# Copyright 2008, 2009, 2010, 2011 Kevin Ryde # This file is part of Chart. # # Chart is free software; you can redistribute it and/or modify it under the # terms of the GNU General Public License as published by the Free Software # Foundation; either version 3, or (at your option) any later version. # # Chart is distributed in the hope that it will be useful, but WITHOUT ANY # WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the GNU General Public License for more # details. # # You should have received a copy of the GNU General Public License along # with Chart. If not, see . package App::Chart::Series::TA; use 5.010; use strict; use warnings; use Carp; use List::Util qw(min max); use Locale::TextDomain ('App-Chart'); use base 'App::Chart::Series'; use Finance::TA; # uncomment this to run the ### lines #use Devel::Comments; sub manual { my ($series) = @_; if (! $series) { return; } my $fi = $series->{'fi'}; return "http://tadoc.org/indicator/$fi->{'name'}.htm"; } sub parameter_info { my ($series) = @_; my $fi = $series->{'fi'}; return [ map { my $i = $_; my ($retcode, $info); ($retcode = TA_GetOptInputParameterInfo ($fi, $i, \$info)) == $TA_SUCCESS or croak "Oops, cannot TA_GetOptInputParameterInfo $i: ",_retcode_str($retcode); { name => $info->{'displayName'}, key => $info->{'paramName'}, # type => 'integer', # minimum => 1 } } (0 .. $fi->{'nbOptInput'}-1) ]; } sub new { my ($class, $type, $parent, @args) = @_; ### TA new() ... ### $type ### parent: "$parent" my ($retcode, $fh, $fi); ($retcode = TA_GetFuncHandle ($type, \$fh)) == $TA_SUCCESS or croak "Cannot get TA function '$type': ",_retcode_str($retcode); ($retcode = TA_GetFuncInfo ($fh, \$fi)) == $TA_SUCCESS or croak "Cannot TA_GetFuncInfo for '$type': ",_retcode_str($retcode); ### FuncInfo hint: $fi->{'hint'} my $self = $class->SUPER::new (parent => $parent, fi => $fi, args => \@args); my $funcname = 'TA_' . $fi->{'name'}; $self->{'func'} = Finance::TA->can($funcname) || croak "Oops, '$funcname' not found"; { my $lookbackname = "${funcname}_Lookback"; my $lookbackfunc = Finance::TA->can($lookbackname) || croak "Oops, function $lookbackname not found"; my @lookbackargs = map { my $i = $_; $args[$i] // do { my $info; ($retcode = TA_GetOptInputParameterInfo ($fh, $i, \$info)) == $TA_SUCCESS or croak "Oops, cannot TA_GetOptInputParameterInfo '$type' $i: ",_retcode_str($retcode); $info->{'defaultValue'} } } (0 .. $fi->{'nbOptInput'}-1); $self->{'parameters'} = \@lookbackargs; ### @lookbackargs my $lookback = $self->{'lookback'} = $lookbackfunc->(@lookbackargs); ### $lookback } { my $info; ($retcode = TA_GetInputParameterInfo ($fh, 0, \$info)) == $TA_SUCCESS or croak "Oops, cannot TA_GetInputParameterInfo '$type' 0: ",_retcode_str($retcode); my $inname = $info->{'paramName'}; ### input paramName: $inname my @inarrays = input_paramName_to_arrays($inname); ### @inarrays $self->{'inarrays'} = [ map {$parent->array($_)} @inarrays ]; } { my $nbOutput = $fi->{'nbOutput'}; ### $nbOutput my @outarrays; $self->{'outarrays'} = \@outarrays; my $arrays = $self->{'arrays'} = {}; my $first_outname; foreach my $i (0 .. $nbOutput-1) { my $info; ($retcode = TA_GetOutputParameterInfo ($fh, $i, \$info)) == $TA_SUCCESS or croak "Oops, cannot TA_GetOutputParameterInfo '$type' $i: ",_retcode_str($retcode); my $outname = $info->{'paramName'}; ### $outname $arrays->{$outname} = $outarrays[$i] = []; $first_outname //= $outname; } if (exists $arrays->{'outRealMiddleBand'}) { # hack to prefer middle line of TA_BBANDS $first_outname = 'outRealMiddleBand'; } $self->{'array_aliases'} = { values => $first_outname }; } return $self; } sub name { my ($self) = @_; my $name = $self->{'fi'}->{'hint'}; my $parameters = join (__p('separator',',') . ' ', @{$self->{'parameters'}}); $name = join (' ', $name, $parameters); my $parent_name = $self->parent->name; if (defined $parent_name) { $name = join (' - ', $parent_name, $name); } return $name; } sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $start = $parent->find_before ($lo, $self->{'lookback'}); $parent->fill ($start, $hi); my $inarrays = $self->{'inarrays'}; my $values = $parent->values_array; my $inpart_end = $hi - $start; my @inparts = map { my @x; $#x = $inpart_end; \@x } @$inarrays; my $inend = $#$inarrays; my @inmap; $#inmap = $inpart_end; my $inmap_lo_pos; my $upto = 0; foreach my $i ($start .. $hi) { $values->[$i] // next; foreach my $j (0 .. $inend) { $inparts[$j]->[$upto] = $inarrays->[$j]->[$i] // $values->[$i]; } $inmap[$upto] = $i; if ($i >= $lo) { $inmap_lo_pos //= $upto; } $upto++; } $#inmap = $upto-1; # Crib: as of TA-Lib Jun11 start_idx/end_idx aren't range checked against # the actual array size, so bad values like -1 give segvs. # if (! defined $inmap_lo_pos) { ### no input values, nothing to fill ... return; } my $func = $self->{'func'}; ### $func ### start_idx inmap_lo_pos: $inmap_lo_pos ### end_idx $#inmap: $#inmap ### @inmap ### @inparts ### args: $self->{'args'} my ($retcode, $out_lo, @gotarrays) = &$func ($inmap_lo_pos, # start_idx $#inmap, # end_idx @inparts, # in_array @{$self->{'args'}}); ### $retcode ### $out_lo $retcode == $TA_SUCCESS or croak "TA_$self->{'fi'}->{'name'} error ",_retcode_str($retcode); ### @gotarrays my $outarrays = $self->{'outarrays'}; my $outend = $#$outarrays; splice @inmap, 0,$out_lo; $inmap_lo_pos -= $out_lo; ### gotarray for: $inmap[0] ### cf lo: $lo ### adjusted lopos: $inmap_lo_pos $inmap_lo_pos = max (0, $inmap_lo_pos); my @src = ($inmap_lo_pos .. $#inmap); my @dst = @inmap[@src]; foreach my $j (0 .. $outend) { @{$outarrays->[$j]}[@dst] = @{$gotarrays[$j]}[@src]; } } sub _retcode_str { my ($retcode) = @_; my $rci = Finance::TA::TA_RetCodeInfo->new ($retcode); return "[$rci->{'enumStr'}] $rci->{'infoStr'}"; } my %inchar_to_array = ('O' => 'opens', 'H' => 'highs', 'L' => 'lows', 'C' => 'closes', 'V' => 'volumes'); # $inname like 'inReal' or 'inPriceHLCV' or 'inPriceHLC', coming from # various TA_InputParameterInfo in ta_def_ui.c # sub input_paramName_to_arrays { my ($inname) = @_; if ($inname eq 'inReal') { return 'values'; } if ($inname =~ /^inPrice([OHLCV]+)$/) { my $parts = $1; return (map {$inchar_to_array{$_} || die "Unrecognised input paramName '$inname'"} split //, $parts); # split into individual characters } } 1; __END__ =head1 NAME App::Chart::Series::TA -- ... =for test_synopsis my ($ta_name, $parent) =head1 SYNOPSIS use App::Chart::Series::TA; my $series = App::Chart::Series::TA->new ($ta_name, $parent); =head1 CLASS HIERARCHY App::Chart::Series App::Chart::Series::TA =head1 DESCRIPTION A C series applies a TA-Lib indicator or average to a given series. You must have the TA-Lib C module available to use this, see =over L =back =head1 FUNCTIONS =over 4 =item C<< App::Chart::Series::TA->new ($ta_name, $parent) >> C<$ta_name> is string name per C, for example C<"SMA"> for the C function. =back =head1 SEE ALSO L, L, L =cut