/* Finally, call a TA function with the parameters. */
TA_RetCode TA_CallFunc( const TA_ParamHolder *param,
TA_Integer startIdx,
TA_Integer endIdx,
TA_Integer *outBegIdx,
TA_Integer *outNbElement )
{
TA_PROLOG
TA_RetCode retCode;
const TA_ParamHolderPriv *paramHolderPriv;
const TA_FuncDef *funcDef;
const TA_FuncInfo *funcInfo;
TA_FrameFunction function;
TA_TRACE_BEGIN( TA_CallFunc );
if( (param == NULL) ||
(outBegIdx == NULL) ||
(outNbElement == NULL) )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
paramHolderPriv = (TA_ParamHolderPriv *)(param->hiddenData);
if( paramHolderPriv->magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER );
}
/* Check that all parameters are initialize (except the optInput). */
if( paramHolderPriv->inBitmap != 0 )
{
TA_TRACE_RETURN( TA_INPUT_NOT_ALL_INITIALIZE );
}
if( paramHolderPriv->outBitmap != 0 )
{
TA_TRACE_RETURN( TA_OUTPUT_NOT_ALL_INITIALIZE );
}
/* Get the pointer on the function */
funcInfo = paramHolderPriv->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
funcDef = (const TA_FuncDef *)funcInfo->handle;
TA_DEBUG_ASSERT( funcDef != NULL );
function = funcDef->function;
TA_DEBUG_ASSERT( function != NULL );
/* Perform the function call. */
retCode = (*function)( paramHolderPriv, startIdx, endIdx,
outBegIdx, outNbElement );
TA_TRACE_RETURN( retCode );
}
TA_RetCode TA_GetFuncInfo( const TA_FuncHandle *handle,
const TA_FuncInfo **funcInfo )
{
TA_PROLOG
const TA_FuncDef *funcDef;
TA_TRACE_BEGIN( TA_GetFuncInfo );
if( !funcInfo || !handle )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
/* Validate that this is a valid funcHandle. */
funcDef = (const TA_FuncDef *)handle;
if( funcDef->magicNumber != TA_FUNC_DEF_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_HANDLE );
}
*funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( *funcInfo != NULL );
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_SetInputParamRealPtr( TA_ParamHolder *param,
unsigned int paramIndex,
const TA_Real *value )
{
TA_PROLOG
TA_ParamHolderPriv *paramHolderPriv;
const TA_InputParameterInfo *paramInfo;
const TA_FuncInfo *funcInfo;
TA_TRACE_BEGIN( TA_SetInputParamIntegerPtr );
if( (param == NULL) || (value == NULL) )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
paramHolderPriv = (TA_ParamHolderPriv *)(param->hiddenData);
if( paramHolderPriv->magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER );
}
/* Make sure this index really exist. */
funcInfo = paramHolderPriv->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
if( paramIndex >= funcInfo->nbInput )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
/* Verify the type of the parameter. */
paramInfo = paramHolderPriv->in[paramIndex].inputInfo;
TA_DEBUG_ASSERT( paramInfo != NULL );
if( paramInfo->type != TA_Input_Real )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER_TYPE );
}
/* keep a copy of the provided parameter. */
paramHolderPriv->in[paramIndex].data.inReal = value;
/* This parameter is now initialized, clear the corresponding bit. */
paramHolderPriv->inBitmap &= ~(1<<paramIndex);
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_SetOptInputParamInteger( TA_ParamHolder *param,
unsigned int paramIndex,
TA_Integer value )
{
TA_PROLOG
TA_ParamHolderPriv *paramHolderPriv;
const TA_OptInputParameterInfo *paramInfo;
const TA_FuncInfo *funcInfo;
TA_TRACE_BEGIN( TA_SetOptInputParamReal );
if( param == NULL )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
paramHolderPriv = (TA_ParamHolderPriv *)(param->hiddenData);
if( paramHolderPriv->magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER );
}
/* Make sure this index really exist. */
funcInfo = paramHolderPriv->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
if( paramIndex >= funcInfo->nbOptInput )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
/* Verify the type of the parameter. */
