mirror of
https://github.com/php/pecl-math-trader.git
synced 2026-03-23 23:42:22 +01:00
a2e80adfc3
git-svn-id: http://svn.php.net/repository/pecl/trader/trunk@352294 c90b9560-bf6c-de11-be94-00142212c4b1
394 lines
12 KiB
C
394 lines
12 KiB
C
/*
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Copyright (c) 2012-2018, Anatol Belski <ab@php.net>
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions
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are met:
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- Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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- Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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/* $Id$ */
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#ifndef PHP_TRADER_H
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#define PHP_TRADER_H
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extern zend_module_entry trader_module_entry;
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#define phpext_trader_ptr &trader_module_entry
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#ifdef PHP_WIN32
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# define PHP_TRADER_API __declspec(dllexport)
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#elif defined(__GNUC__) && __GNUC__ >= 4
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# define PHP_TRADER_API __attribute__ ((visibility("default")))
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#else
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# define PHP_TRADER_API
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#endif
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#ifdef ZTS
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#include "TSRM.h"
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#endif
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#include "ext/standard/php_math.h"
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#if PHP_MAJOR_VERSION < 7
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typedef long zend_long;
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#endif
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/* XXX need this, but it's not exported anywhere.
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This will need to be fixed once it was exposed in php_math.h */
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PHPAPI double _php_math_round(double value, int places, int mode);
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#define TRADER_DEFAULT_REAL_PRECISION 3
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#define TRADER_DEFAULT_REAL_ROUND_MODE PHP_ROUND_HALF_DOWN
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#define PHP_TRADER_VERSION "0.5.2-dev"
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PHP_MINIT_FUNCTION(trader);
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PHP_MSHUTDOWN_FUNCTION(trader);
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PHP_MINFO_FUNCTION(trader);
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PHP_FUNCTION(trader_acos);
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PHP_FUNCTION(trader_ad);
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PHP_FUNCTION(trader_add);
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PHP_FUNCTION(trader_adosc);
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PHP_FUNCTION(trader_adx);
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PHP_FUNCTION(trader_adxr);
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PHP_FUNCTION(trader_apo);
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PHP_FUNCTION(trader_aroon);
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PHP_FUNCTION(trader_aroonosc);
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PHP_FUNCTION(trader_asin);
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PHP_FUNCTION(trader_atan);
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PHP_FUNCTION(trader_atr);
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PHP_FUNCTION(trader_avgprice);
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PHP_FUNCTION(trader_bbands);
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PHP_FUNCTION(trader_beta);
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PHP_FUNCTION(trader_bop);
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PHP_FUNCTION(trader_cci);
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PHP_FUNCTION(trader_cdl2crows);
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PHP_FUNCTION(trader_cdl3blackcrows);
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PHP_FUNCTION(trader_cdl3inside);
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PHP_FUNCTION(trader_cdl3linestrike);
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PHP_FUNCTION(trader_cdl3outside);
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PHP_FUNCTION(trader_cdl3starsinsouth);
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PHP_FUNCTION(trader_cdl3whitesoldiers);
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PHP_FUNCTION(trader_cdlabandonedbaby);
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PHP_FUNCTION(trader_cdladvanceblock);
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PHP_FUNCTION(trader_cdlbelthold);
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PHP_FUNCTION(trader_cdlbreakaway);
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PHP_FUNCTION(trader_cdlclosingmarubozu);
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PHP_FUNCTION(trader_cdlconcealbabyswall);
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PHP_FUNCTION(trader_cdlcounterattack);
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PHP_FUNCTION(trader_cdldarkcloudcover);
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PHP_FUNCTION(trader_cdldoji);
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PHP_FUNCTION(trader_cdldojistar);
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PHP_FUNCTION(trader_cdldragonflydoji);
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PHP_FUNCTION(trader_cdlengulfing);
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PHP_FUNCTION(trader_cdleveningdojistar);
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PHP_FUNCTION(trader_cdleveningstar);
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PHP_FUNCTION(trader_cdlgapsidesidewhite);
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PHP_FUNCTION(trader_cdlgravestonedoji);
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PHP_FUNCTION(trader_cdlhammer);
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PHP_FUNCTION(trader_cdlhangingman);
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PHP_FUNCTION(trader_cdlharami);
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PHP_FUNCTION(trader_cdlharamicross);
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PHP_FUNCTION(trader_cdlhighwave);
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PHP_FUNCTION(trader_cdlhikkake);
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PHP_FUNCTION(trader_cdlhikkakemod);
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PHP_FUNCTION(trader_cdlhomingpigeon);
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PHP_FUNCTION(trader_cdlidentical3crows);
