ta-lib is a collection of math/statistical functions for estimating price variablity of stock prices. There is no port that exists for ruby. Since I needed one so thought of building. I followed the pick axe book. Finally as there are about 120 functions to port so thuoght of using SWIG. I have gone through SWIG doc anf series of mails in comp.lang.ruby but still some how I am unable to get the ball rooling. I am particularly struck whether i would need to write some extra typemap in swig given my C header of one of the function ================== TA_RetCode TA_MA( int startIdx, int endIdx, const double inReal, int optInTimePeriod, int optInMAType, int *outBegIdx, int *outNbElement, double outReal, ) ============== In C ============= Lets say you wish to calculate a 30 day moving average using closing prices. The function call could look as follow: TA_Real closePrice; TA_Real out; TA_Integer outBeg; TA_Integer outNbElement; /* ... initialize your closing price here... */ retCode = TA_MA( 0, 399, &closePrice, 30,TA_MAType_SMA, &outBeg, &outNbElement, &out ); /* The output is displayed here */ for( i=0; i < outNbElement; i++ ) printf( "Day %d = %f\n", outBeg+i, out[i] ); ============================================== Given this API do I need to write special typemap for arguments like....const double inReal,int *outBegIdx,int *outNbElement,double outReal Can anyone give me a lead?????
on 2007-03-13 12:20