TA-Lib : Technical Analysis Library

How-to add a TA function


This document explain how someone can contribute a new technical function. This document is intended for developers working on enhancing TA-Lib, not for user of TA-Lib. User should instead consult the API documents.

What is gen_code?

A long term goal of TA-Lib is to remain easily portable to new platforms and provides interface to a variety of language. To facilitate the maintenance, the utility gen_code has been written to generate all the glue code. Already, this allows the same C/C++ TA function to be more easily integrated in .NET, Excel and Perl. The utility also forces consistency for the parameter of all the TA functions because both the ta_func.h and the function body (not its content) are generated.

Each TA function has its interface describe in a "table_x.cpp" file. All these tables are found in ta-lib\c\src\ta_abstract\tables. The utility gen_code uses these tables as input to figure out the function name, its parameters, the parameter range etc...

Type "gen_code ?" to see the list of generated files.

Most of the files are entirely re-generated, but some are a mix of generated and existing code. The TA function files found in the directory ta-lib\c\src\ta_func are mixed. You can easily recognize which portion is generated; they all start with the comment /* Generated */...

If there is no change to the table_x.cpp files, calling gen_code over and over again will have no effect.

Steps to create a new TA function

(1) Open the table_<x>.c file, where <x> is the first letter of the TA function. As an example the function "TA_RSI" will be find in the file table_r.c

(2) Follow the instruction in the table_<x>.c to add a new function. It is strongly suggest to cut&paste from an existing function and rename as needed. You can always change the table later if you want to add/remove some parameters.

(3) Compile gen_code.

(4) Run gen_code from ta-lib\c\bin

(5) The body of the function will be created in ta-lib\c\src\ta_func. Add the code for the TA function outside of the generated area. Comments in the file helps to identify these area. These areas are preserve when gen_code is run again.

Writing a new TA function requires a good understanding of startidx, endidx, outBegIdx and outNbElement. If you are not sure about this, I strongly suggest to study a simple TA function and read again the C/C++ API.

Language Abstraction

You might have notice that the same code is also compiled on .NET and Java. How is that possible? C is the mother of (most) modern language. By carefully using a subset of the C language we end up with only a few syntax difference between C, C++, managed C++ (.NET) and Java.

All these syntax differences are handled by pre-processing as follow:

#if defined( _MANAGED )
     ... here is the code for VS2005 and later...
#elif defined( _JAVA )
     ... here is the code for Java...
     ... here is the ANSI C code...

Some macro are also defined in ta_memory.h to abstract some fundamental differences related to array, pointer, memory allocation etc...

If you do not want to bother about all this language abstraction stuff, just write your function in C (or C++ minus the OO) and an active maintainer of TA-Lib might do the additional steps to get the code to work with all platforms/languages.

Is there an easier way?!?

Yes. Cut&paste an existing function. Add/remove parameters as needed, replace with your own code, do your best for testing and submit your code to the forum or e-mail to mfortier@ta-lib.org. Someone might complete the integration for you.