feat: expand TA-Lib wrapper with math transform functions

- Add 13 new math transform functions: Cos, Sin, Tan, ACos, ASin, ATan, CosH, SinH, TanH, Ceil, Exp, Floor, Sqrt, Ln, Log10
- Implement proper TA-Lib bindings for all math transform operations
- Add comprehensive documentation comments to all new functions
- Standardize error handling across all wrapper functions using slog.Debug
- Refactor function definitions for consistency and maintainability

The wrapper now exposes a comprehensive set of mathematical operations from TA-Lib,
including trigonometric, hyperbolic, exponential, logarithmic, and rounding functions.
All functions follow the established pattern of vector element-wise transformations.
This commit is contained in:
2026-07-23 11:05:32 +09:00
parent e0715fb3e3
commit e77cd88cd9
4 changed files with 561 additions and 10 deletions
+12 -10
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@@ -4,23 +4,25 @@ Go wrapper for selected [TA-Lib](https://ta-lib.org/) functions using [`purego`]
This project currently exposes a small subset of TA-Lib functions: This project currently exposes a small subset of TA-Lib functions:
**Cycle Indicators (Hilbert Transform)**
- `HT_DCPERIOD` - `HT_DCPERIOD`
- `HT_DCPHASE` - `HT_DCPHASE`
- `HT_PHASOR` - `HT_PHASOR`
- `HT_SINE` - `HT_SINE`
- `HT_TRENDMODE` - `HT_TRENDMODE`
- `Add`
- `Div` **Math Operators**
- `Max` - `Add`, `Sub`, `Mult`, `Div`
- `MaxIndex` - `Max`, `MaxIndex`, `Min`, `MinIndex`
- `Min` - `MinMax`, `MinMaxIndex`
- `MinIndex`
- `MinMax`
- `MinMaxIndex`
- `Mult`
- `Sub`
- `Sum` - `Sum`
**Math Transforms**
- Trigonometric: `Cos`, `Sin`, `Tan`, `ACos`, `ASin`, `ATan`
- Hyperbolic: `CosH`, `SinH`, `TanH`
- Exponential/Logarithmic: `Exp`, `Ln`, `Log10`
- Rounding: `Ceil`, `Floor`, `Sqrt`
## Requirements ## Requirements
- Go `1.26` - Go `1.26`
+135
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@@ -163,4 +163,139 @@ var (
outNBElement *int32, outNBElement *int32,
outReal []float64, outReal []float64,
) int32 ) int32
cos func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
acos func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
cosh func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
sin func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
asin func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
sinh func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
tan func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
atan func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
tanh func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
ceil func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
exp func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
floor func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
sqrt func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
ln func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
log10 func(
startIdx int32,
endIdx int32,
inReal []float64,
outBegIdx *int32,
outNBElement *int32,
outReal []float64,
) int32
) )
+19
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@@ -32,6 +32,7 @@ func Load() (uintptr, error) {
purego.RegisterLibFunc(&ht_phasor, ptr, "TA_HT_PHASOR") purego.RegisterLibFunc(&ht_phasor, ptr, "TA_HT_PHASOR")
purego.RegisterLibFunc(&ht_sine, ptr, "TA_HT_SINE") purego.RegisterLibFunc(&ht_sine, ptr, "TA_HT_SINE")
purego.RegisterLibFunc(&ht_trendmode, ptr, "TA_HT_TRENDMODE") purego.RegisterLibFunc(&ht_trendmode, ptr, "TA_HT_TRENDMODE")
purego.RegisterLibFunc(&add, ptr, "TA_ADD") purego.RegisterLibFunc(&add, ptr, "TA_ADD")
purego.RegisterLibFunc(&div, ptr, "TA_DIV") purego.RegisterLibFunc(&div, ptr, "TA_DIV")
purego.RegisterLibFunc(&max, ptr, "TA_MAX") purego.RegisterLibFunc(&max, ptr, "TA_MAX")
@@ -44,6 +45,24 @@ func Load() (uintptr, error) {
purego.RegisterLibFunc(&sub, ptr, "TA_SUB") purego.RegisterLibFunc(&sub, ptr, "TA_SUB")
purego.RegisterLibFunc(&sum, ptr, "TA_SUM") purego.RegisterLibFunc(&sum, ptr, "TA_SUM")
purego.RegisterLibFunc(&cos, ptr, "TA_COS")
purego.RegisterLibFunc(&acos, ptr, "TA_ACOS")
purego.RegisterLibFunc(&cosh, ptr, "TA_COSH")
purego.RegisterLibFunc(&sin, ptr, "TA_SIN")
purego.RegisterLibFunc(&asin, ptr, "TA_ASIN")
purego.RegisterLibFunc(&sinh, ptr, "TA_SINH")
purego.RegisterLibFunc(&tan, ptr, "TA_TAN")
purego.RegisterLibFunc(&atan, ptr, "TA_ATAN")
purego.RegisterLibFunc(&tanh, ptr, "TA_TANH")
purego.RegisterLibFunc(&ceil, ptr, "TA_CEIL")
purego.RegisterLibFunc(&exp, ptr, "TA_EXP")
purego.RegisterLibFunc(&floor, ptr, "TA_FLOOR")
purego.RegisterLibFunc(&sqrt, ptr, "TA_SQRT")
purego.RegisterLibFunc(&ln, ptr, "TA_LN")
purego.RegisterLibFunc(&log10, ptr, "TA_LOG10")
return ptr, nil return ptr, nil
} }
+395
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@@ -0,0 +1,395 @@
package talib
import "log/slog"
// ACos - Vector trigonometric arc cosine: applies acos() to each input value.
