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🔨 Refactor code-generation #77

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🔨 Refactor code-generation #77

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ec04cbd
:fire: Initial Rust-based code generator
serkor1 Jul 9, 2026
1daa678
:bug:-fix: Parser were using old type macros
serkor1 Jul 10, 2026
34c1002
:hammer: Lookback parsing + descriptive fn naming
serkor1 Jul 13, 2026
4b806bd
:hammer: Candlestick/Non-candlestick specific identifiers
serkor1 Jul 14, 2026
420fba9
:wastebasket: Removed lookback functions
serkor1 Jul 14, 2026
4410628
:hammer: X-Macros (#78)
serkor1 Jul 14, 2026
749e242
:hammer: Added cargo commands and removed obsolete scripts
serkor1 Jul 14, 2026
0010b89
:broom: Formatted .rs-files
serkor1 Jul 14, 2026
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3 changes: 2 additions & 1 deletion Makefile
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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,6 @@ document: ## Build R documentation
@Rscript --verbose -e "devtools::document()"

build: clean fmt ## Build the R package
@codegen/generate_API.sh src/ src/api.h && codegen/generate_FFI.sh src/api.h src/init.c && $(MAKE) fmt
@$(MAKE) document
@R CMD build . --no-build-vignettes && R CMD INSTALL $(tarball_location)
@rm -rf README.md
Expand Down Expand Up @@ -69,6 +68,7 @@ fmt: ## Format code
@air format R
@air format tests/testthat
@rm -rf ./.clang-format
@cargo fmt --manifest-path codegen/Cargo.toml

pkgdown-build: ## Build {pkgdown} documentation
@$(MAKE) document
Expand Down Expand Up @@ -133,5 +133,6 @@ parity-clean: ## Remove parity build artifacts and the generated test file
@rm -rf tests/parity/snapshot

gen-code: ## Generate R wrappers and unit-tests
@cargo run --manifest-path codegen/Cargo.toml
@Rscript --verbose ./codegen/gen_code/generate.R
$(MAKE) fmt
32 changes: 0 additions & 32 deletions R/ta_ACCBANDS.R
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Expand Up @@ -122,38 +122,6 @@ acceleration_bands.matrix <- function(
)
}

#' @usage NULL
ACCBANDS_lookback <- acceleration_bands_lookback <- function(
x,
cols,
n = 20,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close,
data = x,
...
)

.Call(
C_impl_ta_ACCBANDS_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases acceleration_bands
Expand Down
31 changes: 0 additions & 31 deletions R/ta_AD.R
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Expand Up @@ -116,37 +116,6 @@ chaikin_accumulation_distribution_line.matrix <- function(
)
}

#' @usage NULL
AD_lookback <- chaikin_accumulation_distribution_line_lookback <- function(
x,
cols,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close + volume,
data = x,
...
)

.Call(
C_impl_ta_AD_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
constructed_series[[4]]
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases chaikin_accumulation_distribution_line
Expand Down
35 changes: 0 additions & 35 deletions R/ta_ADOSC.R
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Expand Up @@ -132,41 +132,6 @@ chaikin_accumulation_distribution_oscillator.matrix <- function(
)
}

#' @usage NULL
ADOSC_lookback <- chaikin_accumulation_distribution_oscillator_lookback <- function(
x,
cols,
fast = 3,
slow = 10,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close + volume,
data = x,
...
)

.Call(
C_impl_ta_ADOSC_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
constructed_series[[4]],
as.integer(fast),
as.integer(slow)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases chaikin_accumulation_distribution_oscillator
Expand Down
32 changes: 0 additions & 32 deletions R/ta_ADX.R
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Expand Up @@ -122,38 +122,6 @@ average_directional_movement_index.matrix <- function(
)
}

#' @usage NULL
ADX_lookback <- average_directional_movement_index_lookback <- function(
x,
cols,
n = 14,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close,
data = x,
...
)

.Call(
C_impl_ta_ADX_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases average_directional_movement_index
Expand Down
32 changes: 0 additions & 32 deletions R/ta_ADXR.R
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Expand Up @@ -122,38 +122,6 @@ average_directional_movement_index_rating.matrix <- function(
)
}

#' @usage NULL
ADXR_lookback <- average_directional_movement_index_rating_lookback <- function(
x,
cols,
n = 14,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close,
data = x,
...
)

.Call(
C_impl_ta_ADXR_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases average_directional_movement_index_rating
Expand Down
34 changes: 0 additions & 34 deletions R/ta_APO.R
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Original file line number Diff line number Diff line change
Expand Up @@ -137,40 +137,6 @@ absolute_price_oscillator.matrix <- function(
)
}

#' @usage NULL
APO_lookback <- absolute_price_oscillator_lookback <- function(
x,
cols,
fast = 12,
slow = 26,
ma = SMA(n = 9),
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~close,
data = x,
...
)

.Call(
C_impl_ta_APO_lookback,
## splice:lookback:start
constructed_series[[1]],
as.integer(fast),
as.integer(slow),
ma$maType
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases absolute_price_oscillator
Expand Down
31 changes: 0 additions & 31 deletions R/ta_AROON.R
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Original file line number Diff line number Diff line change
Expand Up @@ -121,37 +121,6 @@ aroon.matrix <- function(
)
}

#' @usage NULL
AROON_lookback <- aroon_lookback <- function(
x,
cols,
n = 14,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low,
data = x,
...
)

.Call(
C_impl_ta_AROON_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases aroon
Expand Down
31 changes: 0 additions & 31 deletions R/ta_AROONOSC.R
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Original file line number Diff line number Diff line change
Expand Up @@ -121,37 +121,6 @@ aroon_oscillator.matrix <- function(
)
}

#' @usage NULL
AROONOSC_lookback <- aroon_oscillator_lookback <- function(
x,
cols,
n = 14,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low,
data = x,
...
)

.Call(
C_impl_ta_AROONOSC_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases aroon_oscillator
Expand Down
32 changes: 0 additions & 32 deletions R/ta_ATR.R
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Expand Up @@ -122,38 +122,6 @@ average_true_range.matrix <- function(
)
}

#' @usage NULL
ATR_lookback <- average_true_range_lookback <- function(
x,
cols,
n = 14,
...
) {
## validate 'cols'-argument
## if explicitly passed
if (!missing(cols)) {
assert_formula(cols)
}

## construct series
## from input
constructed_series <- series(
x = cols,
default_formula = ~ high + low + close,
data = x,
...
)

.Call(
C_impl_ta_ATR_lookback,
## splice:lookback:start
constructed_series[[1]],
constructed_series[[2]],
constructed_series[[3]],
as.integer(n)
## splice:lookback:end
)
}

#' @usage NULL
#' @aliases average_true_range
Expand Down
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