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talib.cpp
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talib.cpp
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/*
| | | o|
,---.,---.,---|,---. |--- ,---.| .|---.
| || || ||---'---| ,---|| || |
` '`---'`---'`---' `---'`---^`---'``---'
NODE-TALIB Copyright (c) 2012-2019, Mustafa Oransel
All rights reserved.
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 3 of the License, or (at your option) any later version.
This library 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
Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public
License along with this library; if not, write to the
Free Software Foundation, Inc., 59 Temple Place - Suite 330,
Boston, MA 02111-1307, USA.
*/
#include <node.h>
#include <nan.h>
#include "./lib/include/ta_abstract.h"
#include "./lib/include/ta_common.h"
#include "./lib/include/ta_defs.h"
#include "./lib/include/ta_func.h"
using v8::Function;
using v8::FunctionTemplate;
using v8::ObjectTemplate;
using v8::Object;
using v8::Local;
using v8::MaybeLocal;
using v8::Value;
using v8::String;
using v8::Number;
using v8::Array;
using v8::Context;
using Nan::GetFunction;
using Nan::Callback;
using Nan::New;
using Nan::Set;
using Nan::Get;
using Nan::HandleScope;
using Nan::ReturnValue;
using Nan::ThrowTypeError;
using Nan::Utf8String;
using Nan::To;
using Nan::AsyncWorker;
using Nan::HasOwnProperty;
// Async work object
struct work_object {
TA_FuncHandle *func_handle;
int startIdx;
int endIdx;
int nbOutput;
TA_ParamHolder *func_params;
TA_RetCode retCode;
int outBegIdx;
int outNBElement;
double **outReal;
int **outInt;
double **garbage;
int garbage_count;
};
static void REPORT_TA_ERROR(Callback *callback, TA_RetCode retCode) {
// Report TA Error
Local<Value> argv[1];
Local<Object> result = New<Object>();
TA_RetCodeInfo retCodeInfo;
TA_SetRetCodeInfo(retCode, &retCodeInfo);
Set(result, New<String>("error").ToLocalChecked(), New<String>(retCodeInfo.enumStr).ToLocalChecked());
argv[0] = result;
callback->Call(1, argv);
}
static void REPORT_INTERNAL_ERROR(Callback *callback, const char *error) {
// Report Internal Error
Local<Value> argv[1];
Local<Object> result = New<Object>();
Set(result, New<String>("error").ToLocalChecked(), New<String>(error).ToLocalChecked());
argv[0] = result;
callback->Call(1, argv);
}
static double *V8_TO_DOUBLE_ARRAY(Local<Array> array) {
// Get the array length
int length = array->Length();
// Allocate memory for double array
double *result = new double[length];
// Store values in the double array
for (int i = 0; i < length; i++) {
result[i] = Get(array, i).ToLocalChecked()->NumberValue(Nan::GetCurrentContext()).FromJust();
}
// Return the double array result
return result;
}
static Local<Object> generateResult(work_object *wo) {
// Create the outputs object
Local<Object> outputArray = New<Object>();
// Execution result object
Local<Object> result = New<Object>();
// Determine the number of results
int resultLength = wo->outNBElement;
// Function output parameter information
const TA_OutputParameterInfo *output_paraminfo;
// Check for execution error
if (wo->retCode != TA_SUCCESS) {
ThrowTypeError("Failed wo->retCode is not TA_SUCCESS");
}
// Set beginning index and number of elements
Set(result, New<String>("begIndex").ToLocalChecked(), New<Number>(wo->outBegIdx));
Set(result, New<String>("nbElement").ToLocalChecked(), New<Number>(wo->outNBElement));
// Loop for all the output parameters
for (int i=0; i < wo->nbOutput; i++) {
// Get the output parameter information
TA_GetOutputParameterInfo(wo->func_handle, i, &output_paraminfo);
// Create an array for results
Local<Array> resultArray = New<Array>(resultLength);
// Loop for all the results
