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_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;
}
/**** Local functions definitions. ****/
static TA_RetCode doAdjustments( TA_DecodingParam *localDecodingParam,
TA_String *yahooName,
TA_PrivateYahooHandle *yahooHandle,
const char *overideServerAddr,
TA_ParamForAddData *paramForAddData )
{
TA_RetCode retCode;
TA_WebPage *webPage;
TA_Stream *stream;
TA_StreamAccess *streamAccess;
TA_AdjustDataParse adjustDataParse;
adjustDataParse.paramForAddData = paramForAddData;
adjustDataParse.yahooHandle = yahooHandle;
/* Get the split/value adjustments from the Yahoo! web site */
retCode = TA_WebPageAllocFromYahooName( localDecodingParam,
TA_StringToChar(yahooName),
overideServerAddr,
&webPage, paramForAddData );
if( retCode != TA_SUCCESS )
return retCode;
/* Parse the dividend/split information */
stream = webPage->content;
streamAccess = TA_StreamAccessAlloc( stream );
if( !streamAccess )
{
TA_WebPageFree( webPage );
return TA_ALLOC_ERR;
}
retCode = TA_StreamAccessSearch( streamAccess, "Monthly" );
if( retCode == TA_SUCCESS )
{
retCode = TA_StreamAccessSearch( streamAccess, "Last" );
if( retCode == TA_SUCCESS )
{
/* Find the table of data. */
retCode = TA_StreamAccessSearch( streamAccess, "yfnc_datamodoutline1" );;
if( retCode == TA_SUCCESS )
{
retCode = TA_StreamAccessGetHTMLTable( streamAccess,
200,
processAdjustmentTable,
&adjustDataParse );
}
}
}
TA_StreamAccessFree( streamAccess );
TA_WebPageFree( webPage );
return retCode;
}
TA_RetCode TA_YAHOO_OpenSource( const TA_AddDataSourceParamPriv *param,
TA_DataSourceHandle **handle )
{
TA_PROLOG
TA_DataSourceHandle *tmpHandle;
TA_PrivateYahooHandle *privData;
TA_RetCode retCode;
TA_StringCache *stringCache;
TA_CountryId countryId;
TA_CountryId countryIdTemp;
TA_Timestamp now;
const char *locationPtr;
char locationBuffer[3];
int timeout_set; /* boolean */
int i, again;
unsigned int strLength, strServerLength;
const char *strTemp;
*handle = NULL;
TA_TRACE_BEGIN( TA_YAHOO_OpenSource );
stringCache = TA_GetGlobalStringCache();
/* Verify that the requested functionality is supported or not. */
if( param->flags & TA_REPLACE_ZERO_PRICE_BAR )
{
TA_TRACE_RETURN( TA_NOT_SUPPORTED );
}
/* Allocate and initialize the handle. This function will also allocate the
* private handle (opaque data).
*/
tmpHandle = TA_YAHOO_DataSourceHandleAlloc();
if( tmpHandle == NULL )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
privData = (TA_PrivateYahooHandle *)(tmpHandle->opaqueData);
/* Copy some parameters in the private handle. */
privData->param = param;
/* Indentify the country and replace with the default as needed.
* At the same time, identify optional "server=" modifier.
*/
countryId = TA_Country_ID_INVALID;
if( privData->param->location )
{
locationPtr = TA_StringToChar(privData->param->location);
/* Split into token (seperator is ';'). Check for a 2 character country
* string and the optional "server=" modifier.
