/**** 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_BOP_TEST: retCode = TA_BOP( startIdx, endIdx, testParam->open, testParam->high, testParam->low, testParam->close, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_BOP_Lookback(); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( startIdx, endIdx, testParam->open, testParam->high, testParam->low, testParam->close, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_AVGPRICE_Lookback(); break; default: retCode = TA_INTERNAL_ERROR(171); } return retCode; }
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->open, history->nbBars ); setInputBuffer( 1, history->high, history->nbBars ); setInputBuffer( 2, history->low, history->nbBars ); setInputBuffer( 3, history->close, history->nbBars ); /* Make a simple first call. */ switch( test->theFunction ) { case TA_BOP_TEST: retCode = TA_BOP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; default: retCode = TA_INTERNAL_ERROR(172); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[3].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_BOP_TEST: retCode = TA_BOP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[0].in ); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[0].in ); break; default: retCode = TA_INTERNAL_ERROR(173); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[3].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[0].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 ); setInputBuffer( 0, history->open, history->nbBars ); /* Make another call where the input and the output are the * same buffer. */ switch( test->theFunction ) { case TA_BOP_TEST: retCode = TA_BOP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[1].in ); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[1].in ); break; default: retCode = TA_INTERNAL_ERROR(174); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[3].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->high, history->nbBars ); /* Make another call where the input and the output are the * same buffer. */ switch( test->theFunction ) { case TA_BOP_TEST: retCode = TA_BOP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[2].in ); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[2].in ); break; default: retCode = TA_INTERNAL_ERROR(175); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[3].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[2].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 ); setInputBuffer( 2, history->low, history->nbBars ); /* Make another call where the input and the output are the * same buffer. */ switch( test->theFunction ) { case TA_BOP_TEST: retCode = TA_BOP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TA_AVGPRICE_TEST: retCode = TA_AVGPRICE( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, gBuffer[3].in, &outBegIdx, &outNbElement, gBuffer[3].in ); break; default: retCode = TA_INTERNAL_ERROR(176); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->low, 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 ); setInputBuffer( 3, history->close, history->nbBars ); /* 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; if( test->doRangeTestFlag ) { errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_NONE, (void *)&testParam, 1, 0 ); if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }
/* The gateway routine */ void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { /* ----------------- Variables ----------------- */ /* input variables */ /* mandatory input */ int startIdx; int endIdx; double * open; double * high; double * low; double * close; /* optional input */ /* 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 < 4 || nrhs > 4) mexErrMsgTxt("#4 inputs possible #0 optional."); if (nlhs != 1) mexErrMsgTxt("#1 output required."); /* ----------------- INPUT ----------------- */ /* Create a pointer to the input matrix open. */ open = mxGetPr(prhs[0]); /* Get the dimensions of the matrix input open. */ inSeriesCols = mxGetN(prhs[0]); if (inSeriesCols != 1) mexErrMsgTxt("open only vector alowed."); /* Create a pointer to the input matrix high. */ high = mxGetPr(prhs[1]); /* Get the dimensions of the matrix input high. */ inSeriesCols = mxGetN(prhs[1]); if (inSeriesCols != 1) mexErrMsgTxt("high only vector alowed."); /* Create a pointer to the input matrix low. */ low = mxGetPr(prhs[2]); /* Get the dimensions of the matrix input low. */ inSeriesCols = mxGetN(prhs[2]); if (inSeriesCols != 1) mexErrMsgTxt("low only vector alowed."); /* Create a pointer to the input matrix close. */ close = mxGetPr(prhs[3]); /* Get the dimensions of the matrix input close. */ inSeriesCols = mxGetN(prhs[3]); if (inSeriesCols != 1) mexErrMsgTxt("close only vector alowed."); inSeriesRows = mxGetM(prhs[3]); endIdx = inSeriesRows - 1; startIdx = 0; /* Process optional arguments */ /* ----------------- OUTPUT ----------------- */ outReal = mxCalloc(inSeriesRows, sizeof(double)); /* -------------- Invocation ---------------- */ retCode = TA_AVGPRICE( startIdx, endIdx, open, high, low, close, &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 */