Make 0.1.0 (#4)

* improve documentation * codegen with useful parameter names
phsiao · May 9, 2021 · aca2b04 · aca2b04
1 parent ea7b936
commit aca2b04
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Showing 110 changed files with 1,139 additions and 943 deletions.
diff --git a/.github/workflows/go.yml b/.github/workflows/go.yml
@@ -18,5 +18,8 @@ jobs:
       with:
         go-version: 1.16
 
+    - name: Vet
+      run: go vet ./...
+
     - name: Test
       run: go test -v ./...
diff --git a/Makefile b/Makefile
@@ -11,6 +11,9 @@ test:
 	@go test -race -cover ./...
 
 codegen:
+	rm -rf tulipindicators
+	git clone https://github.com/TulipCharts/tulipindicators.git
+	(cd tulipindicators && git checkout cffa15e && rm -rf .git)
 	@go run tools/codegen/main.go
 	make fmt
 

diff --git a/README.md b/README.md
@@ -2,4 +2,11 @@
 
 An attempt to wrap
 [tulipindicators](https://github.com/TulipCharts/tulipindicators)
-in go.
+in go.  Each indicator is wrapped in its auto-generated source file
+under `indicators/`, with matching inputs, options, and outputs as
+its underlying C function.
+
+As go does not support `go get` with `git submodule`, the repository
+include a checked out version `tulipindicators` source files.
+The included files are from commit
+[cffa15e](https://github.com/TulipCharts/tulipindicators/commit/cffa15e389b7a0c472588f22fa326a78bd734391).
diff --git a/indicators/abs.go b/indicators/abs.go
@@ -1,22 +1,23 @@
-// abs
-// Vector Absolute Value
 package indicators
 
 //#include "../tulipindicators/indicators/abs.c"
 import "C"
 import "fmt"
 
-func ABS(input1 []float64) (output1 []float64, err error) {
-	input_length := len(input1)
+// ABS function wraps `abs' function that provides "Vector Absolute Value"
+//
+// Reference: https://tulipindicators.org/abs
+func ABS(real []float64) (abs []float64, err error) {
+	input_length := len(real)
 	options := []float64{0}
 	start := 0
 
-	all_input_data := NewIndicatorData(input_length, 1)
-	all_input_data.Set([][]float64{input1})
+	all_input_data := newIndicatorData(input_length, 1)
+	all_input_data.Set([][]float64{real})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_abs(
 		(C.int)(input_length),
@@ -33,6 +34,6 @@ func ABS(input1 []float64) (output1 []float64, err error) {
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	abs = outputs[0]
 	return
 }
diff --git a/indicators/acos.go b/indicators/acos.go
@@ -1,22 +1,23 @@
-// acos
-// Vector Arccosine
 package indicators
 
 //#include "../tulipindicators/indicators/acos.c"
 import "C"
 import "fmt"
 
-func ACOS(input1 []float64) (output1 []float64, err error) {
-	input_length := len(input1)
+// ACOS function wraps `acos' function that provides "Vector Arccosine"
+//
+// Reference: https://tulipindicators.org/acos
+func ACOS(real []float64) (acos []float64, err error) {
+	input_length := len(real)
 	options := []float64{0}
 	start := 0
 
-	all_input_data := NewIndicatorData(input_length, 1)
-	all_input_data.Set([][]float64{input1})
+	all_input_data := newIndicatorData(input_length, 1)
+	all_input_data.Set([][]float64{real})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_acos(
 		(C.int)(input_length),
@@ -33,6 +34,6 @@ func ACOS(input1 []float64) (output1 []float64, err error) {
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	acos = outputs[0]
 	return
 }
diff --git a/indicators/ad.go b/indicators/ad.go
@@ -1,22 +1,23 @@
-// ad
-// Accumulation/Distribution Line
 package indicators
 
 //#include "../tulipindicators/indicators/ad.c"
 import "C"
 import "fmt"
 
-func AD(input1, input2, input3, input4 []float64) (output1 []float64, err error) {
-	input_length := len(input1)
+// AD function wraps `ad' function that provides "Accumulation/Distribution Line"
+//
+// Reference: https://tulipindicators.org/ad
+func AD(high, low, close, volume []float64) (ad []float64, err error) {
+	input_length := len(high)
 	options := []float64{0}
 	start := 0
 
-	all_input_data := NewIndicatorData(input_length, 4)
-	all_input_data.Set([][]float64{input1, input2, input3, input4})
+	all_input_data := newIndicatorData(input_length, 4)
+	all_input_data.Set([][]float64{high, low, close, volume})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_ad(
 		(C.int)(input_length),
@@ -33,6 +34,6 @@ func AD(input1, input2, input3, input4 []float64) (output1 []float64, err error)
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	ad = outputs[0]
 	return
 }
diff --git a/indicators/add.go b/indicators/add.go
@@ -1,22 +1,23 @@
-// add
-// Vector Addition
 package indicators
 
 //#include "../tulipindicators/indicators/add.c"
 import "C"
 import "fmt"
 
-func ADD(input1, input2 []float64) (output1 []float64, err error) {
-	input_length := len(input1)
+// ADD function wraps `add' function that provides "Vector Addition"
+//
+// Reference: https://tulipindicators.org/add
+func ADD(real1, real2 []float64) (add []float64, err error) {
+	input_length := len(real1)
 	options := []float64{0}
 	start := 0
 