*/
i = -1;
strTemp = &locationPtr[0];
strLength = 0;
strServerLength = strlen(TA_SERVER_STR);
again = 1;
while( (++i < 1024) && again )
{
if( strLength == 0 )
strTemp = &locationPtr[i];
if( locationPtr[i] == '\0' )
again = 0;
if( locationPtr[i] == ';' || !again )
{
if( strLength == 2 )
{
locationBuffer[0] = locationPtr[i-2];
locationBuffer[1] = locationPtr[i-1];
locationBuffer[2] = '\0';
countryIdTemp = TA_CountryAbbrevToId(locationBuffer);
if( countryIdTemp == TA_Country_ID_INVALID )
TA_TRACE_RETURN( TA_UNSUPPORTED_COUNTRY );
if( countryId != TA_Country_ID_INVALID )
TA_TRACE_RETURN( TA_LIMIT_OF_ONE_COUNTRY_ID_EXCEEDED );
countryId = countryIdTemp;
}
else if( strLength>strServerLength && (strncmp(strTemp,TA_SERVER_STR,strServerLength)==0) )
{
if( privData->userSpecifiedServer )
TA_TRACE_RETURN( TA_LIMIT_OF_ONE_SERVER_EXCEEDED );
privData->userSpecifiedServer = TA_StringAllocN( stringCache,
&strTemp[strServerLength],
strLength-strServerLength );
TA_ASSERT( privData->userSpecifiedServer != NULL );
}
else
TA_TRACE_RETURN( TA_LOCATION_PARAM_INVALID );
strLength = 0;
}
else
strLength++;
}
}
if( countryId == TA_Country_ID_INVALID )
{
/* Default is United States. */
countryId = TA_Country_ID_US;
}
if( privData->param->id == TA_YAHOO_ONE_SYMBOL )
{
privData->index = NULL;
privData->webSiteCountry = countryId;
privData->webSiteSymbol = TA_StringDup(stringCache,privData->param->info);
tmpHandle->nbCategory = 1;
}
else
{
/* Build the index using .dat files */
switch( countryId )
{
case TA_Country_ID_US: /* United States */
case TA_Country_ID_CA: /* Canada */
case TA_Country_ID_UK: /* United Kingdom */
case TA_Country_ID_DE: /* Germany */
case TA_Country_ID_DK: /* Denmark */
case TA_Country_ID_ES: /* Spain */
case TA_Country_ID_FR: /* France */
case TA_Country_ID_IT: /* Italy */
case TA_Country_ID_SE: /* Sweden */
case TA_Country_ID_NO: /* Norway */
/* These country are currently supported. */
break;
default:
TA_YAHOO_DataSourceHandleFree( tmpHandle );
TA_TRACE_RETURN( TA_UNSUPPORTED_COUNTRY );
}
/* Establish the timeout for local cache of the index.
* Let's make it 4 business days.
*/
timeout_set = 0;
TA_SetDefault( &now );
retCode = TA_SetDateNow( &now );
for( i=0; (i < 4) && (retCode == TA_SUCCESS); i++ )
retCode = TA_PrevWeekday( &now );
if( (i == 4) && (retCode == TA_SUCCESS) )
timeout_set = 1;
/* At this point, we got all the information we
* need in the handle.
* Now build the TA_YahooIdx.
*/
retCode = TA_YahooIdxAlloc( countryId,
&privData->index,
TA_USE_LOCAL_CACHE|TA_USE_REMOTE_CACHE,
NULL, timeout_set?&now:NULL, NULL );
if( retCode != TA_SUCCESS )
{
TA_YAHOO_DataSourceHandleFree( tmpHandle );
TA_TRACE_RETURN( retCode );
}
/* Set the total number of distinct category. */
tmpHandle->nbCategory = privData->index->nbCategory;
}
*handle = tmpHandle;
TA_TRACE_RETURN( TA_SUCCESS );
}
TA_RetCode TA_YAHOO_OpenSource( const TA_AddDataSourceParamPriv *param,
TA_DataSourceHandle **handle )
{
TA_PROLOG
TA_DataSourceHandle *tmpHandle;
TA_PrivateYahooHandle *privData;
TA_RetCode retCode;
TA_StringCache *stringCache;
TA_CountryId countryId;
TA_Timestamp now;
const char *locationPtr;
int timeout_set; /* boolean */
int i;
*handle = NULL;
TA_TRACE_BEGIN( TA_YAHOO_OpenSource );
stringCache = TA_GetGlobalStringCache();
/* Verify that the requested functionality is supported or not. */
if( param->flags & TA_REPLACE_ZERO_PRICE_BAR )
{
TA_TRACE_RETURN( TA_NOT_SUPPORTED );
}
/* Allocate and initialize the handle. This function will also allocate the
* private handle (opaque data).
