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;
}
PlotLine * LOWPASS::getLowpass (PlotLine *in, double fre, double wid)
{
PlotLine *out = new PlotLine;
if (in->getSize() == 0)
return out;
// ----------------------------------------------------------------------
double slope = 0; // will be modified on call to detrend
double intercept = 0;
int length = 0; // original caller size
int n = 0; // size raised to next power of 2 for fft
int i = 0;
length = in->getSize();
// Detrend input series
PlotLine *series = detrend(in, slope, intercept, true);
// Raise length to next power of 2, pad with zero
PlotLine *series2 = raise2Power(series, 0);
n = series2->getSize();
//qtsFFT fft(n); // construct fft object
fft = new qtsFFT(n);
// do fft
PlotLine * fftFreq = fft->do_FFTqts(series2);
//PlotLine * fftFreq = fft.do_FFTqts(series2);
// apply low pass filter
double f = 0;
double dist = 0;
double wt = 0;
int halfn = n/2;
double freqSave = fftFreq->getData(halfn);
for (i = 0 ; i < halfn ; i++)
{
f = (double) i / (double) n ; // Frequency
if (f <= fre) // Flat response
wt = 1.0 ;
else
{
dist = (f - fre) / wid;
wt = exp ( -dist * dist ) ;
}
fftFreq->setData(i, fftFreq->getData(i) * wt) ;
fftFreq->setData(halfn + i, fftFreq->getData(halfn + i) * wt) ;
}
dist = (0.5 - fre) / wid; // Do Nyquist in fftFreq[0]
fftFreq->setData(halfn, freqSave * exp ( -dist * dist )) ;
// Do inverse FFT to recover real domain
PlotLine *fftReal = fft->do_iFFTqts(fftFreq);
//PlotLine *fftReal = fft.do_iFFTqts(fftFreq);
// Retrend input series, n.b. original length
PlotLine *series3 = detrend(fftReal, slope, intercept, false);
for (i = 0; i < length; i++)
out->append(series3->getData(i));
delete series;
delete series2;
delete series3;
delete fftReal;
delete fftFreq;
delete fft;
return out;
}
void Scanner::scan ()
{
if (! fileList.count() && ! allSymbols->isChecked())
{
QMessageBox::information(this,
tr("Qtstalker: Error"),
tr("No symbols selected."));
return;
}
// open the CUS plugin
QString iplugin("CUS");
IndicatorPlugin *plug = config.getIndicatorPlugin(iplugin);
if (! plug)
{
config.closePlugin(iplugin);
return;
}
QString s;
list->getText(s);
QStringList l = QStringList::split("\n", s, FALSE);
plug->setCustomFunction(l);
this->setEnabled(FALSE);
// clear dir for scan symbols
QDir dir;
config.getData(Config::GroupPath, s);
s.append("/Scanner");
if (! dir.exists(s, TRUE))
dir.mkdir(s, TRUE);
s.append("/" + scannerName);
if (! dir.exists(s, TRUE))
dir.mkdir(s, TRUE);
else
{
int loop;
dir.setPath(s);
for (loop = 2; loop < (int) dir.count(); loop++)
{
QString s2 = dir.absPath() + "/" + dir[loop];
if (! dir.remove(s2, TRUE))
qDebug("%s not removed", s2.latin1());
}
}
if (allSymbols->isChecked())
{
QString ts;
if (! basePath->currentText().compare(tr("Chart")))
config.getData(Config::DataPath, ts);
else
config.getData(Config::GroupPath, ts);
Traverse trav(Traverse::File);
trav.traverse(ts);
trav.getList(fileList);
}
QProgressDialog prog(tr("Scanning..."),
tr("Cancel"),
fileList.count(),
this,
"progress",
TRUE);
prog.show();
int minBars = bars->value();
emit message(QString("Scanning..."));
int loop;
for (loop = 0; loop < (int) fileList.count(); loop++)
{
prog.setProgress(loop);
emit message(QString());
if (prog.wasCancelled())
{
emit message(QString("Scan cancelled"));
break;
}
QFileInfo fi(fileList[loop]);
if (fi.isDir())
continue;
DbPlugin db;
QDir dir;
if (! dir.exists(fileList[loop]))
continue;
db.open(fileList[loop], chartIndex);