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PHP_FUNCTION(trader_cdlinneck);
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PHP_FUNCTION(trader_cdlinvertedhammer);
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PHP_FUNCTION(trader_cdlkicking);
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PHP_FUNCTION(trader_cdlkickingbylength);
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PHP_FUNCTION(trader_cdlladderbottom);
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PHP_FUNCTION(trader_cdllongleggeddoji);
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PHP_FUNCTION(trader_cdllongline);
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PHP_FUNCTION(trader_cdlmarubozu);
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PHP_FUNCTION(trader_cdlmatchinglow);
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PHP_FUNCTION(trader_cdlmathold);
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PHP_FUNCTION(trader_cdlmorningdojistar);
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PHP_FUNCTION(trader_cdlmorningstar);
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PHP_FUNCTION(trader_cdlonneck);
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PHP_FUNCTION(trader_cdlpiercing);
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PHP_FUNCTION(trader_cdlrickshawman);
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PHP_FUNCTION(trader_cdlrisefall3methods);
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PHP_FUNCTION(trader_cdlseparatinglines);
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PHP_FUNCTION(trader_cdlshootingstar);
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PHP_FUNCTION(trader_cdlshortline);
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PHP_FUNCTION(trader_cdlspinningtop);
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PHP_FUNCTION(trader_cdlstalledpattern);
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PHP_FUNCTION(trader_cdlsticksandwich);
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PHP_FUNCTION(trader_cdltakuri);
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PHP_FUNCTION(trader_cdltasukigap);
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PHP_FUNCTION(trader_cdlthrusting);
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PHP_FUNCTION(trader_cdltristar);
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PHP_FUNCTION(trader_cdlunique3river);
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PHP_FUNCTION(trader_cdlupsidegap2crows);
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PHP_FUNCTION(trader_cdlxsidegap3methods);
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PHP_FUNCTION(trader_ceil);
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PHP_FUNCTION(trader_cmo);
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PHP_FUNCTION(trader_correl);
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PHP_FUNCTION(trader_cos);
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PHP_FUNCTION(trader_cosh);
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PHP_FUNCTION(trader_dema);
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PHP_FUNCTION(trader_div);
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PHP_FUNCTION(trader_dx);
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PHP_FUNCTION(trader_ema);
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PHP_FUNCTION(trader_exp);
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PHP_FUNCTION(trader_floor);
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PHP_FUNCTION(trader_ht_dcperiod);
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PHP_FUNCTION(trader_ht_dcphase);
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PHP_FUNCTION(trader_ht_phasor);
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PHP_FUNCTION(trader_ht_sine);
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PHP_FUNCTION(trader_ht_trendline);
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PHP_FUNCTION(trader_ht_trendmode);
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PHP_FUNCTION(trader_kama);
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PHP_FUNCTION(trader_linearreg);
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PHP_FUNCTION(trader_linearreg_angle);
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PHP_FUNCTION(trader_linearreg_intercept);
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PHP_FUNCTION(trader_linearreg_slope);
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PHP_FUNCTION(trader_ln);
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PHP_FUNCTION(trader_log10);
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PHP_FUNCTION(trader_ma);
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PHP_FUNCTION(trader_macd);
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PHP_FUNCTION(trader_macdext);
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PHP_FUNCTION(trader_macdfix);
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PHP_FUNCTION(trader_mama);
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PHP_FUNCTION(trader_mavp);
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PHP_FUNCTION(trader_max);
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PHP_FUNCTION(trader_maxindex);
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PHP_FUNCTION(trader_medprice);
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PHP_FUNCTION(trader_mfi);
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PHP_FUNCTION(trader_midpoint);
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PHP_FUNCTION(trader_midprice);
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PHP_FUNCTION(trader_min);
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PHP_FUNCTION(trader_minindex);
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PHP_FUNCTION(trader_minmax);
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PHP_FUNCTION(trader_minmaxindex);
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PHP_FUNCTION(trader_minus_di);
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PHP_FUNCTION(trader_minus_dm);
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PHP_FUNCTION(trader_mom);
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PHP_FUNCTION(trader_mult);
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PHP_FUNCTION(trader_natr);
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PHP_FUNCTION(trader_obv);
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PHP_FUNCTION(trader_plus_di);
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PHP_FUNCTION(trader_plus_dm);
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PHP_FUNCTION(trader_ppo);
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PHP_FUNCTION(trader_roc);
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PHP_FUNCTION(trader_rocp);
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PHP_FUNCTION(trader_rocr);
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PHP_FUNCTION(trader_rocr100);
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PHP_FUNCTION(trader_rsi);
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PHP_FUNCTION(trader_sar);
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PHP_FUNCTION(trader_sarext);
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PHP_FUNCTION(trader_sin);