*/
tmpHandle = TA_YAHOO_DataSourceHandleAlloc();
if( tmpHandle == NULL )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
privData = (TA_PrivateYahooHandle *)(tmpHandle->opaqueData);
/* Copy some parameters in the private handle. */
privData->param = param;
/* Validate if this is a supported country. */
if( !privData->param->location )
{
countryId = TA_Country_ID_US;
}
else
{
locationPtr = TA_StringToChar(privData->param->location);
countryId = TA_CountryAbbrevToId(locationPtr);
switch( countryId )
{
case TA_Country_ID_US: /* United States */
case TA_Country_ID_CA: /* Canada */
case TA_Country_ID_UK: /* United Kingdom */
case TA_Country_ID_DE: /* Germany */
case TA_Country_ID_DK: /* Denmark */
case TA_Country_ID_ES: /* Spain */
case TA_Country_ID_FR: /* France */
case TA_Country_ID_IT: /* Italy */
case TA_Country_ID_SE: /* Sweden */
case TA_Country_ID_NO: /* Norway */
/* These country are currently supported. */
break;
default:
TA_YAHOO_DataSourceHandleFree( tmpHandle );
TA_TRACE_RETURN( TA_UNSUPPORTED_COUNTRY );
}
}
/* Establish the timeout for local cache of the index.
* Let's make it 3 business days.
*/
timeout_set = 0;
TA_SetDefault( &now );
retCode = TA_SetDateNow( &now );
for( i=0; (i < 3) && (retCode == TA_SUCCESS); i++ )
retCode = TA_PrevWeekday( &now );
if( (i == 3) && (retCode == TA_SUCCESS) )
timeout_set = 1;
/* At this point, we got all the information we
* need in the handle.
* Now build the TA_YahooIdx.
*/
retCode = TA_YahooIdxAlloc(
countryId,
&privData->index,
TA_USE_LOCAL_CACHE|TA_USE_REMOTE_CACHE,
NULL, timeout_set?&now:NULL, NULL );
if( retCode != TA_SUCCESS )
{
TA_YAHOO_DataSourceHandleFree( tmpHandle );
TA_TRACE_RETURN( retCode );
}
/* Set the total number of distinct category. */
tmpHandle->nbCategory = privData->index->nbCategory;
*handle = tmpHandle;
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 );
}
/**** Global functions definitions. ****/
TA_RetCode TA_FileIndexParsePath( TA_FileIndexPriv *fileIndexPriv, TA_String *path )
{
typedef enum { INIT_PROCESSING,
FIX_PROCESSING,
FIELD_PROCESSING,
WILD_PROCESSING,
SEP_PROCESSING } State;
TA_PROLOG
State currentState;
const char *currentTokenStart;
unsigned int length;
char *str;
char *pos;
char sepTmp[2];
TA_RetCode retCode;
unsigned int tokenSize;
TA_TokenId tokenId;
const char *sourcePattern;
TA_TRACE_BEGIN( TA_FileIndexParsePath );
TA_ASSERT( path != NULL );
sepTmp[1] = '\0';
sourcePattern = TA_StringToChar( path );
/* The following macro should help for the readability of the parsing logic.
* These macro are used only inside this function.
*/
#define RETURN(y) {TA_Free(str); TA_TRACE_RETURN( y );}
#define REJECT_STATE(x,y) { if(currentState==x)RETURN(y); }
#define CHANGE_STATE(x) {currentState=x; currentTokenStart=pos+1;}
#define ADD_TOKEN(id,value) \
{ \
retCode = addToken(fileIndexPriv,id,value); \
if( retCode != TA_SUCCESS) RETURN(retCode); \
}
#define FLUSH_FIX() \
{ \
retCode = flushFixPart(fileIndexPriv,currentTokenStart,pos); \
if( retCode != TA_SUCCESS ) RETURN(retCode); \
}
/* This function build a list representing the tokens
* of the sourcePattern.
*
* Example: "C:\a\*AZD?\[S]\data.txt" becomes
*
* TokenId Value
* TA_TOK_FIX "C:"
* TA_TOK_SEP "\"
* TA_TOK_FIX "a"
* TA_TOK_SEP "\"
* TA_TOK_WILD "*"
* TA_TOK_FIX "AZD"
* TA_TOK_WILD_CHAR "?"
* TA_TOK_SEP "\"
* TA_TOK_S "?*"
* TA_TOK_SEP "\"
* TA_TOK_FIX "data.txt"
* TA_TOK_END (null)
*
* In the values, the '?' and '*' character represent MS-DOS kind
* of wildcards:
* '?' is any character (but only one).