paramInfo = paramHolderPriv->optIn[paramIndex].optInputInfo;
TA_DEBUG_ASSERT( paramInfo != NULL );
if( (paramInfo->type != TA_OptInput_IntegerRange) &&
(paramInfo->type != TA_OptInput_IntegerList) )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER_TYPE );
}
/* keep a copy of the provided parameter. */
paramHolderPriv->optIn[paramIndex].data.optInInteger = value;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_SetOutputParameterInfoPtr( const TA_FuncHandle *handle,
unsigned int paramIndex,
const TA_OutputParameterInfo **info )
{
TA_PROLOG
const TA_FuncDef *funcDef;
const TA_FuncInfo *funcInfo;
const TA_OutputParameterInfo **outputTable;
TA_TRACE_BEGIN( TA_SetOutputParameterInfoPtr );
if( (handle == NULL) || (info == NULL) )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
*info = NULL;
/* Validate that this is a valid funcHandle. */
funcDef = (const TA_FuncDef *)handle;
if( funcDef->magicNumber != TA_FUNC_DEF_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_HANDLE );
}
funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
if( paramIndex >= funcInfo->nbOutput )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
outputTable = (const TA_OutputParameterInfo **)funcDef->output;
TA_DEBUG_ASSERT( outputTable != NULL );
*info = outputTable[paramIndex];
TA_DEBUG_ASSERT( *info != NULL );
TA_TRACE_RETURN( TA_SUCCESS );
}
/* Finally, call a TA function with the parameters. */
TA_RetCode TA_CallFunc( const TA_FuncHandle *handle,
TA_Integer startIdx,
TA_Integer endIdx,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
const TA_ParamHolder *inputParams,
const TA_ParamHolder *optInputParams,
const TA_ParamHolder *outputParams )
{
TA_PROLOG;
TA_RetCode retCode;
TA_ParamHolderPriv *inParamHolderPriv;
TA_ParamHolderPriv *optInParamHolderPriv;
TA_ParamHolderPriv *outParamHolderPriv;
const TA_FuncDef *funcDef;
const TA_FuncInfo *funcInfo;
TA_FrameFunction function;
unsigned int i;
TA_Libc *libHandle;
if( (handle == NULL) ||
(inputParams == NULL) ||
(optInputParams == NULL) ||
(outputParams == NULL) ||
(outBegIdx == NULL) ||
(outNbElement == NULL) )
return TA_BAD_PARAM;
/* Validate that this is a valid funcHandle. */
funcDef = (const TA_FuncDef *)handle;
if( funcDef->magicNumber != TA_FUNC_DEF_MAGIC_NB )
return TA_INVALID_HANDLE;
inParamHolderPriv = (TA_ParamHolderPriv *)inputParams;
optInParamHolderPriv = (TA_ParamHolderPriv *)optInputParams;
outParamHolderPriv = (TA_ParamHolderPriv *)outputParams;
libHandle = inParamHolderPriv->libHandle;
TA_TRACE_BEGIN( libHandle, TA_CallFunc );
/* Validate the TA_ParamHolderPriv (only the first of each type will
* be sufficient).
*/
if( (inParamHolderPriv[0].magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB) ||
(optInParamHolderPriv[0].magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB) ||
(outParamHolderPriv[0].magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB) )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER );
}
if( (inParamHolderPriv[0].type != TA_PARAM_HOLDER_INPUT ) ||
(optInParamHolderPriv[0].type != TA_PARAM_HOLDER_OPTINPUT ) ||
(outParamHolderPriv[0].type != TA_PARAM_HOLDER_OUTPUT ) )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER_TYPE );
}
function = funcDef->function;
if( (inParamHolderPriv[0].function != function ) ||
(optInParamHolderPriv[0].function != function ) ||
(outParamHolderPriv[0].function != function ) )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_FUNCTION );
}
TA_DEBUG_ASSERT( libHandle, function != NULL );
/* Check that all parameters are initialize (except the optInput). */
funcInfo = funcDef->funcInfo;
for( i=0; i < funcInfo->nbInput; i++ )
{
if( !inParamHolderPriv[i].valueInitialize )
{
TA_TRACE_RETURN( TA_INPUT_NOT_ALL_INITIALIZE );
}
}
for( i=0; i < funcInfo->nbOutput; i++ )
{
if( !outParamHolderPriv[i].valueInitialize )
{
TA_TRACE_RETURN( TA_OUTPUT_NOT_ALL_INITIALIZE );
}
}
/* Perform the function call. */
