Generate ta-lib function definitions.

tools/tafungen.py

@@ -0,0 +1,114 @@
+from talib import abstract, get_functions
+
+
+def generate_code(filename: str = None):
+    file = None
+    if filename is not None:
+        file = open(filename, "w")
+        file.write("from talib import abstract\n\n\n")
+
+    for fun_name in sorted(get_functions()):
+        fun = abstract.Function(fun_name)
+        print("\n")
+        function_code = generate_function_code(fun.__dict__)
+        print(function_code)
+        if file:
+            file.write(function_code)
+            file.write("\n\n\n")
+
+    if file:
+        file.close()
+
+
+def get_type_name(i: int):
+    return {0: "float",
+            1: "str",
+            2: "int",
+            3: "MA_TYPE"
+            }[i]
+
+
+t = "    "
+
+
+def generate_function_code(d: dict):
+    s_def = f"def {d['_Function__info']['name']}(inputs"
+
+    # list_params = []
+    for k, v in d['_Function__info']["parameters"].items():
+        # if type(v) == list:
+        #     list_params.append(k)
+        #     s_def += f", {k}=None"
+        # else:
+        s_def += f", {k}={v}"
+
+    # list_params2 = []
+    for k, v in d['_Function__info']["input_names"].items():
+        if type(v) == str:
+            s_def += f", {k}='{v}'"
+        # elif type(v) == list:
+        #     s_def += f", {k}=None"
+        #     list_params2.append(k)
+        else:
+            s_def += f", {k}={v}"
+
+    s_def += "):"
+
+    s_def += f'''
+    """
+    **{d['_Function__info']['display_name']}**
+
+    Group: {d['_Function__info']['group']}
+    '''
+
+    if d['_Function__info']['function_flags'] is not None:
+        s_def += f"\n{t}Function flags: {'. '.join(d['_Function__info']['function_flags'])}\n"
+
+    s_def += f"\n{t}:param inputs: input values"
+
+    for k, v in d['_Function__input_names'].items():
+        name = d['_Function__input_names'][k]['name']
+        default_value = d['_Function__input_names'][k]['price_series']
+        if type(default_value) == str:
+            default_value = f"'{default_value}'"
+        s_def += f"\n{t}:param {k}: {name} (**default**: {default_value})"
+
+    for k, v in d['_Function__opt_inputs'].items():
+        definition = d['_Function__opt_inputs'][k]['display_name']
+        help_text = d['_Function__opt_inputs'][k]['help']
+        default_value = d['_Function__opt_inputs'][k]['default_value']
+        type_name = get_type_name(d['_Function__opt_inputs'][k]['type'])
+        s_def += f"\n{t}:param {k}: {definition} ({help_text} - **default**: {default_value})"
+        s_def += f"\n{t}:type {k}: {type_name})"
+
+    if len(d["_Function__info"]["output_names"]) > 1:
+        s_def += f'\n{t}:rtype: Tuple'
+        s_def += f'\n{t}:returns: {tuple(d["_Function__info"]["output_names"])}'
+    else:
+        s_def += f'\n{t}:returns: {d["_Function__info"]["output_names"][0]}'
+
+    s_def += f'\n{t}"""'
+
+    # for lp in list_params:
+    #     s_def += f"\n{t}if {lp} is None:"
+    #     s_def += f"\n{t}{t}{lp} = {d['_Function__info']['parameters'][lp]}"
+    #
+    # for lp in list_params2:
+    #     s_def += f"\n{t}if {lp} is None:"
+    #     s_def += f"\n{t}{t}{lp} = {d['_Function__info']['input_names'][lp]}"
+
+    s_def += f"\n{t}return abstract.Function('{d['_Function__info']['name']}'"
+
+    for k, v in d['_Function__info']["parameters"].items():
+        s_def += f", {k}={k}"
+
+    for k, v in d['_Function__info']["input_names"].items():
+        s_def += f", {k}={k}"
+
+    s_def += ")(inputs)"
+
+    return s_def
+
+
+if __name__ == '__main__':
+    generate_code("tafun.py")