TA_Free( stringCachePriv );
return retCode;
}
#endif
/* Success, return the cache to the caller. */
*newStringCache = (TA_StringCache *)stringCachePriv;
return TA_SUCCESS;
}
/**** Global functions definitions. ****/
TA_RetCode TA_GroupTableAlloc( TA_StringTable **table )
{
TA_StringTable *stringTable;
TA_StringTablePriv *stringTablePriv;
if( table == NULL )
{
return TA_BAD_PARAM;
}
stringTable = (TA_StringTable *)TA_Malloc( sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
if( !stringTable )
{
*table = NULL;
return TA_ALLOC_ERR;
}
memset( stringTable, 0, sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
stringTablePriv = (TA_StringTablePriv *)(((char *)stringTable)+sizeof(TA_StringTable));
stringTablePriv->magicNumber = TA_STRING_TABLE_GROUP_MAGIC_NB;
stringTable->size = TA_NB_GROUP_ID;
stringTable->string = &TA_GroupString[0];
stringTable->hiddenData = stringTablePriv;
/* From this point, TA_FuncTableFree can be safely called. */
/* Success. Return the table to the caller. */
*table = stringTable;
return TA_SUCCESS;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction(
TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
TA_Real *out1;
TA_Real *out2;
TA_Real *dummyOutput;
(void)outputNb;
testParam = (TA_RangeTestParam *)opaqueData;
dummyOutput = TA_Malloc( (endIdx-startIdx+1) * sizeof(TA_Real) );
if( outputNb == 0 )
{
out1 = outputBuffer;
out2 = dummyOutput;
}
else
{
out1 = dummyOutput;
out2 = outputBuffer;
}
switch( testParam->test->theFunction )
{
case TA_HT_PHASOR_TEST:
retCode = TA_HT_PHASOR( startIdx,
endIdx,
testParam->price,
outBegIdx,
outNbElement,
out1, out2 );
*lookback = TA_HT_PHASOR_Lookback();
break;
case TA_HT_SINE_TEST:
retCode = TA_HT_SINE( startIdx,
endIdx,
testParam->price,
outBegIdx,
outNbElement,
out1, out2 );
*lookback = TA_HT_SINE_Lookback();
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
TA_Free(dummyOutput);
return retCode;
}
/* Allocate dyamically a copy of string.
* Eliminate also all whitespace in the copy.
*/
TA_String *TA_StringAllocTrim( TA_StringCache *stringCache,
const char *string )
{
char *str;
char *ptrCharTmp1;
const char *ptrCharTmp2;
unsigned int trimmedSize;
unsigned int nonTrimmedSize;
TA_StringCachePriv *stringCachePriv;
if( stringCache == NULL )
return NULL;
stringCachePriv = (TA_StringCachePriv *)stringCache;
if( !string )
return NULL;
/* Evaluate the size and see if any trimming is needed. */
trimmedSize = 0;
nonTrimmedSize = 0;
ptrCharTmp2 = string;
while( *ptrCharTmp2++ != '\0' )
{
if( !isspace(*ptrCharTmp2) )
trimmedSize++;
nonTrimmedSize++;
}
if( trimmedSize == nonTrimmedSize )
return TA_StringAlloc( stringCache, string );
trimmedSize = (trimmedSize + 1)*sizeof( unsigned char );
str = (char *)TA_Malloc( trimmedSize );
if( str != NULL )
{
/* Eliminate all whitespaces (not speed optimize...) */
ptrCharTmp1 = &str[0];
ptrCharTmp2 = string;
while( *ptrCharTmp2 != '\0' )
{
if( !isspace(*ptrCharTmp2) )
{
*ptrCharTmp1 = *ptrCharTmp2;
ptrCharTmp1++;
}
ptrCharTmp2++;
}
*ptrCharTmp1 = '\0';
return TA_StringAlloc( stringCache, str );
}
/* Allocation error. */
return (TA_String *)NULL;
}
TA_RetCode TA_PMAlloc( const TA_Timestamp *startDate,
const TA_Timestamp *endDate,
TA_Real initialCapital,
TA_PM **allocatedPM )
{
TA_PM *pm;
TA_PMPriv *pmPriv;
unsigned int delta;
TA_RetCode retCode;
/* Check all the parameters. */
if( !allocatedPM )
return TA_BAD_PARAM;
*allocatedPM = NULL;
if( !startDate || !endDate )
return TA_BAD_PARAM;
if( TA_TimestampValidate( startDate ) )
return TA_BAD_START_DATE;
if( TA_TimestampValidate( endDate ) || TA_TimestampGreater( startDate, endDate ) )
return TA_BAD_END_DATE;
/* To keep things simple, it is assumed that
* the requested date range contains at least
* one weekday.
*/
retCode = TA_TimestampDeltaWeekday( startDate, endDate, &delta );
if( retCode != TA_SUCCESS )
return retCode;
if( delta <= 0 )
return TA_NO_WEEKDAY_IN_DATE_RANGE;
/* Allocate the public and private structure. */
pm = TA_Malloc( sizeof( TA_PM ) + sizeof( TA_PMPriv ) );
if( !pm )
return TA_ALLOC_ERR;
memset( pm, 0, sizeof( TA_PM ) + sizeof( TA_PMPriv ) );
pmPriv = (TA_PMPriv *)(((char *)pm)+sizeof(TA_PM));
pmPriv->magicNb = TA_PMPRIV_MAGIC_NB;
pmPriv->initialCapital = initialCapital;
pm->hiddenData = pmPriv;
TA_ListInit( &pmPriv->tradeLogList );
/* TA_PMFree can be safely called from this point. */
TA_TimestampCopy( &pmPriv->endDate, endDate );
TA_TimestampCopy( &pmPriv->startDate, startDate );
/* Success, return the allocated data to the caller. */
*allocatedPM = pm;
return TA_SUCCESS;
}
/**** Global functions definitions. ****/
TA_RetCode TA_GroupTableAlloc( TA_Libc *libHandle, TA_StringTable **table )
{
TA_PROLOG;
TA_StringTable *stringTable;
TA_StringTableGroupHidden *stringTableHidden;
TA_TRACE_BEGIN( libHandle, TA_GroupTableAlloc );
if( table == NULL )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
*table = NULL;
stringTable = (TA_StringTable *)TA_Malloc( libHandle, sizeof(TA_StringTable) );
if( !stringTable )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
stringTableHidden = (TA_StringTableGroupHidden *)TA_Malloc( libHandle, sizeof(TA_StringTableGroupHidden) );
if( !stringTableHidden )
{
TA_Free( libHandle, stringTable );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
stringTableHidden->libHandle = libHandle;
stringTableHidden->magicNb = TA_STRING_TABLE_GROUP_MAGIC_NB;
stringTable->size = TA_NB_GROUP_ID;
stringTable->string = &TA_GroupString[0];
stringTable->hiddenData = stringTableHidden;
/* From this point, TA_FuncTableFree can be safely called. */
/* Success. Return the table to the caller. */
*table = stringTable;
TA_TRACE_RETURN( TA_SUCCESS );
}
/**** Local functions definitions. ****/
static TA_RetCode TA_NetworkGlobalInit( void **globalToAlloc )
{
#if !defined( TA_SINGLE_THREAD )
TA_RetCode retCode;
#endif
TA_NetworkGlobal *global;
if( !globalToAlloc )
return TA_BAD_PARAM;
*globalToAlloc = NULL;
#if defined( USE_LIBCURL )
#if defined(WIN32)
if( curl_global_init(CURL_GLOBAL_WIN32) != CURLE_OK )
return TA_LIBCURL_GLOBAL_INIT_FAILED;
#else
if( curl_global_init(CURL_GLOBAL_NOTHING) != CURLE_OK )
return TA_LIBCURL_GLOBAL_INIT_FAILED;
#endif
#endif
global = (TA_NetworkGlobal *)TA_Malloc( sizeof( TA_NetworkGlobal ) );
if( !global )
return TA_ALLOC_ERR;
memset( global, 0, sizeof( TA_NetworkGlobal ) );
#if defined( USE_LIBCURL )
global->curlHandle = curl_easy_init();
if( global->curlHandle == NULL )
{
TA_Free( global );
return TA_LIBCURL_INIT_FAILED;
}
#endif
#if !defined( TA_SINGLE_THREAD )
/* Initialize the mutex in a non-block state. */
retCode = TA_SemaInit( &global->mutexSema, 1 );
if( retCode != TA_SUCCESS )
{
TA_Free( global );
return retCode;
}
#endif
global->initialized = 1;
/* Success, return the allocated memory to the caller. */
*globalToAlloc = global;
return TA_SUCCESS;
}