db.setBarRange(minBars);
db.setBarLength((BarData::BarLength) barLengthList.findIndex(period->currentText()));
BarData *recordList = new BarData(fileList[loop]);
QDateTime dt = QDateTime::currentDateTime();
db.getHistory(recordList, dt);
db.close();
// load the CUS plugin and calculate
plug->setIndicatorInput(recordList);
Indicator *i = plug->calculate();
if (! i->getLines())
{
delete recordList;
delete i;
continue;
}
PlotLine *line = i->getLine(0);
if (line && line->getSize() > 0)
{
if (line->getData(line->getSize() - 1) > 0)
{
QString ts;
config.getData(Config::GroupPath, ts);
QString s = "ln -s \"" + fileList[loop] + "\" " + ts + "/Scanner/" + scannerName;
system(s);
}
}
delete recordList;
delete i;
emit message(QString());
}
if (! prog.wasCancelled())
emit message(QString("Scan complete"));
config.closePlugin(iplugin);
this->setEnabled(TRUE);
emit scanComplete();
}
void THERM::getTHERM (QPtrList<PlotLine> &pll)
{
PlotLine *therm = new PlotLine();
int loop;
double thermometer = 0;
for (loop = 1; loop < (int) data->count(); loop++)
{
double high = fabs(data->getHigh(loop) - data->getHigh(loop - 1));
double lo = fabs(data->getLow(loop - 1) - data->getLow(loop));
if (high > lo)
thermometer = high;
else
thermometer = lo;
therm->append(thermometer);
}
if (smoothing > 1)
{
PlotLine *ma = getMA(therm, smoothType, smoothing);
pll.append(ma);
delete therm;
therm = ma;
}
else
pll.append(therm);
PlotLine *therm_ma = getMA(therm, maType, maPeriod);
therm_ma->setColor(maColor);
therm_ma->setType(maLineType);
therm_ma->setLabel(maLabel);
pll.append(therm_ma);
// assign the therm colors
therm->setColorFlag(TRUE);
therm->setType(lineType);
therm->setLabel(label);
int thermLoop = therm->getSize() - 1;
int maLoop = therm_ma->getSize() - 1;
while (thermLoop > -1)
{
if (maLoop > -1)
{
double thrm = therm->getData(thermLoop);
double thrmma = therm_ma->getData(maLoop);
if (thrm > (thrmma * threshold))
therm->setColorBar(thermLoop, threshColor);
else
{
if (thrm > thrmma)
therm->setColorBar(thermLoop, upColor);
else
therm->setColorBar(thermLoop, downColor);
}
}
else
therm->setColorBar(thermLoop, downColor);
thermLoop--;
maLoop--;
}
}
void SINWAV::getSINWAV (Q3PtrList<PlotLine> &pll)
{
// Ehler's sine wave
PlotLine *Price = new PlotLine;
int i = 0;
// price = (h + l) / 2
for (i = 0; i < (int) data->count(); i++)
Price->append((data->getHigh(i) + data->getLow(i)) / 2);
//! VERSION 2
QVector<double> *smooth = new QVector<double>(Price->getSize());
smooth->fill(0.0);
QVector<double> *detrender = new QVector<double>(Price->getSize());
detrender->fill(0.0);
QVector<double> *period = new QVector<double>(Price->getSize());
period->fill(0.0);
QVector<double> *Q1 = new QVector<double>(Price->getSize());
Q1->fill(0.0);
QVector<double> *I1 = new QVector<double>(Price->getSize());
I1->fill(0.0);
QVector<double> *jI = new QVector<double>(Price->getSize());
jI->fill(0.0);
QVector<double> *jQ = new QVector<double>(Price->getSize());
jQ->fill(0.0);
QVector<double> *I2 = new QVector<double>(Price->getSize());
I2->fill(0.0);
QVector<double> *Q2 = new QVector<double>(Price->getSize());
Q2->fill(0.0);
QVector<double> *Re = new QVector<double>(Price->getSize());
Re->fill(0.0);
QVector<double> *Im = new QVector<double>(Price->getSize());
Im->fill(0.0);
QVector<double> *SmoothPrice = new QVector<double>(Price->getSize());
SmoothPrice->fill(0.0);
QVector<double> *DCPhase = new QVector<double>(Price->getSize());
DCPhase->fill(0.0);
