ta_abstract.c

股票主要技术指标源码

/* TA-LIB Copyright (c) 1999-2007, Mario Fortier
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or
 * without modification, are permitted provided that the following
 * conditions are met:
 *
 * - Redistributions of source code must retain the above copyright
 *   notice, this list of conditions and the following disclaimer.
 *
 * - Redistributions in binary form must reproduce the above copyright
 *   notice, this list of conditions and the following disclaimer in
 *   the documentation and/or other materials provided with the
 *   distribution.
 *
 * - Neither name of author nor the names of its contributors
 *   may be used to endorse or promote products derived from this
 *   software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */

/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *  AC       Angelo Ciceri
 *
 *
 * Change history:
 *
 *  MMDDYY BY   Description
 *  -------------------------------------------------------------------
 *  020101 MF   First version.
 *  110302 MF   Re-design the interface related to TA_CallFunc for being
 *              faster and use less memory allocation.
 *  022904 MF   Add TA_GetLookback
 *  031404 MF   Some function renaming for consistency and better
 *              Perl integration.
 *  110206 AC   Change volume and open interest to double
 */

/* Description:
 *   Provide a way to abstract the call of the TA functions.
 */

/**** Headers ****/
#include <stddef.h>
#include <string.h>
#include <ctype.h>
#include "ta_common.h"
#include "ta_memory.h"
#include "ta_abstract.h"
#include "ta_def_ui.h"
#include "ta_frame_priv.h"

#include <limits.h>

/**** External functions declarations. ****/
/* None */

/**** External variables declarations. ****/

/* The interface definition of all functions are accessible
 * through one of the following 26 tables.
 */
extern const TA_FuncDef *TA_DEF_TableA, *TA_DEF_TableB, *TA_DEF_TableC,
                        *TA_DEF_TableD, *TA_DEF_TableE, *TA_DEF_TableF,
                        *TA_DEF_TableG, *TA_DEF_TableH, *TA_DEF_TableI,
                        *TA_DEF_TableJ, *TA_DEF_TableK, *TA_DEF_TableL,
                        *TA_DEF_TableM, *TA_DEF_TableN, *TA_DEF_TableO,
                        *TA_DEF_TableP, *TA_DEF_TableQ, *TA_DEF_TableR,
                        *TA_DEF_TableS, *TA_DEF_TableT, *TA_DEF_TableU,
                        *TA_DEF_TableV, *TA_DEF_TableW, *TA_DEF_TableX,
                        *TA_DEF_TableY, *TA_DEF_TableZ;

extern const unsigned int TA_DEF_TableASize, TA_DEF_TableBSize,
                          TA_DEF_TableCSize, TA_DEF_TableDSize,
                          TA_DEF_TableESize, TA_DEF_TableFSize,
                          TA_DEF_TableGSize, TA_DEF_TableHSize,
                          TA_DEF_TableISize, TA_DEF_TableJSize,
                          TA_DEF_TableKSize, TA_DEF_TableLSize,
                          TA_DEF_TableMSize, TA_DEF_TableNSize,
                          TA_DEF_TableOSize, TA_DEF_TablePSize,
                          TA_DEF_TableQSize, TA_DEF_TableRSize,
                          TA_DEF_TableSSize, TA_DEF_TableTSize,
                          TA_DEF_TableUSize, TA_DEF_TableVSize,
                          TA_DEF_TableWSize, TA_DEF_TableXSize,
                          TA_DEF_TableYSize, TA_DEF_TableZSize;

#ifndef TA_GEN_CODE
   /* In gen_code, these value does not exist (they are generated by
    * gen_code itself!)
    * Consequently, the code, when being used to make the gen_code
    * executable, must provide the same functionality without using
    * these shortcuts.
    */
   extern const TA_FuncDef **TA_PerGroupFuncDef[];
   extern const unsigned int TA_PerGroupSize[];
#endif

/**** Global variables definitions.    ****/
/* None */

/**** Local declarations.              ****/
#ifndef min
   #define min(a, b)  (((a) < (b)) ? (a) : (b))
#endif

typedef struct 
{
   unsigned int magicNumber;
} TA_StringTablePriv;


/**** Local functions declarations.    ****/


#ifdef TA_GEN_CODE
   static TA_RetCode getGroupId( const char *groupString, unsigned int *groupId );
   static TA_RetCode getGroupSize( TA_GroupId groupId, unsigned int *groupSize );
   static TA_RetCode getFuncNameByIdx( TA_GroupId groupId,
                                       unsigned int idx,
                                       const char **stringPtr );
#else
   static TA_RetCode getGroupId( const char *groupString, unsigned int *groupId );
   static TA_RetCode getGroupSize( TA_GroupId groupId, unsigned int *groupSize );
   static TA_RetCode getFuncNameByIdx( TA_GroupId groupId,
                                       unsigned int idx,
                                       const char **stringPtr );
#endif