retCode = (*function)( libHandle,
startIdx, endIdx,
outBegIdx, outNbElement,
inParamHolderPriv,
optInParamHolderPriv,
outParamHolderPriv );
TA_TRACE_RETURN( retCode );
}
TA_RetCode TA_ParamHoldersAlloc( TA_Libc *libHandle,
const TA_FuncHandle *handle,
TA_ParamHolder **newInputParams,
TA_ParamHolder **newOptInputParams,
TA_ParamHolder **newOutputParams )
{
TA_PROLOG;
TA_FuncDef *funcDef;
unsigned int allocSize, i;
TA_ParamHolderPriv *input;
TA_ParamHolderPriv *optInput;
TA_ParamHolderPriv *output;
const TA_InputParameterInfo *inputInfo;
const TA_OptInputParameterInfo *optInputInfo;
const TA_OutputParameterInfo *outputInfo;
const TA_FuncInfo *funcInfo;
TA_TRACE_BEGIN( libHandle, TA_ParamHoldersAlloc );
/* Validate the parameters. */
if( !handle || !newInputParams || !newOptInputParams || !newOutputParams)
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
*newInputParams = NULL;
*newOptInputParams = NULL;
*newOutputParams = NULL;
/* Validate that this is a valid funcHandle. */
funcDef = (TA_FuncDef *)handle;
if( funcDef->magicNumber != TA_FUNC_DEF_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_HANDLE );
}
/* Get the TA_FuncInfo. */
funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( libHandle, funcInfo != NULL );
/* Allocate all the TA_ParamHolderPriv. */
allocSize = (funcInfo->nbInput) * sizeof(TA_ParamHolderPriv);
input = (TA_ParamHolderPriv *)TA_Malloc( libHandle, allocSize );
if( input == NULL )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
if( funcInfo->nbOptInput == 0 )
optInput = NULL;
else
{
allocSize = (funcInfo->nbOptInput) * sizeof(TA_ParamHolderPriv);
optInput = (TA_ParamHolderPriv *)TA_Malloc( libHandle, allocSize );
if( optInput == NULL )
{
TA_Free( libHandle, optInput );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
}
allocSize = (funcInfo->nbOutput) * sizeof(TA_ParamHolderPriv);
output = (TA_ParamHolderPriv *)TA_Malloc( libHandle, allocSize );
if( output == NULL )
{
TA_Free( libHandle, input );
TA_Free( libHandle, optInput );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Initialize the default values. */
inputInfo = funcDef->input;
optInputInfo = funcDef->optInput;
outputInfo = funcDef->output;
for( i=0; i < funcInfo->nbInput; i++ )
{
input[i].libHandle = libHandle;
input[i].valueInitialize = 0;
input[i].type = TA_PARAM_HOLDER_INPUT;
memset( &input[i].p.in.data, 0, sizeof(union TA_ParamHolderInputData) );
input[i].p.in.inputInfo = &inputInfo[i];
input[i].function = 0;
}
for( i=0; i < funcInfo->nbOptInput; i++ )
{
optInput[i].libHandle = libHandle;
optInput[i].valueInitialize = 0;
optInput[i].type = TA_PARAM_HOLDER_OPTINPUT;
memset( &optInput[i].p.optIn.data, 0, sizeof(union TA_ParamHolderOptInData) );
optInput[i].p.optIn.optInputInfo = &optInputInfo[i];
optInput[i].function = 0;
}
for( i=0; i < funcInfo->nbOutput; i++ )
{
output[i].libHandle = libHandle;
output[i].valueInitialize = 0;
output[i].type = TA_PARAM_HOLDER_OUTPUT;
memset( &output[i].p.out.data, 0, sizeof(union TA_ParamHolderOutputData) );
output[i].p.out.outputInfo = &outputInfo[i];
output[i].function = 0;
}
input[0].function = funcDef->function;
optInput[0].function = funcDef->function;
output[0].function = funcDef->function;
/* Succcess, return the result to the caller.
* (Disguise as TA_ParamHolder for end-user).
*/
*newInputParams = (TA_ParamHolder *)input;
*newOptInputParams = (TA_ParamHolder *)optInput;
*newOutputParams = (TA_ParamHolder *)output;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_GetFuncHandle( TA_Libc *libHandle, const char *name, const TA_FuncHandle **handle )
{
TA_PROLOG;
char firstChar, tmp;
const TA_FuncDef **funcDefTable;
const TA_FuncDef *funcDef;
const TA_FuncInfo *funcInfo;
unsigned int i, funcDefTableSize;
TA_TRACE_BEGIN( libHandle, TA_GetFuncHandle );
/* A TA_FuncHandle is internally a TA_FuncDef. Let's find it
* by using the alphabetical tables.
