TA_RetCode TA_TradeReportToFile( TA_TradeReport *tradeReport, FILE *out )
{
TA_TradeReportPriv *tradeReportPriv;
const TA_Timestamp *entryTimestamp;
const TA_Timestamp *exitTimestamp;
unsigned int i;
double tmpReal;
if( !tradeReport || !out )
return TA_BAD_PARAM;
/* Make sure this TA_TradeReport is a valid object */
tradeReportPriv = (TA_TradeReportPriv *)tradeReport->hiddenData;
if( !tradeReportPriv || (tradeReportPriv->magicNb != TA_TRADEREPORT_MAGIC_NB) )
return TA_BAD_OBJECT;
fprintf( out, "\n" );
fprintf( out, "[MM/DD/YYYY HH:MM:SS .. MM/DD/YYYY HH:MM:SS] [ID]\n" );
fprintf( out, " Quantity Entry($) Profit(%%) MinFE(%%) MaxFE(%%) MAE(%%)\n" );
fprintf( out, "============================================================\n" );
for( i=0; i < tradeReport->nbTrades; i++ )
{
entryTimestamp = &tradeReport->trades[i]->entryTimestamp;
exitTimestamp = &tradeReport->trades[i]->exitTimestamp;
fprintf( out, "[%02d/%02d/%04d %02d:%02d:%02d .. %02d/%02d/%04d %02d:%02d:%02d] [%s]\n",
TA_GetMonth(entryTimestamp),
TA_GetDay (entryTimestamp),
TA_GetYear (entryTimestamp),
TA_GetHour (entryTimestamp),
TA_GetMin (entryTimestamp),
TA_GetSec (entryTimestamp),
TA_GetMonth(exitTimestamp),
TA_GetDay (exitTimestamp),
TA_GetYear (exitTimestamp),
TA_GetHour (exitTimestamp),
TA_GetMin (exitTimestamp),
TA_GetSec (exitTimestamp),
tradeReport->trades[i]->id->symString );
fprintf( out, "%10d", tradeReport->trades[i]->quantity );
fprintf( out, "%10.2f", tradeReport->trades[i]->entryPrice );
fprintf( out, "%10.2f", tradeReport->trades[i]->profit );
tmpReal = tradeReport->trades[i]->minfe;
if( tmpReal != TA_REAL_DEFAULT )
fprintf( out, "%10.2f", tmpReal );
else
fprintf( out, "%10s", "N/A" );
tmpReal = tradeReport->trades[i]->maxfe;
if( tmpReal != TA_REAL_DEFAULT )
fprintf( out, "%10.2f", tmpReal );
else
fprintf( out, "%10s", "N/A" );
tmpReal = tradeReport->trades[i]->mae;
if( tmpReal != TA_REAL_DEFAULT )
fprintf( out, "%10.2f", tmpReal );
else
fprintf( out, "%10s", "N/A" );
fprintf( out, "\n\n" );
}
return TA_SUCCESS;
}
/**** Local functions definitions. ****/
ErrorNumber test_period( TA_UDBase *unifiedDatabase )
{
TA_RetCode retCode;
TA_History *history;
const TA_Timestamp *timestamp;
unsigned int i;
ErrorNumber retValue;
TA_AddDataSourceParam addParam;
TA_HistoryAllocParam histParam;
printf( "Testing period/timeframe conversion\n" );
/* Add access to some intra-day data. */
memset( &addParam, 0, sizeof( TA_AddDataSourceParam) );
addParam.id = TA_ASCII_FILE;
addParam.location = "..\\src\\tools\\ta_regtest\\sampling\\ES.csv";
addParam.info ="[YY][MM][DD][HH][MN=5][O][H][L][C][V]";
addParam.category = "TA_SIM_REF";
retCode = TA_AddDataSource( unifiedDatabase,&addParam );
if( retCode != TA_SUCCESS )
{
printf( "Can't access [%s] (%d)\n", addParam.location, retCode );
return TA_PERIOD_HISTORYALLOC_FAILED;
}
/* Because period transformation are very
* dependend on the "delta" timestamp functions,
* let's indepedently verify some of these.
