/**** Local functions definitions. ****/
static void freePrivateHandle( TA_PrivateHandle *privData )
{
TA_StringCache *stringCache;
stringCache = TA_GetGlobalStringCache();
if( stringCache )
{
if( privData->ta_sim_ref_cat )
TA_StringFree( stringCache, privData->ta_sim_ref_cat );
if( privData->ta_sim_mrg_cat )
TA_StringFree( stringCache, privData->ta_sim_mrg_cat );
if( privData->daily_ref_0 )
TA_StringFree( stringCache, privData->daily_ref_0 );
if( privData->intra_ref_0 )
TA_StringFree( stringCache, privData->intra_ref_0 );
if( privData->mrg_0 )
TA_StringFree( stringCache, privData->mrg_0 );
}
FREE_IF_NOT_NULL( privData->mrgHistory.open );
FREE_IF_NOT_NULL( privData->mrgHistory.high );
FREE_IF_NOT_NULL( privData->mrgHistory.low );
FREE_IF_NOT_NULL( privData->mrgHistory.close );
FREE_IF_NOT_NULL( privData->mrgHistory.volume );
FREE_IF_NOT_NULL( privData->mrgHistory.openInterest );
FREE_IF_NOT_NULL( privData->mrgHistory.timestamp );
TA_Free( privData );
}
void TA_PrivTraceCheckpoint( const char *funcname,
const char *filename,
unsigned int lineNb )
{
TA_TraceGlobal *global;
TA_RetCode retCode;
#if defined( TA_DEBUG )
TA_String *key;
TA_StringCache *stringCache;
#endif
/* Get access to the global. */
retCode = TA_GetGlobal( &TA_TraceGlobalControl, (void **)&global );
if( retCode != TA_SUCCESS )
return;
#if !defined( TA_DEBUG )
internalCheckpoint( global, NULL, funcname, filename, lineNb );
#else
/* Build a unique string representing the position. */
stringCache = TA_GetGlobalStringCache();
key = TA_StringValueAlloc( stringCache, filename, lineNb );
if( !key )
return;
internalCheckpoint( global, key, funcname, filename, lineNb );
TA_StringFree( stringCache, key );
#endif
}
/* Allows to dynamically add a mini-driver. */
TA_RetCode TA_SQL_AddMinidriver( const char scheme[], const TA_SQL_Minidriver *minidriver )
{
TA_PROLOG
TA_String *schemeStr;
TA_StringCache *cache;
TA_RetCode retCode;
TA_TRACE_BEGIN( TA_SQL_AddMinidriver );
if( !minidriverDict )
{
minidriverDict = TA_DictAlloc( TA_DICT_KEY_ONE_STRING, NULL );
if( !minidriverDict )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
}
cache = TA_GetGlobalStringCache();
TA_ASSERT( cache != NULL );
schemeStr = TA_StringAlloc( cache, scheme );
if( !schemeStr )
{
TA_DictFree(minidriverDict);
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
retCode = TA_DictAddPair_S( minidriverDict, schemeStr, (void *)minidriver );
TA_StringFree( cache, schemeStr );
TA_TRACE_RETURN( retCode );
}
TA_RetCode TA_DictDeletePair_S( TA_Dict *dict, const char *key )
{
TA_PrivDictInfo *theDict;
TA_String *stringToDelete;
void *valueToDelete;
dnode_t *node;
TA_Libc *libHandle;
dict_t *kazlibDict;
theDict = (TA_PrivDictInfo *)dict;
if( (theDict == NULL) || (key == NULL) )
return TA_BAD_PARAM;
kazlibDict = &theDict->d;
libHandle = theDict->libHandle;
/* Find the key-value pair. */
node = dict_lookup( libHandle, kazlibDict, key );
if( node )
{
/* Free the 'node', the 'key' string and the 'value'. */
stringToDelete = TA_StringFromChar( dnode_getkey(node) );
valueToDelete = dnode_get(node);
dict_delete_free( libHandle, kazlibDict, node );
TA_StringFree( TA_GetGlobalStringCache( libHandle ), stringToDelete );
if( theDict->freeValueFunc )
theDict->freeValueFunc( libHandle, valueToDelete );
}
else
return TA_KEY_NOT_FOUND;
return TA_SUCCESS;
}
TA_RetCode TA_StringCacheFree( TA_StringCache *stringCacheToFree )
{
TA_StringCachePriv *stringCachePriv;
unsigned int i;
if( !stringCacheToFree )
return TA_BAD_PARAM;
stringCachePriv = (TA_StringCachePriv *)stringCacheToFree;
for( i=0; i < NB_CACHE_ENTRY; i++ )
{
if( stringCachePriv->cache[i] != NULL )
TA_StringFree( stringCacheToFree,
(TA_String *)stringCachePriv->cache[i] );
}
#if !defined( TA_SINGLE_THREAD )
TA_SemaDestroy( &stringCachePriv->sema );
#endif
TA_Free( stringCachePriv );
return TA_SUCCESS;
}
static TA_RetCode freeSymbolData( TA_Libc *libHandle, void *toBeFreed )
{
TA_FileIndexSymbolData *symbolData;
TA_StringCache *stringCache;
stringCache = TA_GetGlobalStringCache( libHandle );
symbolData = (TA_FileIndexSymbolData *)toBeFreed;
if( !symbolData )
return TA_ALLOC_ERR;
/* Not yet im[plemented !!!
