/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Libc *libHandle,
TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
(void)outputNb;
testParam = (TA_RangeTestParam *)opaqueData;
switch( testParam->test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( libHandle,
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod_0,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_CCI_Lookback( testParam->test->optInTimePeriod_0 );
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
return retCode;
}
double getCCISlope(const int unsigned cciBars, const int unsigned slopeBars, CandleData * data, long numSticks)
{
double slope = 0.0;
double * highData = CandleData::getData(data, CandleData::HIGH, numSticks);
double * lowData = CandleData::getData(data, CandleData::LOW, numSticks);
double * closeData = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
int arraySize = numSticks + cciBars;
double * CCIDataOut = new double[arraySize];
memset(CCIDataOut,0,arraySize * sizeof(double));
TA_RetCode CCIRet =
TA_CCI( 0,
numSticks - 1,
highData,
lowData,
closeData,
cciBars,
&outBeg,
&outNbElement,
CCIDataOut);
int newSize = outNbElement+outBeg;
double * ret = new double[newSize];
memset(ret,0,(newSize) * sizeof(double));
memcpy(&ret[outBeg],CCIDataOut,outNbElement*sizeof(double));
delete [] highData;
delete [] lowData;
delete [] closeData;
delete [] CCIDataOut;
double * slopeDataOut = new double[newSize];
memset(slopeDataOut,0,(newSize) * sizeof(double));
TA_RetCode retCodeSlope =
TA_LINEARREG_SLOPE(0,
newSize - 1,
ret,
slopeBars,
&outBeg,
&outNbElement,
slopeDataOut);
if(outNbElement == 0)
{
slope = 0.0;
}
else
{
slope = slopeDataOut[outNbElement - 1];
}
delete [] ret;
delete [] slopeDataOut;
return slope;
}
/* The gateway routine */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
/* ----------------- Variables ----------------- */
/* input variables */
/* mandatory input */
int startIdx;
int endIdx;
double * high;
double * low;
double * close;
/* optional input */
int optInTimePeriod;
/* output variables */
int outBegIdx;
int outNbElement;
double* outReal;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 3 || nrhs > 4) mexErrMsgTxt("#4 inputs possible #1 optional.");
if (nlhs != 1) mexErrMsgTxt("#1 output required.");
/* ----------------- INPUT ----------------- */
/* Create a pointer to the input matrix high. */
high = mxGetPr(prhs[0]);
/* Get the dimensions of the matrix input high. */
inSeriesCols = mxGetN(prhs[0]);
if (inSeriesCols != 1) mexErrMsgTxt("high only vector alowed.");
/* Create a pointer to the input matrix low. */
low = mxGetPr(prhs[1]);
/* Get the dimensions of the matrix input low. */
inSeriesCols = mxGetN(prhs[1]);
if (inSeriesCols != 1) mexErrMsgTxt("low only vector alowed.");
/* Create a pointer to the input matrix close. */
close = mxGetPr(prhs[2]);
/* Get the dimensions of the matrix input close. */
inSeriesCols = mxGetN(prhs[2]);
if (inSeriesCols != 1) mexErrMsgTxt("close only vector alowed.");
inSeriesRows = mxGetM(prhs[2]);
endIdx = inSeriesRows - 1;
startIdx = 0;
/* Process optional arguments */
if (nrhs >= 3+1) {
if (!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]) ||
mxGetN(prhs[3])*mxGetM(prhs[3]) != 1)
mexErrMsgTxt("Input optInTimePeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInTimePeriod = (int) mxGetScalar(prhs[3]);
} else {
optInTimePeriod = 14;
}
/* ----------------- OUTPUT ----------------- */
outReal = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_CCI(
startIdx, endIdx,
high,
low,
close,
optInTimePeriod,
&outBegIdx, &outNbElement,
outReal);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outReal);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outReal, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outReal);
} /* END mexFunction */
static ErrorNumber do_test( const TA_History *history,
const TA_Test *test )
{
TA_RangeTestParam testParam;
ErrorNumber errNb;
TA_RetCode retCode;
(void)test;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->open, history->nbBars );
setInputBuffer( 1, history->high, history->nbBars );
setInputBuffer( 2, history->low, history->nbBars );
setInputBuffer( 3, history->close, history->nbBars );
#if 0
/* !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! */
/* Test for specific value not yet implemented */
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
default:
retCode = TA_INTERNAL_ERROR(133);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
default:
retCode = TA_INTERNAL_ERROR(134);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
setInputBuffer( 0, history->high, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
default:
retCode = TA_INTERNAL_ERROR(135);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call should have the same output as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
setInputBuffer( 1, history->low, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
default:
retCode = TA_INTERNAL_ERROR(136);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 );
setInputBuffer( 2, history->close, history->nbBars );
#endif
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.open = history->open;
testParam.high = history->high;
testParam.low = history->low;
testParam.close = history->close;
testParam.paramHolder = NULL;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
if( testParam.paramHolder )
{
retCode = TA_ParamHolderFree( testParam.paramHolder );
if( retCode != TA_SUCCESS )
{
printf( "TA_ParamHolderFree failed [%d]\n", retCode );
return TA_TSTCDL_PARAMHOLDERFREE_FAIL;
}
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
static ErrorNumber do_test( TA_Libc *libHandle,
const TA_History *history,
const TA_Test *test )
{
TA_RetCode retCode;
ErrorNumber errNb;
TA_Integer outBegIdx;
TA_Integer outNbElement;
TA_RangeTestParam testParam;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->high, history->nbBars );
setInputBuffer( 1, history->low, history->nbBars );
setInputBuffer( 2, history->close, history->nbBars );
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
default:
retCode = TA_UNKNOWN_ERR;
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
default:
retCode = TA_UNKNOWN_ERR;
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
setInputBuffer( 0, history->high, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
default:
retCode = TA_UNKNOWN_ERR;
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
setInputBuffer( 1, history->low, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
default:
retCode = TA_UNKNOWN_ERR;
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 );
setInputBuffer( 2, history->close, history->nbBars );
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.high = history->high;
testParam.low = history->low;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( libHandle,
rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
