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feat: add math operator wrappers and align TA-Lib binding types

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Add Go wrappers for additional TA-Lib math operators:
Div, Max, MaxIndex, Min, MinIndex, MinMax, MinMaxIndex, Mult, Sub, and Sum.

Refactor the TA-Lib function signatures to use int32 consistently,
including taResult and Hilbert Transform bindings, so the Go layer
matches the native library more closely.

Fix HT_TRENDMODE to return []int32 and update related comments and
naming for better API consistency.
This commit is contained in:
beejay
2026-07-22 17:18:22 +09:00
parent 1ce0c19fd5
commit e0715fb3e3
6 changed files with 477 additions and 66 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+16 -2
View File
@@ -9,7 +9,17 @@ This project currently exposes a small subset of TA-Lib functions:
- `HT_PHASOR`
- `HT_SINE`
- `HT_TRENDMODE`
- `ADD`
- `Add`
- `Div`
- `Max`
- `MaxIndex`
- `Min`
- `MinIndex`
- `MinMax`
- `MinMaxIndex`
- `Mult`
- `Sub`
- `Sum`
## Requirements
@@ -83,14 +93,18 @@ func main() {
period := talib.HT_DCPERIOD(series)
fmt.Println(period)
sum := talib.ADD(series, series)
sum := talib.Add(series, series)
fmt.Println(sum)
rollingMax := talib.Max(series, 14)
fmt.Println(rollingMax)
}
```
## API notes
- Indicator functions return `nil` when the underlying TA-Lib call fails.
- Native TA-Lib functions are exposed with Go-style exported names such as `Add`, `Div`, `Max`, and `Sum`.
## Project status
cycle_indicators.go
+25 -24
View File
@@ -9,10 +9,10 @@ import (
// Output is the estimated dominant cycle length in bars (clamped to 6-50).
func HT_DCPERIOD(inReal []float64) []float64 {
var (
startIdx = 0
endIdx = len(inReal) - 1
outBegIdx int
outNBElement int
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
@@ -29,10 +29,10 @@ func HT_DCPERIOD(inReal []float64) []float64 {
// One real output per bar. Output is degrees, wrapped so it never exceeds 315 (can go negative).
func HT_DCPHASE(inReal []float64) []float64 {
var (
startIdx = 0
endIdx = len(inReal) - 1
outBegIdx int
outNBElement int
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
@@ -62,10 +62,10 @@ func HT_DCPHASE(inReal []float64) []float64 {
// @return outQuadrature Quadrature component (Q1 of the Hilbert Transform)
func HT_PHASOR(inReal []float64) ([]float64, []float64) {
var (
startIdx = 0
endIdx = len(inReal) - 1
outBegIdx int
outNBElement int
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outInPhase = make([]float64, len(inReal))
outQuadrature = make([]float64, len(inReal))
)
@@ -94,10 +94,10 @@ func HT_PHASOR(inReal []float64) ([]float64, []float64) {
// @return outLeadSine Sine of the phase advanced 45 degrees (lead)
func HT_SINE(inReal []float64) ([]float64, []float64) {
var (
startIdx = 0
endIdx = len(inReal) - 1
outBegIdx int
outNBElement int
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outSine = make([]float64, len(inReal))
outLeadSine = make([]float64, len(inReal))
)
@@ -118,16 +118,17 @@ func HT_SINE(inReal []float64) ([]float64, []float64) {
return outSine, outLeadSine
}
// HT_TRENDMODE - Hilbert Transform classifier that labels each bar as trending (1) or cycling (0). Reuses the MAMA dominant-cycle/phase DSP plus a SineWave/trendline test to decide the market mode. 1 = trending market (favor trend-following); 0 = cycle/mean-reverting mode.
// HT_TRENDMODE - Hilbert Transform classifier that labels each bar as trending (1) or cycling (0).
// Reuses the MAMA dominant-cycle/phase DSP plus a SineWave/trendline test to decide the market mode.
