ta-lib依赖，windows-64位

SWIG Wrapper for TA-Lib ======================= vi:set tw=77: This directory tree contains files needed to build a SWIG wrapper to TA-Lib. SWIG is a software development tool for building scripting language interfaces to C and C++ programs. It supports a number of target languages: including Guile, Java, Mzscheme, Ocaml, Perl, Pike, PHP, Python, Ruby, and Tcl. More information can be found at http://www.swig.org I had two goals while making this wrapper: 1. To stay as close as possible to the original TA-LIB C interface 2. To make the interface as much convenient (and "Perlish") and robust as possible. Those two objectives were often not compatible, what results in many elements being wrapped in two or more ways; choose your own perferences. In a few cases, those objectives were conflicting; then the Perl way took precedence over being literally identical to the TA-LIB C way. Although SWIG is capable of generating wrappers to many languages, makefiles in this directory tree support Perl only. Taking Perl as example, one can extend it to other laungages, if needed. First Thing =========== If you are a Win32 user, and you are using Perl 5.8.0, you will find in the TA-Lib MSVC package the pre-compiled binaries. You can then directly jump to the section "Using TA-Lib in Perl". Others will need to build their own binaries. Follow the step starting with the "Installation" section. Installation ============ To build the wrapper, you need to have SWIG installed at your system. Get it from http://www.swig.org. The swig executable must be present on your search path. Verify it at command prompt: > swig -version This project is tested with SWIG version 1.3.21. It should work also with higher versions within the 1.3.x familly. If you have a lower SWIG version, better upgrade. Obviously, you need also perl installed at your system (Perl5). The project is tested with perl v5.6.1 and v5.8.4. It should work with newer perl releases as well. Further, you need a C/C++ compiler, the same as used to compile the perl executable you use. At the end, we will be building perl modules. If you use ActivePerl on Windows (from ActiveState), you most probably need Visual C++ version 6.0. If you use Linux, you probably need gcc, etc. To find it out, try: > perl -V Building the Perl module ======================== Build can be done using MSVC with either the nmake utility or using the IDE. IDE - Microsoft Developer Studio -------------------------------- First, make sure that the proper ta-lib library is already build in ta-lib/c/lib. The wrapper links only with Release Multithreaded DLL variant (because of necessary compatibility with Perl build), so you need ta_libc_cdr.lib Open workspace swig\ide\msvc\perl\perl.dsw and hit Build All. You can alternatively use "nmake" in that same directory. make - Linux/gcc ---------------- First, make sure that the proper ta-lib library is already build in ta-lib/c/lib. The wrapper links only with Release Multithreaded Static variant so you need have libta_libc_cmr.a. cd swig/make/perl/linux/g++ make Using ta-lib in Perl ==================== The generated perl modules are placed in ta-lib/swig/lib/perl, so make sure that this directory is placed in your Perl lib search path. Alternatively, copy the modules to the appropriate places in your system, where local/site modules belong. Another alternative is to use "use lib" pragma in your perl scripts. The module name is Finance::TA. The C identifier names are retained literally, so you can use the C API spec. In case of doubt, look at examples in ta-lib/swig/src/demo/perl and - even better - at the test scripts in ta-lib/swig/src/tools/test_perl. The test scripts tend to be complete so there is an example for every function, constant, or type. The module covers all TA-LIB functions, a few exceptions exist. In general, the following usage rules apply: * structs are turned to Perl classes, so can be created using 'new' * access to struct fields are provided through tied variables e.g. print $history->{period}; * Ouput parameters are returned as elements in the return list e.g. $ts = new TA_Timestamp; TA_SetDate($ts, 2004, 2, 29); @ret = TA_GetDate($ts); # @ret == ($TA_SUCCESS, 2004, 2, 29); * Null pointers are represented by undef There are some exceptions and there are easier ways of doing things: * There is no need to call &TA_Initialize. The module initializes itself on 'use' with default parameters. Call &TA_Initialize if you need to provide your own init params. * There is no need to call &TA_Shutdown, ever. The module shuts itself down on 'END'. Calling &TA_Initialize on already initialized library automatically invokes &TA_Shutdown first. If you call &TA_Shutdown, make sure that there are no defined "TA" variables around. Some objects make calls to TA-LIB in their destructors. * Instead of doing $rci = new TA_RetCodeInfo; TA_SetRetCodeInfo($retCode, $rci); you may prefer: $rci = new TA_RetCodeInfo($retCode); * As a bonus to Perl programmers, the constructor of TA_Timestamp allows for initializing the date and time: $ts = new TA_Timestamp(2004, 2, 29, 9, 11, 59); $ts = new TA_Timestamp(2004, 2, 29); # time set to zero But There's More Than One Way To Do It. $ts = new TA_Timestamp("2004-02-29 09:11:59"); $ts = new TA_Timestamp("2004-02-29"); To be parsed, all numbers have to be two-digit (except the year). Superfluous characters are ignored. Dash separators for date, colons for time. * Some other TA_Timestamp goodies: synthesized attributes (data members): $y = $ts->{year}; $m = $ts->{month}; $s = $ts->{day}; $ts->{hours} = 12; $ts->{minutes} = 30; $ts->{seconds} = 59; * Do not call &TA_HistoryAlloc and &TA_HistoryFree directly. Simply use &TA_History::new. The parameters to &new are the same as to TA_HistoryAlloc(). E.g.: my $haParam = new TA_HistoryAllocParam; # my $haParam = {}; works too $haParam->{category} = "US.NASDAQ.STOCKS"; $haParam->{symbol} = "LNUX"; $haParam->{period} = $TA_DAILY; $haParam->{field} = $TA_ALL; my $hist = new TA_History($udBase, $haParam); if ($hist->{retCode} == $TA_SUCCESS) { ... } Alternatively: my $hist = $udBase->History($haParam); if ($hist->{retCode} == $TA_SUCCESS) { ... } Alternatively: my $hist = $udBase->History({ category => "US.NASDAQ.STOCKS", symbol => "LNUX", period => $TA_DAILY, field => $TA_ALL, }); * Note that TA_History objects are read-only. * The TA_History member arrays are made available as references to Perl arrays. Examples: print $hist->{close}[0], "\n"; $close_series = $hist->{close}; print $$close_series[0], "\n"; print "@$close_series\n"; * Note that each access to a tied member variable is going through the thunk code from Perl to C and back, so for the sake of performance, consider copying the history arrays to Perl arrays. Eg. # slow for ($i = 0; $i < $history->{nbBars}; $i++) { print $history->{close}[$i], "\n"; } # fast @close = @{ $history->{close} }; for $close (@close) { print $close, "\n"; } * If you do this for the timestamp array, note that the Perl array contains only the references to C Timestamp structs, not the object themselves. The C structs fall under the authority of C hence are not reference-counted. This means that if you undef the history, the references to timestamps become garbage. * Insead of doing: $retCode = TA_UDBaseAlloc(\$udBase); TA_UDBaseFree($udBase) you may strongly prefer: $udBase = new TA_UDBase; In the former case, you have to call &T