for (int x = 0; x < resultLength; x++) {
// Determine the output type
switch(output_paraminfo->type) {
// Output type real is needed
case TA_Output_Real:
// Set the real output value
Set(resultArray, x, New<Number>(wo->outReal[i][x]));
break;
// Output type integer is needed
case TA_Output_Integer:
// Set the integer output value
Set(resultArray, x, New<Number>(wo->outInt[i][x]));
break;
}
}
// Set the result array
Set(outputArray, New<String>(output_paraminfo->paramName).ToLocalChecked(), resultArray);
}
// Set the outputs array
Set(result, New<String>("result").ToLocalChecked(), outputArray);
return result;
}
static Local<Value> TA_EXPLAIN_FUNCTION(const char *func_name) {
// Function flag counter
int func_param_flag_count;
// Function handle and information
const TA_FuncHandle *func_handle;
const TA_FuncInfo *func_info;
// Function object
Local<Object> func_object;
Local<Object> func_param_object;
Local<Object> func_param_flags;
// Execution parameters
Local<Array> inParams;
Local<Array> inOptParams;
Local<Array> outParams;
// Function parameter information
const TA_InputParameterInfo *input_paraminfo;
const TA_OptInputParameterInfo *opt_paraminfo;
const TA_OutputParameterInfo *output_paraminfo;
// Retreive the function information for the function handle
TA_RetCode handle_retcode = TA_GetFuncHandle(func_name, &func_handle);
TA_RetCode info_retcode = TA_GetFuncInfo(func_handle, &func_info);
// Create the function object
func_object = New<Object>();
// Check for error
if ((handle_retcode != TA_SUCCESS) || (info_retcode != TA_SUCCESS))
return func_object;
// Create the execution parameters
inParams = New<Array>();
inOptParams = New<Array>();
outParams = New<Array>();
// Store the function information
Set(func_object, New("name").ToLocalChecked(), New(func_info->name).ToLocalChecked());
Set(func_object, New("group").ToLocalChecked(), New(func_info->group).ToLocalChecked());
Set(func_object, New("hint").ToLocalChecked(), New(func_info->hint).ToLocalChecked());
// Loop for all the input parameters
for (int i=0; i < (int)func_info->nbInput; i++) {
// Get the function input parameter information
TA_GetInputParameterInfo(func_info->handle, i, &input_paraminfo);
// Create the function parameter information
func_param_object = New<Object>();
Set(func_param_object, New("name").ToLocalChecked(), New(input_paraminfo->paramName).ToLocalChecked());
// Add the function parameter type
switch(input_paraminfo->type) {
case TA_Input_Price: Set(func_param_object, New("type").ToLocalChecked(), New("price").ToLocalChecked()); break;
case TA_Input_Real: Set(func_param_object, New("type").ToLocalChecked(), New("real").ToLocalChecked()); break;
case TA_Input_Integer: Set(func_param_object, New("type").ToLocalChecked(), New("integer").ToLocalChecked()); break;
}
// Add the function parameter flags
if (input_paraminfo->flags > 0) {
// Create a new function flags array
func_param_flags = New<Object>();
func_param_flag_count = 0;
// Set the function flag defitions
if (input_paraminfo->flags & TA_IN_PRICE_OPEN) Set(func_param_flags, func_param_flag_count++, New("open").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_HIGH) Set(func_param_flags, func_param_flag_count++, New("high").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_LOW) Set(func_param_flags, func_param_flag_count++, New("low").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_CLOSE) Set(func_param_flags, func_param_flag_count++, New("close").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_VOLUME) Set(func_param_flags, func_param_flag_count++, New("volume").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_OPENINTEREST) Set(func_param_flags, func_param_flag_count++, New("openinterest").ToLocalChecked());