* '*' zero or more of any character
*/
if( sourcePattern == NULL )
return TA_INVALID_PATH;
length = strlen( sourcePattern ) + 1;
if( (length <= 1) || (length > 2048) )
return TA_INVALID_PATH;
str = (char *)TA_Malloc( length );
strcpy( str, sourcePattern );
pos = str;
currentState = INIT_PROCESSING;
currentTokenStart = pos;
while( *pos != '\0' )
{
if( (*pos == '\\') || (*pos == '/') )
{
/* Handle directories separator character. */
REJECT_STATE( FIELD_PROCESSING, TA_INVALID_FIELD );
REJECT_STATE( SEP_PROCESSING, TA_INVALID_PATH );
FLUSH_FIX();
#if 0
!!! Needed?
/* Check that the string prior to the separator
* does not terminate with a dot '.'
*/
if( currentState != INIT_PROCESSING )
{
if( *(pos-1) == '.' )
RETURN( TA_INVALID_PATH );
}
#endif
/* Transform into the directory delimiter
* used on the host file system.
*/
sepTmp[0] = (char)TA_SeparatorASCII();
ADD_TOKEN( TA_TOK_SEP, sepTmp );
CHANGE_STATE( SEP_PROCESSING );
}
else switch( *pos )
static void internalCheckpoint( TA_TraceGlobal *global,
TA_String *key,
const char *funcname,
const char *filename,
unsigned int lineNb )
{
#if !defined( TA_SINGLE_THREAD )
TA_RetCode retCode;
#endif
#ifdef TA_DEBUG
TA_TracePosition *tracePosition;
#endif
/* Make sure there is no tracing while tracing!
* In rare occasion, this may prevent to record
* some tracing in a multithread environment.
* We can live with that compromise.
*/
if( !TA_IsTraceEnabled() )
return;
#if !defined( TA_SINGLE_THREAD )
retCode = TA_SemaWait( &global->callSema );
if( retCode != TA_SUCCESS )
return;
#endif
#ifdef TA_DEBUG
/* If this position is already in the dictionary, just
* increment the 'repetition' counter, else create
* a new entry in the dictionary.
*/
TA_TraceDisable();
tracePosition = TA_DictGetValue_S( global->functionCalled, TA_StringToChar(key) );
TA_TraceEnable();
if( tracePosition )
tracePosition->repetition++;
else
{
tracePosition = newTracePosition( funcname, filename, lineNb );
if( !tracePosition )
{
#if !defined( TA_SINGLE_THREAD )
TA_SemaPost( &global->callSema );
#endif
return;
}
TA_TraceDisable();
TA_DictAddPair_S( global->functionCalled, key, (void *)tracePosition );
TA_TraceEnable();
}
/* Trace position are never deleted, until the library is shutdown.
* Make a copy of it in the circular buffer.
*/
global->codeTrace[global->posForNextTrace] = *tracePosition;
#else
(void)key; /* Used only when doing debug. */
global->codeTrace[global->posForNextTrace].filename = filename;
global->codeTrace[global->posForNextTrace].funcname = funcname;
global->codeTrace[global->posForNextTrace].lineNb = lineNb;
global->codeTrace[global->posForNextTrace].repetition = 1;
#endif
/* Move to the next entry in the circular buffer. */
global->posForNextTrace++;
if( global->posForNextTrace >= TA_CODE_TRACE_SIZE )
global->posForNextTrace = 0;
#if !defined( TA_SINGLE_THREAD )
TA_SemaPost( &global->callSema );
#endif
}
TA_RetCode TA_SIMULATOR_OpenSource( const TA_AddDataSourceParamPriv *param,
TA_DataSourceHandle **handle )
{
TA_PROLOG
TA_DataSourceHandle *tmpHandle;
TA_PrivateHandle *privData;
TA_StringCache *stringCache;
*handle = NULL;
TA_TRACE_BEGIN( TA_SIMULATOR_OpenSource );
stringCache = TA_GetGlobalStringCache();
if( !stringCache )
{
TA_TRACE_RETURN( TA_INTERNAL_ERROR(91) );
}
/* Verify that the requested functionality is supported or not. */
if( param->flags & TA_REPLACE_ZERO_PRICE_BAR )
{
TA_TRACE_RETURN( TA_NOT_SUPPORTED );
}
/* Allocate and initialize the handle. This function will also allocate the
* private handle (opaque data).