TA_RetCode TA_FileIndexAddTokenInfo( TA_FileIndexPriv *data,
TA_TokenId id,
TA_String *value,
TA_TokenInfo *optBefore )
{
TA_PROLOG;
TA_RetCode retCode;
TA_TokenInfo *info;
TA_Libc *libHandle;
TA_StringCache *stringCache;
libHandle = data->libHandle;
TA_TRACE_BEGIN( libHandle, TA_FileIndexAddTokenInfo );
stringCache = TA_GetGlobalStringCache( libHandle );
info = TA_Malloc( libHandle, sizeof( TA_TokenInfo ) );
if( !info )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
info->id = id;
if( value == NULL )
info->value = NULL;
else
{
info->value = TA_StringDup( stringCache, value );
if( !info->value )
{
TA_Free( libHandle, info );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
}
if( optBefore )
retCode = TA_ListAddBefore( data->listLocationToken, optBefore, info );
else
retCode = TA_ListAddTail( data->listLocationToken, info );
if( retCode != TA_SUCCESS )
{
if( info->value )
TA_StringFree( stringCache, info->value );
TA_Free( libHandle, info );
TA_TRACE_RETURN( retCode );
}
TA_TRACE_RETURN( TA_SUCCESS );
}
size_t libcurlWriteMemoryCallback(void *ptr, size_t size, size_t nmemb, void *data)
{
register int bufferSize;
TA_WebPage *webPage;
TA_WebPageHiddenData *webPageHidden;
TA_RetCode retCode;
char *buffer;
webPage = (TA_WebPage *)data;
webPageHidden = (TA_WebPageHiddenData *)webPage->hiddenData;
bufferSize = size * nmemb;
/* Make a copy of the provided data. */
buffer = TA_Malloc( bufferSize );
if( !buffer )
return 0; /* Error. */
memcpy( buffer, ptr, bufferSize );
/* Add the data to the stream. */
if( !webPage->content )
{
/* The first buffer will initiate the creation of
* the stream.
*/
webPage->content = TA_StreamAllocFromBuffer( buffer, bufferSize,
NULL, NULL );
if( !webPage->content )
{
TA_Free( buffer );
return 0; /* Error. */
}
}
else
{
/* Add the buffer to the stream. */
retCode = TA_StreamAddBuffer( webPage->content,
buffer, bufferSize,
NULL, NULL );
if( retCode != TA_SUCCESS )
{
TA_Free( buffer );
return 0; /* Error */
}
}
return bufferSize;
}
/**** Local functions definitions. ****/
static TA_ValueTreeNode *allocTreeNode( TA_Libc *libHandle,
TA_ValueTreeNode *parent,
TA_String *string )
{
TA_ValueTreeNode *node;
TA_RetCode retCode;
TA_StringCache *stringCache;
stringCache = TA_GetGlobalStringCache( libHandle );
node = (TA_ValueTreeNode *)TA_Malloc( libHandle, sizeof( TA_ValueTreeNode ) );
if( !node )
return (TA_ValueTreeNode *)NULL;
node->string = NULL;
node->parent = NULL;
node->child = TA_ListAlloc( libHandle );
if( !node->child )
{
freeTreeNode( libHandle, node );
return NULL;
}
if( string )
{
node->string = TA_StringDup( stringCache, string );
if( !node->string )
{
freeTreeNode( libHandle, node );
return NULL;
}
}
if( parent )
{
retCode = TA_ListAddTail( parent->child, node );
if( retCode != TA_SUCCESS )
{
freeTreeNode( libHandle, node );
return NULL;
}
node->parent = parent;
}
return node;
}
static TA_TracePosition *newTracePosition( const char *funcname,
const char *filename,
unsigned int lineNb )
{
TA_TracePosition *tracePosition;
tracePosition = (TA_TracePosition *)TA_Malloc( sizeof(TA_TracePosition) );
if( !tracePosition )
return NULL;
tracePosition->filename = filename;
tracePosition->funcname = funcname;
tracePosition->lineNb = lineNb;
tracePosition->repetition = 1;
return tracePosition;
}
static TA_String *stringAllocInternal( const char *string,
unsigned int newStringLength,
TA_CharCase caseType )
{
unsigned int size, i;
char *str;
/* Not in the cache, or could have reach duplicaton limit.
* No choice to do an allocation.
*/
size = ( newStringLength + 2 ) * sizeof( unsigned char );
str = (char *)TA_Malloc( size );
if( str != NULL )
{
if( caseType == UPPER_CASE )
{
for( i=0; i < newStringLength; i++ )
str[i+1] = (unsigned char)toupper( string[i] );
}
else if( caseType == PATH )
{
for( i=0; i < newStringLength; i++ )
{
if( TA_IsSeparatorChar(string[i]) )
str[i+1] = TA_SeparatorASCII();
else
str[i+1] = string[i];
}
}
else
{
for( i=0; i < newStringLength; i++ )
str[i+1] = string[i];
}
str[newStringLength+1] = '\0';
str[0] = 1;
}
return (TA_String *)str;
}
static TA_String *stringValueAllocInternal( const char *string,
unsigned int value )
{
unsigned int size;
char *str;
size = ( strlen(string) + 2 + 8 );
str = (char *)TA_Malloc( size );
if( str != NULL )
{
if( value > 0xFFFF )
value = 0xFFFF;
sprintf( &str[1], "%08X%s", value, string );
str[0] = 1;
}
return (TA_String *)str;
}
static TA_String *valueAllocInternal( unsigned long value )
{
unsigned int size;
char buffer[100];
char *str;
buffer[0] = '\0';
sprintf(buffer, "%u", (unsigned int)value );
size = strlen(buffer)+2;
str = (char *)TA_Malloc( size );
if( str != NULL )
{
strcpy( &str[1], buffer );
str[0] = 1;
}
return (TA_String *)str;
}
/* Like TA_FileSeqOpen, but work with a stream instead. */
TA_RetCode TA_FileSeqOpenFromStream( TA_Stream *stream,
TA_FileHandle **handle )
{
TA_PROLOG
TA_FileHandlePriv *fileHandlePriv;
TA_TRACE_BEGIN( TA_FileSeqOpen );
TA_ASSERT( stream != NULL );
TA_ASSERT( handle != NULL );
/* Allocate the private file handle. */
fileHandlePriv = (TA_FileHandlePriv *)TA_Malloc( sizeof( TA_FileHandlePriv ) );
if( !fileHandlePriv )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
memset( fileHandlePriv, 0, sizeof( TA_FileHandlePriv ) );
/* There is NO file... */
#if defined( USE_WIN32_API )
fileHandlePriv->handle = INVALID_HANDLE_VALUE;
#endif
#if defined( USE_OSLAYER )
fileHandlePriv->handle = (FILE *)NULL;
#endif
/* ... use a stream instead. */
fileHandlePriv->stream = stream;
fileHandlePriv->streamAccess = TA_StreamAccessAlloc( stream );
if( !fileHandlePriv->streamAccess )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Success! Return the info to the caller. */
*handle = (TA_FileHandle *)fileHandlePriv;
TA_TRACE_RETURN( TA_SUCCESS );
}
static TA_RetCode TA_SystemGlobalInit( void **globalToAlloc )
{
TA_PROLOG
TA_RetCode retCode;
TA_SystemGlobal *global;
TA_TRACE_BEGIN( TA_SystemGlobalInit );
TA_ASSERT( globalToAlloc != NULL );
*globalToAlloc = NULL;
global = (TA_SystemGlobal *)TA_Malloc( sizeof( TA_SystemGlobal ) );
if( !global )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
memset( global, 0, sizeof( TA_SystemGlobal ) );
retCode = TA_StringCacheAlloc( &global->dirnameCache );
if( retCode != TA_SUCCESS )
{
TA_Free( global );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
retCode = TA_StringCacheAlloc( &global->filenameCache );
if( retCode != TA_SUCCESS )
{
TA_StringCacheFree( global->dirnameCache );
TA_Free( global );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Success! Return the global to the caller. */
*globalToAlloc = global;
TA_TRACE_RETURN( TA_SUCCESS );
}
static TA_RetCode TA_SetReceiveTimeout( DWORD newTimeout, /* milliseconds */
HINTERNET hWebPage )
{
BOOL status;
/* Set the timeout who is going to affect calls to
* InternetReadFile when retreiving data.