PlotLine *out1 = new PlotLine;
PlotLine *out2 = new PlotLine;
double SmoothPeriod = 0;
double DCPeriod = 0;
for (i = 6; i< Price->getSize(); i++)
{
// Weighted price
(*smooth)[i] = ( 4 * Price->getData(i) + 3 * Price->getData(i-1) +
2 * Price->getData(i-2) + Price->getData(i-3)) /10.0;
(*detrender)[i] = (0.0962 * smooth->at(i) + 0.5769 * smooth->at(i-2) -
0.5769 * smooth->at(i-4) - 0.0962 * smooth->at(i-6)) *
(0.075 * period->at(i-1) + 0.54);
// Compute InPhase and Quadrature components
(*Q1)[i] = (0.0962 * detrender->at(i) + 0.5769 * detrender->at(i-2) -
0.5769 * detrender->at(i-4) - 0.0962 * detrender->at(i-6)) *
(0.075 * period->at(i-1) + 0.54);
(*I1)[i] = detrender->at(i-3);
//Advance the phase of I1 and Q1 by 90 degrees
(*jI)[i] = (0.0962 * I1->at(i) + 0.5769 * I1->at(i-2) -
0.5769 * I1->at(i-4) - 0.0962 * I1->at(i-6)) *
(0.075 * period->at(i-1) + 0.54);
(*Q1)[i] = (0.0962 * Q1->at(i) + 0.5769 * Q1->at(i-2) -
0.5769 * Q1->at(i-4) - 0.0962 * Q1->at(i-6)) *
(0.075 * period->at(i-1) + 0.54);
// Phasor addition for 3-bar averaging
(*I2)[i] = I1->at(i) - jQ->at(i);
(*Q2)[i] = Q1->at(i) + jI->at(i);
// Smooth the I and Q components before applying the discriminator
(*I2)[i] = 0.2 * I2->at(i) + 0.8 * I2->at(i-1);
(*Q2)[i] = 0.2 * Q2->at(i) + 0.8 * Q2->at(i-1);
// Homodyne Discriminator
(*Re)[i] = I2->at(i) * I2->at(i-1) + Q2->at(i) * Q2->at(i-1);
(*Im)[i] = I2->at(i) * Q2->at(i-1) - Q2->at(i) * I2->at(i-1);
(*Re)[i] = 0.2 * Re->at(i) + 0.8 * Re->at(i-1);
(*Im)[i] = 0.2 * Im->at(i) + 0.8 * Im->at(i-1);
if (Im->at(i) != 0 && Re->at(i) != 0 )
(*period)[i] = 360/(atan(Im->at(i) / Re->at(i)) * (180/PI));
if (period->at(i) > 1.5 * period->at(i-1))
(*period)[i] = 1.5 * period->at(i-1);
if (period->at(i) < 0.67 * period->at(i-1))
(*period)[i] = 0.67 * period->at(i-1);
if (period->at(i) < 6)
(*period)[i] = 6;
if (period->at(i) > 50)
(*period)[i] = 50;
(*period)[i] = 0.2 * period->at(i) + 0.8 * period->at(i-1);
SmoothPeriod = 0.33 * period->at(i) + 0.67 * SmoothPeriod;
// Compute Dominant CyclePhase
(*SmoothPrice)[i] = (4 * Price->getData(i) + 3 * Price->getData(i-1) +
2 * Price->getData(i-2) + Price->getData(i-3)) /10.0;
DCPeriod = (int)(SmoothPeriod + 0.5);
double RealPart = 0;
double ImagPart = 0;
int j = 0;
if (i >= (int)DCPeriod)
{
for (j = 0; j < (int)DCPeriod; j++)
{
RealPart = RealPart + sin((360 * (double)j / DCPeriod) * (PI/180)) * (SmoothPrice->at(i - j));
ImagPart = ImagPart + cos((360 * (double)j / DCPeriod) * (PI/180)) * (SmoothPrice->at(i - j));
}
}
if (fabs(ImagPart) > 0.001)
(*DCPhase)[i] = atan(RealPart / ImagPart) * (180/PI);
if( fabs(ImagPart) <= 0.001 )
(*DCPhase)[i] = 90.0 * sin(RealPart * (PI/180));
(*DCPhase)[i] = DCPhase->at(i) + 90.0;
// Compensate for one bar lag of the Weighted Moving Average
(*DCPhase)[i] = DCPhase->at(i) + 360.0 / SmoothPeriod;
if (ImagPart < 0)
(*DCPhase)[i] = DCPhase->at(i) + 180.0;
if (DCPhase->at(i) > 315.0)
(*DCPhase)[i] = DCPhase->at(i) - 360.0;
// we're done....
out1->append(sin(DCPhase->at(i) * (PI/180)));
out2->append(sin((DCPhase->at(i) + 45.0) * (PI/180)));
}
delete smooth;
delete detrender;
delete period;
delete Q1;
delete I1;
delete jI;
delete jQ;
delete I2;
delete Q2;
delete Re;
delete Im;
delete SmoothPrice;
delete DCPhase;
delete Price;
out1->setColor(colorSin);
out1->setLabel(labelSin);
out1->setType(lineTypeSin);
pll.append(out1);
out2->setColor(colorLead);
out2->setLabel(labelLead);
out2->setType(lineTypeLead);
pll.append(out2);
}