if( symbolData->dataPerDate )
{
if( freeListAndElement( symbolData->dataPerDate, freeDataPerDate ) != TA_SUCCESS )
return TA_ALLOC_ERR;
}
*/
if( symbolData->string )
TA_StringFree( stringCache, symbolData->string );
TA_Free( libHandle, symbolData );
return TA_SUCCESS;
}
static TA_RetCode freeFileIndexPriv( void *toBeFreed )
{
TA_PROLOG;
TA_FileIndexPriv *asciiFileData;
TA_Libc *libHandle;
TA_StringCache *stringCache;
asciiFileData = (TA_FileIndexPriv *)toBeFreed;
libHandle = asciiFileData->libHandle;
TA_TRACE_BEGIN( libHandle, freeFileIndexPriv );
stringCache = TA_GetGlobalStringCache( libHandle );
if( !asciiFileData )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
if( freeListAndElement( libHandle, asciiFileData->listLocationToken, freeTokenInfo ) != TA_SUCCESS )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
if( freeListAndElement( libHandle, asciiFileData->listCategory, freeCategoryData ) != TA_SUCCESS )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
if( asciiFileData->root )
TA_FileIndexFreeValueTree( libHandle, asciiFileData->root );
if( asciiFileData->scratchPad )
TA_Free( libHandle, asciiFileData->scratchPad );
if( asciiFileData->wildOneChar )
TA_StringFree( stringCache, asciiFileData->wildOneChar );
if( asciiFileData->wildZeroOrMoreChar )
TA_StringFree( stringCache, asciiFileData->wildZeroOrMoreChar );
if( asciiFileData->wildOneOrMoreChar )
TA_StringFree( stringCache, asciiFileData->wildOneOrMoreChar );
if( asciiFileData->initialCategoryString )
TA_StringFree( stringCache, asciiFileData->initialCategoryString );
if( asciiFileData->initialCategoryCountryString )
TA_StringFree( stringCache, asciiFileData->initialCategoryCountryString );
if( asciiFileData->initialCategoryExchangeString )
TA_StringFree( stringCache, asciiFileData->initialCategoryExchangeString );
if( asciiFileData->initialCategoryTypeString )
TA_StringFree( stringCache, asciiFileData->initialCategoryTypeString );
TA_Free( libHandle, asciiFileData );
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_DictFree( TA_Dict *dict )
{
TA_PrivDictInfo *theDict;
dnode_t *node;
dnode_t *next;
TA_String *stringToDelete;
void *valueToDelete;
dict_t *kazlibDict;
TA_Libc *libHandle;
int flags;
theDict = (TA_PrivDictInfo *)dict;
if( theDict == NULL )
return TA_BAD_PARAM;
kazlibDict = &theDict->d;
libHandle = theDict->libHandle;
/* Delete all the key-value pair sequentially. */
node = dict_first( libHandle, kazlibDict );
while (node != NULL)
{
/* Get the next node. */
next = dict_next( libHandle, kazlibDict, node );
/* Free the 'node, the 'key' string and the 'value'. */
flags = theDict->flags;
valueToDelete = dnode_get(node);
if( flags & (TA_DICT_KEY_TWO_STRING|TA_DICT_KEY_ONE_STRING) )
{
stringToDelete = TA_StringFromChar(dnode_getkey(node));
dict_delete_free( libHandle, kazlibDict, node );
TA_StringFree( TA_GetGlobalStringCache( libHandle ), stringToDelete );
}
else
dict_delete_free( libHandle, kazlibDict, node );
if( flags & TA_DICT_KEY_TWO_STRING )
{
/* The value is a dictionary. Delete it. */
TA_DictFree( (TA_Dict *)valueToDelete );
}
else if( theDict->freeValueFunc )
theDict->freeValueFunc( libHandle, valueToDelete );
node = next;
}
/* Free the TA_PrivDictInfo */
TA_Free( libHandle, theDict );
return TA_SUCCESS;
}
TA_RetCode TA_DictAddPair_S2( TA_Dict *dict,
TA_String *key1,
TA_String *key2,
void *value )
{
TA_PrivDictInfo *theDict;
dnode_t *node;
TA_String *dupKey;
TA_Dict *subDict;
TA_Libc *libHandle;
dict_t *kazlibDict;
theDict = (TA_PrivDictInfo *)dict;
if( (theDict == NULL) ||
(key1 == NULL) || (key2 == NULL) || (value == NULL) )