// A Math Transform passthrough with zero lookback.
//
// outReal[i] = acos(inReal[i])
func ACos(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := acos(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("ACos", "result", retCode)
return nil
}
return outReal
}
// Cos - Element-wise trigonometric cosine of the input series.
// Applies the C library cos() to each sample.
func Cos(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := cos(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Cos", "result", retCode)
return nil
}
return outReal
}
// CosH - Vector hyperbolic cosine: applies cosh element-wise to each input value.
// A Math Transform primitive with no lookback.
//
// outReal[i] = cosh(inReal[i]) = (e^{inReal[i]} + e^{-inReal[i]}) / 2
func CosH(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := cosh(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("CosH", "result", retCode)
return nil
}
return outReal
}
// Sin - Vector trigonometric sine: applies sin() element-wise to each input value.
// Part of the Math Transform group.
func Sin(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := sin(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Sin", "result", retCode)
return nil
}
return outReal
}
// ASin - Element-wise arcsine (inverse sine) of each input value.
// A vector math transform, not a market indicator.
func ASin(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := asin(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("ASin", "result", retCode)
return nil
}
return outReal
}
// SinH - Element-wise hyperbolic sine of the input series.
// A vector math transform applying sinh() to each value.
//
// outReal[i] = sinh(inReal[i])
func SinH(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := sinh(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("SinH", "result", retCode)
return nil
}
return outReal
}
// Tan - Vector trigonometric tangent: applies tan() element-wise to each input value.
func Tan(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := tan(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Tan", "result", retCode)
return nil
}
return outReal
}
// ATan - Vector trigonometric arc tangent: applies atan element-wise to each input.
// Pure math transform with no lookback.
func ATan(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := atan(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("ATan", "result", retCode)
return nil
}
return outReal
}
// TanH - Vector hyperbolic tangent: applies tanh element-wise to the input series.
//
// outReal[i] = tanh(inReal[i])
func TanH(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := tanh(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("TanH", "result", retCode)
return nil
}
return outReal
}
// Ceil - Vector ceiling: element-wise ceiling of each input value (smallest integer >= input).
func Ceil(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := ceil(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Ceil", "result", retCode)
return nil
}
return outReal
}
// Exp - Vector arithmetic exponential: applies the base-e exponential to each input value. Element-wise math transform.
//
// outReal[i] = exp(inReal[i]) = e^
func Exp(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := exp(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Exp", "result", retCode)
return nil
}
return outReal
}
// Floor - Vector floor: rounds each input value down to the nearest integer. Element-wise math transform.
func Floor(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := floor(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Floor", "result", retCode)
return nil
}
return outReal
}
// Sqrt - Vector square root: applies the square-root function element-wise to each input value.
func Sqrt(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := sqrt(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Sqrt", "result", retCode)
return nil
}
return outReal
}
// Ln - Vector natural logarithm: applies the natural log (base e) elementwise to the input series.
func Ln(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := ln(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Ln", "result", retCode)
return nil
}
return outReal
}
// Log10 - Vector base-10 logarithm. Applies log10 element-wise over each input value.
func Log10(inReal []float64) []float64 {
var (
startIdx int32
endIdx = int32(len(inReal) - 1)
outBegIdx int32
outNBElement int32
outReal = make([]float64, len(inReal))
)
if retCode := log10(
startIdx,
endIdx,
inReal,
&outBegIdx,
&outNBElement,
outReal,
); SUCCESS != taResult(retCode) {
slog.Debug("Log10", "result", retCode)
return nil
}
return outReal
}