TAlibAPI.h

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//
// to see, namespace, better, maybe for Indicator also ? but cannot create object. Indicator is an object
// http://stackoverflow.com/questions/9321/how-do-you-create-a-static-class-in-c
// avoid
// TAlibAPI::status=false
// Warning: Automatic variable TAlibAPI::status is allocated (tmpfile):1
// replaced by lazy initialization
//
// Idea from book, register function with a pointer to function, to the correct indicator
// To check, use of Mechanism in TA_Lib to get all functions
// First approach, define some function
//       Maybe after, use abstract class, but more complex, need more tests


//
// Make computation
// Divided in group in TA_lib, for instance:
//    TA_(S_)_MA use TA_MAType as option, there exists an enum for choosing sma,ema...
//
// First approach, define some function
//       Maybe after, use abstract class, but more complex
//
// Idea one class TaLibAPI, singleton creates only one for init TaLib
//                          TaLib.Init(), with flag
// Replaced by lazy initialization
//
// One class computeTA:
//
//  Maybe derive class for effective calculation: No sure makes sense
//           Specific for MA (SMA,EMA,...) use maximum of TAlib types and enum
//           Specific for  Momentum, Oscillator see differences
//           Specific for Candle figures: gap, harami,
//
//  Can imagine computeOther: correlation (2 stocks), Stock Return
//
//  Should be called by who ?
//  Called by class Stock, by LoadListDataStock for TA
//  Could be a simple namespace ? Correlation 2 Stocks, Others

#ifndef TALIBAPI_H_
#define TALIBAPI_H_

#include <map>
#include <vector>
#include <memory>

#include "TALibException.h"
#include "ta_libc.h"
// Manage to avoid before, only because of GetCArray2 and overload float/double
#include "../utils/TimeScale.h"

// forward declaration
class Indicator;
class ListDataStockBase;
class TAlibAPI;
class TAResource;

class TAlibAPI
{

 protected :

        int ComputeMA(float **arraydata_c_in, unsigned int size_input, std::string str_label,
                        int param, double ** arraydata_c_out,int & offset_begin,int & out_nb_data) const;

    int ComputeMACD(float **arraydata_c_in, unsigned int size_input, std::string str_label,
                    std::vector<int> params, double **arraydata_c_out, unsigned int nb_array_out,
                    int & offset_begin, int & out_nb_data) const;
 public :
    // TAResource public for small unit-tests, can make protected after
        class TAResource
        {
          private :
                static bool Init();
                static bool Shutdown();

                TAResource();

          public :
                static std::shared_ptr<TAResource> CreateResource();
                virtual ~TAResource();
        }; // end class TAResource

        TAlibAPI();
        virtual ~TAlibAPI();

        long UseCount() {return res_ptr.use_count();}
        TAResource* ShrpGet() {return res_ptr.get();}

        bool Compute( const ETime tmscl, const Indicator new_indic, const std::vector<int>& vec_param,
                  const std::vector< ListDataStockBase *>& vec_ldata_in, ListDataStockBase *ldata_out) const
                                  throw (TALibException);

        // Add test for interaction with talib_abstract
        // can get lots of info about the indicator
        // focus first on CandleStick CDL*
        static void GetListFunctions();

 private :
        std::shared_ptr<TAResource> res_ptr;
};

#endif /* TALIBAPI_H_ */