return TA_BAD_PARAM;
kazlibDict = &theDict->d;
libHandle = theDict->libHandle;
/* Verify if a a dictionary already exist for key1. */
node = dict_lookup( libHandle, kazlibDict, TA_StringToChar(key1) );
if( node )
{
/* A dictionary already exist with the same key1... re-use it. */
subDict = (TA_Dict *)dnode_get( node );
}
else
{
/* Alloc a new directory corresponding to key1. */
subDict = TA_DictAlloc( libHandle, TA_DICT_KEY_ONE_STRING, theDict->freeValueFunc );
if( !subDict )
return TA_ALLOC_ERR;
dupKey = TA_StringDup( TA_GetGlobalStringCache( libHandle ), key1 );
if( !dupKey )
{
TA_DictFree( subDict );
return TA_ALLOC_ERR;
}
if( !dict_alloc_insert( libHandle, kazlibDict, TA_StringToChar(dupKey), subDict ) )
{
TA_DictFree( subDict );
TA_StringFree( TA_GetGlobalStringCache( libHandle ), dupKey );
return TA_ALLOC_ERR;
}
}
/* Insert the string in the subDict using key2 */
return TA_DictAddPair_S( subDict, key2, value );
}
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 );
}
/**** Local functions definitions. ****/
static void freeTradeDictEntry( void *toBeFreed )
{
TA_TradeDictEntry *dictEntry;
TA_StringCache *stringCache;
TA_String *catString;
TA_String *symString;
const char *tempCharPtr;
dictEntry = (TA_TradeDictEntry *)toBeFreed;
if( !dictEntry )
return;
tempCharPtr = dictEntry->id.catString;
if( tempCharPtr )
{
catString = TA_StringFromChar(tempCharPtr);
stringCache = TA_GetGlobalStringCache();
TA_StringFree( stringCache, catString );
tempCharPtr = dictEntry->id.symString;
if( tempCharPtr )
{
symString = TA_StringFromChar(tempCharPtr);
TA_StringFree( stringCache, symString );
}
}
else
{
tempCharPtr = dictEntry->id.symString;
if( tempCharPtr )
{
symString = TA_StringFromChar(tempCharPtr);
stringCache = TA_GetGlobalStringCache();
TA_StringFree( stringCache, symString );
}
}
TA_Free( dictEntry );
}
/**** Local functions definitions. ****/
static void stringListFree( TA_StringCache *stringCache, TA_List *list )
{
TA_String *node;
if( list == NULL )
return;
while( (node = (TA_String *)TA_ListRemoveHead( list )) != NULL )
{
TA_StringFree( stringCache, node );
}
TA_ListFree( list );
}
TA_RetCode TA_FileIndexAddTreeValue( TA_FileIndexPriv *data,
TA_String *string,
TA_ValueTreeNode **added )
{
TA_PROLOG;
TA_ValueTreeNode *node;
unsigned int allocateEmptyString;
TA_Libc *libHandle;
TA_StringCache *stringCache;
libHandle = data->libHandle;
TA_TRACE_BEGIN( libHandle, TA_FileIndexAddTreeValue );
stringCache = TA_GetGlobalStringCache( libHandle );
allocateEmptyString = 0;
TA_ASSERT( libHandle, data != NULL );
if( added )
*added = NULL;
if( !string )
{
string = TA_StringAlloc( stringCache, "" );
if( !string )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
allocateEmptyString = 1;
}
/* Alloc the TA_ValueTreeNode */
node = allocTreeNode( libHandle, data->currentNode, string );
if( allocateEmptyString )
TA_StringFree( stringCache, string );
if( !node )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
data->currentNode = node;
if( added )
*added = node;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_DictAddPair_S( TA_Dict *dict,
TA_String *key,
void *value )
{
TA_PrivDictInfo *theDict;
dnode_t *node;
TA_String *dupKey;
TA_Libc *libHandle;
dict_t *kazlibDict;
theDict = (TA_PrivDictInfo *)dict;
if( (theDict == NULL) || (key == NULL) || (value == NULL) )
return TA_BAD_PARAM;
kazlibDict = &theDict->d;
libHandle = theDict->libHandle;
/* Verify if an entry exist already with the same key. */
node = dict_lookup( libHandle, kazlibDict, TA_StringToChar(key) );
if( node )
{
/* An entry already exist with the same key...
