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;
TA_Integer *intBuffer;
int size, i;
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
/* Change the input to MEDPRICE for some tests. */
switch( test->theFunction )
{
case TA_HT_DCPERIOD_TEST:
case TA_HT_DCPHASE_TEST:
case TA_HT_TRENDLINE_TEST:
case TA_HT_TRENDMODE_TEST:
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[0].in );
/* Will be use as reference */
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[1].in );
referenceInput = gBuffer[1].in;
break;
default:
referenceInput = history->close;
}
/* Make a simple first call. */
size = (test->endIdx-test->startIdx)+1;
switch( test->theFunction )
{
case TA_HT_DCPERIOD_TEST:
retCode = TA_HT_DCPERIOD( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_HT_DCPHASE_TEST:
retCode = TA_HT_DCPHASE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_HT_TRENDLINE_TEST:
retCode = TA_HT_TRENDLINE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_HT_TRENDMODE_TEST:
ALLOC_INT_BUFFER(size);
retCode = TA_HT_TRENDMODE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
&intBuffer[1] );
FREE_INT_BUFFER( gBuffer[0].out0, outNbElement );
break;
default:
retCode = TA_INTERNAL_ERROR(133);
}
/* Check that the input were preserved. */
errNb = checkDataSame( gBuffer[0].in, referenceInput, 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.
*/
switch( test->theFunction )
{
case TA_HT_DCPERIOD_TEST:
retCode = TA_HT_DCPERIOD( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in
);
break;
case TA_HT_DCPHASE_TEST:
retCode = TA_HT_DCPHASE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in
);
break;
case TA_HT_TRENDLINE_TEST:
retCode = TA_HT_TRENDLINE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in
);
break;
case TA_HT_TRENDMODE_TEST:
ALLOC_INT_BUFFER(size);
retCode = TA_HT_TRENDMODE( test->startIdx,
test->endIdx,
gBuffer[0].in,
&outBegIdx,
&outNbElement,
&intBuffer[1]
);
FREE_INT_BUFFER( gBuffer[0].in, outNbElement );
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;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 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_DCPERIOD_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_DCPERIOD,
(void *)&testParam, 1, 0 );
break;
case TA_HT_DCPHASE_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_DCPHASE,
(void *)&testParam, 1, 360 );
break;
case TA_HT_TRENDLINE_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_TRENDLINE,
(void *)&testParam, 1, 0 );
break;
case TA_HT_TRENDMODE_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_HT_TRENDMODE,
(void *)&testParam, 1, 0 );
break;
default:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
static ErrorNumber do_test_ma( const TA_History *history,
const TA_Test *test )
{
TA_RetCode retCode;
ErrorNumber errNb;
TA_Integer outBegIdx;
TA_Integer outNbElement;
TA_RangeTestParam testParam;
TA_Integer temp, temp2;
const TA_Real *referenceInput;
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 );
/* Re-initialize all the unstable period to zero. */
TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );
/* Set the unstable period requested for that test. */
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod );
break;
case TA_MAType_KAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_KAMA, test->unstablePeriod );
break;
case TA_MAType_MAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MAMA, test->unstablePeriod );
break;
case TA_MAType_T3:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_T3, test->unstablePeriod );
break;
default:
retCode = TA_SUCCESS;
break;
}
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* Transform the inputs for MAMA (it is an AVGPRICE in John Ehlers book). */
if( test->optInMAType_1 == TA_MAType_MAMA )
{
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;
}
else
referenceInput = history->close;
/* Make a simple first call. */
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[0].out0 );
break;
}
errNb = checkDataSame( gBuffer[0].in, referenceInput, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkExpectedValue( gBuffer[0].out0,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[1].in,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[1].in );
break;
}
/* The previous call to TA_MA 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;
errNb = checkExpectedValue( gBuffer[1].in,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
/* Verify that the "all-purpose" TA_MA_Lookback is consistent
* with the corresponding moving average lookback function.
*/
switch( test->optInMAType_1 )
{
case TA_MAType_WMA:
temp = TA_WMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_SMA:
temp = TA_SMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_EMA:
temp = TA_EMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_DEMA:
temp = TA_DEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_TEMA:
temp = TA_TEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_KAMA:
temp = TA_KAMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_MAMA:
temp = TA_MAMA_Lookback( 0.5, 0.05 );
break;
case TA_MAType_TRIMA:
temp = TA_TRIMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_T3:
temp = TA_T3_Lookback( test->optInTimePeriod_0, 0.7 );
break;
default:
return TA_TEST_TFRR_BAD_MA_TYPE;
}
temp2 = TA_MA_Lookback( test->optInTimePeriod_0, test->optInMAType_1 );
if( temp != temp2 )
return TA_TEST_TFFR_BAD_MA_LOOKBACK;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = referenceInput;
if( test->doRangeTestFlag )
{
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_T3:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_T3,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_KAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_KAMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_MAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MAMA,
(void *)&testParam, 2, 0 );
break;
default:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}