*/
tmpHandle = (TA_DataSourceHandle *)TA_Malloc( sizeof( TA_DataSourceHandle ) );
if( tmpHandle == NULL )
{
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
memset( tmpHandle, 0, sizeof( TA_DataSourceHandle ) );
privData = (TA_PrivateHandle *)TA_Malloc( sizeof( TA_PrivateHandle ) );
if( !privData )
{
TA_Free( tmpHandle );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
memset( privData, 0, sizeof( TA_PrivateHandle ) );
tmpHandle->opaqueData = privData;
/* Copy some parameters in the private handle. */
privData->categoryIter = 0;
privData->catRefIter = 0;
privData->catMrgIter = 0;
if( param->info == NULL )
{
privData->mrgInstance = 0;
tmpHandle->nbCategory = 1;
}
else
{
privData->mrgInstance = atoi( TA_StringToChar( param->info ) );
if( (privData->mrgInstance < 1) || (privData->mrgInstance > 4) )
{
TA_Free( tmpHandle );
TA_Free( privData );
TA_TRACE_RETURN( TA_BAD_PARAM );
}
tmpHandle->nbCategory = 2;
/* Allocate the data. */
}
/* Pre-allocate all the string used in this data source. */
privData->ta_sim_ref_cat = TA_StringAlloc(stringCache, "TA_SIM_REF");
privData->ta_sim_mrg_cat = TA_StringAlloc(stringCache, "TA_SIM_MRG");
privData->daily_ref_0 = TA_StringAlloc(stringCache, "DAILY_REF_0");
privData->intra_ref_0 = TA_StringAlloc(stringCache, "INTRA_REF_0");
privData->mrg_0 = TA_StringAlloc(stringCache, "MRG_0");
if( !privData->ta_sim_ref_cat ||
!privData->ta_sim_mrg_cat ||
!privData->daily_ref_0 ||
!privData->intra_ref_0 ||
!privData->mrg_0 )
{
freePrivateHandle( privData );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
/* Everything is fine, return the handle to the caller. */
*handle = tmpHandle;
TA_TRACE_RETURN( TA_SUCCESS );
}
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;
}
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 );
}
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_ReadOpInfoAlloc( const char *sourceInfo,
TA_ReadOpInfo **allocatedInfo,
unsigned int readOpFlags )
{
TA_PROLOG
TA_RetCode retCode;
TA_ReadOp readOp;
TA_ReadOp *arrayReadOp;
TA_ReadOpInfo *newReadOpInfo;
TA_Field fieldMask, fieldProvided;
unsigned int timeframeIdx;
unsigned int intraDayIncPeriod;
TA_TokenId intraDayIncToken;
TA_TokenId tempToken;
unsigned int tempInt;
unsigned int period;
unsigned int errorOccurred;
const char *pos;
unsigned int inField;
unsigned int nbField;
unsigned int nbCharInField;
unsigned int skipNonDigitLine;
const char *ptrFirstCarInField;
unsigned char localBuf[10];
unsigned int bufIdx, opIdx, i;
register unsigned int flagSet;
register TA_ReadOp *ptrReadOp;
TA_TRACE_BEGIN( TA_BuildArrayReadOp );
newReadOpInfo = (TA_ReadOpInfo *)TA_Malloc( sizeof( TA_ReadOpInfo ) );
/* These variables are resolved within this function. */
memset( newReadOpInfo, 0, sizeof( TA_ReadOpInfo ) );
/* At this point, TA_ReadOpInfoFree can be safely called. */
/* Keep track of some user provided parameter. */
newReadOpInfo->sourceInfo = sourceInfo;
newReadOpInfo->readOpFlags = readOpFlags;
/* Initialize some defaults. */
newReadOpInfo->openInterestMult = 100;
newReadOpInfo->volumeMult = 100;
nbField = 0;
intraDayIncPeriod = 0;
intraDayIncToken = TA_TOK_END;
pos = newReadOpInfo->sourceInfo;
if( !pos || (*pos == '\0') )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_MISSING_FIELD );
}
/* Find how many fields are defined and check some syntax
* at the same time.