*/
#if 0
/* Code for debugging */
unsigned char *optionString;
DWORD optionStringLength = 0;
DWORD receiveTimeout;
status = InternetQueryOption( hWebPage,
INTERNET_OPTION_RECEIVE_TIMEOUT,
NULL, &optionStringLength );
optionString = TA_Malloc( optionStringLength + 1);
optionString[optionStringLength] = 0;
InternetQueryOption( hWebPage, INTERNET_OPTION_RECEIVE_TIMEOUT,
&receiveTimeout, &optionStringLength );
/*printf("GET INTERNET_OPTION_RECEIVE_TIMEOUT = %u\n", receiveTimeout );*/
TA_Free( (void *) optionString );
#endif
status = InternetSetOption( hWebPage,
INTERNET_OPTION_RECEIVE_TIMEOUT,
&newTimeout,
sizeof(DWORD) );
if( !status )
return TA_INTERNET_SET_RX_TIMEOUT_FAILED;
return TA_SUCCESS;
}
static TA_RetCode TA_TraceGlobalInit( void **globalToAlloc )
{
TA_TraceGlobal *global;
#if !defined( TA_SINGLE_THREAD )
TA_RetCode retCode;
#endif
if( !globalToAlloc )
return TA_BAD_PARAM;
*globalToAlloc = NULL;
global = TA_Malloc( sizeof( TA_TraceGlobal ) );
if( !global )
return TA_ALLOC_ERR;
memset( global, 0, sizeof( TA_TraceGlobal ) );
#if !defined( TA_SINGLE_THREAD )
/* Initialize the mutexes in a non-block state. */
retCode = TA_SemaInit( &global->callSema, 1 );
if( retCode != TA_SUCCESS )
{
TA_Free( global );
return retCode;
}
retCode = TA_SemaInit( &global->fatalSema, 1 );
if( retCode != TA_SUCCESS )
{
TA_SemaDestroy( &global->callSema );
TA_Free( global );
return retCode;
}
#endif
#ifdef TA_DEBUG
#if defined( TA_SINGLE_THREAD )
/* When single threaded, maintain a calling stack. */
global->callStack = TA_ListAlloc();
if( !global->callStack )
{
TA_Free( global );
return TA_ALLOC_ERR;
}
#endif
/* All function call and checkpoint are maintained in a dictionary. */
global->functionCalled = TA_DictAlloc( TA_DICT_KEY_ONE_STRING, freeTracePosition );
if( !global->functionCalled )
{
#if !defined( TA_SINGLE_THREAD )
TA_SemaDestroy( &global->callSema );
TA_SemaDestroy( &global->fatalSema );
#else
TA_ListFree( global->callStack );
#endif
TA_Free( global );
return TA_ALLOC_ERR;
}
#endif
/* Success, return the allocated memory to the caller. */
*globalToAlloc = global;
return TA_SUCCESS;
}
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;
}
TA_RetCode TA_FuncTableAlloc( const char *group, TA_StringTable **table )
{
TA_RetCode retCode;
unsigned int i;
TA_StringTable *stringTable;
unsigned int groupId; /* TA_GroupId */
unsigned int groupSize;
const char *stringPtr;
TA_StringTablePriv *stringTablePriv;
if( (group == NULL) || (table == NULL ) )
{
return TA_BAD_PARAM;
}
*table = NULL;
stringPtr = NULL;
/* Get information on the group. */
retCode = getGroupId( group, &groupId );
if( retCode != TA_SUCCESS )
{
return retCode;
}
retCode = getGroupSize( (TA_GroupId)groupId, &groupSize );
if( retCode != TA_SUCCESS )
{
return retCode;
}
/* Allocate the table. */
stringTable = (TA_StringTable *)TA_Malloc( sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
if( !stringTable )
{
*table = NULL;
return TA_ALLOC_ERR;
}
memset( stringTable, 0, sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
stringTablePriv = (TA_StringTablePriv *)(((char *)stringTable)+sizeof(TA_StringTable));
stringTablePriv->magicNumber = TA_STRING_TABLE_FUNC_MAGIC_NB;
stringTable->hiddenData = stringTablePriv;
/* From this point, TA_FuncTableFree can be safely called. */
stringTable->size = groupSize;
if( groupSize != 0 )
{
stringTable->string = (const char **)TA_Malloc( (stringTable->size) *
sizeof(const char *) );
if( stringTable->string == NULL )
{
*table = NULL;
TA_FuncTableFree( stringTable );
return TA_ALLOC_ERR;
}
memset( (void *)stringTable->string, 0,
(stringTable->size) * sizeof(const char *) );
for( i=0; i < stringTable->size; i++ )
{
retCode = getFuncNameByIdx( (TA_GroupId)groupId, i, &stringPtr );
if( retCode != TA_SUCCESS )
{
*table = NULL;
TA_FuncTableFree( stringTable );
return TA_ALLOC_ERR;
}
(stringTable->string)[i] = stringPtr;
}
}
/* Return the table to the caller. */
*table = stringTable;
return TA_SUCCESS;
}
TA_RetCode TA_ReadOp_Do( TA_FileHandle *fileHandle,
const TA_ReadOpInfo *readOpInfo,
TA_Period period,
const TA_Timestamp *start,
const TA_Timestamp *end,
unsigned int minimumNbBar,
TA_Field fieldToAlloc,
TA_ParamForAddData *paramForAddData,
unsigned int *nbBarAdded )
{
TA_PROLOG
TA_RetCode retCode;
TA_EstimateInfo estimationInfo;
unsigned int nbElementToAllocate;
unsigned int memoryNeeded; /* Boolean */
unsigned int timeNeeded; /* Boolean */
TA_Real *arrayReal[TA_REAL_ARRAY_SIZE];
TA_Integer *arrayInteger[TA_INTEGER_ARRAY_SIZE];
TA_Timestamp *timestamp;
TA_Real *openBeg, *highBeg, *lowBeg, *closeBeg;
TA_Integer *volumeBeg, *openInterestBeg;
TA_Timestamp *timestampBeg;
TA_Timestamp tmpTimestamp;
TA_ReadOp op;
TA_Field fieldToProcess;
unsigned int year, month, day, hour, min, sec;
TA_Integer curOp;
unsigned int nbTotalByteDone, nbTotalBarDone;
unsigned int nbBarAddedInTheBlock;
char monthChar[4];
char cnvtArray[CNVT_ARRAY_SIZE];
unsigned int cnvtArrayIdx;
unsigned int nbByteToAllocReal;
unsigned int nbByteToAllocInteger;
unsigned int fileSize;
unsigned int skipField;
unsigned int lineToSkip;
unsigned int nbByteRead;
unsigned int nbLetter;
TA_Real lastValidClose;
const char *car;
register TA_Real tmpReal;
register TA_Integer tmpInt;
register unsigned int tmpIdx;
register unsigned int nbCharToRead;
unsigned int lastOpFieldIncremented;
TA_TRACE_BEGIN( TA_PriceBarRead );
/* Initialization of local variables. */
openBeg = highBeg = lowBeg = closeBeg = NULL;
timestampBeg = NULL;
volumeBeg = openInterestBeg = NULL;
timestamp = NULL;
retCode = TA_SUCCESS;
lastValidClose = 0.0;
fieldToProcess = readOpInfo->fieldProvided & fieldToAlloc;
if( (fieldToProcess & fieldToAlloc) != fieldToAlloc )
{
/* Nothing to read because not all the requested
* fields are provided by this data source!