// @param inReal Input price series
// @return outInteger 1 = trending market; 0 = cycle/mean-reverting market; 4294967297 (Fermat number) = error (e.g. insufficient data)
func HT_TRENDMODE(inReal []float64) []int {
// @return outInteger 1 = trending market; 0 = cycle/mean-reverting market;
func HT_TRENDMODE(inReal []float64) []int32 {
var (
startIdx = 0
endIdx = len(inReal) - 1
outBegIdx int
outNBElement int
outInteger = make([]int, len(inReal))
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outInteger = make([]int32, len(inReal))
)
if retCode := ht_trendmode(
functions.go
+133 -31
View File
@@ -3,62 +3,164 @@ package talib
// Cycle Indicators (HT) - Hilbert Transform
var (
ht_dcperiod func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int,
outNBElement *int,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int
) int32
ht_dcphase func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int,
outNBElement *int,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int
) int32
ht_phasor func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int,
outNBElement *int,
outBegIdx *int32,
outNBElement *int32,
outInPhase []float64,
outQuadrature []float64,
) int
) int32
ht_sine func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int,
outNBElement *int,
outBegIdx *int32,
outNBElement *int32,
outSine []float64,
outLeadSine []float64,
) int
) int32
ht_trendmode func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int,
outNBElement *int,
outInteger []int,
) int
outBegIdx *int32,
outNBElement *int32,
outInteger []int32,
) int32
)
// Math Operators
var (
add func(
startIdx int,
endIdx int,
startIdx int32,
endIdx int32,
inReal0 []float64,
inReal1 []float64,
outBegIdx *int,
outNBElement *int,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int
) int32
div func(
startIdx int32,
endIdx int32,
inReal0 []float64,
inReal1 []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
max func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
maxIndex func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outInteger []int32,
) int32
min func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
minIndex func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outInteger []int32,
) int32
minMax func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outMin []float64,
outMax []float64,
) int32
minMaxIndex func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outMinIndex []int32,
outMaxIndex []int32,
) int32
mult func(
startIdx int32,
endIdx int32,
inReal0 []float64,
inReal1 []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
sub func(
startIdx int32,
endIdx int32,
inReal0 []float64,
inReal1 []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
sum func(
startIdx int32,
endIdx int32,
inReal []float64,
optInTimePeriod int32,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
)
loader.go
+10
View File
@@ -33,6 +33,16 @@ func Load() (uintptr, error) {
purego.RegisterLibFunc(&ht_sine, ptr, "TA_HT_SINE")
purego.RegisterLibFunc(&ht_trendmode, ptr, "TA_HT_TRENDMODE")
purego.RegisterLibFunc(&add, ptr, "TA_ADD")
purego.RegisterLibFunc(&div, ptr, "TA_DIV")
purego.RegisterLibFunc(&max, ptr, "TA_MAX")
purego.RegisterLibFunc(&maxIndex, ptr, "TA_MAXINDEX")
purego.RegisterLibFunc(&min, ptr, "TA_MIN")
purego.RegisterLibFunc(&minIndex, ptr, "TA_MININDEX")
purego.RegisterLibFunc(&minMax, ptr, "TA_MINMAX")
purego.RegisterLibFunc(&minMaxIndex, ptr, "TA_MINMAXINDEX")
purego.RegisterLibFunc(&mult, ptr, "TA_MULT")
purego.RegisterLibFunc(&sub, ptr, "TA_SUB")
purego.RegisterLibFunc(&sum, ptr, "TA_SUM")
return ptr, nil
}
math_operators.go
+292 -8
View File
@@ -2,15 +2,15 @@ package talib
import "log/slog"
// ADD - Vector arithmetic addition. Outputs the element-wise sum of two input series.
// Add - Vector arithmetic addition. Outputs the element-wise sum of two input series.
//
// outReal[i] = inReal0[i] + inReal1[i]
func ADD(inReal0, inReal1 []float64) []float64 {
func Add(inReal0, inReal1 []float64) []float64 {
var (
startIdx = 0
endIdx = len(inReal0) - 1
outBegIdx int
outNBElement int
startIdx int32
endIdx = int32(len(inReal0) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal0))
)
@@ -23,9 +23,293 @@ func ADD(inReal0, inReal1 []float64) []float64 {
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("ADD", "result", retCode)
slog.Debug("Add", "result", retCode)
return nil
}
return outReal[:outNBElement]
return outReal
}
// Div - Element-wise division of two input series. Computes the quotient of corresponding values from two real inputs.