if (input_paraminfo->flags & TA_IN_PRICE_TIMESTAMP) Set(func_param_flags, func_param_flag_count++, New("timestamp").ToLocalChecked());
// Save the function flag definitions
Set(func_param_object, New("flags").ToLocalChecked(), func_param_flags);
}
// Save the function parameter
Set(inParams, i, func_param_object);
}
// Loop for all the optional input parameters
for (int i=0; i < (int)func_info->nbOptInput; i++) {
// Get the function input parameter information
TA_GetOptInputParameterInfo(func_info->handle, i, &opt_paraminfo);
// Create the function parameter information
func_param_object = New<Object>();
Set(func_param_object, New<String>("name").ToLocalChecked(), New(opt_paraminfo->paramName).ToLocalChecked());
Set(func_param_object, New<String>("displayName").ToLocalChecked(), New(opt_paraminfo->displayName).ToLocalChecked());
Set(func_param_object, New<String>("defaultValue").ToLocalChecked(), New(opt_paraminfo->defaultValue));
Set(func_param_object, New<String>("hint").ToLocalChecked(), New(opt_paraminfo->hint).ToLocalChecked());
// Add the function parameter type
switch(opt_paraminfo->type) {
case TA_OptInput_RealRange: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("real_range").ToLocalChecked()); break;
case TA_OptInput_RealList: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("real_list").ToLocalChecked()); break;
case TA_OptInput_IntegerRange: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("integer_range").ToLocalChecked()); break;
case TA_OptInput_IntegerList: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("integer_list").ToLocalChecked()); break;
}
// Add the function parameter flags
if (opt_paraminfo->flags > 0) {
// Create a new function flags array
func_param_flags = New<Object>();
func_param_flag_count = 0;
// Set the function flag defitions
if (opt_paraminfo->flags & TA_OPTIN_IS_PERCENT) Set(func_param_object, func_param_flag_count++, New<String>("percent").ToLocalChecked());
if (opt_paraminfo->flags & TA_OPTIN_IS_DEGREE) Set(func_param_object, func_param_flag_count++, New<String>("degree").ToLocalChecked());
if (opt_paraminfo->flags & TA_OPTIN_IS_CURRENCY) Set(func_param_object, func_param_flag_count++, New<String>("currency").ToLocalChecked());
if (opt_paraminfo->flags & TA_OPTIN_ADVANCED) Set(func_param_object, func_param_flag_count++, New<String>("advanced").ToLocalChecked());
// Save the function flag definitions
Set(func_param_object, New<String>("flags").ToLocalChecked(), func_param_flags);
}
// Save the function parameter
Set(inOptParams, i, func_param_object);
}
// Loop for all the output parameters
for (int i=0; i < (int)func_info->nbOutput; i++) {
// Get the function input parameter information
TA_GetOutputParameterInfo(func_info->handle, i, &output_paraminfo);
// Create the function parameter information
func_param_object = New<Object>();
Set(func_param_object, New<String>("name").ToLocalChecked(), New(output_paraminfo->paramName).ToLocalChecked());
// Add the function parameter type
switch(output_paraminfo->type) {
case TA_Output_Real: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("real").ToLocalChecked()); break;
case TA_Output_Integer: Set(func_param_object, New<String>("type").ToLocalChecked(), New<String>("integer").ToLocalChecked()); break;
}
// Add the function parameter flags
if (output_paraminfo->flags > 0) {
// Create a new function flags array
func_param_flags = New<Object>();
func_param_flag_count = 0;
// Set the function flag defitions