*/
return TA_SUCCESS;
}
/* Estimate the initial amount of memory to allocate. */
fileSize = TA_FileSize( fileHandle );
retCode = TA_EstimateAllocInit( start, end, period,
minimumNbBar, 2048,
&estimationInfo,
&nbElementToAllocate );
if( retCode != TA_SUCCESS )
{
TA_TRACE_RETURN( retCode );
}
if( nbElementToAllocate == 0 )
{
TA_TRACE_RETURN( TA_SUCCESS ); /* Nothing to read!? Just return... */
}
memset( arrayInteger, 0, sizeof( arrayInteger ) );
memset( arrayReal, 0, sizeof( arrayReal ) );
/* Set the date/time pointers to where the information will be stored. */
arrayInteger[TA_HOUR_IDX] = (TA_Integer *)&hour;
arrayInteger[TA_MIN_IDX] = (TA_Integer *)&min;
arrayInteger[TA_SEC_IDX] = (TA_Integer *)&sec;
arrayInteger[TA_MONTH_IDX] = (TA_Integer *)&month;
arrayInteger[TA_YEAR_IDX] = (TA_Integer *)&year;
arrayInteger[TA_DAY_IDX] = (TA_Integer *)&day;
/* Set default time/date. */
year = 1900;
month = day = 1;
hour = 23;
min = sec = 59;
/* Check if the processing of the time will be needed. */
timeNeeded = isTimeNeeded( readOpInfo->arrayReadOp);
/* 'car' always point to the character being currently handled. */
nbByteRead = 0;
car = TA_FileSeqRead( fileHandle, &nbByteRead );
if( (car == NULL) || (nbByteRead == 0) )
return TA_SUCCESS; /* End of file! */
--nbByteRead;
nbTotalByteDone = 0;
nbTotalBarDone = 0;
nbBarAddedInTheBlock = 0;
memoryNeeded = 1;
curOp = 0;
skipField = 0;
monthChar[3] = '\0';
/* When requested, skip header lines. */
lineToSkip = readOpInfo->nbHeaderLineToSkip;
while( lineToSkip-- )
{
while( *car != '\n' )
{
GET_CHAR;
if( car == NULL )
goto exit_loops;
}
}
line_loop: /* Always jump here when end-of-line is found (EOL). */
/* If curOp != 0, the last operations are canceled. */
REVERT_OPERATIONS;
curOp = 0;
lastOpFieldIncremented = 0;
/* Start over a new line. */
if( memoryNeeded )
{
/* Allocate the memory. */
nbByteToAllocReal = nbElementToAllocate * sizeof( TA_Real );
nbByteToAllocInteger = nbElementToAllocate * sizeof( TA_Integer );
timestamp = (TA_Timestamp *)TA_Malloc( nbElementToAllocate * sizeof( TA_Timestamp ) );
timestampBeg = timestamp;
if( !timestampBeg )
{
retCode = TA_ALLOC_ERR;
goto exit_loops;
}
#define TA_ALLOC_MEM(upperc,lowerc,typepar) \
{ \
if( fieldToProcess & TA_##upperc ) \
{ \
lowerc##Beg = (TA_##typepar *)TA_Malloc( nbByteToAlloc##typepar ); \
array##typepar[TA_##upperc##_IDX] = lowerc##Beg; \
if( !lowerc##Beg ) \
{ \
retCode = TA_ALLOC_ERR; \
goto exit_loops; \
} \
} \
}
TA_ALLOC_MEM( OPEN, open, Real );
TA_ALLOC_MEM( HIGH, high, Real );
TA_ALLOC_MEM( LOW, low, Real );
TA_ALLOC_MEM( CLOSE, close, Real );
TA_ALLOC_MEM( VOLUME, volume, Integer );
TA_ALLOC_MEM( OPENINTEREST, openInterest, Integer );
#undef TA_ALLOC_MEM
memoryNeeded = 0;
}
op_loop: /* Jump here when ready to proceed with the next command. */
op = readOpInfo->arrayReadOp[curOp];
if( !(op&TA_CMD_READ_MONTH_CHAR) )
{
/* Skip leading non-numeric character. */
SKIP_UNTIL_NUMERIC;
}
/* Shall we skip this field? */
if( TA_IS_SKIP_SET(op) )
{
if( (op&(TA_CMD_READ_REAL|TA_CMD_READ_INTEGER)) == 0 )
{
tmpInt = TA_GET_NB_NUMERIC(op);
curOp++;
while( tmpInt-- )
{
GET_CHAR;
CHECK_EOL_EOF;
}
}
else
{
if( skipField == 0 )
{
skipField = TA_GET_NB_NUMERIC(op);
TA_ASSERT( skipField > 0 );
}
if( --skipField == 0 )
curOp++;
SKIP_NUMERIC;
if( (op&TA_CMD_READ_REAL) && (*car == '.') )
{
GET_CHAR;
CHECK_EOL_EOF;
SKIP_NUMERIC;
}
}
}
else
{
cnvtArrayIdx = 0;
if( TA_IS_REAL_CMD(op) )
{
/* Extract a numeric into cnvtArray. */
READ_IN_CNVT_ARRAY;
/* This is a TA_Real. */
if( car && (*car == '.') )
{
/* Read rest of the float after the '.' */
READ_IN_CNVT_ARRAY;
}
cnvtArray[cnvtArrayIdx] = '\0';
tmpReal = atof( &cnvtArray[0] );
/* Write the TA_Real in memory. */
tmpIdx = TA_GET_IDX(op);
TA_ASSERT( tmpIdx < TA_REAL_ARRAY_SIZE );
TA_ASSERT( arrayReal[tmpIdx] != NULL );
if( tmpReal != 0.0 )
{
*(arrayReal[tmpIdx]) = tmpReal;
if( tmpIdx == TA_CLOSE_IDX )
lastValidClose = tmpReal;
}
else if( TA_IS_REPLACE_ZERO(op) )
{
/* Replace this zero value with the last known close.
* If there is no previous close, this line is ignored.
*/
if( lastValidClose != 0.0 )
*(arrayReal[tmpIdx]) = lastValidClose;
else
{
SKIP_LINE;
}
}
else
{
/* Zero are not expected, consider this as a failure
* and ignore all further data from this file.
*/
retCode = TA_PRICE_BAR_CONTAINS_ZERO;
goto exit_loops;
}
arrayReal[tmpIdx]++;
curOp++;
}
else
{
/* This is a TA_Integer. */
if( !(op&TA_CMD_READ_MONTH_CHAR) )
{
nbCharToRead = TA_GET_NB_NUMERIC(op);
if( nbCharToRead )
{
READ_N_CHAR_IN_CNVT_ARRAY(nbCharToRead);
}
else
{
READ_IN_CNVT_ARRAY;
}
cnvtArray[cnvtArrayIdx] = '\0';
tmpInt = atoi( &cnvtArray[0] );
}
else
{
/* Try to find a 3 letters month string.
* Translate it to a [1..12] integer.
