double * getAllMin(const int unsigned size, CandleData * data, long numSticks)
{
double * csData = CandleData::getData(data, CandleData::LOW, numSticks);
int outNbElement = 0;
int outBeg = 0;
int arraySize = numSticks + size;
double * minDataOut = new double[arraySize];
memset(minDataOut,0,arraySize * sizeof(double));
TA_RetCode taret =
TA_MAX( 0,
numSticks - 1,
csData,
size,
&outBeg,
&outNbElement,
minDataOut);
double * ret = new double[arraySize + outBeg];
memset(ret,0,(arraySize + outBeg) * sizeof(double));
memcpy(&ret[outBeg],minDataOut,arraySize*sizeof(double));
delete [] csData;
delete [] minDataOut;
return ret;
}
double getMax(const int unsigned size, CandleData * data, long numSticks)
{
double max = 99999.0;
double * csData = CandleData::getData(data, CandleData::HIGH, numSticks);
int outNbElement = 0;
int outBeg = 0;
double * maxDataOut = new double[numSticks + size];
TA_RetCode taret =
TA_MAX( 0,
numSticks - 1,
csData,
size,
&outBeg,
&outNbElement,
maxDataOut);
if(outNbElement != 0)
{
max = maxDataOut[outNbElement - 1];
}
delete [] csData;
delete [] maxDataOut;
return max;
}
/**** Local functions definitions. ****/
static TA_RetCode rangeTestFunction( TA_Libc *libHandle,
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;
(void)outputNb;
testParam = (TA_RangeTestParam *)opaqueData;
if( testParam->test->theFunction == TA_MIN_TEST )
{
retCode = TA_MIN( libHandle,
startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod_0,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MIN_Lookback( testParam->test->optInTimePeriod_0 );
}
else if( testParam->test->theFunction == TA_MAX_TEST )
{
retCode = TA_MAX( libHandle,
startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod_0,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MAX_Lookback( testParam->test->optInTimePeriod_0 );
}
else
retCode = TA_INTERNAL_ERROR(129);
return retCode;
}
static ErrorNumber do_test( TA_Libc *libHandle,
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->open, history->nbBars );
CLEAR_EXPECTED_VALUE(0);
/* Make a simple first call. */
if( test->theFunction == TA_MIN_TEST )
{
retCode = TA_MIN( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else if( test->theFunction == TA_MAX_TEST )
{
retCode = TA_MAX( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
errNb = checkDataSame( gBuffer[0].in, history->open,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.
*/
CLEAR_EXPECTED_VALUE(0);
if( test->theFunction == TA_MIN_TEST )
{
retCode = TA_MIN( libHandle,
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
else if( test->theFunction == TA_MAX_TEST )
{
retCode = TA_MAX( libHandle,
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
/* 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 );
if( errNb != TA_TEST_PASS )
return errNb;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( libHandle,
rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
static ErrorNumber testCompareToReference( const TA_Real *input, int nbElement )
{
TA_Integer outBegIdx, outNbElement;
TA_RetCode retCode;
TA_Integer outBegIdxRef, outNbElementRef;
TA_RetCode retCodeRef;
int period, startIdx, endIdx, testNb;
ErrorNumber errNb;
/* Do a systematic tests, even for failure cases. */
for( testNb=0; testNb <= 1; testNb++ ) /* 0=TA_MIN, 1=TA_MAX */
{
for( period=2; period <= nbElement; period++ )
{
for( startIdx=0; startIdx < nbElement; startIdx++ )
{
for( endIdx=0; (endIdx < nbElement) && (startIdx <= endIdx); endIdx++ )
{
/* Set to NAN all the elements of the gBuffers.
* Note: These buffer are used as an attempt to detect
* out-of-bound writing in the output.