if (output_paraminfo->flags & TA_OUT_LINE) Set(func_param_object, func_param_flag_count++, New<String>("line").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_DOT_LINE) Set(func_param_object, func_param_flag_count++, New<String>("line_dot").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_DASH_LINE) Set(func_param_object, func_param_flag_count++, New<String>("line_dash").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_DOT) Set(func_param_object, func_param_flag_count++, New<String>("dot").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_HISTO) Set(func_param_object, func_param_flag_count++, New<String>("histogram").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_PATTERN_BOOL) Set(func_param_object, func_param_flag_count++, New<String>("pattern_bool").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_PATTERN_BULL_BEAR) Set(func_param_object, func_param_flag_count++, New<String>("pattern_bull_bear").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_PATTERN_STRENGTH) Set(func_param_object, func_param_flag_count++, New<String>("pattern_strength").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_POSITIVE) Set(func_param_object, func_param_flag_count++, New<String>("positive").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_NEGATIVE) Set(func_param_object, func_param_flag_count++, New<String>("negative").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_ZERO) Set(func_param_object, func_param_flag_count++, New<String>("zero").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_UPPER_LIMIT) Set(func_param_object, func_param_flag_count++, New<String>("limit_upper").ToLocalChecked());
if (output_paraminfo->flags & TA_OUT_LOWER_LIMIT) Set(func_param_object, func_param_flag_count++, New<String>("limit_lower").ToLocalChecked());
// Save the function flag definitions
Set(func_param_object, New<String>("flags").ToLocalChecked(), func_param_flags);
}
// Save the function parameter
Set(outParams, i, func_param_object);
}
// Store the function parameters
Set(func_object, New<String>("inputs").ToLocalChecked(), inParams);
Set(func_object, New<String>("optInputs").ToLocalChecked(), inOptParams);
Set(func_object, New<String>("outputs").ToLocalChecked(), outParams);
return func_object;
}
NAN_GETTER(Functions) {
HandleScope();
// Function group table
TA_StringTable *group_table;
// Function table
TA_StringTable *func_table;
// Function name array
Local<Array> func_array = New<Array>();
// Function count
int func_count = 0;
// Get the function groups
if (TA_GroupTableAlloc(&group_table) == TA_SUCCESS) {
// Loop for all the function groups
for (unsigned int group_index=0; group_index < group_table->size; group_index++) {
// Get the functions in the group
if (TA_FuncTableAlloc(group_table->string[group_index], &func_table) == TA_SUCCESS) {
// Loop for all the functions
for (unsigned int func_index=0; func_index < func_table->size; func_index++) {
// Save the function name to the array
Set(func_array, func_count++, TA_EXPLAIN_FUNCTION(func_table->string[func_index]));
}
// Clear function table memory
TA_FuncTableFree(func_table);
}
}
// Clear function group table memory
TA_GroupTableFree(group_table);
}
// Return function names
info.GetReturnValue().Set(func_array);
}
NAN_METHOD(Explain) {
HandleScope();
// Check if any arguments are passed
if (info.Length() < 1) {
ThrowTypeError("One argument required - Function name");
return;
}
// Check if first parameter is a string
if (!info[0]->IsString()) {
ThrowTypeError("First argument must be a String");
return;
}
// Retreive the function name string
Utf8String func_name(info[0]->ToString(Nan::GetCurrentContext()).FromMaybe(v8::Local<v8::String>()));
info.GetReturnValue().Set(TA_EXPLAIN_FUNCTION(*func_name));
}
NAN_GETTER(FunctionUnstIds) {
// Function object
Local<Object> func_object = New<Object>();
// Add Function Unstable IDs
Set(func_object, New<String>("TA_FUNC_UNST_ADX").ToLocalChecked(), New(TA_FUNC_UNST_ADX));
Set(func_object, New<String>("TA_FUNC_UNST_ADXR").ToLocalChecked(), New(TA_FUNC_UNST_ADXR));
