🔨 Refactor code-generation

.Rbuildignore

@@ -106,3 +106,7 @@ src/ta-lib/Makefile.in
 ^codegen$
 ^CRAN-SUBMISSION$
 ^tests/testthat/test-parity.R
+
+## Claude.md
+^src/ta-lib/CLAUDE.md
+^src/ta-lib/.claude

CLAUDE.md

@@ -9,7 +9,7 @@ R package (`talib`) providing an interface to the TA-Lib C library for technical
 ## Build Commands
 
 ```bash
-make build          # Full build: gen-code → document → install
+make build          # Full build: clean → fmt → document → install (does NOT run gen-code)
 make check          # R CMD check --as-cran
 make check-full     # R CMD check with valgrind
 make test           # Run testthat suite
@@ -25,21 +25,19 @@ Single test file: `Rscript -e "testthat::test_file('tests/testthat/test-ta_APO.R
 
 ### Code Generation (Most Source Files Are Generated)
 
-Most R wrappers (`R/ta_*.R`), C wrappers (`src/ta_*.c`), and tests (`tests/testthat/test-ta_*.R`) are **auto-generated**. Do not edit these directly — modify the generation infrastructure in `codegen/` instead:
+Most R wrappers (`R/ta_*.R`), the C X-macro header (`src/TA-Lib.h`), and tests (`tests/testthat/test-ta_*.R`) are **auto-generated** by the zero-dependency Rust crate in `codegen/` — see `codegen/README.md` for the full architecture. Do not edit generated files directly — modify the generation infrastructure instead:
 
-- `codegen/gen_code/indicators.R` — Unified metadata for all 128 indicators
-- `codegen/gen_code/generate.R` — Single driver script that generates R, C, and test files
-- `codegen/gen_code/utils.R` — `impl_generate_indicator()` and `impl_generate_test()` helpers
-- `codegen/generate_indicator.sh`, `generate_API.sh`, `generate_FFI.sh` — Shell scripts for template-driven generation
-- `src/api.h` and `src/init.c` — Auto-generated (function prototypes and R registration)
+- `codegen/src/` — `main.rs` (driver), `c_header.rs` (C X-macro lines from ta_func.h), `metadata.rs` (XML mining), `render.rs` (template rendering + splice preservation), `testthat.rs` (test files), `tables.rs` (the hand-maintained per-indicator lookup tables: names, chart types, classifications, exclusions)
+- `codegen/templates/` — plain R files with `${...}` placeholders; the `chart_*` templates are dual-backend (one file renders both the `.plotly` and `.ggplot` method)
+- Hand-edited content between `## splice:<name>:start` / `## splice:<name>:end` markers in generated files survives regeneration
 
-Run `make gen-code` after changing any generation logic.
+Run `make gen-code` after changing any generation logic (`cargo test` inside `codegen/` tests the generator itself).
 
 ### R ↔ C Binding
 
 Uses `.Call()` (R's native C interface), not Rcpp. Each indicator has:
 
-1. **C wrapper** (`src/ta_*.c`): Converts R SEXP → C arrays, calls TA-Lib, returns SEXP matrix
+1. **C wrapper**: one X-macro line in the generated `src/TA-Lib.h`, expanded by the hand-written `src/wrapper.h`/`src/init.c` macros into a function that converts R SEXP → C arrays, calls TA-Lib, and returns a SEXP matrix (there are no per-indicator `.c` files)
 2. **R wrapper** (`R/ta_*.R`): S3 generic with methods for `default`, `data.frame`, and `plotly`
 
 C memory management uses manual `PROTECT`/`UNPROTECT` with protection counters.
