/* The gateway routine */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
/* ----------------- Variables ----------------- */
/* input variables */
/* mandatory input */
int startIdx;
int endIdx;
double * inReal;
/* optional input */
double optInFastLimit;
double optInSlowLimit;
/* output variables */
int outBegIdx;
int outNbElement;
double* outMAMA;
double* outFAMA;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 1 || nrhs > 3) mexErrMsgTxt("#3 inputs possible #2 optional.");
if (nlhs != 2) mexErrMsgTxt("#2 output required.");
/* ----------------- INPUT ----------------- */
/* Create a pointer to the input matrix inReal. */
inReal = mxGetPr(prhs[0]);
/* Get the dimensions of the matrix input inReal. */
inSeriesCols = mxGetN(prhs[0]);
if (inSeriesCols != 1) mexErrMsgTxt("inReal only vector alowed.");
inSeriesRows = mxGetM(prhs[0]);
endIdx = inSeriesRows - 1;
startIdx = 0;
/* Process optional arguments */
if (nrhs >= 1+1) {
if (!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) ||
mxGetN(prhs[1])*mxGetM(prhs[1]) != 1)
mexErrMsgTxt("Input optInFastLimit must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInFastLimit = mxGetScalar(prhs[1]);
} else {
optInFastLimit = 5.000000e-1;
}
if (nrhs >= 2+1) {
if (!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) ||
mxGetN(prhs[2])*mxGetM(prhs[2]) != 1)
mexErrMsgTxt("Input optInSlowLimit must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInSlowLimit = mxGetScalar(prhs[2]);
} else {
optInSlowLimit = 5.000000e-2;
}
/* ----------------- OUTPUT ----------------- */
outMAMA = mxCalloc(inSeriesRows, sizeof(double));
outFAMA = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_MAMA(
startIdx, endIdx,
inReal,
optInFastLimit,
optInSlowLimit,
&outBegIdx, &outNbElement,
outMAMA, outFAMA);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outMAMA);
mxFree(outFAMA);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outMAMA, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outMAMA);
plhs[1] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[1]))+outBegIdx, outFAMA, outNbElement*mxGetElementSize(plhs[1]));
mxFree(outFAMA);
} /* END mexFunction */
static ErrorNumber do_test_ma( const TA_History *history,
const TA_Test *test )
{
TA_RetCode retCode;
ErrorNumber errNb;
TA_Integer outBegIdx;
TA_Integer outNbElement;
TA_RangeTestParam testParam;
TA_Integer temp, temp2;
const TA_Real *referenceInput;
TA_SetCompatibility( test->compatibility );
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
/* Re-initialize all the unstable period to zero. */
TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );
/* Set the unstable period requested for that test. */
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod );
break;
case TA_MAType_KAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_KAMA, test->unstablePeriod );
break;
case TA_MAType_MAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MAMA, test->unstablePeriod );
break;
case TA_MAType_T3:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_T3, test->unstablePeriod );
break;
default:
retCode = TA_SUCCESS;
break;
}
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* Transform the inputs for MAMA (it is an AVGPRICE in John Ehlers book). */
if( test->optInMAType_1 == TA_MAType_MAMA )
{
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[0].in );
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[1].in );
/* Will be use as reference */
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[2].in );
referenceInput = gBuffer[2].in;
}
else
referenceInput = history->close;
/* Make a simple first call. */
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[0].out0 );
break;
}
errNb = checkDataSame( gBuffer[0].in, referenceInput, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkExpectedValue( gBuffer[0].out0,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[1].in,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[1].in );
break;
}
/* 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;
errNb = checkExpectedValue( gBuffer[1].in,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
/* Verify that the "all-purpose" TA_MA_Lookback is consistent
* with the corresponding moving average lookback function.