* Re-use the existing node. Just replace the
* 'value' part.
* De-allocate the older 'value'.
*/
if( theDict->freeValueFunc )
(*theDict->freeValueFunc)( libHandle, dnode_get( node ) );
dnode_put( node, value );
}
else
{
/* Alloc/insert a new key-value pair in the dictionary. */
dupKey = TA_StringDup( TA_GetGlobalStringCache( libHandle ), key );
if( !dupKey )
return TA_ALLOC_ERR;
if( !dict_alloc_insert( libHandle, kazlibDict, TA_StringToChar(dupKey), value ) )
{
TA_StringFree( TA_GetGlobalStringCache( libHandle ), dupKey );
return TA_ALLOC_ERR;
}
}
return TA_SUCCESS;
}
static TA_RetCode freeTokenInfo( TA_Libc *libHandle, void *toBeFreed )
{
TA_TokenInfo *info;
TA_StringCache *stringCache;
stringCache = TA_GetGlobalStringCache( libHandle );
info = (TA_TokenInfo *)toBeFreed;
if( !info )
return TA_ALLOC_ERR;
if( info->value )
TA_StringFree( stringCache, info->value );
TA_Free( libHandle, info );
return TA_SUCCESS;
}
TA_RetCode TA_DictDeletePair_S2( TA_Dict *dict, const char *key1, const char *key2 )
{
TA_PrivDictInfo *theDict;
TA_String *stringToDelete;
dnode_t *node;
TA_Dict *subDict;
TA_RetCode retCode;
TA_Libc *libHandle;
dict_t *kazlibDict;
theDict = (TA_PrivDictInfo *)dict;
if( (theDict == NULL) ||
(key1 == NULL) ||
(key2 == NULL))
return TA_BAD_PARAM;
kazlibDict = &theDict->d;
libHandle = theDict->libHandle;
/* Find the dictionary for this 'key1'. */
node = dict_lookup( libHandle, kazlibDict, key1 );
if( !node )
return TA_KEY_NOT_FOUND;
subDict = (TA_Dict *)dnode_get(node);
retCode = TA_DictDeletePair_S( subDict, key2 );
/* Delete the dictionary if it is empty. */
if( (retCode == TA_SUCCESS) && (TA_DictSize(subDict) == 0) )
{
TA_DictFree( subDict );
/* Free the 'node' and the 'key1' string. */
stringToDelete = TA_StringFromChar( dnode_getkey(node) );
dict_delete_free( theDict->libHandle, kazlibDict, node );
TA_StringFree( TA_GetGlobalStringCache( libHandle ), stringToDelete );
}
return TA_SUCCESS;
}
static TA_RetCode freeCategoryData( TA_Libc *libHandle, void *toBeFreed )
{
TA_FileIndexCategoryData *categoryData;
TA_StringCache *stringCache;
stringCache = TA_GetGlobalStringCache( libHandle );
categoryData = (TA_FileIndexCategoryData *)toBeFreed;
if( !categoryData )
return TA_ALLOC_ERR;
if( categoryData->string )
TA_StringFree( stringCache, categoryData->string );
if( freeListAndElement( libHandle, categoryData->listSymbol, freeSymbolData ) != TA_SUCCESS )
return TA_ALLOC_ERR;
TA_Free( libHandle, categoryData );
return TA_SUCCESS;
}
static TA_RetCode internalMarketPageFree( TA_YahooMarketPage *marketPage )
{
TA_Libc *libHandle;
TA_StringCache *stringCache;
if( marketPage )
{
libHandle = marketPage->libHandle;
if( marketPage->magicNb != TA_MARKET_PAGE_MAGIC_NB )
return TA_BAD_OBJECT;
if( marketPage->name )
{
stringCache = TA_GetGlobalStringCache( libHandle );
TA_StringFree( stringCache, marketPage->name );
}
TA_Free( libHandle, marketPage );
}
return TA_SUCCESS;
}
TA_RetCode TA_FileIndexFreeValueTree( TA_Libc *libHandle,
TA_ValueTreeNode *fromNode )
{
TA_PROLOG;
TA_RetCode retCode;
TA_ValueTreeNode *tmp;
TA_StringCache *stringCache;
TA_TRACE_BEGIN( libHandle, TA_FileIndexFreeValueTree );
TA_ASSERT( libHandle, fromNode != NULL );
stringCache = TA_GetGlobalStringCache( libHandle );
/* Remove itself from parent->child list if parent still around. */
if( fromNode->parent )
{
tmp = ((TA_ValueTreeNode *)fromNode->parent);
if( tmp->child )
TA_ListRemoveEntry( tmp->child, (void *)fromNode );
}
if( fromNode->string )
TA_StringFree( stringCache, fromNode->string );
/* Deletes all childs. */
if( fromNode->child )
{
retCode = freeListAndElement( libHandle, fromNode->child, freeTreeNode );
if( retCode != TA_SUCCESS )
TA_TRACE_RETURN( retCode );
}
TA_Free( libHandle, fromNode );
TA_TRACE_RETURN( TA_SUCCESS );
}
/* Allows to change the value associated to a TA_ValueTreeNode. */
TA_RetCode TA_FileIndexChangeValueTreeNodeValue( TA_Libc *libHandle,