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PHP_FUNCTION(trader_sinh);
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PHP_FUNCTION(trader_sma);
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PHP_FUNCTION(trader_sqrt);
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PHP_FUNCTION(trader_stddev);
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PHP_FUNCTION(trader_stoch);
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PHP_FUNCTION(trader_stochf);
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PHP_FUNCTION(trader_stochrsi);
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PHP_FUNCTION(trader_sub);
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PHP_FUNCTION(trader_sum);
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PHP_FUNCTION(trader_t3);
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PHP_FUNCTION(trader_tan);
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PHP_FUNCTION(trader_tanh);
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PHP_FUNCTION(trader_tema);
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PHP_FUNCTION(trader_trange);
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PHP_FUNCTION(trader_trima);
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PHP_FUNCTION(trader_trix);
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PHP_FUNCTION(trader_tsf);
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PHP_FUNCTION(trader_typprice);
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PHP_FUNCTION(trader_ultosc);
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PHP_FUNCTION(trader_var);
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PHP_FUNCTION(trader_wclprice);
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PHP_FUNCTION(trader_willr);
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PHP_FUNCTION(trader_wma);
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PHP_FUNCTION(trader_errno);
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PHP_FUNCTION(trader_set_unstable_period);
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PHP_FUNCTION(trader_get_unstable_period);
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PHP_FUNCTION(trader_set_compat);
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PHP_FUNCTION(trader_get_compat);
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ZEND_BEGIN_MODULE_GLOBALS(trader)
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zend_long real_precision;
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int last_error;
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int real_round_mode;
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ZEND_END_MODULE_GLOBALS(trader)
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#ifdef ZTS
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#define TRADER_G(v) TSRMG(trader_globals_id, zend_trader_globals *, v)
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#else
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#define TRADER_G(v) (trader_globals.v)
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#endif
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#define TRADER_ROUND_DOUBLE(x) _php_math_round((x), (int)TRADER_G(real_precision), TRADER_G(real_round_mode))
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#define TRADER_RETURN_DOUBLE(x) RETURN_DOUBLE(TRADER_ROUND_DOUBLE(x))
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#if PHP_MAJOR_VERSION >= 7
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#define TRADER_DBL_ZARR_TO_ARR(zarr, arr) \
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do { \
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zval *data; \
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size_t i = 0; \
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\
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arr = emalloc(sizeof(double)*(zend_hash_num_elements(Z_ARRVAL_P(zarr))+1)); \
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\
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ZEND_HASH_FOREACH_VAL(Z_ARRVAL_P(zarr), data) { \
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convert_to_double(data); \
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arr[i] = Z_DVAL_P(data); \
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i++; \
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} ZEND_HASH_FOREACH_END(); \
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} while (0);
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#else
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#define TRADER_DBL_ZARR_TO_ARR(zarr, arr) \
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do { \
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HashTable *ht = Z_ARRVAL_P(zarr); \
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zval **data; \
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int i; \
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\
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ht = Z_ARRVAL_P(zarr); \
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arr = emalloc(sizeof(double)*(zend_hash_num_elements(ht)+1)); \
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\
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for (zend_hash_internal_pointer_reset(ht), i = 0; \
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zend_hash_get_current_data(ht, (void **)&data) == SUCCESS; \
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zend_hash_move_forward(ht), i++) { \
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convert_to_double(*data); \
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arr[i] = Z_DVAL_PP(data); \
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} \
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} while (0);
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#endif
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/* XXX fix this because if function call passed it would cause multiple functions calls */
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#define TRADER_MIN_INT(x, y) ((int)(x) < (int)(y) ? (int)(x) : (int)(y))
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#define TRADER_SET_MIN_INT1(t, x) t = (int)(x);
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#define TRADER_SET_MIN_INT2(t, x, y) t = TRADER_MIN_INT(x, y);
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#define TRADER_SET_MIN_INT3(t, x, y, z) t = TRADER_MIN_INT(x, TRADER_MIN_INT(y, z));
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#define TRADER_SET_MIN_INT4(t, x, y, z, k) t = TRADER_MIN_INT(x, TRADER_MIN_INT(y, TRADER_MIN_INT(z, k)));
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#if PHP_MAJOR_VERSION >= 7
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#define TRADER_DBL_ARR_TO_ZRET1(arr, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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size_t i; \
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for(i = 0; i < (outnbelem); i++) { \
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add_index_double(zarr, i + (outbegidx), TRADER_ROUND_DOUBLE(arr[i])); \
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} \
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} while(0);