*/
nbLetter = 1;
do
{
CHECK_EOL_EOF;
monthChar[nbLetter] = (char)toupper(*car);
GET_CHAR;
nbLetter++;
} while( nbLetter != 3 );
do
{
CHECK_EOL_EOF;
monthChar[0] = monthChar[1];
monthChar[1] = monthChar[2];
monthChar[2] = (char)toupper(*car);
if( strncmp("JAN",monthChar,3) == 0 )
tmpInt = 1;
else if( strncmp("FEB",monthChar,3) == 0 )
tmpInt = 2;
else if( strncmp("MAR",monthChar,3) == 0 )
tmpInt = 3;
else if( strncmp("APR",monthChar,3) == 0 )
tmpInt = 4;
else if( strncmp("MAY",monthChar,3) == 0 )
tmpInt = 5;
else if( strncmp("JUN",monthChar,3) == 0 )
tmpInt = 6;
else if( strncmp("JUL",monthChar,3) == 0 )
tmpInt = 7;
else if( strncmp("AUG",monthChar,3) == 0 )
tmpInt = 8;
else if( strncmp("SEP",monthChar,3) == 0 )
tmpInt = 9;
else if( strncmp("OCT",monthChar,3) == 0 )
tmpInt = 10;
else if( strncmp("NOV",monthChar,3) == 0 )
tmpInt = 11;
else if( strncmp("DEC",monthChar,3) == 0 )
tmpInt = 12;
else
tmpInt = 0;
GET_CHAR;
} while( tmpInt == 0 );
}
/* Write the TA_Integer in memory. */
tmpIdx = TA_GET_IDX(op);
TA_ASSERT( tmpIdx < TA_INTEGER_ARRAY_SIZE );
TA_ASSERT( arrayInteger[tmpIdx] != NULL );
*(arrayInteger[tmpIdx]) = tmpInt;
if( tmpIdx > TA_YEAR_IDX )
arrayInteger[tmpIdx]++;
curOp++;
if( TA_IS_TIMESTAMP_COMPLETE(op) )
{
/* Build the timestamp. */
retCode = TA_SetDate( year, month, day, &tmpTimestamp );
if( retCode != TA_SUCCESS )
goto exit_loops; /* Invalid date */
if( !timeNeeded )
{
/* Ignore time in comparison and use default to build the price bar. */
tmpTimestamp.time = 23595900; /* Default EOD time */
if( start && (tmpTimestamp.date < start->date) )
{
/* This price bar is not needed, jump to the next line. */
retCode = TA_SUCCESS;
SKIP_LINE;
}
if( end && (tmpTimestamp.date > end->date) )
{
/* This price bar is beyond the upper limit, just exit. */
goto exit_loops;
}
}
else
{
retCode = TA_SetTime( hour, min, sec, &tmpTimestamp );
if( retCode != TA_SUCCESS )
goto exit_loops; /* Invalid time */
if( start && TA_TimestampLess(&tmpTimestamp,start) )
{
/* This price bar is not needed, jump to the next line. */
retCode = TA_SUCCESS;
SKIP_LINE;
}
if( end && TA_TimestampGreater(&tmpTimestamp, end) )
{
/* This price bar is beyond the upper limit, just exit. */
goto exit_loops;
}
}
/* Write the timestamp in memory. */
*timestamp = tmpTimestamp;
}
}
if( TA_IS_READ_STOP_FLAG_SET(op) )
{
#ifdef DEBUG_PRINTF
printf( "(%d%d%d,%e,%e,%e,%e,%d)\n",
timestampBeg?TA_GetYear(×tampBeg[nbBarAddedInTheBlock]):0,
timestampBeg?TA_GetMonth(×tampBeg[nbBarAddedInTheBlock]):0,
timestampBeg?TA_GetDay(×tampBeg[nbBarAddedInTheBlock]):0,
openBeg?openBeg[nbBarAddedInTheBlock]:0.0,
highBeg?highBeg[nbBarAddedInTheBlock]:0.0,
lowBeg?lowBeg[nbBarAddedInTheBlock]:0.0,
closeBeg?closeBeg[nbBarAddedInTheBlock]:0.0,
volumeBeg?volumeBeg[nbBarAddedInTheBlock]:0 );
#endif
/* At this point, the price bar is completely written in memory. */
timestamp++;
curOp = 0;
nbBarAddedInTheBlock++;
if( nbBarAddedInTheBlock < nbElementToAllocate )
{
/* Go to next line. */
SKIP_LINE;
}
else
{
/* There is not enough memory for another bar, so re-allocate
* some more.
*/
retCode = TA_HistoryAddData( paramForAddData, nbBarAddedInTheBlock,
period, timestampBeg,
openBeg, highBeg, lowBeg, closeBeg,
volumeBeg, openInterestBeg );
/* TA_HistoryAddData is ALWAYS the owner of these memory block
* when called. So we set these to NULL to make sure there will
* be no attempt to free these from this function.
*/
openBeg = highBeg = lowBeg = closeBeg = NULL;
timestampBeg = NULL;
volumeBeg = openInterestBeg = NULL;
nbTotalBarDone += nbBarAddedInTheBlock;
nbBarAddedInTheBlock = 0;
if( retCode != TA_SUCCESS )
goto exit_loops;
retCode = TA_EstimateAllocNext( &estimationInfo, &nbElementToAllocate );
if( retCode != TA_SUCCESS )
goto exit_loops;
memoryNeeded = 1;
SKIP_LINE;
}
}
else
{
/* Make sure we did not hit an EOL or EOF prematurly, if yes,
* this line will be silently ignored.