TA_ValueTreeNode *nodeToChange,
TA_String *newValue )
{
TA_PROLOG;
TA_String *dup;
TA_StringCache *stringCache;
TA_TRACE_BEGIN( libHandle, TA_FileIndexChangeValueTreeNodeValue );
stringCache = TA_GetGlobalStringCache( libHandle );
if( !nodeToChange )
{
TA_TRACE_RETURN( TA_BAD_PARAM );
}
if( nodeToChange->string )
TA_StringFree( stringCache, nodeToChange->string );
if( !newValue )
nodeToChange->string = NULL;
else
{
dup = TA_StringDup( stringCache, newValue );
if( !dup )
{
nodeToChange->string = NULL;
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
else
nodeToChange->string = dup;
}
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_FileIndexAddCategoryData( TA_FileIndexPriv *data,
TA_String *stringCategory,
TA_FileIndexCategoryData **added )
{
TA_PROLOG;
TA_RetCode retCode;
TA_FileIndexCategoryData *categoryData;
unsigned int tmpInt;
unsigned int categoryFound; /* Boolean */
TA_Libc *libHandle;
TA_StringCache *stringCache;
libHandle = data->libHandle;
TA_TRACE_BEGIN( libHandle, TA_FileIndexAddCategoryData );
stringCache = TA_GetGlobalStringCache( libHandle );
TA_ASSERT( libHandle, data != NULL );
TA_ASSERT( libHandle, stringCategory != NULL );
/* Trap the case where the category is already added. */
categoryData = (TA_FileIndexCategoryData *)TA_ListAccessTail( data->listCategory );
categoryFound = 0;
while( categoryData && !categoryFound )
{
TA_ASSERT( libHandle, categoryData->string != NULL );
tmpInt = strcmp( TA_StringToChar( stringCategory ),
TA_StringToChar( categoryData->string ) );
if( tmpInt == 0 )
categoryFound = 1;
else
categoryData = (TA_FileIndexCategoryData *)TA_ListAccessPrev( data->listCategory );
}
if( !categoryFound )
{
/* This is a new category, so allocate the TA_FileIndexCategoryData */
categoryData = (TA_FileIndexCategoryData *)TA_Malloc( libHandle, sizeof(TA_FileIndexCategoryData) );
if( !categoryData )
TA_TRACE_RETURN( TA_ALLOC_ERR );
/* Initialize the TA_FileIndexCategoryData */
categoryData->parent = data;
if( stringCategory )
{
categoryData->string = TA_StringDup( stringCache, stringCategory); /* String for this category. Can be NULL. */
if( !categoryData->string )
{
TA_Free( libHandle, categoryData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
}
else
categoryData->string = NULL;
categoryData->listSymbol = TA_ListAlloc( libHandle );
if( !categoryData->listSymbol )
{
if( categoryData->string )
TA_StringFree( stringCache, categoryData->string );
TA_Free( libHandle, categoryData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Add it to the TA_FileIndexPriv */
retCode = TA_ListAddTail( data->listCategory, categoryData );
if( retCode != TA_SUCCESS )
{
TA_ListFree( categoryData->listSymbol );
if( categoryData->string )
TA_StringFree( stringCache, categoryData->string );
TA_Free( libHandle, categoryData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
#if 0
printf( "**ADDING CATEGORY[%s]\n", TA_StringToChar( categoryData->string ) );
#endif
}
/* Return the address of the object representing that category. */
if( added )
*added = categoryData;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_FileIndexAddSymbolData( TA_Libc *libHandle,
TA_FileIndexCategoryData *categoryData,
TA_String *stringSymbol,
TA_ValueTreeNode *treeNodeValue,
TA_FileIndexSymbolData **added )
{
TA_PROLOG;
TA_RetCode retCode;
TA_FileIndexSymbolData *symbolData;
unsigned int tmpInt;
unsigned int symbolFound; /* Boolean */
TA_StringCache *stringCache;
TA_TRACE_BEGIN( libHandle, TA_FileIndexAddSymbolData );
stringCache = TA_GetGlobalStringCache( libHandle );
TA_ASSERT( libHandle, categoryData != NULL );
TA_ASSERT( libHandle, categoryData->listSymbol != NULL );
TA_ASSERT( libHandle, stringSymbol != NULL );
TA_ASSERT( libHandle, treeNodeValue != NULL );
if( added )
*added = NULL;
/* Trap the case where this symbol is already there for that
* category. In that case, the information is ignored.
