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;
}
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;
}
/**** 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;
}