*/
if( (name == NULL) || (handle == NULL) )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
*handle = NULL;
firstChar = name[0];
if( firstChar == '\0' )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
tmp = (char)tolower( firstChar );
if( (tmp < 'a') || (tmp > 'z') )
{
TA_TRACE_RETURN( TA_FUNC_NOT_FOUND );
}
/* Identify the table. */
tmp -= (char)'a';
funcDefTable = TA_DEF_Tables[(int)tmp];
/* Identify the table size. */
funcDefTableSize = *TA_DEF_TablesSize[(int)tmp];
if( funcDefTableSize < 1 )
{
TA_TRACE_RETURN( TA_FUNC_NOT_FOUND );
}
/* Iterate all entries of the table and return as soon as found. */
for( i=0; i < funcDefTableSize; i++ )
{
funcDef = funcDefTable[i];
TA_DEBUG_ASSERT( libHandle, funcDef != NULL );
TA_DEBUG_ASSERT( libHandle, funcDef->funcInfo != NULL );
funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( libHandle, funcInfo != NULL );
if( strcmp( funcInfo->name, name ) == 0 )
{
*handle = (TA_FuncHandle *)funcDef;
TA_TRACE_RETURN( TA_SUCCESS );
}
}
TA_TRACE_RETURN( TA_FUNC_NOT_FOUND );
}
TA_RetCode TA_ForEachFunc( TA_Libc *libHandle, TA_CallForEachFunc functionToCall, void *opaqueData )
{
TA_PROLOG;
TA_StringTable *tableGroup;
TA_StringTable *tableFunc;
const TA_FuncDef *funcDef;
const TA_FuncHandle *funcHandle;
TA_RetCode retCode;
unsigned int i, j;
const TA_FuncInfo *funcInfo;
TA_TRACE_BEGIN( libHandle, TA_ForEachFunc );
if( functionToCall == NULL )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
/* Get all the group to iterate. */
retCode = TA_GroupTableAlloc( libHandle, &tableGroup );
if( retCode == TA_SUCCESS )
{
TA_ASSERT( libHandle, tableGroup != NULL );
for( i=0; i < tableGroup->size; i++ )
{
TA_DEBUG_ASSERT( libHandle, tableGroup->string[i] != NULL );
/* Get all the symbols to iterate for this category. */
retCode = TA_FuncTableAlloc( libHandle, tableGroup->string[i], &tableFunc );
if( retCode == TA_SUCCESS )
{
TA_DEBUG_ASSERT( libHandle, tableFunc != NULL );
for( j=0; j < tableFunc->size; j++ )
{
TA_DEBUG_ASSERT( libHandle, tableFunc->string[j] != NULL );
/* Get the function handle, and then the TA_FuncDef,
* and then the TA_FuncInfo...
*/
retCode = TA_GetFuncHandle( libHandle, tableFunc->string[j], &funcHandle );
if( retCode != TA_SUCCESS )
continue;
TA_DEBUG_ASSERT( libHandle, funcHandle != NULL );
funcDef = (const TA_FuncDef *)funcHandle;
TA_DEBUG_ASSERT( libHandle, funcDef != NULL );
funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( libHandle, funcInfo != NULL );
/* Call user provided function. */
(*functionToCall)( libHandle, funcInfo, opaqueData );
}
}
TA_FuncTableFree( tableFunc );
}
TA_GroupTableFree( tableGroup );
}
else
{
TA_TRACE_RETURN( TA_INTERNAL_ERROR(2) );
}
TA_TRACE_RETURN( TA_SUCCESS );
}
std::string ILogType::getSimpleMessage ( va_list& args ) const
{
// Format string is the first arg
char* format = "";
try
{
format = va_arg ( args, char* );
std::string test ( format );
TA_DEBUG_ASSERT ( test.size() != 0, "Empty log message" );
TA_DEBUG_ASSERT ( format != "", "Empty log message" );
TA_DEBUG_ASSERT ( format, "Empty log message" );
TA_DEBUG_ASSERT ( test.c_str() != NULL, "Empty log message" );
}
catch ( TA_Base_Core::AssertException& ae )
{
// This exception was caught from TA_DEBUG_ASSERT so throw it again,
// as these situations should not occur if LOG is used correctly.