* Under the same category, for the same datasource, only one file
* is supported for a category-symbol pair.
*/
symbolData = (TA_FileIndexSymbolData *)TA_ListAccessTail( categoryData->listSymbol );
symbolFound = 0;
while( symbolData && !symbolFound )
{
TA_ASSERT( libHandle, symbolData->string != NULL );
tmpInt = strcmp( TA_StringToChar( stringSymbol ),
TA_StringToChar( symbolData->string ) );
if( tmpInt == 0 )
symbolFound = 1;
else
symbolData = (TA_FileIndexSymbolData *)TA_ListAccessPrev( categoryData->listSymbol );
}
if( !symbolFound )
{
/* This is a new symbol, so allocate the TA_FileIndexSymbolData */
symbolData = (TA_FileIndexSymbolData *)TA_Malloc( libHandle, sizeof(TA_FileIndexSymbolData) );
if( !symbolData )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Initialize the TA_FileIndexSymbolData */
symbolData->parent = categoryData;
symbolData->node = treeNodeValue;
symbolData->string = TA_StringDup( stringCache, stringSymbol );
if( !symbolData->string )
{
TA_Free( libHandle, symbolData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Add it to the category list. */
retCode = TA_ListAddTail( categoryData->listSymbol, symbolData );
if( retCode != TA_SUCCESS )
{
TA_StringFree( stringCache, symbolData->string );
TA_Free( libHandle, symbolData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
}
/* Return the address of the object representing that symbol. */
if( added )
*added = symbolData;
TA_TRACE_RETURN( TA_SUCCESS );
}
/**** 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_TradeLogAdd( TA_TradeLog *tradeLog,
const TA_Transaction *newTransaction )
{
TA_TradeLogPriv *tradeLogPriv;
TA_Instrument *id;
TA_Dict *theDict;
TA_DataLog *dataLog;
TA_TradeDictEntry *dictEntry;
TA_StringCache *stringCache;
TA_String *catString;
TA_String *symString;
const char *catCharPtr;
const char *symCharPtr;
TA_RetCode retCode;
int quantity, entryTradeQuantity;
TA_List *entryListToUse;
TA_DataLog *entryTradeLog;
TA_Real highestLow, highestHigh, lowestLow, lowestHigh;
TA_Real entryPrice, tempReal;
int i;
retCode = TA_INTERNAL_ERROR(120);
/* This function will transform the TA_Transaction into
* an "entry" or multiple "trades" (because an exit can
* be translated into multiple trade if there was multiple
* entry point).
*/
if( !tradeLog || !newTransaction )
return TA_BAD_PARAM;
/* Check that the TA_Transaction makes sense. */
if( (newTransaction->price <= 0.0) ||
(newTransaction->quantity <= 0) ||
(TA_TimestampValidate(&newTransaction->timestamp) != TA_SUCCESS) ||
(newTransaction->type >= TA_NB_TRADE_TYPE))
return TA_BAD_PARAM;
/* Get access to the hidden data of the TA_TradeLog. */
tradeLogPriv = (TA_TradeLogPriv *)tradeLog->hiddenData;
/* Make sure this is a valid object. */
if( !tradeLogPriv || (tradeLogPriv->magicNb != TA_TRADELOGPRIV_MAGIC_NB) )
return TA_BAD_OBJECT;
/* Find the TA_TradeDictEntry corresponding to
* the TA_Instrument.