/**** Local variables definitions.     ****/

static const TA_FuncDef **TA_DEF_Tables[26] =
{
   &TA_DEF_TableA, &TA_DEF_TableB, &TA_DEF_TableC, &TA_DEF_TableD, &TA_DEF_TableE,
   &TA_DEF_TableF, &TA_DEF_TableG, &TA_DEF_TableH, &TA_DEF_TableI, &TA_DEF_TableJ,
   &TA_DEF_TableK, &TA_DEF_TableL, &TA_DEF_TableM, &TA_DEF_TableN, &TA_DEF_TableO,
   &TA_DEF_TableP, &TA_DEF_TableQ, &TA_DEF_TableR, &TA_DEF_TableS, &TA_DEF_TableT,
   &TA_DEF_TableU, &TA_DEF_TableV, &TA_DEF_TableW, &TA_DEF_TableX, &TA_DEF_TableY,
   &TA_DEF_TableZ
};

static const unsigned int *TA_DEF_TablesSize[26] =
{
   &TA_DEF_TableASize, &TA_DEF_TableBSize, &TA_DEF_TableCSize,
   &TA_DEF_TableDSize, &TA_DEF_TableESize, &TA_DEF_TableFSize,
   &TA_DEF_TableGSize, &TA_DEF_TableHSize, &TA_DEF_TableISize,
   &TA_DEF_TableJSize, &TA_DEF_TableKSize, &TA_DEF_TableLSize,
   &TA_DEF_TableMSize, &TA_DEF_TableNSize, &TA_DEF_TableOSize,
   &TA_DEF_TablePSize, &TA_DEF_TableQSize, &TA_DEF_TableRSize,
   &TA_DEF_TableSSize, &TA_DEF_TableTSize, &TA_DEF_TableUSize,
   &TA_DEF_TableVSize, &TA_DEF_TableWSize, &TA_DEF_TableXSize,
   &TA_DEF_TableYSize, &TA_DEF_TableZSize
};

/**** Global functions definitions.   ****/
TA_RetCode TA_GroupTableAlloc( TA_StringTable **table )
{
   TA_StringTable *stringTable;
   TA_StringTablePriv *stringTablePriv;

   if( table == NULL )
   {
      return TA_BAD_PARAM;
   }

   stringTable = (TA_StringTable *)TA_Malloc( sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
   if( !stringTable )
   {
      *table = NULL;
      return TA_ALLOC_ERR;
   }

   memset( stringTable, 0, sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
   stringTablePriv = (TA_StringTablePriv *)(((char *)stringTable)+sizeof(TA_StringTable));
   stringTablePriv->magicNumber = TA_STRING_TABLE_GROUP_MAGIC_NB;

   stringTable->size = TA_NB_GROUP_ID;
   stringTable->string = &TA_GroupString[0];
   stringTable->hiddenData = stringTablePriv;

   /* From this point, TA_FuncTableFree can be safely called. */

   /* Success. Return the table to the caller. */
   *table = stringTable;

   return TA_SUCCESS;
}

TA_RetCode TA_GroupTableFree( TA_StringTable *table )
{
   TA_StringTablePriv *stringTablePriv;

   if( table )
   {
      stringTablePriv = (TA_StringTablePriv *)table->hiddenData;
      if( !stringTablePriv )
      {
         return TA_INTERNAL_ERROR(1);
      }
   
      if( stringTablePriv->magicNumber != TA_STRING_TABLE_GROUP_MAGIC_NB )
      {
         return TA_BAD_OBJECT;
      }

      TA_Free( table );
   }

   return TA_SUCCESS;
}

/* Iterate in alphabetical order */
TA_RetCode TA_ForEachFunc( TA_CallForEachFunc functionToCall, void *opaqueData )
{
   const TA_FuncDef **funcDefTable;
   const TA_FuncDef *funcDef;
   const TA_FuncInfo *funcInfo;
   unsigned int i, j, funcDefTableSize;

   if( functionToCall == NULL )
   {
      return TA_BAD_PARAM;
   }
   
   /* Iterate the tables (each table is for one letter) */
   for( i=0; i < 26; i++ )
   {   
      funcDefTable = TA_DEF_Tables[i];

      /* Identify the table size. */
      funcDefTableSize = *TA_DEF_TablesSize[i];
      for( j=0; j < funcDefTableSize; j++ )
      {
         funcDef = funcDefTable[j];
         if( !funcDef || !funcDef->funcInfo )
            return TA_INTERNAL_ERROR(3);

         funcInfo = funcDef->funcInfo;      
         if( !funcInfo )
            return TA_INTERNAL_ERROR(4);	
         (*functionToCall)( funcInfo, opaqueData );
      }
   }

   return TA_SUCCESS;
}

TA_RetCode TA_FuncTableAlloc( const char *group, TA_StringTable **table )
{
   TA_RetCode retCode;
   unsigned int i;
   TA_StringTable *stringTable;
   unsigned int groupId; /* TA_GroupId */
   unsigned int groupSize;
   const char *stringPtr;
   TA_StringTablePriv *stringTablePriv;

   if( (group == NULL) || (table == NULL ) )
   {
      return TA_BAD_PARAM;
   }

   *table = NULL;
   stringPtr = NULL;