throw ae;
}
catch ( ... )
{
throw TA_Base_Core::DebugMsgConstructionException
( "A char * was not passed in as the format string" );
}
// Construct message from format string and args
std::string message("");
char* buff = new char[MAXLOGMESGSIZE + 1];
memset(buff, 0, MAXLOGMESGSIZE + 1);
try
{
int ret = vsnprintf ( buff, MAXLOGMESGSIZE, format, args );
if ( ret > MAXLOGMESGSIZE || ret < 0 )
{
std::ostringstream str;
str << "ERROR: DebugMsgConstructionException: Message length exceeds " << MAXLOGMESGSIZE << " characters: " << format;
message = str.str();
//throw TA_Base_Core::DebugMsgConstructionException(str.str());
}
else
{
message = buff;
}
}
catch ( ... )
{
std::ostringstream str;
str << "ERROR: DebugMsgConstructionException: Invalid argument types (was a std::string used?): " << format;
message = str.str();
//throw TA_Base_Core::DebugMsgConstructionException(str.str());
}
if (NULL != buff)
{
delete[] buff;
buff = NULL;
}
TA_DEBUG_ASSERT ( !message.empty(), "Empty log message" );
message = message.insert ( 0, " "); // Preprend indentation
message += "\n";
return message;
}
static TA_RetCode equityPeriodTransform( TA_PMPriv *pmPriv,
TA_Period newPeriod, /* The new desired period. */
unsigned int *nbBars, /* Return the number of price bar */
TA_Timestamp **timestamp, /* Allocate new timestamp. */
TA_Real **equity ) /* Allocate new equity. */
{
TA_PROLOG
/* Notice that this function is very similar to the
* TA_PeriodTransform function in ta_period.c
*
* If you find a bug here, may be worth double
* checking TA_PeriodTransform as well...
*/
TA_RetCode retCode;
/* Temporaries. */
const TA_Timestamp *tempTimestamp;
unsigned int tempInt, tempInt2;
/* Variable used to identify period crossing. */
unsigned int currentWeek, currentMonth, currentYear, currentQuarter;
/* Pointer on the history being transformed. */
const TA_Timestamp *old_timestamp;
const TA_Real *old_equity;
TA_Integer old_nbBars;
/* Pointer on the transformed data. */
TA_Timestamp *new_timestamp; /* New allocated timestamp. */
TA_Real *new_equity; /* New allocated open. */
TA_Integer new_nbBars;
TA_Timestamp cur_timestamp; /* Current new timestamp of new period. */
TA_Real cur_equity; /* Current new equity of new period. */
int oldPriceBar, newPriceBar; /* Array iterators. */
unsigned int again, periodCompleted; /* Boolean */
int firstIteration;
TA_TRACE_BEGIN( TA_PeriodTransform );
/* Validate some mandatory parameter. */
TA_ASSERT( newPeriod != 0 );
TA_ASSERT( nbBars != NULL );
/* It is assume that the caller call this function
* when there is really a transform to do.
*/
TA_ASSERT( newPeriod != TA_DAILY );
/* Of course, timestamps from the source are needed. */
TA_ASSERT( pmPriv->arrayTimestamp != NULL );
/* Initialize all callers pointers to NULL.
* These will be initialize only on success.
* In the meantime, new_XXXX pointers are
* going to be used on the new allocated data.
*/
if( !timestamp || !equity )
return TA_BAD_PARAM;
*timestamp = NULL;
*equity = NULL;
*nbBars = 0;
/* Validate the supported transformation. */
/* Eliminate all the transform that
* are currently not supported.
* Identify also the major steps
* needed to perform the transformation.
*/
switch( newPeriod )
{
case TA_WEEKLY:
case TA_MONTHLY:
case TA_QUARTERLY:
case TA_YEARLY:
/* These are supported. */
break;
default:
TA_TRACE_RETURN( TA_PERIOD_NOT_AVAILABLE );
}
/* OK.. now proceed with the transformations.
* The strategy is simple:
* The equity for the whole period will be the
* equity at the last daily price bar of
* that period.