*/
if( *pos != '[' )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
inField = 0;
nbCharInField = 0;
skipNonDigitLine = 0;
ptrFirstCarInField = NULL;
while( *pos != '\0' )
{
switch( *pos )
{
case '[':
if( inField )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
inField = 1;
break;
case ']':
if( (!inField) || (nbCharInField == 0) )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
nbField++;
/* Exclude fields not generating a TA_ReadOp.
* For the time being that means only the -H and -NDL field.
*/
if( nbCharInField >= 2 )
{
TA_ASSERT( ptrFirstCarInField != NULL );
if( ptrFirstCarInField[0] == '-' )
{
if( toupper(ptrFirstCarInField[1]) == 'H' )
nbField--;
else if( (toupper(ptrFirstCarInField[1]) == 'N') &&
(toupper(ptrFirstCarInField[2]) == 'D') &&
(toupper(ptrFirstCarInField[3]) == 'L') )
{
skipNonDigitLine = 1;
nbField--;
}
}
}
inField = 0;
nbCharInField = 0;
ptrFirstCarInField = NULL;
break;
default:
if( !inField )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
if( nbCharInField == 0 )
ptrFirstCarInField = pos;
nbCharInField++;
break;
}
pos++;
}
if( inField || *(pos-1) != ']' )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
/* Build the TA_ReadOp array */
arrayReadOp = (TA_ReadOp *)TA_Malloc( sizeof( TA_ReadOp ) * nbField );
if( !arrayReadOp )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_ALLOC_ERR );
}
newReadOpInfo->arrayReadOp = arrayReadOp;
pos = TA_StringToChar(newReadOpInfo->sourceInfo);
bufIdx = 0;
opIdx = 0;
while( *pos != '\0' && (opIdx < nbField) )
{
switch( *pos )
{
case '[':
break;
case ']':
localBuf[bufIdx] ='\0';
bufIdx = 0;
/* Identify the field and build the TA_ReadOp. */
tempInt = 0;
retCode = buildReadOp( newReadOpInfo,
(const char *)&localBuf[0],
&arrayReadOp[opIdx],
&tempToken, &tempInt );
if( retCode != TA_SUCCESS )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( retCode );
}
if( arrayReadOp[opIdx] != 0 )
{
/* Set the replace zero flag as needed */
if( TA_IS_REPLACE_ZERO(readOpFlags) && TA_IS_REAL_CMD(arrayReadOp[opIdx]) )
{
TA_SET_REPLACE_ZERO(arrayReadOp[opIdx]);
}
/* Set the skipNonDigitLine flag as needed. */
if( skipNonDigitLine == 1 )
{
TA_SET_SKIP_NDL_FLAG(arrayReadOp[opIdx]);
}
/* Ooof... this readOp is now all build! */
opIdx++;
}
/* If this is a time token, make sure this
* is not in contradiction with an already
* specified increment.
*/
if( intraDayIncPeriod )
{
errorOccurred = 0;
switch( tempToken )
{
case TA_TOK_SEC:
case TA_TOK_SS:
if( (intraDayIncToken == TA_TOK_MIN) ||
(intraDayIncToken == TA_TOK_MN) )
errorOccurred = 1;
/* no break */
case TA_TOK_MIN:
case TA_TOK_MN:
if( (intraDayIncToken == TA_TOK_HOUR) ||
(intraDayIncToken == TA_TOK_HH) )
errorOccurred = 1;
break;
case TA_TOK_HOUR:
case TA_TOK_HH:
errorOccurred = 1;
break;
default:
/* Do nothing */
break;
}
if( errorOccurred )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
}
/* Check if a period increment is specified. */
if( (tempInt != 0) && (tempInt != 1) )
{
if( intraDayIncPeriod != 0 )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
intraDayIncPeriod = tempInt;
intraDayIncToken = tempToken;
}
break;
default:
if( bufIdx >= sizeof(localBuf)-1 )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
localBuf[bufIdx++] = *pos;
break;
}
pos++;
}
if( opIdx != nbField )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INTERNAL_ERROR(89) );
}
arrayReadOp[opIdx-1] |= TA_CMD_LAST_FLAG;
/* Build the mask representing the fields provided. */
fieldProvided = 0;
timeframeIdx = TA_INTEGER_ARRAY_SIZE;
for( opIdx=0; opIdx < nbField; opIdx++ )
{
readOp = arrayReadOp[opIdx];
TA_ASSERT( readOp != 0 ); /* Parano test */
if( !TA_IS_PERMANENT_SKIP_SET(readOp) )
{
/* Make sure this field was not specified twice. */
for( i=opIdx+1; i < nbField; i++ )