*/
switch( test->optInMAType_1 )
{
case TA_MAType_WMA:
temp = TA_WMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_SMA:
temp = TA_SMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_EMA:
temp = TA_EMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_DEMA:
temp = TA_DEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_TEMA:
temp = TA_TEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_KAMA:
temp = TA_KAMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_MAMA:
temp = TA_MAMA_Lookback( 0.5, 0.05 );
break;
case TA_MAType_TRIMA:
temp = TA_TRIMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_T3:
temp = TA_T3_Lookback( test->optInTimePeriod_0, 0.7 );
break;
default:
return TA_TEST_TFRR_BAD_MA_TYPE;
}
temp2 = TA_MA_Lookback( test->optInTimePeriod_0, test->optInMAType_1 );
if( temp != temp2 )
return TA_TEST_TFFR_BAD_MA_LOOKBACK;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = referenceInput;
if( test->doRangeTestFlag )
{
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_T3:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_T3,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_KAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_KAMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_MAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MAMA,
(void *)&testParam, 2, 0 );
break;
default:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
TA_RetCode TA_MA( TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real inReal_0[],
TA_Integer optInTimePeriod_0, /* From 2 to TA_INTEGER_MAX */
TA_MAType optInMAType_1,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real outReal_0[] )
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
TA_Real *dummyBuffer;
TA_RetCode retCode;
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
#ifndef TA_FUNC_NO_RANGE_CHECK
/* Validate the requested output range. */
if( startIdx < 0 )
return TA_OUT_OF_RANGE_START_INDEX;
if( (endIdx < 0) || (endIdx < startIdx))
return TA_OUT_OF_RANGE_END_INDEX;
/* Validate the parameters. */
if( !inReal_0 ) return TA_BAD_PARAM;
/* min/max are checked for optInTimePeriod_0. */
if( (TA_Integer)optInTimePeriod_0 == TA_INTEGER_DEFAULT )
optInTimePeriod_0 = 30;
else if( ((TA_Integer)optInTimePeriod_0 < 2) || ((TA_Integer)optInTimePeriod_0 > 2147483647) )
return TA_BAD_PARAM;
if( (TA_Integer)optInMAType_1 == TA_INTEGER_DEFAULT )
optInMAType_1 = 0;
else if( ((TA_Integer)optInMAType_1 < 0) || ((TA_Integer)optInMAType_1 > 8) )
return TA_BAD_PARAM;
if( outReal_0 == NULL )
return TA_BAD_PARAM;
#endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/* Simply call the internal implementation of the
* requested moving average.
*/
switch( optInMAType_1 )
{
case TA_MAType_SMA:
return TA_INT_SMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_EMA:
return TA_INT_EMA( startIdx, endIdx,
inReal_0,
optInTimePeriod_0, PER_TO_K(optInTimePeriod_0),
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_WMA:
return TA_INT_WMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_DEMA:
return TA_DEMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_TEMA:
return TA_TEMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_TRIMA:
return TA_TRIMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_KAMA:
return TA_KAMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_MAMA:
/* The optInTimePeriod_0 is ignored and the FAMA output of the MAMA
* is ignored.
*/
dummyBuffer = TA_Malloc( sizeof(TA_Real)*(endIdx-startIdx+1) );
if( !dummyBuffer )
return TA_ALLOC_ERR;
retCode = TA_MAMA( startIdx, endIdx,
inReal_0, 0.5, 0.05,
outBegIdx, outNbElement,
outReal_0, dummyBuffer );
TA_Free( dummyBuffer );
return retCode;
break;
case TA_MAType_T3:
return TA_T3( startIdx, endIdx,
inReal_0, optInTimePeriod_0, 0.7,
outBegIdx, outNbElement, outReal_0 );
break;
}
*outBegIdx = 0;
*outNbElement = 0;
return TA_BAD_PARAM;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction(
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;
TA_Real *dummyBuffer;
testParam = (TA_RangeTestParam *)opaqueData;
switch( testParam->test->optInMAType_1 )
{
case TA_MAType_MAMA:
dummyBuffer = TA_Malloc( sizeof(TA_Real)*(endIdx-startIdx+600) );
if( outputNb == 0 )
{
retCode = TA_MAMA( startIdx,
endIdx,
testParam->close,
0.5, 0.05,
outBegIdx,
outNbElement,
outputBuffer,
&dummyBuffer[300] );
}
else
{
retCode = TA_MAMA( startIdx,
endIdx,
testParam->close,
0.5, 0.05,
outBegIdx,
outNbElement,
&dummyBuffer[300],
outputBuffer );
}
TA_Free( dummyBuffer );
*lookback = TA_MAMA_Lookback( 0.5, 0.05 );
break;
default:
/* Test for the TA_MA function. All the MA can be done
* through that function.
*/
retCode = TA_MA( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod_0,
testParam->test->optInMAType_1,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MA_Lookback( testParam->test->optInTimePeriod_0,
testParam->test->optInMAType_1 );
break;
}
return retCode;
}
