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->high, history->nbBars );
setInputBuffer( 1, history->low, history->nbBars );
setInputBuffer( 2, history->close, history->nbBars );
/* Set the unstable period requested for that test. */
switch( test->optInMethod_3 )
{
case TA_STOCH_EXPONENTIAL:
retCode = TA_SetUnstablePeriod( libHandle, TA_FUNC_UNST_EMA, test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
break;
default:
/* No unstable period for other methods. */
break;
}
/* Make a simple first call. */
retCode = TA_STOCH( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInKPeriod_0,
test->optInKSlowPeriod_1,
test->optInDPeriod_2,
test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1 );
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].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 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_STOCH( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInKPeriod_0,
test->optInKSlowPeriod_1,
test->optInDPeriod_2,
test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[0].in,
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[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkSameContent( gBuffer[0].out1, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
CHECK_EXPECTED_VALUE( gBuffer[1].in, 1 );
if( errNb != TA_TEST_PASS )
return errNb;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.high = history->high;
testParam.low = history->low;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( libHandle,
rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 2 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
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;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->high, history->nbBars );
setInputBuffer( 1, history->low, history->nbBars );
setInputBuffer( 2, history->close, history->nbBars );
/* Set the unstable period requested for that test. */
switch( test->optInSlowK_MAType_2 )
{
case TA_MAType_EMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
break;
default:
/* No unstable period for other methods. */
break;
}
/* Make a simple first call. */
retCode = TA_STOCH( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInFastK_Period_0,
test->optInSlowK_Period_1,
test->optInSlowK_MAType_2,
test->optInSlowD_Period_3,
test->optInSlowD_MAType_4,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1 );
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].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 );
outBegIdx = outNbElement = 0;
/* Compare to the non-optimized version */
retCode = referenceStoch(
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInFastK_Period_0,
test->optInSlowK_Period_1,
test->optInSlowK_MAType_2,
test->optInSlowD_Period_3,
test->optInSlowD_MAType_4,
&outBegIdx, &outNbElement,
gBuffer[1].out0,
gBuffer[1].out1 );
errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].out0, 0 );
CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 );
/* The non-optimized reference shall be identical to the optimzied TA-Lib
* implementation.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[1].out0, gBuffer[0].out0 );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkSameContent( gBuffer[1].out1, gBuffer[0].out1 );
if( errNb != TA_TEST_PASS )
return errNb;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_STOCH(
test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInFastK_Period_0,
test->optInSlowK_Period_1,
test->optInSlowK_MAType_2,
test->optInSlowD_Period_3,
test->optInSlowD_MAType_4,
&outBegIdx, &outNbElement,
gBuffer[0].in,
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[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkSameContent( gBuffer[0].out1, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
CHECK_EXPECTED_VALUE( gBuffer[1].in, 1 );
if( errNb != TA_TEST_PASS )
return errNb;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.high = history->high;
testParam.low = history->low;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest(
rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 2, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
/* Call a local non-optimized version of the function.
* This way, we make sure that the currently speed optimized
* version in TA-Lib is not broken.
*/
return TA_TEST_PASS;
}
/**** 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;
TA_Real *dummyOutput;
testParam = (TA_RangeTestParam *)opaqueData;
dummyOutput = TA_Malloc( libHandle, (endIdx-startIdx+1) * sizeof(TA_Real) );
if( outputNb == 0 )
{
retCode = TA_STOCH( libHandle,
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3,
outBegIdx, outNbElement,
outputBuffer,
dummyOutput );
}
else
{
retCode = TA_STOCH( libHandle,
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3,
outBegIdx, outNbElement,
dummyOutput,
outputBuffer );
}
TA_Free( libHandle, dummyOutput );
*lookback = TA_STOCH_Lookback( testParam->test->optInKPeriod_0,
testParam->test->optInKSlowPeriod_1,
testParam->test->optInDPeriod_2,
testParam->test->optInMethod_3 );
return retCode;
}
/**** 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_Real *dummyOutput;
testParam = (TA_RangeTestParam *)opaqueData;
dummyOutput = TA_Malloc( (endIdx-startIdx+1) * sizeof(TA_Real) );
if( outputNb == 0 )
{
retCode = TA_STOCH(
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInFastK_Period_0,
testParam->test->optInSlowK_Period_1,
testParam->test->optInSlowK_MAType_2,
testParam->test->optInSlowD_Period_3,
testParam->test->optInSlowD_MAType_4,
outBegIdx, outNbElement,
outputBuffer,
dummyOutput );
}
else
{
retCode = TA_STOCH(
startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->close,
testParam->test->optInFastK_Period_0,
testParam->test->optInSlowK_Period_1,
testParam->test->optInSlowK_MAType_2,
testParam->test->optInSlowD_Period_3,
testParam->test->optInSlowD_MAType_4,
outBegIdx, outNbElement,
dummyOutput,
outputBuffer );
}
TA_Free( dummyOutput );
*lookback = TA_STOCH_Lookback( testParam->test->optInFastK_Period_0,
testParam->test->optInSlowK_Period_1,
testParam->test->optInSlowK_MAType_2,
testParam->test->optInSlowD_Period_3,
testParam->test->optInSlowD_MAType_4 );
return retCode;
}