*/
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, input, nbElement );
/* Get the reference output. */
if( testNb == 0 )
retCodeRef = referenceMin( startIdx, endIdx, input, period,
&outBegIdxRef, &outNbElementRef, gBuffer[0].out0 );
else
retCodeRef = referenceMax( startIdx, endIdx, input, period,
&outBegIdxRef, &outNbElementRef, gBuffer[0].out0 );
/* Verify that the input was preserved */
errNb = checkDataSame( gBuffer[0].in, input, nbElement );
if( errNb != TA_TEST_PASS )
return errNb;
/* Get the TA-Lib implementation output. */
if( testNb == 0 )
retCode = TA_MIN( startIdx, endIdx, input, period,
&outBegIdx, &outNbElement, gBuffer[1].out0 );
else
retCode = TA_MAX( startIdx, endIdx, input, period,
&outBegIdx, &outNbElement, gBuffer[1].out0 );
/* Verify that the input was preserved */
errNb = checkDataSame( gBuffer[0].in, input, nbElement );
if( errNb != TA_TEST_PASS )
return errNb;
/* The reference and TA-LIB should have the same output. */
if( retCode != retCodeRef )
{
printf( "Failure: retCode != retCodeRef\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
if( outBegIdx != outBegIdxRef )
{
printf( "Failure: outBegIdx != outBegIdxRef\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
if( outNbElement != outNbElementRef )
{
printf( "Failure: outNbElement != outNbElementRef\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
/* 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].out0 );
if( errNb != TA_TEST_PASS )
return errNb;
if( retCode == TA_SUCCESS )
{
/* Make another test using the same input/output buffer.
* The output should still be the same.
*/
if( testNb == 0 )
retCode = TA_MIN( startIdx, endIdx, gBuffer[0].in, period,
&outBegIdx, &outNbElement, gBuffer[0].in );
else
retCode = TA_MAX( startIdx, endIdx, gBuffer[0].in, period,
&outBegIdx, &outNbElement, gBuffer[0].in );
/* The reference and TA-LIB should have the same output. */
if( retCode != retCodeRef )
{
printf( "Failure: retCode != retCodeRef (2)\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
if( outBegIdx != outBegIdxRef )
{
printf( "Failure: outBegIdx != outBegIdxRef (2)\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
if( outNbElement != outNbElementRef )
{
printf( "Failure: outNbElement != outNbElementRef (2)\n" );
return TA_REGTEST_OPTIMIZATION_REF_ERROR;
}
/* 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;
}
}
}
}
}
return TA_SUCCESS;
}
/**** 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;
TA_Real *dummyBufferReal;
TA_Real *out1Real;
TA_Real *out2Real;
TA_Integer *dummyBufferInt;
TA_Integer *out1Int;
TA_Integer *out2Int;
(void)outputNb;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
dummyBufferReal = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Real));
if( !dummyBufferReal )
return TA_ALLOC_ERR;
dummyBufferInt = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Integer));
if( !dummyBufferInt )
{
TA_Free( dummyBufferReal );
return TA_ALLOC_ERR;
}
switch( outputNb )
{
case 0:
out1Real = outputBuffer;
out2Real = dummyBufferReal;
out1Int = outputBufferInt;
out2Int = dummyBufferInt;
break;
case 1:
out1Real = dummyBufferReal;
out2Real = outputBuffer;
out1Int = dummyBufferInt;
out2Int = outputBufferInt;
break;
default:
TA_Free( dummyBufferReal );
return TA_BAD_PARAM;
}
switch( testParam->test->theFunction )
{
case TA_MIN_TEST:
retCode = TA_MIN( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MIN_Lookback( testParam->test->optInTimePeriod );
break;
case TA_MAX_TEST:
retCode = TA_MAX( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_MAX_Lookback( testParam->test->optInTimePeriod );
break;
case TA_MINMAX_TEST:
retCode = TA_MINMAX( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
out1Real, out2Real );
*lookback = TA_MINMAX_Lookback( testParam->test->optInTimePeriod );
break;
case TA_MINMAXINDEX_TEST:
retCode = TA_MINMAXINDEX( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
out1Int, out2Int );
*lookback = TA_MINMAXINDEX_Lookback( testParam->test->optInTimePeriod );
*isOutputInteger = 1;
break;
case TA_MININDEX_TEST:
retCode = TA_MININDEX( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
out1Int );
*lookback = TA_MININDEX_Lookback( testParam->test->optInTimePeriod );
*isOutputInteger = 1;
break;
case TA_MAXINDEX_TEST:
retCode = TA_MAXINDEX( startIdx,
endIdx,
testParam->close,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
out1Int );
*lookback = TA_MAXINDEX_Lookback( testParam->test->optInTimePeriod );
*isOutputInteger = 1;
break;
default:
retCode = TA_INTERNAL_ERROR(129);
break;
}
TA_Free( dummyBufferReal );
TA_Free( dummyBufferInt );
return retCode;
}