-	all_input_data := NewIndicatorData(input_length, 2)
-	all_input_data.Set([][]float64{input1, input2})
+	all_input_data := newIndicatorData(input_length, 2)
+	all_input_data.Set([][]float64{real1, real2})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_add(
 		(C.int)(input_length),
@@ -33,6 +34,6 @@ func ADD(input1, input2 []float64) (output1 []float64, err error) {
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	add = outputs[0]
 	return
 }
diff --git a/indicators/adosc.go b/indicators/adosc.go
@@ -1,26 +1,27 @@
-// adosc
-// Accumulation/Distribution Oscillator
 package indicators
 
 //#include "../tulipindicators/indicators/adosc.c"
 import "C"
 import "fmt"
 
-func ADOSC(input1, input2, input3, input4 []float64, options1, options2 int) (output1 []float64, err error) {
-	input_length := len(input1)
-	options := []float64{float64(options1), float64(options2)}
+// ADOSC function wraps `adosc' function that provides "Accumulation/Distribution Oscillator"
+//
+// Reference: https://tulipindicators.org/adosc
+func ADOSC(high, low, close, volume []float64, short_period, long_period int) (adosc []float64, err error) {
+	input_length := len(high)
+	options := []float64{float64(short_period), float64(long_period)}
 	option_input := (*C.double)(&options[0])
 	start, err := C.ti_adosc_start(option_input)
 	if err != nil {
 		return
 	}
 
-	all_input_data := NewIndicatorData(input_length, 4)
-	all_input_data.Set([][]float64{input1, input2, input3, input4})
+	all_input_data := newIndicatorData(input_length, 4)
+	all_input_data.Set([][]float64{high, low, close, volume})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_adosc(
 		(C.int)(input_length),
@@ -37,6 +38,6 @@ func ADOSC(input1, input2, input3, input4 []float64, options1, options2 int) (ou
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	adosc = outputs[0]
 	return
 }
diff --git a/indicators/adx.go b/indicators/adx.go
@@ -1,26 +1,27 @@
-// adx
-// Average Directional Movement Index
 package indicators
 
 //#include "../tulipindicators/indicators/adx.c"
 import "C"
 import "fmt"
 
-func ADX(input1, input2, input3 []float64, options1 int) (output1 []float64, err error) {
-	input_length := len(input1)
-	options := []float64{float64(options1)}
+// ADX function wraps `adx' function that provides "Average Directional Movement Index"
+//
+// Reference: https://tulipindicators.org/adx
+func ADX(high, low, close []float64, period int) (dx []float64, err error) {
+	input_length := len(high)
+	options := []float64{float64(period)}
 	option_input := (*C.double)(&options[0])
 	start, err := C.ti_adx_start(option_input)
 	if err != nil {
 		return
 	}
 
-	all_input_data := NewIndicatorData(input_length, 3)
-	all_input_data.Set([][]float64{input1, input2, input3})
+	all_input_data := newIndicatorData(input_length, 3)
+	all_input_data.Set([][]float64{high, low, close})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_adx(
 		(C.int)(input_length),
@@ -37,6 +38,6 @@ func ADX(input1, input2, input3 []float64, options1 int) (output1 []float64, err
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	dx = outputs[0]
 	return
 }
diff --git a/indicators/adxr.go b/indicators/adxr.go
@@ -1,26 +1,27 @@
-// adxr
-// Average Directional Movement Rating
 package indicators
 
 //#include "../tulipindicators/indicators/adxr.c"
 import "C"
 import "fmt"
 
-func ADXR(input1, input2, input3 []float64, options1 int) (output1 []float64, err error) {
-	input_length := len(input1)
-	options := []float64{float64(options1)}
+// ADXR function wraps `adxr' function that provides "Average Directional Movement Rating"
+//
+// Reference: https://tulipindicators.org/adxr
+func ADXR(high, low, close []float64, period int) (dx []float64, err error) {
+	input_length := len(high)
+	options := []float64{float64(period)}
 	option_input := (*C.double)(&options[0])
 	start, err := C.ti_adxr_start(option_input)
 	if err != nil {
 		return
 	}
 
-	all_input_data := NewIndicatorData(input_length, 3)
-	all_input_data.Set([][]float64{input1, input2, input3})
+	all_input_data := newIndicatorData(input_length, 3)
+	all_input_data.Set([][]float64{high, low, close})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_adxr(
 		(C.int)(input_length),
@@ -37,6 +38,6 @@ func ADXR(input1, input2, input3 []float64, options1 int) (output1 []float64, er
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	dx = outputs[0]
 	return
 }
diff --git a/indicators/ao.go b/indicators/ao.go
@@ -1,22 +1,23 @@
-// ao
-// Awesome Oscillator
 package indicators
 
 //#include "../tulipindicators/indicators/ao.c"
 import "C"
 import "fmt"
 
-func AO(input1, input2 []float64) (output1 []float64, err error) {
-	input_length := len(input1)
+// AO function wraps `ao' function that provides "Awesome Oscillator"
+//
+// Reference: https://tulipindicators.org/ao
+func AO(high, low []float64) (ao []float64, err error) {
+	input_length := len(high)
 	options := []float64{0}
 	start := 0
 
-	all_input_data := NewIndicatorData(input_length, 2)
-	all_input_data.Set([][]float64{input1, input2})
+	all_input_data := newIndicatorData(input_length, 2)
+	all_input_data.Set([][]float64{high, low})
 	defer all_input_data.Destroy()
 
 	output_length := input_length - int(start)
-	all_output_data := NewIndicatorData(output_length, 1)
+	all_output_data := newIndicatorData(output_length, 1)
 	defer all_output_data.Destroy()
 	ret, err := C.ti_ao(
 		(C.int)(input_length),
@@ -33,6 +34,6 @@ func AO(input1, input2 []float64) (output1 []float64, err error) {
 		return
 	}
 	outputs := all_output_data.Get()
-	output1 = outputs[0]
+	ao = outputs[0]
 	return
 }