Set(func_object, New<String>("TA_FUNC_UNST_ATR").ToLocalChecked(), New(TA_FUNC_UNST_ATR));
Set(func_object, New<String>("TA_FUNC_UNST_CMO").ToLocalChecked(), New(TA_FUNC_UNST_CMO));
Set(func_object, New<String>("TA_FUNC_UNST_DX").ToLocalChecked(), New(TA_FUNC_UNST_DX));
Set(func_object, New<String>("TA_FUNC_UNST_EMA").ToLocalChecked(), New(TA_FUNC_UNST_EMA));
Set(func_object, New<String>("TA_FUNC_UNST_HT_DCPERIOD").ToLocalChecked(), New(TA_FUNC_UNST_HT_DCPERIOD));
Set(func_object, New<String>("TA_FUNC_UNST_HT_DCPHASE").ToLocalChecked(), New(TA_FUNC_UNST_HT_DCPHASE));
Set(func_object, New<String>("TA_FUNC_UNST_HT_PHASOR").ToLocalChecked(), New(TA_FUNC_UNST_HT_PHASOR));
Set(func_object, New<String>("TA_FUNC_UNST_HT_SINE").ToLocalChecked(), New(TA_FUNC_UNST_HT_SINE));
Set(func_object, New<String>("TA_FUNC_UNST_HT_TRENDLINE").ToLocalChecked(), New(TA_FUNC_UNST_HT_TRENDLINE));
Set(func_object, New<String>("TA_FUNC_UNST_HT_TRENDMODE").ToLocalChecked(), New(TA_FUNC_UNST_HT_TRENDMODE));
Set(func_object, New<String>("TA_FUNC_UNST_IMI").ToLocalChecked(), New(TA_FUNC_UNST_IMI));
Set(func_object, New<String>("TA_FUNC_UNST_KAMA").ToLocalChecked(), New(TA_FUNC_UNST_KAMA));
Set(func_object, New<String>("TA_FUNC_UNST_MAMA").ToLocalChecked(), New(TA_FUNC_UNST_MAMA));
Set(func_object, New<String>("TA_FUNC_UNST_MFI").ToLocalChecked(), New(TA_FUNC_UNST_MFI));
Set(func_object, New<String>("TA_FUNC_UNST_MINUS_DI").ToLocalChecked(), New(TA_FUNC_UNST_MINUS_DI));
Set(func_object, New<String>("TA_FUNC_UNST_MINUS_DM").ToLocalChecked(), New(TA_FUNC_UNST_MINUS_DM));
Set(func_object, New<String>("TA_FUNC_UNST_NATR").ToLocalChecked(), New(TA_FUNC_UNST_NATR));
Set(func_object, New<String>("TA_FUNC_UNST_PLUS_DI").ToLocalChecked(), New(TA_FUNC_UNST_PLUS_DI));
Set(func_object, New<String>("TA_FUNC_UNST_PLUS_DM").ToLocalChecked(), New(TA_FUNC_UNST_PLUS_DM));
Set(func_object, New<String>("TA_FUNC_UNST_RSI").ToLocalChecked(), New(TA_FUNC_UNST_RSI));
Set(func_object, New<String>("TA_FUNC_UNST_STOCHRSI").ToLocalChecked(), New(TA_FUNC_UNST_STOCHRSI));
Set(func_object, New<String>("TA_FUNC_UNST_T3").ToLocalChecked(), New(TA_FUNC_UNST_T3));
Set(func_object, New<String>("TA_FUNC_UNST_ALL").ToLocalChecked(), New(TA_FUNC_UNST_ALL));
Set(func_object, New<String>("TA_FUNC_UNST_NONE").ToLocalChecked(), New(TA_FUNC_UNST_NONE));
// Return function IDs
info.GetReturnValue().Set(func_object);
}
NAN_METHOD(SetUnstablePeriod) {
// Check if any arguments are passed
if (info.Length() < 2) {
ThrowTypeError("Two arguments required - FunctionUnstId, unstablePeriod");
return;
}
// Check if first parameter is a string
if (!info[0]->IsNumber()) {
ThrowTypeError("First argument must be an Integer");
return;
}
// Check if first parameter is a string
if (!info[1]->IsNumber()) {
ThrowTypeError("Second argument must be an Integer");
return;
}
// Retreive the parameters
TA_FuncUnstId func_id = (TA_FuncUnstId)info[0]->Uint32Value(Nan::GetCurrentContext()).FromJust();
int unstable_period = info[1]->Uint32Value(Nan::GetCurrentContext()).FromJust();
info.GetReturnValue().Set(false);
if (TA_SetUnstablePeriod(func_id, unstable_period) == TA_SUCCESS) {
info.GetReturnValue().Set(true);
}
}
class ExecuteWorker : public AsyncWorker {
public:
ExecuteWorker(Callback *callback, work_object *wo): AsyncWorker(callback), wo(wo) {}
~ExecuteWorker() {
// Clear the arrays allocated
for (int i=0; i < wo->garbage_count; i++) {
delete[] wo->garbage[i];
}
delete[] wo->garbage;
// Clear parameter holder memory
TA_ParamHolderFree(wo->func_params);
// Dispose output arrays
for (int i=0; i < wo->nbOutput; i++) {
delete wo->outReal[i];
delete wo->outInt[i];
}
delete wo->outReal;
delete wo->outInt;
// Dispose work object