*/
old_timestamp = &pmPriv->arrayTimestamp[0];
old_equity = &pmPriv->equity[0];
old_nbBars = pmPriv->nbDailyBars;
new_timestamp = NULL;
newPriceBar = 0;
cur_timestamp.date = 0; /* Current new timestamp of new period. */
cur_timestamp.time = 0; /* Current new timestamp of new period. */
/* Overestimate the number of required new price bar. */
switch( newPeriod )
{
case TA_WEEKLY:
retCode = TA_TimestampDeltaWeek( &old_timestamp[0], &old_timestamp[old_nbBars-1], (unsigned int *)&new_nbBars );
break;
case TA_MONTHLY:
retCode = TA_TimestampDeltaMonth( &old_timestamp[0], &old_timestamp[old_nbBars-1], (unsigned int *)&new_nbBars );
break;
case TA_QUARTERLY:
retCode = TA_TimestampDeltaQuarter( &old_timestamp[0], &old_timestamp[old_nbBars-1], (unsigned int *)&new_nbBars );
break;
case TA_YEARLY:
retCode = TA_TimestampDeltaYear( &old_timestamp[0], &old_timestamp[old_nbBars-1], (unsigned int *)&new_nbBars );
break;
default:
TA_TRACE_RETURN( TA_INTERNAL_ERROR(126) );
}
if( retCode != TA_SUCCESS )
{
TA_TRACE_RETURN( retCode );
}
new_nbBars += 2; /* To be on the safe side */
/* Allocate the new data. */
new_timestamp = TA_Malloc( new_nbBars * sizeof( TA_Timestamp ) );
if( !new_timestamp )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
new_equity = TA_Malloc( new_nbBars * sizeof( TA_Real ) );
if( !new_equity )
{
TA_Free( new_timestamp );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Allows to detect crossing of the new period. */
currentYear = TA_GetYear ( &old_timestamp[0] );
currentMonth = TA_GetMonth( &old_timestamp[0] );
currentWeek = TA_GetWeekOfTheYear( &old_timestamp[0] );
currentQuarter = TA_GetQuarterOfTheYear( &old_timestamp[0] );
/* Iterate through the old price bar. */
oldPriceBar = 0;
/* Iterate through the new price bar. */
newPriceBar = 0;
again = 1; /* Becomes false when all bars are processed. */
while( again )
{
/* Initialize cur_XXXXXX variables with the first bar in old timeframe. */
cur_timestamp = old_timestamp[oldPriceBar];
cur_equity = old_equity [oldPriceBar];
/* Go through the bars and accumulate the info
* until the end of the requested period is reach.
*/
periodCompleted = 0;
firstIteration = 1;
while( (oldPriceBar < old_nbBars) && !periodCompleted )
{
tempTimestamp = &old_timestamp[oldPriceBar];
/* Check if we reached an end of period. */
switch( newPeriod )
{
case TA_WEEKLY:
tempInt = TA_GetWeekOfTheYear( tempTimestamp );
/* Trap weeks on years boundary. */
if( (currentWeek == 52) && (tempInt == 0) )
currentWeek = 0;
else if( currentWeek != tempInt )
{
periodCompleted = 1;
currentWeek = tempInt;
}
break;
case TA_MONTHLY:
tempInt = TA_GetMonth( tempTimestamp );
tempInt2 = TA_GetYear(tempTimestamp);
if( (currentMonth != tempInt) ||
(currentYear != tempInt2) )
{
periodCompleted = 1;
currentMonth = tempInt;
currentYear = tempInt2;
}
break;
case TA_QUARTERLY:
tempInt = TA_GetQuarterOfTheYear( tempTimestamp );
tempInt2 = TA_GetYear(tempTimestamp);
if( (currentQuarter != tempInt) ||
(currentYear != tempInt2) )
{
periodCompleted = 1;
currentQuarter = tempInt;
currentYear = tempInt2;
}
break;
case TA_YEARLY:
tempInt = TA_GetYear( tempTimestamp );
if( currentYear != tempInt )
{
periodCompleted = 1;
currentYear = tempInt;
}
break;
default:
/* Do nothing */
break;
}
/* If this is not the end of a period (in the new timeframe)
* just accumulate the data. If this is the end of the period
* that while loop will be exited.
* Nothing is done on the first iteration because all the
* cur_XXXX variables have been already initialized.
*/
if( !periodCompleted )
{
if( !firstIteration )
{
/* Adjust the new price bar. */
cur_timestamp = old_timestamp[oldPriceBar];
cur_equity = old_equity [oldPriceBar];
}
else
firstIteration = 0;
/* Move to next bar. */
oldPriceBar++;
}
}
/* We got all the info needed in the cur_XXXXX variables for
* proceeding with the initialization of the new period price bar.
*/
TA_DEBUG_ASSERT( newPriceBar < new_nbBars );
/* If the timestamp is requested, some adjustment could be
* needed to cur_timestamp.
*/
switch( newPeriod )
{
case TA_WEEKLY:
/* Now something a little bit tricky, we must
* make sure that this new price bar is reported
* as being the Friday of that week (even if there
* is no price bar for that Friday).
*/
TA_JumpToDayOfWeek( &cur_timestamp, TA_FRIDAY );
break;
case TA_MONTHLY:
/* Monthly timestamp always end with the last day of
* the month. Even if there was no actual transaction
* the last day.
*/
TA_JumpToEndOfMonth( &cur_timestamp );
break;
case TA_QUARTERLY:
/* Quarterly timestamp always end with the last day of
* the quarter. Even if there was no actual transaction
* the last day.