{
if( (TA_IS_REAL_CMD(readOp) && TA_IS_REAL_CMD(arrayReadOp[i])) ||
(TA_IS_INTEGER_CMD(readOp) && TA_IS_INTEGER_CMD(arrayReadOp[i])) )
{
if( (TA_GET_IDX(readOp) == TA_GET_IDX(arrayReadOp[i])) &&
!TA_IS_PERMANENT_SKIP_SET(arrayReadOp[i]) )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_REDUNDANT_FIELD );
}
}
}
/* Parano test: Double-check redundant field in a different way. */
fieldMask = TA_ReadOpToField( readOp );
TA_ASSERT( fieldMask != 0 );
if( !(fieldMask & TA_TIMESTAMP) && (fieldProvided & fieldMask) )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_REDUNDANT_FIELD );
}
/* Set the field. */
fieldProvided |= fieldMask;
/* Keep track of the smallest granularity of the timestamp. */
if( fieldMask & TA_TIMESTAMP )
{
if( (timeframeIdx == TA_INTEGER_ARRAY_SIZE) ||
(TA_GET_IDX(readOp) < timeframeIdx) )
timeframeIdx = TA_GET_IDX(readOp);
}
}
}
/* No date/time reference provided!? This is considered an error
* in the current implementation.
*/
if( timeframeIdx == TA_INTEGER_ARRAY_SIZE )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_MISSING_DATE_OR_TIME_FIELD );
}
/* Determine at which point the timestamp is completed. */
flagSet = 0;
for( opIdx=nbField; opIdx > 0; opIdx-- )
{
ptrReadOp = &arrayReadOp[opIdx-1];
readOp = *ptrReadOp;
if( !flagSet &&
TA_IS_INTEGER_CMD(readOp) &&
(TA_GET_IDX(readOp)<=TA_YEAR_IDX) &&
!TA_IS_PERMANENT_SKIP_SET(readOp) )
{
TA_SET_TIMESTAMP_COMPLETE(*ptrReadOp);
flagSet = 1;
}
else
{
TA_CLR_TIMESTAMP_COMPLETE(*ptrReadOp);
}
}
/* Validate and identify the period. */
period = 0;
if( intraDayIncPeriod )
{
errorOccurred = 0;
switch( timeframeIdx )
{
case TA_YEAR_IDX:
case TA_MONTH_IDX:
case TA_DAY_IDX:
errorOccurred = 1;
break;
case TA_HOUR_IDX:
if( (intraDayIncPeriod < TA_1HOUR) || (intraDayIncPeriod >= TA_DAILY) )
errorOccurred = 1;
break;
case TA_MIN_IDX:
if( (intraDayIncPeriod < TA_1MIN) || (intraDayIncPeriod >= TA_1HOUR) )
errorOccurred = 1;
break;
case TA_SEC_IDX:
if( (intraDayIncPeriod < TA_1SEC) || (intraDayIncPeriod >= TA_1MIN) )
errorOccurred = 1;
break;
default:
TA_ReadOpInfoFree( newReadOpInfo );
TA_FATAL( NULL, timeframeIdx, fieldProvided );
}
if( errorOccurred )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
period = intraDayIncPeriod;
}
else
{
switch( timeframeIdx )
{
case TA_YEAR_IDX:
period = TA_YEARLY;
break;
case TA_MONTH_IDX:
period = TA_MONTHLY;
break;
case TA_DAY_IDX:
period = TA_DAILY;
break;
case TA_HOUR_IDX:
period = TA_1HOUR;
break;
case TA_MIN_IDX:
period = TA_1MIN;
break;
case TA_SEC_IDX:
period = TA_1SEC;
break;
default:
TA_FATAL( NULL, timeframeIdx, fieldProvided );
}
}
/* A last check... */
if( period == 0 )
{
TA_ReadOpInfoFree( newReadOpInfo );
TA_TRACE_RETURN( TA_INVALID_FIELD );
}
/* Everything is fine, let's return the information. */
newReadOpInfo->arrayReadOp = arrayReadOp;
newReadOpInfo->fieldProvided = fieldProvided;
newReadOpInfo->nbReadOp = nbField;
newReadOpInfo->period = period;
*allocatedInfo = newReadOpInfo;
TA_TRACE_RETURN( TA_SUCCESS );
}
/**** Local functions definitions. ****/
static TA_RetCode translateToYahooName( TA_Libc *libHandle,
const TA_String *categoryName,
const TA_String *symbolName,
char *buffer,
unsigned int maxBufferSize )
{
TA_CountryId countryId;
unsigned int i, symbolLength, xchangeLength, extLength, typeLength;
const char *symbol;
const char *xchange;
const char *type;
const char *category;
const char *ext;
(void)libHandle;
category = TA_StringToChar(categoryName);
/* Identify the symbol and its length. */
symbol = TA_StringToChar(symbolName);
symbolLength = strlen( symbol );
if( symbolLength >= maxBufferSize )
return TA_INVALID_SECURITY_SYMBOL;
strcpy( buffer, symbol );
/* Trap special case where the symbol/category is for
* one of the hard coded indice.
