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;
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
TA_SetCompatibility( test->compatibility );
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
setInputBuffer( 2, history->close, history->nbBars );
setInputBuffer( 3, history->close, history->nbBars );
CLEAR_EXPECTED_VALUE(0);
CLEAR_EXPECTED_VALUE(1);
CLEAR_EXPECTED_VALUE(2);
/* Make a simple first call. */
switch( test->testId )
{
case TA_MACDFIX_TEST:
retCode = TA_MACDFIX( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1,
gBuffer[0].out2 );
break;
case TA_MACD_TEST:
retCode = TA_MACD(test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod,
test->optInSlowPeriod,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1,
gBuffer[0].out2 );
break;
case TA_MACDEXT_TEST:
retCode = TA_MACDEXT( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod,
TA_MAType_EMA,
test->optInSlowPeriod,
TA_MAType_EMA,
test->optInSignalPeriod_2,
TA_MAType_EMA,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1,
gBuffer[0].out2 );
break;
}
errNb = checkDataSame( gBuffer[0].in, history->close, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
CHECK_EXPECTED_VALUE( gBuffer[0].out1, 1 );
CHECK_EXPECTED_VALUE( gBuffer[0].out2, 2 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->testId )
{
case TA_MACDFIX_TEST:
retCode = TA_MACDFIX(
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[1].in,
gBuffer[1].out1,
gBuffer[1].out2 );
break;
case TA_MACD_TEST:
retCode = TA_MACD(test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInFastPeriod,
test->optInSlowPeriod,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[1].in,
gBuffer[1].out1,
gBuffer[1].out2 );
break;
case TA_MACDEXT_TEST:
retCode = TA_MACDEXT( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInFastPeriod,
TA_MAType_EMA,
test->optInSlowPeriod,
TA_MAType_EMA,
test->optInSignalPeriod_2,
TA_MAType_EMA,
&outBegIdx, &outNbElement,
gBuffer[1].in,
gBuffer[1].out1,
gBuffer[1].out2 );
break;
}
/* 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 );
CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 );
CHECK_EXPECTED_VALUE( gBuffer[1].out2, 2 );
outBegIdx = outNbElement = 0;
CLEAR_EXPECTED_VALUE(0);
CLEAR_EXPECTED_VALUE(1);
CLEAR_EXPECTED_VALUE(2);
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->testId )
{
case TA_MACDFIX_TEST:
retCode = TA_MACDFIX(
test->startIdx,
test->endIdx,
gBuffer[2].in,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[2].out1,
gBuffer[2].in,
gBuffer[2].out2 );
break;
case TA_MACD_TEST:
retCode = TA_MACD(
test->startIdx,
test->endIdx,
gBuffer[2].in,
test->optInFastPeriod,
test->optInSlowPeriod,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[2].out1,
gBuffer[2].in,
gBuffer[2].out2 );
break;
case TA_MACDEXT_TEST:
retCode = TA_MACDEXT(
test->startIdx,
test->endIdx,
gBuffer[2].in,
test->optInFastPeriod,
TA_MAType_EMA,
test->optInSlowPeriod,
TA_MAType_EMA,
test->optInSignalPeriod_2,
TA_MAType_EMA,
&outBegIdx, &outNbElement,
gBuffer[2].out1,
gBuffer[2].in,
gBuffer[2].out2 );
break;
}
/* 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[1].out1, gBuffer[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].out1, 0 );
CHECK_EXPECTED_VALUE( gBuffer[2].in, 1 );
CHECK_EXPECTED_VALUE( gBuffer[2].out2, 2 );
outBegIdx = outNbElement = 0;
CLEAR_EXPECTED_VALUE(0);