*
* Use the dictionary corresponding to the type of
* key of the TA_Instrument.
*
* If TA_Instrument is NULL, use the pre-allocated
* default TA_TradeDictEntry.
*/
id = newTransaction->id;
if( !id )
{
dictEntry = &tradeLogPriv->defaultDictEntry;
catCharPtr = NULL;
symCharPtr = NULL;
theDict = NULL;
}
else
{
catCharPtr = id->catString;
symCharPtr = id->symString;
if( catCharPtr )
{
if( symCharPtr )
{
theDict = tradeLogPriv->tradeDictCATSYM;
dictEntry = TA_DictGetValue_S2( theDict, catCharPtr, symCharPtr );
}
else
{
theDict = tradeLogPriv->tradeDictCAT;
dictEntry = TA_DictGetValue_S( theDict, catCharPtr );
}
}
else if( symCharPtr )
{
theDict = tradeLogPriv->tradeDictCAT;
dictEntry = TA_DictGetValue_S( theDict, symCharPtr );
}
else
{
theDict = tradeLogPriv->tradeDictUserKey;
dictEntry = TA_DictGetValue_I( theDict, id->userKey );
}
}
if( !dictEntry )
{
if( !theDict )
return TA_INTERNAL_ERROR(146);
/* The TA_TradeDictEntry was not found, create it! */
dictEntry = TA_Malloc( sizeof( TA_TradeDictEntry ) );
if( !dictEntry )
return TA_ALLOC_ERR;
memset( &dictEntry->id, 0, sizeof(TA_Instrument) );
TA_ListInit( &dictEntry->shortEntryPrivList );
TA_ListInit( &dictEntry->longEntryPrivList );
/* Add the dictEntry to the corresponding dictionary. */
stringCache = TA_GetGlobalStringCache();
if( catCharPtr )
{
catString = TA_StringAlloc( stringCache, catCharPtr );
if( !catString )
{
TA_Free( dictEntry );
return TA_ALLOC_ERR;
}
if( symCharPtr )
{
symString = TA_StringAlloc( stringCache, symCharPtr );
if( !symString )
{
TA_Free( dictEntry );
TA_StringFree( stringCache, catString );
return TA_ALLOC_ERR;
}
retCode = TA_DictAddPair_S2( theDict, catString, symString, dictEntry );
dictEntry->id.symString = TA_StringToChar(symString);
}
else
retCode = TA_DictAddPair_S( theDict, catString, dictEntry );
dictEntry->id.catString = TA_StringToChar(catString);
}
else if( symCharPtr )
{
symString = TA_StringAlloc( stringCache, symCharPtr );
if( !symString )
{
TA_Free( dictEntry );
return TA_ALLOC_ERR;
}
retCode = TA_DictAddPair_S( theDict, symString, dictEntry );
dictEntry->id.symString = TA_StringToChar(symString);
}
else
{
retCode = TA_DictAddPair_I( theDict, id->userKey, dictEntry );
dictEntry->id.userKey = id->userKey;
}
/* Check the retCode of the TA_DictAddXXXXX function. */
if( retCode != TA_SUCCESS )
{
TA_Free( dictEntry );
return TA_ALLOC_ERR;
}
}
/* Identify the approriate list of entry. */
switch( newTransaction->type )
{
case TA_LONG_ENTRY:
case TA_LONG_EXIT:
entryListToUse = &dictEntry->longEntryPrivList;
break;
case TA_SHORT_ENTRY:
case TA_SHORT_EXIT:
entryListToUse = &dictEntry->shortEntryPrivList;
break;
default:
return TA_BAD_PARAM;
}
/* The sign of the quantity indicates if the
* data log is a completed trade (+) or an
* entry (-).
*/
switch( newTransaction->type )
{
case TA_LONG_ENTRY:
case TA_SHORT_ENTRY:
/* Allocate a data log and add it to the list. */
dataLog = TA_AllocatorForDataLog_Alloc( &tradeLogPriv->allocator );
if( !dataLog )
return TA_ALLOC_ERR;
dataLog->u.entry.quantity = -(newTransaction->quantity);
dataLog->u.entry.entryPrice = newTransaction->price;
TA_TimestampCopy( &dataLog->u.entry.entryTimestamp,
&newTransaction->timestamp );
TA_ListNodeAddTail( entryListToUse, &dataLog->u.entry.node, dataLog );
break;
case TA_LONG_EXIT:
case TA_SHORT_EXIT:
/* Invalidate cached calculation of this trade log. */
tradeLogPriv->flags &= ~TA_PMVALUECACHE_CALCULATED;
/* Transform this transaction into one or
* multiple trade(s).