delete wo;
}
void Execute () {
// Execute the function call with parameters declared
wo->retCode = TA_CallFunc((const TA_ParamHolder *)wo->func_params, wo->startIdx, wo->endIdx, &wo->outBegIdx, &wo->outNBElement);
}
void HandleOKCallback () {
HandleScope scope;
// Result info
Local<Value> argv[2];
// Return the execution result
argv[0] = Nan::Null();
argv[1] = generateResult(wo);
callback->Call(2, argv);
};
private:
work_object *wo;
};
NAN_METHOD(Execute) {
// Execution parameter
Local<Object> executeParameter;
// Callback function
Callback *cb;
bool isSync = false;
// Price values
double *open = NULL;
double *close = NULL;
double *high = NULL;
double *low = NULL;
double *volume = NULL;
double *openInterest = NULL;
double *inRealList = NULL;
// Numeric values
double inReal;
int inInteger;
// Return code
TA_RetCode retCode;
// Function handle
const TA_FuncHandle *func_handle;
// Function information
const TA_FuncInfo *func_info;
// Function parameter holder
TA_ParamHolder *func_params;
// Function parameter information
const TA_InputParameterInfo *input_paraminfo;
const TA_OptInputParameterInfo *opt_paraminfo;
const TA_OutputParameterInfo *output_paraminfo;
// Check the arguments
if (info.Length() < 1) {
ThrowTypeError("argument required - Object");
return;
}
// Check the execution parameter
if (!info[0]->IsObject()) {
ThrowTypeError("First argument must be an Object with fields name, startIdx, endIdx and function input parameters");
return;
}
// Check the callback parameter
if (!info[1]->IsFunction()) {
isSync = true;
}
// Get the execute parameter
executeParameter = info[0]->ToObject(Nan::GetCurrentContext()).FromMaybe(v8::Local<Object>());
// Get the callback function
cb = new Callback(info[1].As<Function>());
// Check the function name parameter
if (!HasOwnProperty(executeParameter, New<String>("name").ToLocalChecked()).FromJust()) {
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'name' field");
return;
}
// Retreive the function name string
Utf8String func_name( Get(executeParameter, New<String>("name").ToLocalChecked()).ToLocalChecked()->ToString(Nan::GetCurrentContext()).FromMaybe(v8::Local<v8::String>()) );
// Check the start index
if (!HasOwnProperty(executeParameter, New<String>("startIdx").ToLocalChecked()).FromJust()) {
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'startIdx' field");
return;
}
// Check the end index
if (!HasOwnProperty(executeParameter, New<String>("endIdx").ToLocalChecked()).FromJust()) {
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'endIdx' field");
return;
}
// Refreive the start and end index
int startIdx = Get(executeParameter, New<String>("startIdx").ToLocalChecked()).ToLocalChecked()->Int32Value(Nan::GetCurrentContext()).FromJust();
int endIdx = Get(executeParameter, New<String>("endIdx").ToLocalChecked()).ToLocalChecked()->Int32Value(Nan::GetCurrentContext()).FromJust();
// Check for negative indexes
if ((startIdx < 0) || (endIdx < 0)) {
REPORT_INTERNAL_ERROR(cb, "Arguments 'startIdx' and 'endIdx' need to be positive");
return;
}
// Check for index correctness
if (startIdx > endIdx) {
REPORT_INTERNAL_ERROR(cb, "Argument 'startIdx' needs to be smaller than argument 'endIdx'");
return;
}
// Retreive the function handle for function name
if ((retCode = TA_GetFuncHandle(*func_name, &func_handle)) != TA_SUCCESS) {
REPORT_TA_ERROR(cb, retCode);
return;
}
// Retreive the function information for the function handle
if ((retCode = TA_GetFuncInfo(func_handle, &func_info)) != TA_SUCCESS) {
REPORT_TA_ERROR(cb, retCode);
return;
}
// Allocate parameter holder memory for function handle
if ((retCode = TA_ParamHolderAlloc(func_handle, &func_params)) != TA_SUCCESS) {
REPORT_TA_ERROR(cb, retCode);
return;
}