CLEAR_EXPECTED_VALUE(1);
CLEAR_EXPECTED_VALUE(2);
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->testId )
{
case TA_MACDFIX_TEST:
retCode = TA_MACDFIX( test->startIdx,
test->endIdx,
gBuffer[3].in,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[3].out1,
gBuffer[3].out2,
gBuffer[3].in );
break;
case TA_MACD_TEST:
retCode = TA_MACD(test->startIdx,
test->endIdx,
gBuffer[3].in,
test->optInFastPeriod,
test->optInSlowPeriod,
test->optInSignalPeriod_2,
&outBegIdx, &outNbElement,
gBuffer[3].out1,
gBuffer[3].out2,
gBuffer[3].in );
break;
case TA_MACDEXT_TEST:
retCode = TA_MACDEXT( test->startIdx,
test->endIdx,
gBuffer[3].in,
test->optInFastPeriod,
TA_MAType_EMA,
test->optInSlowPeriod,
TA_MAType_EMA,
test->optInSignalPeriod_2,
TA_MAType_EMA,
&outBegIdx, &outNbElement,
gBuffer[3].out1,
gBuffer[3].out2,
gBuffer[3].in );
break;
}
/* 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[2].out2, gBuffer[3].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[3].out1, 0 );
CHECK_EXPECTED_VALUE( gBuffer[3].out2, 1 );
CHECK_EXPECTED_VALUE( gBuffer[3].in, 2 );
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 3, 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 * inReal;
/* optional input */
int optInFastPeriod;
double optInFastMA;
int optInSlowPeriod;
double optInSlowMA;
int optInSignalPeriod;
double optInSignalMA;
/* output variables */
int outBegIdx;
int outNbElement;
double* outMACD;
double* outMACDSignal;
double* outMACDHist;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 1 || nrhs > 7) mexErrMsgTxt("#7 inputs possible #6 optional.");
if (nlhs != 3) mexErrMsgTxt("#3 output required.");
/* ----------------- INPUT ----------------- */
/* Create a pointer to the input matrix inReal. */
inReal = mxGetPr(prhs[0]);
/* Get the dimensions of the matrix input inReal. */
inSeriesCols = mxGetN(prhs[0]);
if (inSeriesCols != 1) mexErrMsgTxt("inReal only vector alowed.");
inSeriesRows = mxGetM(prhs[0]);
endIdx = inSeriesRows - 1;
startIdx = 0;
/* Process optional arguments */
if (nrhs >= 1+1) {
if (!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) ||
mxGetN(prhs[1])*mxGetM(prhs[1]) != 1)
mexErrMsgTxt("Input optInFastPeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInFastPeriod = (int) mxGetScalar(prhs[1]);
} else {
optInFastPeriod = 12;
}
if (nrhs >= 2+1) {
if (!mxIsDouble(prhs[2]) || mxIsComplex(prhs[2]) ||
mxGetN(prhs[2])*mxGetM(prhs[2]) != 1)
mexErrMsgTxt("Input optInFastMA must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInFastMA = mxGetScalar(prhs[2]);
} else {
optInFastMA = 0;
}
if (nrhs >= 3+1) {
if (!mxIsDouble(prhs[3]) || mxIsComplex(prhs[3]) ||
mxGetN(prhs[3])*mxGetM(prhs[3]) != 1)
mexErrMsgTxt("Input optInSlowPeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInSlowPeriod = (int) mxGetScalar(prhs[3]);
} else {
optInSlowPeriod = 26;
}
if (nrhs >= 4+1) {
if (!mxIsDouble(prhs[4]) || mxIsComplex(prhs[4]) ||
mxGetN(prhs[4])*mxGetM(prhs[4]) != 1)
mexErrMsgTxt("Input optInSlowMA must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInSlowMA = mxGetScalar(prhs[4]);
} else {
optInSlowMA = 0;
}
if (nrhs >= 5+1) {
if (!mxIsDouble(prhs[5]) || mxIsComplex(prhs[5]) ||
mxGetN(prhs[5])*mxGetM(prhs[5]) != 1)
mexErrMsgTxt("Input optInSignalPeriod must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInSignalPeriod = (int) mxGetScalar(prhs[5]);