*/
entryTradeLog = TA_ListRemoveHead( entryListToUse );
if( !entryTradeLog )
return TA_ENTRY_TRANSACTION_MISSING;
quantity = newTransaction->quantity;
while( quantity )
{
entryTradeQuantity = -entryTradeLog->u.trade.quantity;
if( entryTradeQuantity == quantity )
{
/* This entry have exactly the right amount of
* position for what needs to be closed.
* Just transform the entry into a trade.
*/
entryTradeLog->u.trade.quantity = quantity;
entryTradeLog->u.trade.id = id;
TA_TimestampCopy( &entryTradeLog->u.trade.exitTimestamp,
&newTransaction->timestamp );
/* Calculate the profit and make the entryPrice
* negative if this is a short trade.
* Both are multiplied by the quantity being
* traded.
*/
entryPrice = entryTradeLog->u.entry.entryPrice;
if( newTransaction->type == TA_LONG_EXIT )
{
entryTradeLog->u.trade.profit = (newTransaction->price-entryPrice)*quantity;
CALC_EXCURSION_LONG;
}
else
{
entryTradeLog->u.trade.profit = (entryPrice-newTransaction->price)*quantity;
entryPrice = -entryPrice;
CALC_EXCURSION_SHORT;
}
entryTradeLog->u.entry.entryPrice = entryPrice * quantity;
return TA_SUCCESS; /* Done! */
}
else if( entryTradeQuantity < quantity )
{
/* This entry have less than the amount of
* position that needs to be closed.
* Just transform the entry into a trade
* and move to the next entry.
*/
entryTradeLog->u.trade.quantity = entryTradeQuantity;
quantity -= entryTradeQuantity;
entryTradeLog->u.trade.id = id;
TA_TimestampCopy( &entryTradeLog->u.trade.exitTimestamp,
&newTransaction->timestamp );
/* Calculate the profit and make the entryPrice
* negative if this is a short trade.
* Both are multiplied by the quantity being
* traded.
*/
entryPrice = entryTradeLog->u.trade.entryPrice;
if( newTransaction->type == TA_LONG_EXIT )
{
entryTradeLog->u.trade.profit = (newTransaction->price-entryPrice)*entryTradeQuantity;
CALC_EXCURSION_LONG;
}
else
{
entryTradeLog->u.trade.profit = (entryPrice-newTransaction->price)*entryTradeQuantity;
entryPrice = -entryPrice;
CALC_EXCURSION_SHORT;
}
entryTradeLog->u.trade.entryPrice = entryPrice * entryTradeQuantity;
/* Move to the next entry. If none available, that means there
* was more "exit" than "entry" and this is considered an
* error.
*/
entryTradeLog = TA_ListRemoveHead( entryListToUse );
if( !entryTradeLog )
return TA_ENTRY_TRANSACTION_MISSING;
}
else
{
/* This entry have more position than what the
* exit requires, so the entry must be preserved.
* Consequently, a new tradeLog must be allocated.
*/
dataLog = TA_AllocatorForDataLog_Alloc( &tradeLogPriv->allocator );
if( !dataLog )
return TA_ALLOC_ERR;
TA_TimestampCopy( &dataLog->u.trade.entryTimestamp,
&entryTradeLog->u.trade.entryTimestamp );
TA_TimestampCopy( &dataLog->u.trade.exitTimestamp,
&newTransaction->timestamp );
dataLog->u.trade.quantity = quantity;
entryPrice = entryTradeLog->u.trade.entryPrice;
if( newTransaction->type == TA_LONG_EXIT )
{
dataLog->u.trade.profit = (newTransaction->price-entryPrice)*quantity;
CALC_EXCURSION_LONG;
}
else
{
dataLog->u.trade.profit = (entryPrice-newTransaction->price)*quantity;
entryPrice = -entryPrice;
CALC_EXCURSION_SHORT;
}
dataLog->u.trade.entryPrice = entryPrice*quantity;
dataLog->u.trade.id = id;
/* Adjust the entry and put it back for being process
* again later.
*/
entryTradeLog->u.trade.quantity += quantity;
TA_ListNodeAddHead( entryListToUse, &entryTradeLog->u.entry.node, entryTradeLog );
return TA_SUCCESS; /* Done! */
}
}
break;
default:
return TA_INTERNAL_ERROR(121);
}
return TA_SUCCESS;
}