// Loop for all the input parameters
double **garbage = (double **)malloc(func_info->nbInput * 6 * sizeof(double*));
int garbage_count = 0;
for (int i=0; i < (int)func_info->nbInput; i++) {
// Get the function input parameter information
TA_GetInputParameterInfo(func_info->handle, i, &input_paraminfo);
// Check the input parameter type
switch (input_paraminfo->type) {
// Input parameter price type is needed
case TA_Input_Price:
// Check if the parameter info requires open price
if (input_paraminfo->flags & TA_IN_PRICE_OPEN) {
// Check if the price object has open prices
if (!HasOwnProperty(executeParameter, New<String>("open").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'open' field");
return;
}
// Get the open prices
open = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("open").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = open;
}
// Check if the parameter info requires high price
if (input_paraminfo->flags & TA_IN_PRICE_HIGH) {
// Check if the price object has high prices
if (!HasOwnProperty(executeParameter, New<String>("high").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
if (open)
delete[] open;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'high' field");
return;
}
// Get the high prices
high = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("high").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = high;
}
// Check if the parameter info requires low price
if (input_paraminfo->flags & TA_IN_PRICE_LOW) {
// Check if the price object has low prices
if (!HasOwnProperty(executeParameter, New<String>("low").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
if (open)
delete[] open;
if (high)
delete[] high;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'low' field");
return;
}
// Get the low prices
low = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("low").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = low;
}
// Check if the parameter info requires close price
if (input_paraminfo->flags & TA_IN_PRICE_CLOSE) {
// Check if the price object has close prices
if (!HasOwnProperty(executeParameter, New<String>("close").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
if (open)
delete[] open;
if (low)
delete[] low;
if (high)
delete[] high;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'close' field");
return;
}
// Get the close prices
close = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("close").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = close;
}
// Check if the parameter info requires volume
if (input_paraminfo->flags & TA_IN_PRICE_VOLUME) {
// Check if the price object has volume
if (!HasOwnProperty(executeParameter, New<String>("volume").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
if (open)
delete[] open;
if (close)
delete[] close;
if (low)
delete[] low;
if (high)
delete[] high;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'volume' field");
return;
}
// Get the volume
volume = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("volume").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = volume;
}
// Check if the parameter info requires open interest values
if (input_paraminfo->flags & TA_IN_PRICE_OPENINTEREST) {
// Check if the price object has open interest values
if (!HasOwnProperty(executeParameter, New<String>("openInterest").ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Clear values memory
delete[] garbage;
if (close)
delete[] close;
if (volume)
delete[] volume;
if (high)
delete[] high;
if (low)
delete[] low;
// Return internal error
REPORT_INTERNAL_ERROR(cb, "First argument must contain 'openInterest' field");
return;
}
// Get the open interest values
openInterest = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>("openInterest").ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = openInterest;
