double * getPhaseAll(CandleData * data, long numSticks)
{
    double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);

    int outNbElement = 0;
    int outBeg = 0;

    double * dataOut = new double[numSticks];
    memset(dataOut,0,numSticks * sizeof(double));

    TA_RetCode ret =
        TA_HT_DCPHASE( 0,
                       numSticks-1,
                       csData,
                       &outBeg,
                       &outNbElement,
                       dataOut );


    double * retVal = new double[numSticks + outBeg];
    memset(retVal,0,(numSticks + outBeg) * sizeof(double));
    memcpy(&retVal[outBeg],dataOut,numSticks*sizeof(double));

    delete [] csData;
    delete [] dataOut;

    return retVal;
}
double getPhase(CandleData * data, long numSticks)
{
    double retVal = 0.0;
    double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);

    int outNbElement = 0;
    int outBeg = 0;

    double * dataOut = new double[numSticks];
    memset(dataOut,0,numSticks * sizeof(double));

    TA_RetCode ret =
        TA_HT_DCPHASE( 0,
                       numSticks-1,
                       csData,
                       &outBeg,
                       &outNbElement,
                       dataOut );


    if(outNbElement != 0)
    {
        retVal = dataOut[outNbElement - 1];
    }

    delete [] csData;
    delete [] dataOut;

    return retVal;
}
Phase getPhaseEnum(CandleData * data, long numSticks)
{
    Phase phaseVal = PhaseTwo;
    double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);

    int outNbElement = 0;
    int outBeg = 0;

    double * dataOut = new double[1];

    TA_RetCode ret =
        TA_HT_DCPHASE( 0,
                       numSticks -1,
                       csData,
                       &outBeg,
                       &outNbElement,
                       dataOut );


    double trend = dataOut[0];

    delete [] csData;
    delete [] dataOut;
    if(trend > 0.0 && trend < 90.0)
    {
        phaseVal = PhaseTwo;
    }
    else if(trend > 90.0 && trend < 180.0)
    {
        phaseVal = PhaseThree;
    }
    else if(trend > 180.0 && trend < 270.0)
    {
        phaseVal = PhaseFour;
    }
    else if(trend > 270.0 && trend < 360.0)
    {
        phaseVal = PhaseOne;
    }

    return phaseVal;
}
Exemple #4
0
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;
   const TA_Real *referenceInput;

   TA_Integer *intBuffer;
   int size, i;

   /* Set to NAN all the elements of the gBuffers.  */
   clearAllBuffers();

   /* Build the input. */
   setInputBuffer( 0, history->close,  history->nbBars );

   /* Change the input to MEDPRICE for some tests. */
   switch( test->theFunction )
   {
   case TA_HT_DCPERIOD_TEST:
   case TA_HT_DCPHASE_TEST:
   case TA_HT_TRENDLINE_TEST:
   case TA_HT_TRENDMODE_TEST:
      TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
                   &outBegIdx, &outNbElement, gBuffer[0].in );

      /* Will be use as reference */
      TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
                   &outBegIdx, &outNbElement, gBuffer[1].in );

      referenceInput = gBuffer[1].in;
      break;
   default:
      referenceInput = history->close;
   }

   /* Make a simple first call. */
   size = (test->endIdx-test->startIdx)+1;

   switch( test->theFunction )
   {
   case TA_HT_DCPERIOD_TEST:
      retCode = TA_HT_DCPERIOD( test->startIdx,
                                test->endIdx,
                                gBuffer[0].in,
                                &outBegIdx,
                                &outNbElement,
                                gBuffer[0].out0 );
      break;

   case TA_HT_DCPHASE_TEST:
      retCode = TA_HT_DCPHASE( test->startIdx,
                               test->endIdx,
                               gBuffer[0].in,
                               &outBegIdx,
                               &outNbElement,
                               gBuffer[0].out0 );
      break;
   case TA_HT_TRENDLINE_TEST:
      retCode = TA_HT_TRENDLINE( test->startIdx,
                                 test->endIdx,
                                 gBuffer[0].in,
                                 &outBegIdx,
                                 &outNbElement,
                                 gBuffer[0].out0 );
      break;
   case TA_HT_TRENDMODE_TEST:
      ALLOC_INT_BUFFER(size);
      retCode = TA_HT_TRENDMODE( test->startIdx,
                                 test->endIdx,
                                 gBuffer[0].in,
                                 &outBegIdx,
                                 &outNbElement,
                                 &intBuffer[1] );
      FREE_INT_BUFFER( gBuffer[0].out0, outNbElement );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(133);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, referenceInput, 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_HT_DCPERIOD_TEST:
      retCode = TA_HT_DCPERIOD( test->startIdx,
                                test->endIdx,
                                gBuffer[0].in,
                                &outBegIdx,
                                &outNbElement,
                                gBuffer[0].in
                              );
      break;