*/
for( i=0; i < hardCodedIndiceSize; i++ )
{
if( (strcmp( hardCodedIndice[i].symbolLib, TA_StringToChar( symbolName ) ) == 0) &&
(strcmp( hardCodedIndice[i].categoryLib, TA_StringToChar( categoryName ) ) == 0) )
{
strncpy( buffer, hardCodedIndice[i].symbolYahoo, maxBufferSize );
return TA_SUCCESS;
}
}
/* Identify if an extenstion must be appended
* to the symbol.
* At the same time, verify the country.
*/
countryId = TA_CountryAbbrevToId( TA_StringToChar(categoryName) );
switch( countryId )
{
case TA_Country_ID_CA: /* Canada */
case TA_Country_ID_US: /* United States */
case TA_Country_ID_UK: /* United Kingdom */
case TA_Country_ID_DE: /* Germany */
case TA_Country_ID_DK: /* Denmark */
case TA_Country_ID_ES: /* Spain */
case TA_Country_ID_FR: /* France */
case TA_Country_ID_IT: /* Italy */
case TA_Country_ID_SE: /* Sweden */
case TA_Country_ID_NO: /* Norway */
/* Get the length of the second field of the category.
* This field must exist, else an error is returned.
*/
xchangeLength = getstrfldlen( category, 1, 0, "." ) -1;
if( xchangeLength < 2 )
return TA_INVALID_SECURITY_EXCHANGE;
xchange = strchr( category, '.' );
if( !xchange || (*xchange == '\0') )
return TA_INVALID_SECURITY_EXCHANGE;
xchange++;
if( *xchange == '\0' )
return TA_INVALID_SECURITY_EXCHANGE;
/* Get the length of the third field of the category.
* This field must exist, else an error is returned.
*/
type = strchr( xchange, '.' );
if( !type || (type == xchange) || (*type == '\0') )
return TA_INVALID_SECURITY_TYPE;
type++;
if( *type == '\0' )
return TA_INVALID_SECURITY_TYPE;
typeLength = strlen( type );
/* Look for the possible extension corresponding to
* this exchange. If found, append it to the symbol.
*/
for( i=0; i < NB_YAHOO_EXCHANGE_EXTENSION; i++ )
{
if( (TA_YahooExtensionTable[i].countryId == countryId) &&
(lexncmp( TA_YahooExtensionTable[i].exchange, xchange, xchangeLength ) == 0) &&
(lexncmp( TA_YahooExtensionTable[i].type, type, typeLength ) == 0) )
{
ext = TA_YahooExtensionTable[i].extension;
extLength = strlen( ext );
if( extLength+symbolLength+1 > maxBufferSize-1 )
return TA_INVALID_SECURITY_EXCHANGE;
buffer[symbolLength] = '.';
symbolLength++;
strcpy( &buffer[symbolLength], ext );
break; /* Exit the loop */
}
}
break;
default:
return TA_INVALID_SECURITY_COUNTRY;
}
/* At this point, buffer contains the name as used by Yahoo! web site. */
return TA_SUCCESS;
}