}
// Save the price parameters
if ((retCode = TA_SetInputParamPricePtr(func_params, i, open, high, low, close, volume, openInterest)) != TA_SUCCESS) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return TA error
REPORT_TA_ERROR(cb, retCode);
return;
}
break;
// Input parameter real type is needed
case TA_Input_Real:
// Check if the input parameter object has real value
if (!HasOwnProperty(executeParameter, New<String>(input_paraminfo->paramName).ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return internal error
REPORT_INTERNAL_ERROR(cb, ((std::string)("First argument must contain '") + (std::string)(input_paraminfo->paramName) + (std::string)("' field")).c_str());
return;
}
// Get the number parameter value
inRealList = V8_TO_DOUBLE_ARRAY(Local<Array>::Cast(Get(executeParameter, New<String>(input_paraminfo->paramName).ToLocalChecked()).ToLocalChecked()));
garbage[garbage_count++] = inRealList;
// Save the number parameter
if ((retCode = TA_SetInputParamRealPtr(func_params, i, inRealList)) != TA_SUCCESS) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return TA error
REPORT_TA_ERROR(cb, retCode);
return;
}
break;
// Input parameter integer type is needed
case TA_Input_Integer:
// Check if the input parameter object has integer parameter
if (!HasOwnProperty(executeParameter, New<String>(input_paraminfo->paramName).ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return internal error
REPORT_INTERNAL_ERROR(cb, ((std::string)("First argument must contain '") + (std::string)(input_paraminfo->paramName) + (std::string)("' field")).c_str());
return;
}
// Get the integer parameter value
inInteger = Get(executeParameter, New<String>(input_paraminfo->paramName).ToLocalChecked()).ToLocalChecked()->IntegerValue(Nan::GetCurrentContext()).FromJust();
// Save the integer parameter
if ((retCode = TA_SetInputParamIntegerPtr(func_params, i, &inInteger)) != TA_SUCCESS) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return TA error
REPORT_TA_ERROR(cb, retCode);
return;
}
break;
}
}
// Loop for all the optional input parameters
for (int i=0; i < (int)func_info->nbOptInput; i++) {
// Get the optional input parameter information
TA_GetOptInputParameterInfo(func_info->handle, i, &opt_paraminfo);
// Check if the optional parameter object has real value
if (!HasOwnProperty(executeParameter, New<String>(opt_paraminfo->paramName).ToLocalChecked()).FromJust()) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return internal error
REPORT_INTERNAL_ERROR(cb, ((std::string)("First argument must contain '") + (std::string)(opt_paraminfo->paramName) + (std::string)("' field")).c_str());
return;
}
// Check the optional input parameter type
switch (opt_paraminfo->type) {
case TA_OptInput_RealRange:
case TA_OptInput_RealList:
// Get the integer parameter value
inReal = Get(executeParameter, New<String>(opt_paraminfo->paramName).ToLocalChecked()).ToLocalChecked()->NumberValue(Nan::GetCurrentContext()).FromJust();
// Save the integer parameter
if ((retCode = TA_SetOptInputParamReal(func_params, i, inReal)) != TA_SUCCESS) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return TA error
REPORT_TA_ERROR(cb, retCode);
return;
}
break;
case TA_OptInput_IntegerRange:
case TA_OptInput_IntegerList:
// Get the integer parameter value
inInteger = Get(executeParameter, New<String>(opt_paraminfo->paramName).ToLocalChecked()).ToLocalChecked()->IntegerValue(Nan::GetCurrentContext()).FromJust();
// Save the integer parameter
if ((retCode = TA_SetOptInputParamInteger(func_params, i, inInteger)) != TA_SUCCESS) {
// Clear parameter holder memory
TA_ParamHolderFree(func_params);
// Return TA error
REPORT_TA_ERROR(cb, retCode);
return;
}
break;
}