   /* Get information on the group. */
   retCode = getGroupId( group, &groupId );
   if( retCode != TA_SUCCESS )
   {
      return retCode;
   }

   retCode = getGroupSize( (TA_GroupId)groupId, &groupSize );
   if( retCode != TA_SUCCESS )
   {
      return retCode;
   }

   /* Allocate the table. */

   stringTable = (TA_StringTable *)TA_Malloc( sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
   if( !stringTable )
   {
      *table = NULL;
      return TA_ALLOC_ERR;
   }

   memset( stringTable, 0, sizeof(TA_StringTable) + sizeof(TA_StringTablePriv) );
   stringTablePriv = (TA_StringTablePriv *)(((char *)stringTable)+sizeof(TA_StringTable));
   stringTablePriv->magicNumber = TA_STRING_TABLE_FUNC_MAGIC_NB;
   stringTable->hiddenData = stringTablePriv;

   /* From this point, TA_FuncTableFree can be safely called. */
   stringTable->size = groupSize;
   if( groupSize != 0 )
   {
      stringTable->string = (const char **)TA_Malloc( (stringTable->size) *
                                                      sizeof(const char *) );

      if( stringTable->string == NULL )
      {
         *table = NULL;
         TA_FuncTableFree( stringTable );
         return TA_ALLOC_ERR;
      }

      memset( (void *)stringTable->string, 0,
              (stringTable->size) * sizeof(const char *) );

      for( i=0; i < stringTable->size; i++ )
      {
         retCode = getFuncNameByIdx( (TA_GroupId)groupId, i, &stringPtr );

         if( retCode != TA_SUCCESS )
         {
            *table = NULL;
            TA_FuncTableFree( stringTable );
            return TA_ALLOC_ERR;
         }

         (stringTable->string)[i] = stringPtr;
      }
   }

   /* Return the table to the caller. */
   *table = stringTable;

   return TA_SUCCESS;
}

TA_RetCode TA_FuncTableFree( TA_StringTable *table )
{
   TA_StringTablePriv *stringTablePriv;

   if( table )
   {
      stringTablePriv = (TA_StringTablePriv *)table->hiddenData;
      if( !stringTablePriv )
      {
         return TA_INTERNAL_ERROR(3);
      }
   
      if( stringTablePriv->magicNumber != TA_STRING_TABLE_FUNC_MAGIC_NB )
      {
         return TA_BAD_OBJECT;
      }

      if( table->string )
         TA_Free( (void *)table->string );

      TA_Free( table );
   }

   return TA_SUCCESS;
}

TA_RetCode TA_GetFuncHandle( const char *name, const TA_FuncHandle **handle )
{
   char firstChar, tmp;
   const TA_FuncDef **funcDefTable;
   const TA_FuncDef *funcDef;
   const TA_FuncInfo *funcInfo;
   unsigned int i, funcDefTableSize;

   /* A TA_FuncHandle is internally a TA_FuncDef. Let's find it
    * by using the alphabetical tables.
    */
   if( (name == NULL) || (handle == NULL) )
   {
      return TA_BAD_PARAM;
   }

   *handle = NULL;

   firstChar = name[0];

   if( firstChar == '\0' )
   {
      return TA_BAD_PARAM;
   }

   tmp = (char)tolower( firstChar );

   if( (tmp < 'a') || (tmp > 'z') )
   {
      return TA_FUNC_NOT_FOUND;
   }

   /* Identify the table. */
   tmp -= (char)'a';
   funcDefTable = TA_DEF_Tables[(int)tmp];

   /* Identify the table size. */
   funcDefTableSize = *TA_DEF_TablesSize[(int)tmp];
   if( funcDefTableSize < 1 )
   {
      return TA_FUNC_NOT_FOUND;
   }

   /* Iterate all entries of the table and return as soon as found. */
   for( i=0; i < funcDefTableSize; i++ )
   {
      funcDef = funcDefTable[i];
      if( !funcDef || !funcDef->funcInfo )
         return TA_INTERNAL_ERROR(3);

      funcInfo = funcDef->funcInfo;      
      if( !funcInfo )
         return TA_INTERNAL_ERROR(4);
      
      if( strcmp( funcInfo->name, name ) == 0 )
      {
         *handle = (TA_FuncHandle *)funcDef;
         return TA_SUCCESS;
      }
   }

   return TA_FUNC_NOT_FOUND;
}

TA_RetCode TA_GetFuncInfo(  const TA_FuncHandle *handle,
                            const TA_FuncInfo **funcInfo )
{