void getPhasor(double outInPhase, double outQuadrature, CandleData * data, long numSticks)
{
outInPhase = 0.0;
outQuadrature = 0.0;
double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
double * dataOut1 = new double[numSticks];
memset(dataOut1,0,numSticks * sizeof(double));
double * dataOut2 = new double[numSticks];
memset(dataOut2,0,numSticks * sizeof(double));
TA_RetCode ret =
TA_HT_PHASOR( 0,
numSticks-1,
csData,
&outBeg,
&outNbElement,
dataOut1,
dataOut2);
if(outNbElement != 0)
{
outInPhase = dataOut1[outNbElement - 1];
outQuadrature = dataOut2[outNbElement - 1];
}
delete [] csData;
delete [] dataOut1;
delete [] dataOut2;
}
void getPhasorAll(double *& outInPhase, double *& outQuadrature, CandleData * data, long numSticks)
{
double * csData = CandleData::getData(data, CandleData::CLOSE, numSticks);
int outNbElement = 0;
int outBeg = 0;
double * dataOut1 = new double[numSticks];
memset(dataOut1,0,numSticks * sizeof(double));
double * dataOut2 = new double[numSticks];
memset(dataOut2,0,numSticks * sizeof(double));
TA_RetCode ret =
TA_HT_PHASOR( 0,
numSticks-1,
csData,
&outBeg,
&outNbElement,
dataOut1,
dataOut2);
outInPhase = new double[numSticks + outBeg];
memset(outInPhase,0,(numSticks + outBeg) * sizeof(double));
memcpy(&outInPhase[outBeg],dataOut1,numSticks*sizeof(double));
outQuadrature = new double[numSticks + outBeg];
memset(outQuadrature,0,(numSticks + outBeg) * sizeof(double));
memcpy(&outQuadrature[outBeg],dataOut2,numSticks*sizeof(double));
delete [] csData;
delete [] dataOut1;
delete [] dataOut2;
}
/**** 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 *out1;
TA_Real *out2;
TA_Real *dummyOutput;
(void)outputNb;
testParam = (TA_RangeTestParam *)opaqueData;
dummyOutput = TA_Malloc( (endIdx-startIdx+1) * sizeof(TA_Real) );
if( outputNb == 0 )
{
out1 = outputBuffer;
out2 = dummyOutput;
}
else
{
out1 = dummyOutput;
out2 = outputBuffer;
}
switch( testParam->test->theFunction )
{
case TA_HT_PHASOR_TEST:
retCode = TA_HT_PHASOR( startIdx,
endIdx,
testParam->price,
outBegIdx,
outNbElement,
out1, out2 );
*lookback = TA_HT_PHASOR_Lookback();
break;
case TA_HT_SINE_TEST:
retCode = TA_HT_SINE( startIdx,
endIdx,
testParam->price,
outBegIdx,
outNbElement,
out1, out2 );
*lookback = TA_HT_SINE_Lookback();
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
TA_Free(dummyOutput);
return retCode;
}
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;
/* 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 );
/* Change the input to MEDPRICE for some tests. */
switch( test->theFunction )
{
case TA_HT_PHASOR_TEST:
case TA_HT_SINE_TEST:
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[0].in );
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[1].in );
/* Will be use as reference */
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[2].in );
referenceInput = gBuffer[2].in;
break;
default:
referenceInput = history->close;
}
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_HT_PHASOR_TEST:
retCode = TA_HT_PHASOR( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[0].out1 );
break;
case TA_HT_SINE_TEST:
retCode = TA_HT_SINE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[0].out1 );
break;
default:
retCode = TA_INTERNAL_ERROR(133);
}
/* Check that the inputs were preserved. */
errNb = checkDataSame( gBuffer[0].in, referenceInput, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkDataSame( gBuffer[1].in, referenceInput, 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.
*/
switch( test->theFunction )
{
case TA_HT_PHASOR_TEST:
retCode = TA_HT_PHASOR( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in,
gBuffer[1].out1
);
break;
case TA_HT_SINE_TEST:
retCode = TA_HT_SINE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in,
gBuffer[1].out1
);
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;
errNb = checkSameContent( gBuffer[0].out1, gBuffer[1].out1 );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 );
/* Make another call where the input and the output
* are the same buffer.
*/
switch( test->theFunction )
{
case TA_HT_PHASOR_TEST:
retCode = TA_HT_PHASOR( test->startIdx,
test->endIdx,
gBuffer[1].in,
&outBegIdx,
&outNbElement,
gBuffer[1].out0,
gBuffer[1].in
);
break;
case TA_HT_SINE_TEST:
retCode = TA_HT_SINE( test->startIdx,
test->endIdx,
gBuffer[1].in,
&outBegIdx,
&outNbElement,
gBuffer[1].out0,
gBuffer[1].in
);
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].out1, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].out0 );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 1 );
CHECK_EXPECTED_VALUE( gBuffer[1].out0, 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_PHASOR_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_PHASOR,
(void *)&testParam, 1, 0 );
break;
case TA_HT_SINE_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_SINE,
(void *)&testParam, 1, 10 );
break;
default:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 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 */
/* output variables */
int outBegIdx;
int outNbElement;
double* outInPhase;
double* outQuadrature;
/* input dimentions */
int inSeriesRows;
int inSeriesCols;
/* error handling */
TA_RetCode retCode;
/* ----------------- input/output count ----------------- */
/* Check for proper number of arguments. */
if (nrhs < 1 || nrhs > 1) mexErrMsgTxt("#1 inputs possible #0 optional.");
if (nlhs != 2) mexErrMsgTxt("#2 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 */
/* ----------------- OUTPUT ----------------- */
outInPhase = mxCalloc(inSeriesRows, sizeof(double));
outQuadrature = mxCalloc(inSeriesRows, sizeof(double));
/* -------------- Invocation ---------------- */
retCode = TA_HT_PHASOR(
startIdx, endIdx,
inReal,
&outBegIdx, &outNbElement,
outInPhase, outQuadrature);
/* -------------- Errors ---------------- */
if (retCode) {
mxFree(outInPhase);
mxFree(outQuadrature);
mexPrintf("%s%i","Return code=",retCode);
mexErrMsgTxt(" Error!");
}
// Populate Output
plhs[0] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[0]))+outBegIdx, outInPhase, outNbElement*mxGetElementSize(plhs[0]));
mxFree(outInPhase);
plhs[1] = mxCreateDoubleMatrix(outBegIdx+outNbElement,1, mxREAL);
memcpy(((double *) mxGetData(plhs[1]))+outBegIdx, outQuadrature, outNbElement*mxGetElementSize(plhs[1]));
mxFree(outQuadrature);
} /* END mexFunction */