@@ -87,8 +85,8 @@ isolated without depending on those packages. `chart()` and its
 - `R/helper.R` — Operators (`%nn%`, `%or%`), chart helpers (`plotly_init`, `plotly_line`, `ggplot_init`, `ggplot_line`, `modify_traces`, `add_idx`, `rebuild_formula`)
 - `R/BTC.R`, `R/NVDA.R`, `R/SPY.R`, `R/ATOM.R` — Built-in OHLCV datasets (docs only; `.rda` files in `data/`)
 - `R/talib-package.R` — `generate_returns_section()` used at roxygen-render time by `man-roxygen/returns.R`
-- `src/dataframe.c` — Matrix↔data.frame conversion (`map_dfr`)
-- `src/container.h`, `src/shift.h`, `src/names.h` — Shared C utilities
+- `src/data-frame.c` — Matrix↔data.frame conversion (`map_dfr`)
+- `src/shift.h`, `src/names.h` — Shared C utilities
 
 ### TA-Lib Submodule
 

Makefile

@@ -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
@@ -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
@@ -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

NAMESPACE

@@ -33,6 +33,13 @@ S3method(aroon_oscillator,default)
 S3method(aroon_oscillator,ggplot)
 S3method(aroon_oscillator,matrix)
 S3method(aroon_oscillator,plotly)
+S3method(as.maType,double)
+S3method(as.maType,integer)
+S3method(as.maType,maType)
+S3method(average_deviation,data.frame)
+S3method(average_deviation,default)
+S3method(average_deviation,matrix)
+S3method(average_deviation,numeric)
 S3method(average_directional_movement_index,data.frame)
 S3method(average_directional_movement_index,default)
 S3method(average_directional_movement_index,ggplot)
@@ -322,9 +329,17 @@ S3method(mesa_adaptive_moving_average,ggplot)
 S3method(mesa_adaptive_moving_average,matrix)
 S3method(mesa_adaptive_moving_average,numeric)
 S3method(mesa_adaptive_moving_average,plotly)
+S3method(midpoint_period,data.frame)
+S3method(midpoint_period,default)
+S3method(midpoint_period,ggplot)
+S3method(midpoint_period,matrix)
+S3method(midpoint_period,numeric)
+S3method(midpoint_period,plotly)
 S3method(midpoint_price,data.frame)
 S3method(midpoint_price,default)
+S3method(midpoint_price,ggplot)
 S3method(midpoint_price,matrix)
+S3method(midpoint_price,plotly)
 S3method(minus_directional_indicator,data.frame)
 S3method(minus_directional_indicator,default)
 S3method(minus_directional_indicator,ggplot)
@@ -411,12 +426,6 @@ S3method(plus_directional_movement,matrix)
 S3method(plus_directional_movement,plotly)
 S3method(print,talib_chart)
 S3method(print,talib_gg_chart)
-S3method(rate_of_change,data.frame)
-S3method(rate_of_change,default)
-S3method(rate_of_change,ggplot)
-S3method(rate_of_change,matrix)
-S3method(rate_of_change,numeric)
-S3method(rate_of_change,plotly)
 S3method(ratio_of_change,data.frame)
 S3method(ratio_of_change,default)
 S3method(ratio_of_change,ggplot)
@@ -443,10 +452,10 @@ S3method(rolling_beta,default)
 S3method(rolling_beta,numeric)
 S3method(rolling_correlation,default)
 S3method(rolling_correlation,numeric)
-S3method(rolling_max,default)
-S3method(rolling_max,numeric)
-S3method(rolling_min,default)
-S3method(rolling_min,numeric)
+S3method(rolling_maximum,default)
+S3method(rolling_maximum,numeric)
+S3method(rolling_minimum,default)
+S3method(rolling_minimum,numeric)
 S3method(rolling_standard_deviation,default)
 S3method(rolling_standard_deviation,numeric)
 S3method(rolling_sum,default)
@@ -636,6 +645,12 @@ S3method(upside_gap_2_crows,default)
 S3method(upside_gap_2_crows,ggplot)
 S3method(upside_gap_2_crows,matrix)
 S3method(upside_gap_2_crows,plotly)
+S3method(variable_moving_average_period,data.frame)
+S3method(variable_moving_average_period,default)
+S3method(variable_moving_average_period,ggplot)
+S3method(variable_moving_average_period,matrix)
+S3method(variable_moving_average_period,numeric)
+S3method(variable_moving_average_period,plotly)
 S3method(weighted_close_price,data.frame)
 S3method(weighted_close_price,default)
 S3method(weighted_close_price,matrix)
@@ -664,6 +679,7 @@ export(APO)
 export(AROON)
 export(AROONOSC)
 export(ATR)
+export(AVGDEV)
 export(AVGPRICE)
 export(BBANDS)
 export(BETA)
@@ -747,9 +763,11 @@ export(MACD)
 export(MACDEXT)
 export(MACDFIX)
 export(MAMA)
+export(MAVP)
 export(MAX)
 export(MEDPRICE)
 export(MFI)
+export(MIDPOINT)
 export(MIDPRICE)
 export(MIN)
 export(MINUS_DI)
@@ -760,7 +778,6 @@ export(OBV)
 export(PLUS_DI)
 export(PLUS_DM)
 export(PPO)
-export(ROC)
 export(ROCR)
 export(RSI)
 export(SAR)
@@ -789,6 +806,7 @@ export(acceleration_bands)
 export(advance_block)
 export(aroon)
 export(aroon_oscillator)
+export(average_deviation)
 export(average_directional_movement_index)
 export(average_directional_movement_index_rating)
 export(average_price)
@@ -847,6 +865,7 @@ export(mat_hold)
 export(matching_low)
 export(median_price)
 export(mesa_adaptive_moving_average)
+export(midpoint_period)
 export(midpoint_price)
 export(minus_directional_indicator)
 export(minus_directional_movement)
@@ -864,15 +883,14 @@ export(phasor_components)
 export(piercing)
 export(plus_directional_indicator)
 export(plus_directional_movement)
-export(rate_of_change)
 export(ratio_of_change)
 export(relative_strength_index)
 export(rickshaw_man)
 export(rise_fall_3_methods)
 export(rolling_beta)
 export(rolling_correlation)
-export(rolling_max)
-export(rolling_min)
+export(rolling_maximum)
+export(rolling_minimum)
 export(rolling_standard_deviation)
 export(rolling_sum)
 export(rolling_variance)
@@ -911,6 +929,7 @@ export(typical_price)
 export(ultimate_oscillator)
 export(unique_3_river)
 export(upside_gap_2_crows)
+export(variable_moving_average_period)
 export(weighted_close_price)
 export(weighted_moving_average)
 export(williams_oscillator)

NEWS.md

@@ -1,5 +1,9 @@
 # version 0.9-3
 
+This version brings *many* changes to the R package.