*/
CHECK_EOL_EOF;
}
}
goto op_loop;
exit_loops: /* Jump here when the end-of-file is hit (or an error occured) */
/* On succesful exit, process possibly remaining data. */
if( (retCode == TA_SUCCESS) && (nbBarAddedInTheBlock != 0) )
{
retCode = TA_HistoryAddData( paramForAddData, nbBarAddedInTheBlock,
period, timestampBeg,
openBeg, highBeg, lowBeg, closeBeg,
volumeBeg, openInterestBeg );
openBeg = highBeg = lowBeg = closeBeg = NULL;
timestampBeg = NULL;
volumeBeg = openInterestBeg = NULL;
nbTotalBarDone += nbBarAddedInTheBlock;
}
/* ALWAYS verify if locally allocated memory needs to be freed. ALWAYS. */
FREE_IF_NOT_NULL( openBeg );
FREE_IF_NOT_NULL( highBeg );
FREE_IF_NOT_NULL( lowBeg );
FREE_IF_NOT_NULL( closeBeg );
FREE_IF_NOT_NULL( volumeBeg );
FREE_IF_NOT_NULL( openInterestBeg );
FREE_IF_NOT_NULL( timestampBeg );
/* An indication that no more data needs to be provided is not a failure. */
if( retCode == TA_ENOUGH_DATA )
retCode = TA_SUCCESS;
/* Return the number of added price bar to the caller. */
if( nbBarAdded )
*nbBarAdded = nbTotalBarDone;
TA_TRACE_RETURN( retCode );
}
/**** Global functions definitions. ****/
TA_RetCode TA_GetHistoryDataFromWeb( TA_Libc *libHandle,
TA_DataSourceHandle *handle,
TA_CategoryHandle *categoryHandle,
TA_SymbolHandle *symbolHandle,
TA_Period period,
const TA_Timestamp *start,
const TA_Timestamp *end,
TA_Field fieldToAlloc,
TA_ParamForAddData *paramForAddData )
{
TA_PROLOG;
TA_RetCode retCode;
TA_StringCache *stringCache;
TA_String *yahooName;
TA_WebPage *webPage;
TA_PrivateYahooHandle *yahooHandle;
TA_DecodingParam localDecodingParam;
const TA_DecodingParam *decodingParam;
TA_FileHandle *fileHandle;
TA_ReadOpInfo *readOpInfo;
UIRSuffixParsing suffixParsing;
TA_Timestamp firstBarTimestamp, lastBarTimestamp, prevEndDate;
TA_InfoFromAddedData infoFromAddedData;
TA_DayOfWeek dayOfWeek;
int nbEstimateBar;
int nbField;
unsigned int nbBarAdded, nbTotalBarAdded;
int again, firstTime, nbBatch;
int zeroBarAddedAttempt;
TA_TRACE_BEGIN( libHandle, TA_GetHistoryDataFromWeb );
/* Initialize some local variables. */
stringCache = TA_GetGlobalStringCache( libHandle );
yahooHandle = (TA_PrivateYahooHandle *)handle->opaqueData;
readOpInfo = NULL;
nbEstimateBar = 0;
TA_ASSERT( libHandle, categoryHandle != NULL );
TA_ASSERT( libHandle, symbolHandle != NULL );
TA_ASSERT( libHandle, categoryHandle->string != NULL );
TA_ASSERT( libHandle, symbolHandle->string != NULL );
/* Set the initial first/last timestamp */
if( start )
TA_TimestampCopy( &firstBarTimestamp, start );
else
{
TA_SetDate( 1950, 1, 1, &firstBarTimestamp );
TA_SetTime( 0, 0, 0, &firstBarTimestamp );
}
if( end )
TA_TimestampCopy( &lastBarTimestamp, end );
else
{
TA_SetDateNow( &lastBarTimestamp );
TA_SetTime( 0, 0, 0, &lastBarTimestamp );
}
/* Make sure that lastBarTimestamp is a week-day. */
dayOfWeek = TA_GetDayOfTheWeek( &lastBarTimestamp );
if( (dayOfWeek == TA_SUNDAY) || (dayOfWeek == TA_SATURDAY) )
TA_PrevWeekday( &lastBarTimestamp );
/* Map the TA-Lib name into the Yahoo! name. */
retCode = TA_AllocStringFromLibName( libHandle,
categoryHandle->string,
symbolHandle->string,
&yahooName );
if( retCode != TA_SUCCESS )
{
TA_TRACE_RETURN( retCode );
}
TA_ASSERT( libHandle, yahooName != NULL );
TA_ASSERT( libHandle, yahooHandle != NULL );
/* Get the decoding parameter for the CSV web page. */
decodingParam = TA_YahooIdxDecodingParam( yahooHandle->index, TA_YAHOOIDX_CVS_PAGE );
if( !decodingParam )
{
TA_StringFree( stringCache, yahooName );
TA_TRACE_RETURN( TA_INTERNAL_ERROR(103) );
}
/* Use a local copy of the decoding param.
* This is because the uirSuffix is replaced with
* an allocated buffer (so the date field can be
* manipulated).
*/
localDecodingParam = *decodingParam;
/* Parse the uirSuffix so the start/end date can be changed. */
if( !setUIRSuffixParsing( decodingParam->uirSuffix, &suffixParsing ) )
{
/* This should never happen unless the
* Yahoo! index protocol has been broken.
*/
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_TRACE_RETURN( TA_INTERNAL_ERROR(104) );
}
/* Replace the uirSuffix with a large local buffer. */
localDecodingParam.uirSuffix = TA_Malloc( libHandle, suffixParsing.maxTotalLength );
if( !localDecodingParam.uirSuffix )
{
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Change the dates in the uirSuffix. */
buildUIRSuffix( &suffixParsing,
&firstBarTimestamp, &lastBarTimestamp,
(char *)localDecodingParam.uirSuffix );
/* nbBatch is a safety net to make sure that
* TA-Lib won't stay forever in the while loop
* in case Yahoo! changes their protocol.
*/
nbBatch = 0;
/* Sometime Yahoo! return an empty csv file. Make
* multiple attempts in that case.
*/
zeroBarAddedAttempt = 0;
again = 1;
firstTime = 1;
nbTotalBarAdded = 0;
while( again && (++nbBatch < 100) && (zeroBarAddedAttempt < 10) )
{
if( TA_TimestampLess(&lastBarTimestamp,&firstBarTimestamp) )
{
/* Get out of this loop if all the requested data
* has been retreived already.
*/
again = 0;
break;
}
retCode = TA_WebPageAllocFromYahooName( libHandle,
&localDecodingParam,
TA_StringToChar(yahooName),
&webPage );
if( retCode != TA_SUCCESS )
{
TA_StringFree( stringCache, yahooName );
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_TRACE_RETURN( retCode );
}
/* Disguise the webPage stream into a "file". That way the speed
* optimized ASCII decoder can be re-used (TA_ReadOp stuff).
*/
retCode = TA_FileSeqOpenFromStream( libHandle, webPage->content, &fileHandle );
if( retCode != TA_SUCCESS )
{
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_WebPageFree( webPage );
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_TRACE_RETURN( retCode );
}
if( firstTime )
{
/* Make assumption of the data provided
* base on the number of fields in the CSV file.
*/
nbField = nbCommaField( webPage->content );
switch( nbField )
{
case 2:
readOpInfo = yahooHandle->readOp2Fields;
break;
case 5:
readOpInfo = yahooHandle->readOp5Fields;
break;
default:
readOpInfo = yahooHandle->readOp6Fields;
}
/* User asking for all the fields? */
if( fieldToAlloc == TA_ALL )
{
switch( nbField )
{
case 2:
fieldToAlloc = TA_CLOSE|TA_TIMESTAMP;
break;
case 5:
fieldToAlloc = TA_OPEN|TA_HIGH|TA_LOW|TA_CLOSE|TA_TIMESTAMP;
break;
default:
fieldToAlloc = TA_OPEN|TA_HIGH|TA_LOW|TA_CLOSE|TA_VOLUME|TA_TIMESTAMP;
}
}
/* Optimize the read op for the requested data. */
retCode = TA_ReadOp_Optimize( libHandle,
readOpInfo,
period,
fieldToAlloc );
if( retCode != TA_SUCCESS )
{
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_WebPageFree( webPage );
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_TRACE_RETURN( retCode );
}
/* Make an estimation of the number of price bar. */
nbEstimateBar = TA_StreamCountChar( webPage->content, '\n' ) + 1;
if( nbEstimateBar < 100 )
nbEstimateBar = 100;
}
/* Interpret the CSV data. */
retCode = TA_ReadOp_Do( libHandle, fileHandle,
readOpInfo,
period, &firstBarTimestamp, &lastBarTimestamp,
nbEstimateBar, fieldToAlloc,
paramForAddData,
&nbBarAdded );
TA_FileSeqClose( libHandle, fileHandle );
TA_WebPageFree( webPage );
nbTotalBarAdded += nbBarAdded;
if( retCode != TA_SUCCESS )
{
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_TRACE_RETURN( retCode );
}
/* Yahoo! does not always return all the data it could, up to
* the requested end date. It is important to detect these occurence
* and cancel the usage of all data accumulated up to now.
*/
TA_GetInfoFromAddedData( paramForAddData, &infoFromAddedData );
if( infoFromAddedData.barAddedSinceLastCall )
{
/* Do some more checking by considering holidays, week-end etc... */
if( !isGapAcceptable(&infoFromAddedData.highestTimestampAddedSinceLastCall, &lastBarTimestamp) )
{
/* Clean-up and exit */
TA_StringFree( stringCache, yahooName );
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_TRACE_RETURN( TA_DATA_GAP );
}
TA_TimestampCopy( &lastBarTimestamp, &infoFromAddedData.lowestTimestamp );
}
#if DEBUG_PRINTF
printf( "NB BAR ADDED=%d, TOTAL=%d\n", nbBarAdded, nbTotalBarAdded );
#endif
/* Verify if more data should be processed.
* Yahoo! sometimes slice their data, in
* batch of 200 price bars.
