talib 0.1.2

Ta-Lib binding rust safe wrapper
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149

use crate::utils::{check_begin_idx3, make_vec};
use serde::Deserialize;
use talib_sys::{
    TA_ATR_Lookback, TA_Integer, TA_NATR_Lookback, TA_RetCode, TA_TRANGE_Lookback, TA_ATR, TA_NATR,
    TA_TRANGE,
};
use derive_builder::Builder;

#[derive(Builder, Deserialize)]
pub struct ATRKwargs {
    #[builder(default = "14")]
    pub timeperiod: i32,
}

pub fn ta_atr(
    high_ptr: *const f64,
    low_ptr: *const f64,
    close_ptr: *const f64,
    len: usize,
    kwargs: &ATRKwargs,
) -> Result<Vec<f64>, TA_RetCode> {
    let mut out_begin: TA_Integer = 0;
    let mut out_size: TA_Integer = 0;
    let begin_idx = check_begin_idx3(len, high_ptr, low_ptr, close_ptr) as i32;
    let end_idx = len as i32 - begin_idx - 1;
    let lookback = begin_idx + unsafe { TA_ATR_Lookback(kwargs.timeperiod) };
    let (mut out, ptr) = make_vec(len, lookback);
    let ret_code = unsafe {
        TA_ATR(
            0,
            end_idx,
            high_ptr.offset(begin_idx as isize),
            low_ptr.offset(begin_idx as isize),
            close_ptr.offset(begin_idx as isize),
            kwargs.timeperiod,
            &mut out_begin,
            &mut out_size,
            ptr,
        )
    };
    let out_size_begin = (begin_idx + out_begin + out_size) as usize;
    match ret_code {
        TA_RetCode::TA_SUCCESS => {
            if out_size != 0 {
                unsafe {
                    out.set_len(out_size_begin);
                }
            } else {
                unsafe {
                    out.set_len(len);
                }
            }
            Ok(out)
        }
        _ => Err(ret_code),
    }
}

pub fn ta_trange(
    high_ptr: *const f64,
    low_ptr: *const f64,
    close_ptr: *const f64,
    len: usize,
) -> Result<Vec<f64>, TA_RetCode> {
    let mut out_begin: TA_Integer = 0;
    let mut out_size: TA_Integer = 0;
    let begin_idx = check_begin_idx3(len, high_ptr, low_ptr, close_ptr) as i32;
    let end_idx = len as i32 - begin_idx - 1;
    let lookback = begin_idx + unsafe { TA_TRANGE_Lookback() };
    let (mut out, ptr) = make_vec(len, lookback);
    let ret_code = unsafe {
        TA_TRANGE(
            0,
            end_idx,
            high_ptr.offset(begin_idx as isize),
            low_ptr.offset(begin_idx as isize),
            close_ptr.offset(begin_idx as isize),
            &mut out_begin,
            &mut out_size,
            ptr,
        )
    };
    let out_size_begin = (begin_idx + out_begin + out_size) as usize;
    match ret_code {
        TA_RetCode::TA_SUCCESS => {
            if out_size != 0 {
                unsafe {
                    out.set_len(out_size_begin);
                }
            } else {
                unsafe {
                    out.set_len(len);
                }
            }
            Ok(out)
        }
        _ => Err(ret_code),
    }
}

#[derive(Builder, Deserialize)]
pub struct NATRKwargs {
    #[builder(default = "14")]
    pub timeperiod: i32,
}

pub fn ta_natr(
    high_ptr: *const f64,
    low_ptr: *const f64,
    close_ptr: *const f64,
    len: usize,
    kwargs: &NATRKwargs,
) -> Result<Vec<f64>, TA_RetCode> {
    let mut out_begin: TA_Integer = 0;
    let mut out_size: TA_Integer = 0;
    let begin_idx = check_begin_idx3(len, high_ptr, low_ptr, close_ptr) as i32;
    let end_idx = len as i32 - begin_idx - 1;
    let lookback = begin_idx + unsafe { TA_NATR_Lookback(kwargs.timeperiod) };
    let (mut out, ptr) = make_vec(len, lookback);
    let ret_code = unsafe {
        TA_NATR(
            0,
            end_idx,
            high_ptr.offset(begin_idx as isize),
            low_ptr.offset(begin_idx as isize),
            close_ptr.offset(begin_idx as isize),
            kwargs.timeperiod,
            &mut out_begin,
            &mut out_size,
            ptr,
        )
    };
    let out_size_begin = (begin_idx + out_begin + out_size) as usize;
    match ret_code {
        TA_RetCode::TA_SUCCESS => {
            if out_size != 0 {
                unsafe {
                    out.set_len(out_size_begin);
                }
            } else {
                unsafe {
                    out.set_len(len);
                }
            }
            Ok(out)
        }
        _ => Err(ret_code),
    }
}