* Quarter 1 = 3/31
* Quarter 2 = 6/30
* Quarter 3 = 9/30
* Quarter 4 = 12/31
*/
TA_JumpToEndOfQuarter( &cur_timestamp );
break;
case TA_YEARLY:
/* Yearly data always end on 12/31. */
TA_JumpToEndOfYear( &cur_timestamp );
break;
default:
/* Do nothing. */
break;
}
/* The new price bar is initialized here. */
new_timestamp[newPriceBar] = cur_timestamp;
new_equity [newPriceBar] = cur_equity;
/* This new period bar is completed, move to the next one. */
newPriceBar++;
/* Any more data to process? */
if( oldPriceBar >= old_nbBars)
again = 0; /* All bars have been processsed. */
}
/* All done! Return the final result to the caller. */
*equity = new_equity;
*timestamp = new_timestamp;
*nbBars = newPriceBar;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_AllocStringFromYahooName( TA_Libc *libHandle,
TA_DecodingParam *marketDecodingParam,
const char *yahooSymbol,
TA_String **allocatedCategoryName,
TA_String **allocatedSymbolName,
unsigned int allowOnlineProcessing )
{
TA_PROLOG;
TA_RetCode retCode;
const char *symbol;
unsigned int symbolLength;
const char *ext;
const char *countryAbbrev;
const char *exchangeString;
const char *typeString;
unsigned int i;
char *tempBuffer;
TA_String *allocCategory;
TA_String *allocSymbol;
TA_StringCache *stringCache;
TA_CountryId countryId;
TA_YahooMarketPage *allocatedMarketPage;
TA_TRACE_BEGIN( libHandle, TA_AllocStringFromYahooName );
/* Validate parameter */
if( !libHandle || !marketDecodingParam || !yahooSymbol ||
!allocatedCategoryName || !allocatedSymbolName )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
stringCache = TA_GetGlobalStringCache( libHandle );
/* Set a pointer on where the symbol start. */
symbol = yahooSymbol;
/* Size of the symbol. */
symbolLength = getstrfldlen( symbol, 0, 0, "." );
if( symbolLength < 2 )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
else
symbolLength--;
/* The 3 strings forming the final Category string. */
countryAbbrev = NULL;
exchangeString = NULL;
typeString = NULL;
/* Identify if there is an extension. */
ext = strchr( symbol, '.' );
if( ext )
{
ext++;
if( *ext == '\0' )
ext = NULL;
}
/* If ext != NULL, ext points on first char of the extension. */
if( ext )
{
/* Identify known USA/CAN extension. */
for( i=0; i < NB_YAHOO_EXCHANGE_EXTENSION; i++ )
{
if( lexcmp( TA_YahooExtensionTable[i].extension, ext ) == 0 )
{
countryId = TA_YahooExtensionTable[i].countryId;
countryAbbrev = TA_CountryIdToAbbrev( countryId );
exchangeString = TA_YahooExtensionTable[i].exchange;
typeString = TA_YahooExtensionTable[i].type;
break; /* Exit the loop */
}
}
/* Unknown extension, let's use the whole thing
* as the symbol and keep going as if nothing
* happened.
*/
if( !countryAbbrev )
ext = NULL; /* No known extension. */
}
if( !exchangeString )
{
/* If online access is not allowed, and the
* symbol does not have a known extension, it
* is not possible to identify the exchange.
*
* With online access, the exchange can be
* found by doing further investigation on the
* Yahoo! web sites.
*/
if( !allowOnlineProcessing )
return TA_INVALID_SECURITY_EXCHANGE;
/* OK, we need to proceed by extracting the info
* from Yahoo! web sites.
*/
retCode = internalMarketPageAlloc( libHandle,
marketDecodingParam,
yahooSymbol,
&allocatedMarketPage );
if( retCode != TA_SUCCESS )
return retCode;
TA_DEBUG_ASSERT( libHandle, allocatedMarketPage->exchange != NULL );
TA_DEBUG_ASSERT( libHandle, allocatedMarketPage->type != NULL );
/* All these string pointer are globals. So the allocatedMarketPage
* can be freed and the member-poitners are still valid.
