79 lines
2.5 KiB
R
79 lines
2.5 KiB
R
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#' wickra: streaming-first technical indicators
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#'
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#' R bindings for the Wickra technical-analysis library over its C ABI hub. Each
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#' indicator is a constructor (for example [Sma()], [Rsi()], [MacdIndicator()])
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#' returning a `wickra_indicator` object; feed it one observation at a time with
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#' [update()], run a whole series in one call with [batch()], and clear its
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#' state with [reset()]. The native handle is freed automatically when the object
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#' is garbage-collected.
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#'
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#' @keywords internal
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#' @importFrom stats update
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"_PACKAGE"
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#' Update an indicator with one observation
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#'
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#' @param object A `wickra_indicator` created by an indicator constructor.
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#' @param ... The observation: a single value for scalar indicators, the OHLCV
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#' fields plus a timestamp for candle indicators, or two values for pairwise
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#' indicators.
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#' @return The indicator value: a numeric scalar; a named numeric vector for
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#' multi-output indicators (`NA` during warmup); a matrix of completed bars for
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#' bar builders; or a list / numeric vector for profile indicators
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#' (`NULL` during warmup).
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#' @examples
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#' sma <- Sma(3)
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#' for (x in c(1, 2, 3, 4, 5)) v <- update(sma, x)
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#' v # 4
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#' @export
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update.wickra_indicator <- function(object, ...) {
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args <- list(object$ptr, ...)
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if (!is.na(object$values_cap)) {
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args <- c(args, object$values_cap)
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}
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do.call(".Call", c(list(paste0("wk_", object$prefix, "_update")), args,
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list(PACKAGE = "wickra")))
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}
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#' Run an indicator over a whole series in one call
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#'
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#' Available for scalar indicators. The result is identical to feeding the same
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#' inputs through [update()] one at a time, with `NA` at warmup positions.
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#'
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#' @param object A `wickra_indicator`.
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#' @param ... The input vector(s).
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#' @return A numeric vector the same length as the input.
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#' @examples
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#' batch(Sma(3), c(1, 2, 3, 4, 5)) # NA NA 2 3 4
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#' @export
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batch <- function(object, ...) {
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UseMethod("batch")
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}
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#' @rdname batch
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#' @export
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batch.wickra_indicator <- function(object, ...) {
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do.call(".Call", c(list(paste0("wk_", object$prefix, "_batch"), object$ptr),
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list(...), list(PACKAGE = "wickra")))
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}
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#' Reset an indicator to its warmup state
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#'
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#' @param object A `wickra_indicator`.
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#' @return The indicator, invisibly.
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#' @examples
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#' sma <- Sma(3)
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#' update(sma, 1)
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#' reset(sma)
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#' @export
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reset <- function(object) {
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UseMethod("reset")
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}
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#' @rdname reset
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#' @export
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reset.wickra_indicator <- function(object) {
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.Call(paste0("wk_", object$prefix, "_reset"), object$ptr, PACKAGE = "wickra")
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invisible(object)
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}
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