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#define TRADER_DBL_ARR_TO_ZRET2(arr1, arr2, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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zval zarr1, zarr2; \
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TRADER_DBL_ARR_TO_ZRET1(arr1, &zarr1, endidx, outbegidx, outnbelem) \
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TRADER_DBL_ARR_TO_ZRET1(arr2, &zarr2, endidx, outbegidx, outnbelem) \
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add_next_index_zval(zarr, &zarr1); \
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add_next_index_zval(zarr, &zarr2); \
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} while (0);
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#define TRADER_DBL_ARR_TO_ZRET3(arr1, arr2, arr3, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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zval zarr1, zarr2, zarr3; \
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TRADER_DBL_ARR_TO_ZRET1(arr1, &zarr1, endidx, outbegidx, outnbelem) \
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TRADER_DBL_ARR_TO_ZRET1(arr2, &zarr2, endidx, outbegidx, outnbelem) \
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TRADER_DBL_ARR_TO_ZRET1(arr3, &zarr3, endidx, outbegidx, outnbelem) \
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add_next_index_zval(zarr, &zarr1); \
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add_next_index_zval(zarr, &zarr2); \
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add_next_index_zval(zarr, &zarr3); \
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} while (0);
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#else
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#define TRADER_DBL_ARR_TO_ZRET1(arr, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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int i; \
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for(i = 0; i < (outnbelem); i++) { \
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add_index_double(zarr, i + (outbegidx), TRADER_ROUND_DOUBLE(arr[i])); \
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} \
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} while(0);
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#define TRADER_DBL_ARR_TO_ZRET2(arr1, arr2, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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zval *zarr1, *zarr2; \
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ALLOC_INIT_ZVAL(zarr1); \
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TRADER_DBL_ARR_TO_ZRET1(arr1, zarr1, endidx, outbegidx, outnbelem) \
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ALLOC_INIT_ZVAL(zarr2); \
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TRADER_DBL_ARR_TO_ZRET1(arr2, zarr2, endidx, outbegidx, outnbelem) \
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add_next_index_zval(zarr, zarr1); \
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add_next_index_zval(zarr, zarr2); \
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} while (0);
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#define TRADER_DBL_ARR_TO_ZRET3(arr1, arr2, arr3, zarr, endidx, outbegidx, outnbelem) \
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array_init(zarr); \
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do { \
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zval *zarr1, *zarr2, *zarr3; \
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ALLOC_INIT_ZVAL(zarr1); \
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TRADER_DBL_ARR_TO_ZRET1(arr1, zarr1, endidx, outbegidx, outnbelem) \
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ALLOC_INIT_ZVAL(zarr2); \
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TRADER_DBL_ARR_TO_ZRET1(arr2, zarr2, endidx, outbegidx, outnbelem) \
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ALLOC_INIT_ZVAL(zarr3); \
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TRADER_DBL_ARR_TO_ZRET1(arr3, zarr3, endidx, outbegidx, outnbelem) \
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add_next_index_zval(zarr, zarr1); \
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add_next_index_zval(zarr, zarr2); \
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add_next_index_zval(zarr, zarr3); \
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} while (0);
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#endif
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#define TRADER_DBL_SET_BOUNDABLE(min, max, val) \
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if (val < (double)min || val > (double)max) { \
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php_error_docref(NULL, E_NOTICE, "invalid value '%f', expected a value between %f and %f", val, min, max); \
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val = (double)min; \
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}
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#define TRADER_LONG_SET_BOUNDABLE(min, max, val) \
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if (val < (zend_long)min || val > (zend_long)max) { \
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php_error_docref(NULL, E_NOTICE, "invalid value '%ld', expected a value between %d and %d", val, min, max); \
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val = (zend_long)min; \
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}
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#define TRADER_CHECK_MA_TYPE(ma_val) \
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if (ma_val != TA_MAType_SMA && \
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ma_val != TA_MAType_EMA && \
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ma_val != TA_MAType_WMA && \
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ma_val != TA_MAType_DEMA && \
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ma_val != TA_MAType_TEMA && \
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ma_val != TA_MAType_TRIMA && \
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ma_val != TA_MAType_KAMA && \
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ma_val != TA_MAType_MAMA && \
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ma_val != TA_MAType_T3) { \
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php_error_docref(NULL, E_WARNING, "invalid moving average indicator type '%ld'", ma_val); \
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RETURN_FALSE; \
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}
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#endif /* PHP_TRADER_H */
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/*
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* Local variables:
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* tab-width: 4
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* c-basic-offset: 4
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* End:
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* vim600: noet sw=4 ts=4 fdm=marker
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* vim<600: noet sw=4 ts=4
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*/
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