# Copyright 2008, 2009, 2010 Kevin Ryde
# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under the
# terms of the GNU General Public License as published by the Free Software
# Foundation; either version 3, or (at your option) any later version.
#
# Chart 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 General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along
# with Chart. If not, see <http://www.gnu.org/licenses/>.
package App::Chart::Series::GT;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use base 'App::Chart::Series';
use GT::Prices;
use GT::Conf;
use GT::Eval;
use GT::DateTime;
use GT::Tools;
use constant DEBUG => 0;
my %class_to_timeframe = ('App::Chart::Timebase::Days' => $DAY,
'App::Chart::Timebase::Weeks' => $WEEK,
'App::Chart::Timebase::Months' => $MONTH,
'App::Chart::Timebase::Years' => $YEAR);
sub new {
my ($class, $type, $parent, @args) = @_;
if (DEBUG) { local $,=' '; say "GT->new type '$type' args", @args; }
my $indicator = GT::Eval::create_standard_object ($type, @args);
my $nb_values = $indicator->get_nb_values;
my $arrays = {};
foreach my $i (0 .. $nb_values-1) {
my $name = $indicator->get_name ($i);
$arrays->{$name} = [];
}
my $array_aliases = { values => $indicator->get_name(0) };
if (DEBUG) { require Data::Dumper;
print " ",Data::Dumper->Dump([$arrays],['arrays']);
print " ",Data::Dumper->Dump([$array_aliases],
['array_aliases']); }
return $class->SUPER::new (parent => $parent,
indicator => $indicator,
arrays => $arrays,
array_aliases => $array_aliases);
}
sub name {
my ($self) = @_;
my $indicator = $self->{'indicator'};
return $indicator->get_name;
}
sub fill_part {
my ($self, $lo, $hi) = @_;
if (DEBUG) { say "GT fill_part $lo $hi"; }
my $parent = $self->{'parent'};
my $timebase = $self->timebase;
my $indicator = $self->{'indicator'};
require GT::DB::Chart;
my $db = GT::DB::Chart->new ($parent, $hi);
my $code = $parent->symbol || 'DUMMY-STOCK-CODE';
my $timebase_class = ref $timebase;
# ENHANCE-ME: can probably fallback to $DAYS or something for unknown
# $timebase_class, not much in the GT indicators depends on the timebase
my $timeframe = $class_to_timeframe{$timebase_class}
|| croak "Timebase class $timebase_class not known to GT";
my $full = 0;
my $start = $timebase->to_iso ($lo);
my $end = $timebase->to_iso ($hi);
my $nb_item = 0;
my $max_loaded_items = $hi - $lo + 1 + $indicator->days_required;
if (DEBUG) { say " find_calculator start=$start end=$end code=$code timeframe=$timeframe max_loaded_items=$max_loaded_items"; }
my ($calc, $first, $last);
if (! eval {
($calc, $first, $last) = GT::Tools::find_calculator
($db, $code, $timeframe, $full, $start,$end,$nb_item,$max_loaded_items);
1
}) {
if ($@ =~ /No data available/i) { return; }
die $@;
}
if (DEBUG) { say " gives first=$first last=$last"; }
$indicator->calculate_interval ($calc, $first, $last);
my $nb_values = $indicator->get_nb_values;
my $indic_cache = $calc->indicators; # GT::Cache of indicator results
my $prices = $calc->prices; # GT::Prices inputs
if (DEBUG >= 2) {
require Data::Dumper;
print " ",Data::Dumper->Dump([$indicator],['indicator']);
print " ",Data::Dumper->Dump([$prices],['prices']);
print " ",Data::Dumper->Dump([$indic_cache],['indic_cache']);
}
for (my $n = 0; $n < $nb_values; $n++) {
my $name = $indicator->get_name($n);
my $array = $self->{'arrays'}->{$name};
# reverse to pre-extend $array
for (my $i = $last; $i >= $first; $i--) {
my $value = $indic_cache->get($name, $i) // next;
my $t = $prices->at($i)->[$GT::DB::Chart::DATE_T];
$array->[$t] = $value;
if (DEBUG >= 2) { print " i=$i t=$t value=$value\n"; }
}
}
if (DEBUG >= 2) { print "\n"; }
}
1;
__END__
=for stopwords GeniusTrader
=head1 NAME
App::Chart::Series::GT -- ...
=for test_synopsis my ($parent)
=head1 SYNOPSIS
use App::Chart::Series::GT;
my $series = App::Chart::Series::GT->new ('I:SMA', $parent);
=head1 CLASS HIERARCHY
App::Chart::Series
App::Chart::Series::GT
=head1 DESCRIPTION
A C<App::Chart::Series::GT> series applies a GeniusTrader indicator or
average to a given series. You must have GeniusTrader available to use
this, see
=over
L<http://www.geniustrader.org/>
=back
=head1 FUNCTIONS
=over 4
=item C<< App::Chart::Series::GT->new ($gt_type, $parent, $arg...) >>
...
=back
=head1 SEE ALSO
L<App::Chart::Series>, GeniusTrader, L<App::Chart::Series::TA>
=cut