double getADX(const int unsigned size, CandleData * data, long numSticks)
{
double adx = 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;
double * adxDataOut = new double[numSticks + 2*size];
TA_RetCode adxRet =
TA_ADX( 0,
numSticks - 1,
highData,
lowData,
closeData,
size,
&outBeg,
&outNbElement,
adxDataOut);
if(outNbElement == 0)
{
adx = 0.0;
}
else
{
adx = adxDataOut[outNbElement - 1];
}
delete [] highData;
delete [] lowData;
delete [] closeData;
delete [] adxDataOut;
return adx;
}
double * getAllADX(const int unsigned size, CandleData * data, long numSticks)
{
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 + size;
double * adxDataOut = new double[arraySize];
memset(adxDataOut,0,arraySize * sizeof(double));
TA_RetCode adxRet =
TA_ADX( 0,
numSticks - 1,
highData,
lowData,
closeData,
size,
&outBeg,
&outNbElement,
adxDataOut);
double * ret = new double[arraySize + outBeg];
memset(ret,0,(arraySize + outBeg) * sizeof(double));
memcpy(&ret[outBeg],adxDataOut,arraySize*sizeof(double));
delete [] highData;
delete [] lowData;
delete [] closeData;
delete [] adxDataOut;
return ret;
}
static ErrorNumber do_test( 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 );
setInputBuffer( 3, history->high, history->nbBars );
/* Make a simple first call. */
switch( test->id )
{
case TST_MINUS_DM:
retCode = TA_SetUnstablePeriod(
TA_FUNC_UNST_MINUS_DM,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_MINUS_DM( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_MINUS_DI:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MINUS_DI,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_MINUS_DI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_DX:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_DX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_DX( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_ADX:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_ADX( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_PLUS_DM:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DM,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_PLUS_DM( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_PLUS_DI:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DI,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_PLUS_DI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_ADXR:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_ADXR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
default:
retCode = TA_BAD_PARAM;
}
/* Verify that the inputs 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->id )
{
case TST_MINUS_DM:
retCode = TA_MINUS_DM( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_MINUS_DI:
retCode = TA_MINUS_DI( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_DX:
retCode = TA_DX( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_ADX:
retCode = TA_ADX( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_PLUS_DM:
retCode = TA_PLUS_DM( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_PLUS_DI:
retCode = TA_PLUS_DI( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_ADXR:
retCode = TA_ADXR( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
default:
retCode = TA_BAD_PARAM;
}
/* Verify that the inputs 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 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[3].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[3].in, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
/* 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 )
{
switch( test->id )
{
case TST_MINUS_DM:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MINUS_DM,
(void *)&testParam, 1, 0 );
break;
case TST_MINUS_DI:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MINUS_DI,
(void *)&testParam, 1, 2 );
break;
case TST_DX:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_DX,
(void *)&testParam, 1, 2 );
break;
case TST_ADX:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_ADX,
(void *)&testParam, 1, 2 );
break;
case TST_PLUS_DM:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_PLUS_DM,
(void *)&testParam, 1, 0 );
break;
case TST_PLUS_DI:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_PLUS_DI,
(void *)&testParam, 1, 2 );
break;
case TST_ADXR:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_ADX,
(void *)&testParam, 1, 2 );
break;
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Integer startIdx,
TA_Integer endIdx,
TA_Real *outputBuffer,
TA_Integer *outputBufferInt,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Integer *lookback,
void *opaqueData,
unsigned int outputNb,
unsigned int *isOutputInteger )
{
TA_RetCode retCode;
TA_RangeTestParam *testParam;
(void)outputNb;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
switch( testParam->test->id )
{
case TST_MINUS_DM:
retCode = TA_MINUS_DM( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MINUS_DM_Lookback( testParam->test->optInTimePeriod );
break;
case TST_MINUS_DI:
retCode = TA_MINUS_DI( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MINUS_DI_Lookback( testParam->test->optInTimePeriod );
break;
case TST_DX:
retCode = TA_DX( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_DX_Lookback( testParam->test->optInTimePeriod );
break;
case TST_ADX:
retCode = TA_ADX( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_ADX_Lookback( testParam->test->optInTimePeriod );
break;
case TST_PLUS_DM:
retCode = TA_PLUS_DM( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_PLUS_DM_Lookback( testParam->test->optInTimePeriod );
break;
case TST_PLUS_DI:
retCode = TA_PLUS_DI( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_PLUS_DI_Lookback( testParam->test->optInTimePeriod );
break;
case TST_ADXR:
retCode = TA_ADXR( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_ADXR_Lookback( testParam->test->optInTimePeriod );
break;
default:
retCode = TA_BAD_PARAM;
}
return retCode;
}