*/
retValue = testTimestampDelta();
if( retValue != TA_TEST_PASS )
return retValue;
/* Verify everything from the checkTable. */
for( i=0; i < CHECK_TABLE_SIZE; i++ )
{
/* Validate by requesting all the data in a
* different timeframe.
*/
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "TA_SIM_REF";
histParam.symbol = checkTable[i].symbol;
histParam.field = TA_ALL;
histParam.period = checkTable[i].period;
histParam.flags = checkTable[i].flags;
retCode = TA_HistoryAlloc( unifiedDatabase, &histParam, &history );
if( retCode != TA_SUCCESS )
{
printf( "%s%d.1 [%d]\n", fail_header, i, retCode );
return TA_PERIOD_HISTORYALLOC_FAILED;
}
if( history->nbBars != checkTable[i].nbExpectedPriceBar )
{
printf( "%s%d.2 [%d != %d]\n",
fail_header, i,
history->nbBars,
checkTable[i].nbExpectedPriceBar );
TA_HistoryFree( history );
return TA_PERIOD_NBBAR_INCORRECT;
}
/* If the call is expected to return an empty history, no further check are done. */
if( checkTable[i].nbExpectedPriceBar == 0 )
{
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
printf( "%s%d.16 [%d]\n", fail_header, i, retCode );
return TA_PERIOD_HISTORYFREE_FAILED;
}
continue;
}
#define CHECK_VALUE_OK(varName, subtestNo ) \
{ \
if( !TA_REAL_EQ( history->varName[checkTable[i].thePriceBarToCheck], checkTable[i].expected_##varName, 0.01 ) ) \
{ \
printf( "%s%d.%d [%f != %f]\n", \
fail_header, i, subtestNo, \
(TA_Real) history->varName[checkTable[i].thePriceBarToCheck], \
(TA_Real) checkTable[i].expected_##varName ); \
TA_HistoryFree( history ); \
return TA_PERIOD_PRICE_INCORRECT; \
} \
}
CHECK_VALUE_OK( open, 3 );
CHECK_VALUE_OK( high, 4 );
CHECK_VALUE_OK( low, 5 );
CHECK_VALUE_OK( close, 6 );
CHECK_VALUE_OK( volume, 7 );
if( history->openInterest != NULL )
{
printf( "%s%d.8\n", fail_header, i );
TA_HistoryFree( history );
return TA_PERIOD_OPENINTEREST_INCORRECT;
}
timestamp = &history->timestamp[checkTable[i].thePriceBarToCheck];
if( TA_GetYear( timestamp ) != checkTable[i].expected_year )
{
printf( "%s%d.9 %d\n", fail_header, i, TA_GetYear(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_YEAR_INCORRECT;
}
if( TA_GetMonth( timestamp ) != checkTable[i].expected_month )
{
printf( "%s%d.10 %d\n", fail_header, i, TA_GetMonth(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_MONTH_INCORRECT;
}
if( TA_GetDay( timestamp ) != checkTable[i].expected_day )
{
printf( "%s%d.11 %d\n", fail_header, i, TA_GetDay(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_DAY_INCORRECT;
}
if( TA_GetHour( timestamp ) != checkTable[i].expected_hour )
{
printf( "%s%d.12 %d\n", fail_header, i, TA_GetHour(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_DAY_INCORRECT;
}
if( TA_GetMin( timestamp ) != checkTable[i].expected_min )
{
printf( "%s%d.13 %d\n", fail_header, i, TA_GetMin(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_DAY_INCORRECT;
}
if( TA_GetSec( timestamp ) != checkTable[i].expected_sec )
{
printf( "%s%d.14 %d\n", fail_header, i, TA_GetSec(timestamp) );
TA_HistoryFree( history );
return TA_PERIOD_TIMESTAMP_DAY_INCORRECT;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
printf( "%s%d.15 [%d]\n", fail_header, i, retCode );
return TA_PERIOD_HISTORYFREE_FAILED;
}
}
return 0; /* Succcess. */
}