Adding TA_SetUnstablePeriod and TA_GetUnstablePeriod.

Author: mrjbq7

talib/__init__.py

@@ -4,6 +4,8 @@
 from . import common
 from . import abstract
 from .common import MA_Type, __ta_version__
+from .common import _ta_set_unstable_period as set_unstable_period
+from .common import _ta_get_unstable_period as get_unstable_period
 from .func import *
 
 __version__ = '0.4.9'

talib/abstract.c

@@ -1,6 +1,6 @@
 
 cimport libc as lib
-from libc cimport TA_RetCode
+from libc cimport TA_RetCode, TA_FuncUnstId
 
 __ta_version__ = lib.TA_GetVersionString()
 
@@ -35,13 +35,11 @@ def _ta_initialize():
     cdef TA_RetCode ret_code
     ret_code = lib.TA_Initialize()
     _ta_check_success('TA_Initialize', ret_code)
-    return ret_code
 
 def _ta_shutdown():
     cdef TA_RetCode ret_code
     ret_code = lib.TA_Shutdown()
     _ta_check_success('TA_Shutdown', ret_code)
-    return ret_code
 
 class MA_Type(object):
     SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3 = range(9)
@@ -63,3 +61,24 @@ class MA_Type(object):
         return self._lookup[type_]
 
 MA_Type = MA_Type()
+
+_ta_func_unst_ids = {'NONE': -1}
+for i, name in enumerate([
+            'ADX', 'ADXR', 'ATR', 'CMO', 'DX', 'EMA', 'HT_DCPERIOD',
+            'HT_DCPHASE', 'HT_PHASOR', 'HT_SINE', 'HT_TRENDLINE',
+            'HT_TRENDMODE', 'KAMA', 'MAMA', 'MFI', 'MINUS_DI', 'MINUS_DM',
+            'NATR', 'PLUS_DI', 'PLUS_DM', 'RSI', 'STOCHRSI', 'T3', 'ALL'
+        ]):
+    _ta_func_unst_ids[name] = i
+
+def _ta_set_unstable_period(name, period):
+    cdef TA_RetCode ret_code
+    cdef TA_FuncUnstId id = _ta_func_unst_ids[name]
+    ret_code = lib.TA_SetUnstablePeriod(id, period)
+    _ta_check_success('TA_SetUnstablePeriod', ret_code)
+
+def _ta_get_unstable_period(name):
+    cdef unsigned int period
+    cdef TA_FuncUnstId id = _ta_func_unst_ids[name]
+    period = lib.TA_GetUnstablePeriod(id)
+    return period

talib/common.c

@@ -25,6 +25,8 @@ cdef extern from "ta-lib/ta_defs.h":
 
     ctypedef int TA_MAType
 
+    ctypedef int TA_FuncUnstId
+
 cdef extern from "ta-lib/ta_common.h":
     ctypedef int TA_Integer
     ctypedef double TA_Real
@@ -437,3 +439,7 @@ cdef extern from "ta-lib/ta_func.h":
     int TA_WILLR_Lookback( int optInTimePeriod )
     TA_RetCode TA_WMA( int startIdx, int endIdx, const double inReal[], int optInTimePeriod, int *outBegIdx, int *outNBElement, double outReal[] )
     int TA_WMA_Lookback( int optInTimePeriod )
+
+    # TALIB functions for TA_SetUnstablePeriod
+    TA_RetCode TA_SetUnstablePeriod(TA_FuncUnstId id, unsigned int unstablePeriod)
+    unsigned int TA_GetUnstablePeriod(TA_FuncUnstId id)

talib/common.pyx

@@ -29,6 +29,15 @@ def test_input_nans():
     assert_np_arrays_equal(r1, [np.nan, np.nan, np.nan, np.nan, 0, 0, 0, 0, 0, 0])
     assert_np_arrays_equal(r2, [np.nan, np.nan, np.nan, np.nan, 100, 100, 100, 100, 100, 100])
 
+def test_unstable_period():
+    a = np.arange(10, dtype=float)
+    r = func.EMA(a, 3)
+    assert_np_arrays_equal(r, [np.nan, np.nan, 1, 2, 3, 4, 5, 6, 7, 8])
+    talib.set_unstable_period('EMA', 5)
+    r = func.EMA(a, 3)
+    assert_np_arrays_equal(r, [np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, 6, 7, 8])
+    talib.set_unstable_period('EMA', 0)
+
 def test_MIN():
     result = func.MIN(series, timeperiod=4)
     i = np.where(~np.isnan(result))[0][0]