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 );
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_AROON_UP_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].out0,
gBuffer[0].out0
);
break;
case TA_AROON_DOWN_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[1].out0
);
break;
case TA_AROONOSC_TEST:
retCode = TA_AROONOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0
);
break;
case TA_CORREL_TEST:
retCode = TA_CORREL( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0
);
break;
default:
retCode = TA_INTERNAL_ERROR(133);
}
/* Check that the input were preserved. */
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;
CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
outBegIdx = outNbElement = 0;
/* Make another call where one of the input and one of the output
* are the same buffer.
*/
switch( test->theFunction )
{
case TA_AROON_UP_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].out1,
gBuffer[0].in
);
break;
case TA_AROON_DOWN_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in,
gBuffer[1].out1
);
break;
case TA_AROONOSC_TEST:
retCode = TA_AROONOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in
);
break;
case TA_CORREL_TEST:
retCode = TA_CORREL( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in
);
break;
default:
retCode = TA_INTERNAL_ERROR(134);
}
/* Check that the other input was preserved. */
errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* 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[1].out1, gBuffer[1].out0 );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
setInputBuffer( 0, history->high, history->nbBars );
setInputBuffer( 1, history->low, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_AROON_UP_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].out2,
gBuffer[1].in
);
break;
case TA_AROON_DOWN_TEST:
retCode = TA_AROON( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in,
gBuffer[1].out2
);
break;
case TA_AROONOSC_TEST:
retCode = TA_AROONOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in
);
break;
case TA_CORREL_TEST:
retCode = TA_CORREL( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in
);
break;
default:
retCode = TA_INTERNAL_ERROR(135);
}
/* Check that the other input were preserved. */
errNb = checkDataSame( gBuffer[0].in, history->high, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* 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;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.high = history->high;
testParam.low = history->low;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
int
AROON::getAROON (int period, QString ukey, QString dkey)
{
if (! g_symbol)
return 0;
TA_RetCode rc = TA_Initialize();
if (rc != TA_SUCCESS)
qDebug() << "AROON::AROON: error on TA_Initialize";
QList<int> keys = g_symbol->keys();
TA_Real high[MAX_SIZE];
TA_Real low[MAX_SIZE];
TA_Real out[MAX_SIZE];
TA_Real out2[MAX_SIZE];
TA_Integer outBeg;
TA_Integer outNb;
BarType bt;
QString highKey = bt.indexToString(BarType::_HIGH);
QString lowKey = bt.indexToString(BarType::_LOW);
int dpos = 0;
for (int kpos = 0; kpos < keys.size(); kpos++)
{
CBar *bar = g_symbol->bar(keys.at(kpos));
double h;
if (! bar->get(highKey, h))
continue;
double l;
if (! bar->get(lowKey, l))
continue;
high[dpos] = (TA_Real) h;
low[dpos] = (TA_Real) l;
dpos++;
}
rc = TA_AROON(0, dpos - 1, &high[0], &low[0], period, &outBeg, &outNb, &out[0], &out2[0]);
if (rc != TA_SUCCESS)
{
qDebug() << "AROON::getAROON: TA-Lib error" << rc;
return 0;
}
int keyLoop = keys.size() - 1;
int outLoop = outNb - 1;
while (keyLoop > -1 && outLoop > -1)
{
CBar *bar = g_symbol->bar(keys.at(keyLoop));
bar->set(dkey, out[outLoop]);
bar->set(ukey, out2[outLoop]);
keyLoop--;
outLoop--;
}
return 1;
}
/**** 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;
double *dummyBuffer;
(void)outputNb;
(void)outputBufferInt;
*isOutputInteger = 0;
testParam = (TA_RangeTestParam *)opaqueData;
/* Allocate a buffer for the output who is going
* to be ignored (make it slightly larger to play
* safe)
*/
dummyBuffer = TA_Malloc( sizeof(double) * (endIdx-startIdx+100) );
switch( testParam->test->theFunction )
{
case TA_AROON_UP_TEST:
retCode = TA_AROON( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
&dummyBuffer[20],
outputBuffer );
*lookback = TA_AROON_Lookback( testParam->test->optInTimePeriod );
break;
case TA_AROON_DOWN_TEST:
retCode = TA_AROON( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer,
&dummyBuffer[20]
);
*lookback = TA_AROON_Lookback( testParam->test->optInTimePeriod );
break;
case TA_AROONOSC_TEST:
retCode = TA_AROONOSC( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_AROONOSC_Lookback( testParam->test->optInTimePeriod );
break;
case TA_CORREL_TEST:
retCode = TA_CORREL( startIdx,
endIdx,
testParam->high,
testParam->low,
testParam->test->optInTimePeriod,
outBegIdx,
outNbElement,
outputBuffer );
*lookback = TA_CORREL_Lookback( testParam->test->optInTimePeriod );
break;
default:
retCode = TA_INTERNAL_ERROR(132);
}
TA_Free( dummyBuffer );
return retCode;
}