*/
if( firstTime && (nbBarAdded > 200) )
{
again = 0; /* Assume all the data extracted... exit the loop. */
}
else if( nbBarAdded == 0 )
{
/* Make multiple attempts when retreiving data succeed,
* but somehow there is zero bar returned.
*
* Sometimes this might be correct when there is truly no
* more data available, so choosing an algorithm before
* giving up is a comprimise between reliability and
* usability. The data source is free... and you get
* what you pay for after all ;)
*/
if( (nbTotalBarAdded < 1000) && (zeroBarAddedAttempt >= 1) && (zeroBarAddedAttempt < 7) )
{
/* I did choose to add a delay when insufficient total data is returned. When
* there is already ~5 years of data, most likely there is "Zero" returned
* because there is NO more data available, so just do the retry without delay.
*/
TA_Sleep(zeroBarAddedAttempt*2);
}
#if DEBUG_PRINTF
printf( "Retry %d", zeroBarAddedAttempt );
#endif
zeroBarAddedAttempt++;
}
else
{
zeroBarAddedAttempt = 0;
if( TA_TimestampEqual( &lastBarTimestamp, &prevEndDate ) )
{
/* prevEndDate is a "safety net" to
* exit the loop early in case Yahoo! starts
* to return always the same batch of data.
* Just ignore the repetitive data and exit.
*/
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_StringFree( stringCache, yahooName );
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_TimestampCopy( &prevEndDate, &lastBarTimestamp );
/* Request the data up to the day BEFORE
* the last batch of data received.
*/
TA_PrevDay( &lastBarTimestamp );
/* Make sure that lastBarTimestamp is a week-day. */
dayOfWeek = TA_GetDayOfTheWeek( &lastBarTimestamp );
if( (dayOfWeek == TA_SUNDAY) || (dayOfWeek == TA_SATURDAY) )
TA_PrevWeekday( &lastBarTimestamp );
/* Change the dates in the uirSuffix. */
buildUIRSuffix( &suffixParsing,
&firstBarTimestamp, &lastBarTimestamp,
(char *)localDecodingParam.uirSuffix );
/* From that point, data is expected to be most likely
* sent in batch of 200.
*/
nbEstimateBar = 200;
}
firstTime = 0;
}
/* Clean-up and exit */
TA_Free( libHandle, (char *)localDecodingParam.uirSuffix );
TA_StringFree( stringCache, yahooName );
TA_TRACE_RETURN( retCode );
}
TA_RetCode TA_FileSeqOpen( const char *path, TA_FileHandle **handle )
{
TA_PROLOG
TA_FileHandlePriv *fileHandlePriv;
TA_TRACE_BEGIN( TA_FileSeqOpen );
TA_ASSERT( path != NULL );
TA_ASSERT( handle != NULL );
fileHandlePriv = (TA_FileHandlePriv *)TA_Malloc( sizeof( TA_FileHandlePriv ) );
if( !fileHandlePriv )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
memset( fileHandlePriv, 0, sizeof( TA_FileHandlePriv ) );
#if defined( USE_WIN32_API )
fileHandlePriv->handle = CreateFile( path, GENERIC_READ, FILE_SHARE_READ,
NULL, OPEN_EXISTING,
FILE_FLAG_NO_BUFFERING|FILE_FLAG_SEQUENTIAL_SCAN,
NULL );
if( fileHandlePriv->handle == INVALID_HANDLE_VALUE )
{
TA_FileSeqClose( (TA_FileHandle *)fileHandlePriv );
TA_TRACE_RETURN( TA_ACCESS_FAILED );
}
#else
/* For all non-win32 platform, use standard ANSI C I/O */
fileHandlePriv->handle = fopen( path, "rb" );
if( fileHandlePriv->handle == 0 )
{
TA_FileSeqClose( (TA_FileHandle *)fileHandlePriv );
TA_TRACE_RETURN( TA_ACCESS_FAILED );
}
#endif
/* Allocate buffer memory. */
#if defined( USE_WIN32_API )
fileHandlePriv->allocBuffer = allocDiskBuffer( path, &fileHandlePriv->allocBufferSize );
if( !fileHandlePriv->allocBuffer || (fileHandlePriv->allocBufferSize == 0) )
{
TA_FileSeqClose( (TA_FileHandle *)fileHandlePriv );
TA_TRACE_RETURN( TA_ACCESS_FAILED );
}
#else
fileHandlePriv->allocBuffer = TA_Malloc( FILE_BUFFER_SIZE );
fileHandlePriv->allocBufferSize = FILE_BUFFER_SIZE;
if( !fileHandlePriv->allocBuffer )
{
TA_FileSeqClose( (TA_FileHandle *)fileHandlePriv );
TA_TRACE_RETURN( TA_ACCESS_FAILED );
}
#endif
/* Keep a ptr on the path. */
fileHandlePriv->path = path;
/* Success! Return the info to the caller. */
*handle = (TA_FileHandle *)fileHandlePriv;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_DirectoryAlloc( const char *path,
TA_Directory **directory )
{
#if defined( USE_WIN32_API )
HANDLE handle;
WIN32_FIND_DATA data;
DWORD win32Error;
#endif
#if defined( USE_OSLAYER )
DIRST dirHandle;
const char *filePattern;
char *basePath;
#endif
unsigned pathLength;
int findNextRetCode;
TA_Directory *dir;
TA_String *string;
TA_RetCode retCode;
TA_SystemGlobal *global;
const char *entryName;
unsigned int entryIsDirectory;
*directory = NULL;
if( (path == NULL) || (directory == NULL) )
return TA_BAD_PARAM;
retCode = TA_GetGlobal( &TA_SystemGlobalControl, (void **)&global );
if( retCode != TA_SUCCESS )
return retCode;
dir = (TA_Directory *)TA_Malloc( sizeof( TA_Directory ) );
if( dir == NULL )
return TA_ALLOC_ERR;
dir->nbFile = 0;
dir->nbDirectory = 0;
dir->listOfFile = TA_ListAlloc();
dir->listOfDirectory = TA_ListAlloc();
if( (dir->listOfFile == NULL) || (dir->listOfDirectory == NULL) )
{
TA_DirectoryFree( dir );
return TA_ALLOC_ERR;
}
/* Verify that the path is valid. */
pathLength = strlen( path );
if( (pathLength == 0) || (pathLength >= MAX_PATH) )
{
TA_DirectoryFree( dir );
return TA_BAD_PARAM;
}
/* Now get the directory from the operating system. */
#if defined( USE_WIN32_API )
handle = FindFirstFile( path, &data );
if( handle == INVALID_HANDLE_VALUE )
{
win32Error = GetLastError();
global->lastError = win32Error;
if( (win32Error != ERROR_FILE_NOT_FOUND) &&
(win32Error != ERROR_PATH_NOT_FOUND) )
{
TA_DirectoryFree( dir );
return TA_ACCESS_FAILED;
}
/* No files or directory... but still have to pass the result
* to the caller.
*/
*directory = dir;
return TA_SUCCESS;
}
entryName = data.cFileName;
entryIsDirectory = data.dwFileAttributes & FILE_ATTRIBUTE_DIRECTORY;
#endif
#if defined( USE_OSLAYER )
/* Split the path into the basePath and the filePattern. */
basePath = TA_Malloc( pathLength+1 );
memcpy( basePath, path, pathLength+1 );
filePattern = split_path_and_file( basePath );
if( !filePattern )
{
/* With no filePattern, no file can be found...
* so return an empty directory to the caller.
*/
*directory = dir;
TA_Free( basePath );
return TA_SUCCESS;
}
/* Look for last separetor. */
if( !open_dir(&dirHandle, basePath ) )
{
/* Errors, or no files or no directory... but
* still have to pass the result to the caller.