+The entire code generating backend have been rewritten so it *closely* follows the upstream naming of parameters and it uses X-macros so it also installs way fastert than before - but it also means that there is alot of breaking changes.
+The update is a big leap towards a stable release.
+
 ## improvements
 
 * A new function for pre-calculating the lookback-period has been implemented. It can be used as follows:
@@ -15,8 +19,110 @@ talib::lookback(
 The function returns the minimum required lookback for calculating the indicator.
 Its use-case is customized control-flows for downstream wrappers and/or packages that declares dependency on {talib}.
 
+* The source code have been re-written so it generates the underlying TA-Lib wrappers using preprocessors and X-Macros, which compiles much faster than before. 
+
+* _**MAVP:** Moving Average Variable Periods_—The function calculates a moving average with variable periods between candles. See below:
+
+```R
+talib::variable_moving_average_period(
+  x = 1:10,
+  periods = c(1, 1, 1, 2, 2, 2, 3, 4, 4, 4),
+  minimumPeriod = 2,
+  maximumPeriod = 4
+)
+
+#> [1]  NA  NA  NA 3.5 4.5 5.5 6.0 6.5 7.5 8.5
+#> attr(,"lookback")
+```
+
+* _**AVGDEV:** Averge deviation_—The function calculates the average deviation of a series. See below:
+
+```R
+talib::average_deviation(
+x = 1:10,
+periods = c(1, 1, 1, 2, 2, 2, 3, 4, 4, 4),
+timePeriod = 5
+)
+#>  [1]  NA  NA  NA  NA 1.2 1.2 1.2 1.2 1.2 1.2
+#> attr(,"lookback")
+#> [1] 4
+```
+
+## breaking changes
+
+* **General:** All functions now follows the naming convention of TA-Lib. All function signatures are on the following form:
+
+```R
+indicator(
+  x,          ## unchanged
+  cols,       ## unchanged
+  ## additional/optional TA-Lib parameters
+  ## are now camelCase mined upstream
+  timePeriod, ## was 'n' before
+  fooBar,     ## was 'foo_bar' or 'foobar' before
+  fooBaz,     ## was 'foo_baz' or 'foobaz' before
+  na.bridge = FALSE ## unchanged
+)
+```
+
+This has the benefit of being transparent when comparing or reading the source code.
+
+* **MATypes:** Functions that used MATypes in the indicator function are now significantly different. See the `bollinger_bands()` below:
+
+```R
+talib::bollinger_bands(
+		talib::BTC,
+		timePeriod = 20,
+		maType = talib::EMA()
+)
+```
+
+Prior to this update, the correct call was:
+
+```R
+talib::bollinger_bands(
+		talib::BTC,
+    ma = talib::EMA(n = 20)
+)
+```
+
+While the above function call is aestethically pleasing, it did introduce some ambigiuites in other calls. See, for example, `APO()` (v0.9.2) below:
+
+```R
+absolute_price_oscillator(
+  x,
+  cols,
+  fast = 12,
+  slow = 26,
+  ma = SMA(n = 9),
+  na.bridge = FALSE,
+  ...
+)
+```
+
+In this specific case the function has three different `n` - the underlying function were discarding `n = 9` while keeping the MAType.
+The new call is given as:
+
+```R
+absolute_price_oscillator(
+	x,
+	cols,
+	fastPeriod = 12,
+	slowPeriod = 26,
+	maType = 0,
+	na.bridge = FALSE,
+	...
+) 
+```
+
+In this call the role of each argument is *should* be clearer than before.
+
 ## bug-fixes
 
+* _**CCI:** Incorrect charting_—The indicator were incorrectly classified as a main chart indicator— 
+
+* _**One-dimensional indicators:** incorrect return \<class\>_—Indicators that returns a one-dimensional indicator (MA, RSI, etc.) were returning a \<matrix\> or \<data.frame\> instead of \<numeric\>.
+
 # version 0.9-2
 
 ## improvements