includes.cpp

#include <iostream>
#include <string>
#include <vector>

#include "matplotlib.h"     // plotting
#include "yfapi.h"          // data API

namespace plt = matplotlibcpp;
using namespace std;

/*
    Transforms a primitve array into a std::vector of the
    approriate type.
*/
vector<float> array_to_vector(float* arr, size_t size) 
{
    vector<float> vec;
    for(int i = 0; i < size; i++)
    {
        vec.push_back(arr[i]);
    }
    return vec;
}

/*
    Makes the closing data indepent of the actual trading price
    of the ETFs by squeezing the values between 0 and 1.
*/
float** normalize_close(datatable::DataTable<float> data) 
{
    float* cdata = data.get_column("Close");
    float min = MAXFLOAT, max = -MAXFLOAT;
    for(int i = 0; i < data.nrows(); i++) 
    {
        min = cdata[i] < min ? cdata[i] : min;
        max = cdata[i] > max ? cdata[i] : max;
    }
    delete cdata;

    float** new_data = new float*[1];
    float* close = data.get_column("Close");
    for(int i = 0; i < data.nrows(); i++) 
    {
        close[i] = (close[i] - min) / (max - min);
    }
    new_data[0] = close;

    return new_data;
}

/*
    An easy way to retrieve the data from the API, normalize the close prices, and 
    reformat into a matplotlibcpp acceptable format.
*/
vector<float> get_close_vector_for_ticker(string ticker, string start_date, string end_date, yfapi::YahooFinanceAPI api) 
{
    datatable::DataTable<float> data = api.get_ticker_data(ticker, start_date, end_date);
    float** normal_data = normalize_close(data);
    vector<float> vec_data = array_to_vector(normal_data[0], data.nrows());
    delete[] normal_data;
    return vec_data;
}