TAlibAPI Class Reference

Wrapper/Adapter to the library ta-lib. More...

#include <TAlibAPI.h>

Collaboration diagram for TAlibAPI:

Data Structures
class	TAResource

Public Member Functions
Constructor, destructor
	TAlibAPI ()
	Default constructor. More...
virtual	~TAlibAPI ()
	Destructor. More...
Number of shared_ptr managing TAResource, mainly for unit-tests
long	UseCount ()
	Wrapper to shared_ptr::use_count() return number of shared_ptr associated to private data member res_ptr. More...
TAResource *	ShrpGet ()
	return the pointer to TAResource. More...
Public interface for running the computation of an indicator with ta-lib
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)
	Compute an indicator. More...

Static Public Member Functions
static void	GetListFunctions ()

Protected Member Functions
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
	Compute Moving Averges : SMA, EMA, WMA. More...
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
	Compute others indicators : MACD, AD, RSI, STOCHF. More...

Private Attributes
std::shared_ptr< TAResource >	res_ptr
	Shared pointer to the unique TAResource. More...

Detailed Description

Wrapper/Adapter to the library ta-lib.

The class is owned by a Stock, through Stock::p_talib.
Responsible of the library initialization with a lazy initialization
ListDataStock must be transformed into C array before calling the library, order of data is also important

Definition at line 74 of file TAlibAPI.h.

Constructor & Destructor Documentation

TAlibAPI::TAlibAPI

(

)

Default constructor.

Definition at line 18 of file TAlibAPI.cpp.

TAlibAPI::~TAlibAPI ( )

virtual

Destructor.

Definition at line 31 of file TAlibAPI.cpp.

Member Function Documentation

bool TAlibAPI::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
	)

Compute an indicator.

Parameters

new_indic	Indicator to compute
vec_param	parameter(s) for the indicator
vec_ldata_in	vector containing the ListDataStock used as input
ldata_out	ListDataStock as output

Returns

status

Exceptions

(TALibException)

Definition at line 138 of file TAlibAPI.cpp.

References Indicator::AD, TimeScale::as_uint(), Indicator::BOLL, CHRONO, EDS::CLOSE, ListDataStockBase::GetCArray(), ListDataStockBase::GetSize(), EDS::HIGH, INST, EDS::LOW, Indicator::MACD, Indicator::RSI, and Indicator::STOCHF.

Here is the call graph for this function:

int TAlibAPI::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

protected

Compute Moving Averges : SMA, EMA, WMA.

Parameters

arraydata_c_in	input array for the computation [nb_indicator][size_input]
size_input	number of data in input
str_label	label of the indicator: SMA, EMA, WMA
param	the parameter for computing the moving average
arraydata_c_out	results stored in this array, filled with out_nb_data
offset_begin	what is the shift with the input data
out_nb_data	number of data in output, <= size_input

Returns

status 0 ok, 1 error

Definition at line 373 of file TAlibAPI.cpp.

int TAlibAPI::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

protected

Compute others indicators : MACD, AD, RSI, STOCHF.

Parameters

arraydata_c_in	C-array of input data [nb_indic,size_input]
size_input	number of data in input
str_label	label of the indicator: MACD, RSI,...
params	input parameters for computing the indicators, between 1 and 4
arraydata_c_out	C-array of output data
nb_array_out	number of output arrays
offset_begin	what is the shift with the input data
out_nb_data	number of data in output, <= size_input

Returns

status 0 ok, 1 error

Definition at line 426 of file TAlibAPI.cpp.

void TAlibAPI::GetListFunctions ( )

static

Definition at line 521 of file TAlibAPI.cpp.

TAResource* TAlibAPI::ShrpGet ( )

inline

return the pointer to TAResource.

Returns

shared_ptr associated TAResource

Definition at line 156 of file TAlibAPI.h.

References res_ptr.

long TAlibAPI::UseCount ( )

inline

Wrapper to shared_ptr::use_count() return number of shared_ptr associated to private data member res_ptr.

Definition at line 152 of file TAlibAPI.h.

References res_ptr.

Field Documentation

std::shared_ptr<TAResource> TAlibAPI::res_ptr

private

Shared pointer to the unique TAResource.

Definition at line 181 of file TAlibAPI.h.

Referenced by ShrpGet(), and UseCount().

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The documentation for this class was generated from the following files:

• src_cpp/TAlibAPI.h
• src_cpp/TAlibAPI.cpp