} else {
optInSignalPeriod = 9;
}
if (nrhs >= 6+1) {
if (!mxIsDouble(prhs[6]) || mxIsComplex(prhs[6]) ||
mxGetN(prhs[6])*mxGetM(prhs[6]) != 1)
mexErrMsgTxt("Input optInSignalMA must be a scalar.");
/* Get the scalar input optInTimePeriod. */
optInSignalMA = mxGetScalar(prhs[6]);
} else {
optInSignalMA = 0;
}
/* ----------------- OUTPUT ----------------- */
outMACD = mxCalloc(inSeriesRows, sizeof(double));
outMACDSignal = mxCalloc(inSeriesRows, sizeof(double));
outMACDHist = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_MACDEXT(
startIdx, endIdx,
inReal,
optInFastPeriod,
optInFastMA,
optInSlowPeriod,
optInSlowMA,
optInSignalPeriod,
optInSignalMA,
&outBegIdx, &outNbElement,
outMACD, outMACDSignal, outMACDHist);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outMACD);
mxFree(outMACDSignal);
mxFree(outMACDHist);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outMACD, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outMACD);
plhs[1] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[1]))+outBegIdx, outMACDSignal, outNbElement*mxGetElementSize(plhs[1]));
mxFree(outMACDSignal);
plhs[2] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[2]))+outBegIdx, outMACDHist, outNbElement*mxGetElementSize(plhs[2]));
mxFree(outMACDHist);
} /* END mexFunction */
/**** 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 *dummyBuffer1, *dummyBuffer2;
TA_Real *out1, *out2, *out3;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
dummyBuffer1 = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Real));
if( !dummyBuffer1 )
return TA_ALLOC_ERR;
dummyBuffer2 = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Real));
if( !dummyBuffer2 )
{
TA_Free( dummyBuffer1 );
return TA_ALLOC_ERR;
}
switch( outputNb )
{
case 0:
out1 = outputBuffer;
out2 = dummyBuffer1;
out3 = dummyBuffer2;
break;
case 1:
out2 = outputBuffer;
out1 = dummyBuffer1;
out3 = dummyBuffer2;
break;
case 2:
out3 = outputBuffer;
out2 = dummyBuffer1;
out1 = dummyBuffer2;
break;
default:
TA_Free( dummyBuffer1 );
TA_Free( dummyBuffer2 );
return TA_BAD_PARAM;
}
switch( testParam->test->testId )
{
case TA_MACDFIX_TEST:
retCode = TA_MACDFIX( startIdx,
endIdx,
testParam->close,
testParam->test->optInSignalPeriod_2,
outBegIdx, outNbElement,
out1, out2, out3 );
*lookback = TA_MACDFIX_Lookback( testParam->test->optInSignalPeriod_2 );
break;
case TA_MACD_TEST:
retCode = TA_MACD( startIdx,
endIdx,
testParam->close,
testParam->test->optInFastPeriod,
testParam->test->optInSlowPeriod,
testParam->test->optInSignalPeriod_2,
outBegIdx, outNbElement,
out1, out2, out3 );
*lookback = TA_MACD_Lookback( testParam->test->optInFastPeriod,
testParam->test->optInSlowPeriod,
testParam->test->optInSignalPeriod_2 );
break;
case TA_MACDEXT_TEST:
retCode = TA_MACDEXT( startIdx,
endIdx,
testParam->close,
testParam->test->optInFastPeriod,
TA_MAType_EMA,
testParam->test->optInSlowPeriod,
TA_MAType_EMA,
testParam->test->optInSignalPeriod_2,
TA_MAType_EMA,
outBegIdx, outNbElement,
out1, out2, out3 );
*lookback = TA_MACDEXT_Lookback( testParam->test->optInFastPeriod,
TA_MAType_EMA,
testParam->test->optInSlowPeriod,
TA_MAType_EMA,
testParam->test->optInSignalPeriod_2,
TA_MAType_EMA );
break;
default:
retCode = TA_BAD_PARAM;
}
TA_Free( dummyBuffer1 );
TA_Free( dummyBuffer2 );
return retCode;
}