/**** 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->theFunction )
{
case TA_CCI_TEST:
retCode = TA_CCI( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_CCI_Lookback( testParam->test->optInTimePeriod );
break;
case TA_WILLR_TEST:
retCode = TA_WILLR( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_WILLR_Lookback( testParam->test->optInTimePeriod );
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
return retCode;
}
double getWilliamsR(const unsigned int size, CandleData * data, long numSticks)
{
double WilliamsR = 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 * WilliamsRDataOut = new double[numSticks+size];
TA_RetCode WilliamsRRet =
TA_WILLR( 0,
numSticks-1,
highData,
lowData,
closeData,
size,
&outBeg,
&outNbElement,
WilliamsRDataOut);
if(outNbElement == 0)
{
WilliamsR = 0.0;
}
else
{
WilliamsR = WilliamsRDataOut[outNbElement - 1];
}
delete [] highData;
delete [] lowData;
delete [] closeData;
delete [] WilliamsRDataOut;
return WilliamsR;
}
double * getAllWilliamsR(const int unsigned size, CandleData * data, long numSticks)
{
double WilliamsR = 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 + size;
double * WilliamsRDataOut = new double[arraySize];
memset(WilliamsRDataOut,0,arraySize * sizeof(double));
TA_RetCode WilliamsRRet =
TA_WILLR( 0,
numSticks-1,
highData,
lowData,
closeData,
size,
&outBeg,
&outNbElement,
WilliamsRDataOut);
double * ret = new double[arraySize + outBeg];
memset(ret,0,(arraySize + outBeg) * sizeof(double));
memcpy(&ret[outBeg],WilliamsRDataOut,arraySize*sizeof(double));
delete [] highData;
delete [] lowData;
delete [] closeData;
delete [] WilliamsRDataOut;
return ret;
}
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;
}