   case TA_HT_DCPHASE_TEST:
      retCode = TA_HT_DCPHASE( test->startIdx,
                               test->endIdx,
                               gBuffer[0].in,
                               &outBegIdx,
                               &outNbElement,
                               gBuffer[0].in
                              );
      break;
   case TA_HT_TRENDLINE_TEST:
      retCode = TA_HT_TRENDLINE( test->startIdx,
                                 test->endIdx,
                                 gBuffer[0].in,
                                 &outBegIdx,
                                 &outNbElement,
                                 gBuffer[0].in
                                );
      break;
   case TA_HT_TRENDMODE_TEST:
      ALLOC_INT_BUFFER(size);
      retCode = TA_HT_TRENDMODE( test->startIdx,
                                 test->endIdx,
                                 gBuffer[0].in,
                                 &outBegIdx,
                                 &outNbElement,
                                 &intBuffer[1]
                                );
      FREE_INT_BUFFER( gBuffer[0].in, outNbElement );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(134);
   }

   /* 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 );

   /* Do a systematic test of most of the
    * possible startIdx/endIdx range.
    */
   testParam.test  = test;
   testParam.price = referenceInput;

   if( test->doRangeTestFlag )
   {
      switch( test->theFunction )
      {
      case TA_HT_DCPERIOD_TEST:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_HT_DCPERIOD,
                              (void *)&testParam, 1, 0 );
         break;

      case TA_HT_DCPHASE_TEST:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_HT_DCPHASE,
                              (void *)&testParam, 1, 360 );
         break;

      case TA_HT_TRENDLINE_TEST:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_HT_TRENDLINE,
                              (void *)&testParam, 1, 0 );
         break;

      case TA_HT_TRENDMODE_TEST:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_HT_TRENDMODE,
                              (void *)&testParam, 1, 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;
}
Exemple #5
0
/**** 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_Integer *intBuffer;
   int size, i;

   (void)outputNb;
  
   testParam = (TA_RangeTestParam *)opaqueData;   

   switch( testParam->test->theFunction )
   {
   case TA_HT_DCPERIOD_TEST:
      retCode = TA_HT_DCPERIOD( startIdx,
                                endIdx,
                                testParam->price,
                                outBegIdx,
                                outNbElement,                          
                                outputBuffer );
      *lookback = TA_HT_DCPERIOD_Lookback();
      break;
   case TA_HT_DCPHASE_TEST:
      retCode = TA_HT_DCPHASE( startIdx,
                               endIdx,
                               testParam->price,
                               outBegIdx,
                               outNbElement,
                               outputBuffer );

      *lookback = TA_HT_DCPHASE_Lookback();
      break;
   case TA_HT_TRENDLINE_TEST:
      retCode = TA_HT_TRENDLINE( startIdx,
                                 endIdx,
                                 testParam->price,
                                 outBegIdx,
                                 outNbElement,
                                 outputBuffer );
      *lookback = TA_HT_TRENDLINE_Lookback();
      break;
   case TA_HT_TRENDMODE_TEST:
      /* Trendmode returns integers, but this test
       * is comparing real, so a translation is done
       * here.
       */
      #define PRE_SENTINEL  ((TA_Integer)0xABABFEDC)
      #define POST_SENTINEL ((TA_Integer)0xEFABCDFF)
      #define ALLOC_INT_BUFFER(varSize)  \
      { \
         intBuffer = TA_Malloc(sizeof(TA_Integer)*(varSize+2)); \
         intBuffer[0]      = PRE_SENTINEL; \
         intBuffer[varSize+1] = POST_SENTINEL; \
      }

      size = endIdx-startIdx+1; \
      ALLOC_INT_BUFFER(size);
      retCode = TA_HT_TRENDMODE( startIdx,
                                 endIdx,
                                 testParam->price,
                                 outBegIdx,
                                 outNbElement,
                                 &intBuffer[1] );
      *lookback = TA_HT_TRENDMODE_Lookback();

      #define FREE_INT_BUFFER( destBuffer, varNbElement ) \
      { \
         if( intBuffer[0] != PRE_SENTINEL ) \
         { \
            retCode = TA_INTERNAL_ERROR(138); \
         } \
         else if( intBuffer[size+1] != POST_SENTINEL ) \
         { \
            retCode = TA_INTERNAL_ERROR(139); \
         } \
         else \
         { \
            for( i=0; i < varNbElement; i++ ) \
               destBuffer[i] = (double)intBuffer[i+1]; \
         } \
         TA_Free( intBuffer ); \
      }

      FREE_INT_BUFFER( outputBuffer, *outNbElement );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(132);
   }

   return retCode;
}