//
// outReal[i] = inReal0[i] / inReal1[i]
func Div(inReal0, inReal1 []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal0) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal0))
)
if retCode := div(
startIdx,
endIdx,
inReal0,
inReal1,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Div", "result", retCode)
return nil
}
return outReal
}
// Max - Highest input value over a rolling window of the last optInTimePeriod bars. A moving-window maximum.
func Max(inReal []float64, optInTimePeriod int) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := max(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Max", "result", retCode)
return nil
}
return outReal
}
// MaxIndex - Returns the index of the highest input value within a rolling window of optInTimePeriod bars.
// Same as Max but outputs the location instead of the value.
//
// outInteger[i] = argmax_{j in [i-optInTimePeriod+1, i]} inReal[j]
func MaxIndex(inReal []float64, optInTimePeriod int) []int32 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outInteger = make([]int32, len(inReal))
)
if retCode := maxIndex(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outInteger,
); SUCCESS != taResult(retCode) {
slog.Debug("MaxIndex", "result", retCode)
return nil
}
return outInteger
}
// Min - Rolling minimum: the lowest input value over the trailing period.
//
// outReal[i] = min(inReal[i-optInTimePeriod+1 .. i])
func Min(inReal []float64, optInTimePeriod int) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := min(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Min", "result", retCode)
return nil
}
return outReal
}
// MinIndex - Returns the absolute index of the lowest value within a rolling window of the given period.
// Same scan as Min but outputs the position of the minimum rather than its value.
//
// outInteger[t] = argmin_{t-period+1 <= i <= t} inReal[i] (absolute index into inReal)
func MinIndex(inReal []float64, optInTimePeriod int) []int32 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outInteger = make([]int32, len(inReal))
)
if retCode := minIndex(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outInteger,
); SUCCESS != taResult(retCode) {
slog.Debug("MinIndex", "result", retCode)
return nil
}
return outInteger
}
// MinMax - Returns both the lowest and highest values of the input over a rolling window of the last optInTimePeriod bars.
// An overlap-study companion to Min and Max that computes both extrema in one pass.
// @param inReal The input data series.
// @param optInTimePeriod The number of bars (or periods) to look back for the lowest and highest values.
// @return Two slices: the first contains the rolling minimum values, and the second contains the rolling maximum values.
func MinMax(inReal []float64, optInTimePeriod int) ([]float64, []float64) {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outMin = make([]float64, len(inReal))
outMax = make([]float64, len(inReal))
)
if retCode := minMax(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outMin,
outMax,
); SUCCESS != taResult(retCode) {
slog.Debug("MinMax", "result", retCode)
return nil, nil
}
return outMin, outMax
}
// MinMaxIndex - Returns the absolute input indices of the lowest and highest values within each rolling window of optInTimePeriod bars. Index variant of MinMax.
//
// For each t: outMaxIdx[t] = argmax_{i in [t-N+1, t]} inReal[i]; outMinIdx[t] = argmin over the same window (N = optInTimePeriod).
func MinMaxIndex(inReal []float64, optInTimePeriod int) ([]int32, []int32) {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outMinIndex = make([]int32, len(inReal))
outMaxIndex = make([]int32, len(inReal))
)
if retCode := minMaxIndex(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outMinIndex,
outMaxIndex,
); SUCCESS != taResult(retCode) {
slog.Debug("MinMaxIndex", "result", retCode)
return nil, nil
}
return outMinIndex, outMaxIndex
}
// Mult - Element-wise multiplication of two input series.
// Produces outReal[i] = inReal0[i] * inReal1[i].
func Mult(inReal0, inReal1 []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal0) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal0))
)
if retCode := mult(
startIdx,
endIdx,
inReal0,
inReal1,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Mult", "result", retCode)
return nil
}
return outReal
}
// Sub - Element-wise vector subtraction of two input series. Outputs inReal0 minus inReal1 at each index.
//
// outReal[i] = inReal0[i] - inReal1[i]
func Sub(inReal0, inReal1 []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal0) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal0))
)
if retCode := sub(
startIdx,
endIdx,
inReal0,
inReal1,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Sub", "result", retCode)
return nil
}
return outReal
}
// Sum - Rolling sum of the input over a fixed period.
// Each output is the sum of the most recent optInTimePeriod input values.
func Sum(inReal []float64, optInTimePeriod int) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := sum(
startIdx,
endIdx,
inReal,
int32(optInTimePeriod),
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Sum", "result", retCode)
return nil
}
return outReal
}
ta_result.go
+1 -1
View File
@@ -1,6 +1,6 @@
package talib
type taResult int
type taResult int32
const (
SUCCESS taResult = 0 // No error