*/
countryAbbrev = TA_CountryIdToAbbrev( allocatedMarketPage->countryId );
exchangeString = allocatedMarketPage->exchange;
typeString = allocatedMarketPage->type;
internalMarketPageFree( allocatedMarketPage );
}
TA_DEBUG_ASSERT( libHandle, typeString != NULL );
TA_DEBUG_ASSERT( libHandle, exchangeString != NULL );
TA_DEBUG_ASSERT( libHandle, countryAbbrev != NULL );
/* Build the Category string into a buffer. */
tempBuffer = TA_Malloc( libHandle,
strlen( countryAbbrev ) +
strlen( exchangeString ) +
strlen( typeString ) + 3 );
sprintf( tempBuffer, "%s.%s.%s", countryAbbrev, exchangeString, typeString );
/* Allocate the Category string. */
allocCategory = TA_StringAlloc_UC( stringCache, tempBuffer );
TA_Free( libHandle, tempBuffer );
if( !allocCategory )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Allocate the symbol string. */
allocSymbol = TA_StringAllocN_UC( stringCache, symbol, symbolLength );
if( !allocSymbol )
{
TA_StringFree( stringCache, allocCategory );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Everything went fine, return the info to the caller. */
*allocatedCategoryName = allocCategory;
*allocatedSymbolName = allocSymbol;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_SetInputParamPricePtr( TA_ParamHolder *param,
unsigned int paramIndex,
const TA_Timestamp *timestamp,
const TA_Real *open,
const TA_Real *high,
const TA_Real *low,
const TA_Real *close,
const TA_Integer *volume,
const TA_Integer *openInterest )
{
TA_PROLOG
TA_ParamHolderPriv *paramHolderPriv;
const TA_InputParameterInfo *paramInfo;
const TA_FuncInfo *funcInfo;
TA_TRACE_BEGIN( TA_SetInputParamIntegerPtr );
if( param == NULL )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
paramHolderPriv = (TA_ParamHolderPriv *)(param->hiddenData);
if( paramHolderPriv->magicNumber != TA_PARAM_HOLDER_PRIV_MAGIC_NB )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER );
}
/* Make sure this index really exist. */
funcInfo = paramHolderPriv->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
if( paramIndex >= funcInfo->nbInput )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
/* Verify the type of the parameter. */
paramInfo = paramHolderPriv->in[paramIndex].inputInfo;
TA_DEBUG_ASSERT( paramInfo != NULL );
if( paramInfo->type != TA_Input_Price )
{
TA_TRACE_RETURN( TA_INVALID_PARAM_HOLDER_TYPE );
}
/* keep a copy of the provided parameter. */
#define SET_PARAM_INFO(lowerParam,upperParam) \
{ \
if( paramInfo->flags & TA_IN_PRICE_##upperParam ) \
{ \
if( lowerParam == NULL ) \
{ \
TA_TRACE_RETURN( TA_BAD_PARAM ); \
} \
paramHolderPriv->in[paramIndex].data.inPrice.lowerParam = lowerParam; \
} \
}
SET_PARAM_INFO(open, OPEN );
SET_PARAM_INFO(high, HIGH );
SET_PARAM_INFO(low, LOW );
SET_PARAM_INFO(close, CLOSE );
SET_PARAM_INFO(volume, VOLUME );
SET_PARAM_INFO(openInterest, OPENINTEREST );
SET_PARAM_INFO(timestamp, TIMESTAMP );
#undef SET_PARAM_INFO
/* This parameter is now initialized, clear the corresponding bit. */
paramHolderPriv->inBitmap &= ~(1<<paramIndex);
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_ParamHolderAlloc( const TA_FuncHandle *handle,
TA_ParamHolder **allocatedParams )
{
TA_PROLOG
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;
TA_TRACE_BEGIN( TA_ParamHoldersAlloc );
/* Validate the parameters. */
if( !handle || !allocatedParams)
{
TA_TRACE_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;
TA_TRACE_RETURN( TA_INVALID_HANDLE );
}
/* Get the TA_FuncInfo. */
funcInfo = funcDef->funcInfo;
TA_DEBUG_ASSERT( funcInfo != NULL );
/* Allocate the TA_ParamHolder. */
newParams = (TA_ParamHolder *)TA_Malloc( sizeof(TA_ParamHolder) + sizeof(TA_ParamHolderPriv));
if( !newParams )
{
*allocatedParams = NULL;
TA_TRACE_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.
*/
TA_DEBUG_ASSERT( funcInfo->nbInput != 0 );
allocSize = (funcInfo->nbInput) * sizeof(TA_ParamHolderInput);
input = (TA_ParamHolderInput *)TA_Malloc( allocSize );
if( !input )
{
TA_ParamHolderFree( newParams );
*allocatedParams = NULL;
TA_TRACE_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;
TA_TRACE_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;
TA_TRACE_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;
TA_TRACE_RETURN( TA_SUCCESS );
}