*/
TA_Free( basePath );
*directory = dir;
return TA_SUCCESS;
}
entryName = dirHandle.file_name;
entryIsDirectory = dirHandle.file_attrs & ATTR_SUBDIR;
#endif
do
{
#if defined( USE_OSLAYER )
if( file_matches( entryName, filePattern ) )
{
#endif
if( entryIsDirectory )
{
if( entryName[0] != '.' )
{
string = TA_StringAlloc( global->dirnameCache, entryName );
if( string == NULL )
{
#if defined( USE_OSLAYER )
close_dir(&dirHandle);
TA_Free( basePath );
#endif
TA_DirectoryFree( dir );
return TA_ALLOC_ERR;
}
retCode = TA_ListAddTail( dir->listOfDirectory, (void *)string );
if( retCode != TA_SUCCESS )
{
#if defined( USE_OSLAYER )
close_dir(&dirHandle);
TA_Free( basePath );
#endif
TA_DirectoryFree( dir );
return retCode;
}
dir->nbDirectory++;
}
}
else
{
string = TA_StringAlloc( global->filenameCache, entryName );
if( string == NULL )
{
#if defined( USE_OSLAYER )
close_dir(&dirHandle);
TA_Free( basePath );
#endif
TA_DirectoryFree( dir );
return TA_ALLOC_ERR;
}
retCode = TA_ListAddTail( dir->listOfFile, (void *)string );
if( retCode != TA_SUCCESS )
{
#if defined( USE_OSLAYER )
close_dir(&dirHandle);
TA_Free( basePath );
#endif
TA_DirectoryFree( dir );
return retCode;
}
dir->nbFile++;
}
#if defined( USE_OSLAYER )
}
#endif
#if defined( USE_WIN32_API )
findNextRetCode = FindNextFile( handle, &data );
entryName = data.cFileName;
entryIsDirectory = data.dwFileAttributes & FILE_ATTRIBUTE_DIRECTORY;
#endif
#if defined( USE_OSLAYER )
findNextRetCode = read_dir( &dirHandle );
entryName = dirHandle.file_name;
entryIsDirectory = dirHandle.file_attrs & ATTR_SUBDIR;
#endif
}
while( findNextRetCode == TRUE );
#if defined( USE_OSLAYER )
TA_Free( basePath );
if( !close_dir(&dirHandle) )
{
TA_DirectoryFree( dir );
return TA_INTERNAL_ERROR(11);
}
#endif
#if defined( USE_WIN32_API )
if( FindClose( handle ) != TRUE )
{
global->lastError = GetLastError();
TA_DirectoryFree( dir );
return TA_INTERNAL_ERROR(12);
}
#endif
/* Pass the result to the caller. */
*directory = dir;
return TA_SUCCESS;
}
/**** Global functions definitions. ****/
TA_RetCode TA_FileIndexParsePath( TA_FileIndexPriv *fileIndexPriv, TA_String *path )
{
typedef enum { INIT_PROCESSING,
FIX_PROCESSING,
FIELD_PROCESSING,
WILD_PROCESSING,
SEP_PROCESSING } State;
TA_PROLOG
State currentState;
const char *currentTokenStart;
unsigned int length;
char *str;
char *pos;
char sepTmp[2];
TA_RetCode retCode;
unsigned int tokenSize;
TA_TokenId tokenId;
const char *sourcePattern;
TA_TRACE_BEGIN( TA_FileIndexParsePath );
TA_ASSERT( path != NULL );
sepTmp[1] = '\0';
sourcePattern = TA_StringToChar( path );
/* The following macro should help for the readability of the parsing logic.
* These macro are used only inside this function.
*/
#define RETURN(y) {TA_Free(str); TA_TRACE_RETURN( y );}
#define REJECT_STATE(x,y) { if(currentState==x)RETURN(y); }
#define CHANGE_STATE(x) {currentState=x; currentTokenStart=pos+1;}
#define ADD_TOKEN(id,value) \
{ \
retCode = addToken(fileIndexPriv,id,value); \
if( retCode != TA_SUCCESS) RETURN(retCode); \
}
#define FLUSH_FIX() \
{ \
retCode = flushFixPart(fileIndexPriv,currentTokenStart,pos); \
if( retCode != TA_SUCCESS ) RETURN(retCode); \
}
/* This function build a list representing the tokens
* of the sourcePattern.
*
* Example: "C:\a\*AZD?\[S]\data.txt" becomes
*
* TokenId Value
* TA_TOK_FIX "C:"
* TA_TOK_SEP "\"
* TA_TOK_FIX "a"
* TA_TOK_SEP "\"
* TA_TOK_WILD "*"
* TA_TOK_FIX "AZD"
* TA_TOK_WILD_CHAR "?"
* TA_TOK_SEP "\"
* TA_TOK_S "?*"
* TA_TOK_SEP "\"
* TA_TOK_FIX "data.txt"
* TA_TOK_END (null)
*
* In the values, the '?' and '*' character represent MS-DOS kind
* of wildcards:
* '?' is any character (but only one).
* '*' zero or more of any character
*/
if( sourcePattern == NULL )
return TA_INVALID_PATH;
length = strlen( sourcePattern ) + 1;
if( (length <= 1) || (length > 2048) )
return TA_INVALID_PATH;
str = (char *)TA_Malloc( length );
strcpy( str, sourcePattern );
pos = str;
currentState = INIT_PROCESSING;
currentTokenStart = pos;
while( *pos != '\0' )
{
if( (*pos == '\\') || (*pos == '/') )
{
/* Handle directories separator character. */
REJECT_STATE( FIELD_PROCESSING, TA_INVALID_FIELD );
REJECT_STATE( SEP_PROCESSING, TA_INVALID_PATH );
FLUSH_FIX();
#if 0
!!! Needed?
/* Check that the string prior to the separator
* does not terminate with a dot '.'
*/
if( currentState != INIT_PROCESSING )
{
if( *(pos-1) == '.' )
RETURN( TA_INVALID_PATH );
}
#endif
/* Transform into the directory delimiter
* used on the host file system.
*/
sepTmp[0] = (char)TA_SeparatorASCII();
ADD_TOKEN( TA_TOK_SEP, sepTmp );
CHANGE_STATE( SEP_PROCESSING );
}
else switch( *pos )
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outputBufferInt,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb,
unsigned int *isOutputInteger )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
double *dummyBuffer;
(void)outputNb;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
/* Allocate a buffer for the output who is going
* to be ignored (make it slightly larger to play
* safe)
*/
dummyBuffer = TA_Malloc( sizeof(double) * (endIdx-startIdx+100) );
switch( testParam->test->theFunction )
{
case TA_AROON_UP_TEST:
retCode = TA_AROON( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
&dummyBuffer[20],
outputBuffer );
*lookback = TA_AROON_Lookback( testParam->test->optInTimePeriod );
break;
case TA_AROON_DOWN_TEST:
retCode = TA_AROON( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer,
&dummyBuffer[20]
);
*lookback = TA_AROON_Lookback( testParam->test->optInTimePeriod );
break;
case TA_AROONOSC_TEST:
retCode = TA_AROONOSC( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_AROONOSC_Lookback( testParam->test->optInTimePeriod );
break;
case TA_CORREL_TEST:
retCode = TA_CORREL( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_CORREL_Lookback( testParam->test->optInTimePeriod );
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
TA_Free( dummyBuffer );
return retCode;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Libc *libHandle,
TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
TA_Real *dummyOutput;
testParam = (TA_RangeTestParam *)opaqueData;
dummyOutput = TA_Malloc( libHandle, (endIdx-startIdx+1) * sizeof(TA_Real) );
if( outputNb == 0 )
{
retCode = TA_STOCH( libHandle,
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3,
outBegIdx, outNbElement,
outputBuffer,
dummyOutput );
}
else
{
retCode = TA_STOCH( libHandle,
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3,
outBegIdx, outNbElement,
dummyOutput,
outputBuffer );
}
TA_Free( libHandle, dummyOutput );
*lookback = TA_STOCH_Lookback( testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3 );
return retCode;
}