/**** Local functions definitions. ****/
static ErrorNumber test_index( TA_Libc *libHandle, TA_UDBase *udb )
{
TA_RetCode retCode;
TA_AddDataSourceParam param;
TA_History *history;
ErrorNumber errNumber;
(void)libHandle;
/* Add the Yaho! data source. */
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_WEB;
param.location = "us";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_USA_FAILED;
}
/* Get something from NASDAQ. */
retCode = TA_HistoryAlloc( udb, "US.NASDAQ.STOCK", "MSFT",
TA_DAILY, 0, 0, TA_CLOSE|TA_TIMESTAMP|TA_VOLUME,
&history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_1_FAILED;
}
if( history->nbBars < 3000 )
{
printf( "Insufficient nbBars returned for MSFT ticker test (%d < 3000)\n", history->nbBars );
return TA_YAHOO_VALUE_1_FAILED;
}
if( !history->close || !history->timestamp || !history->volume )
{
return TA_YAHOO_FIELD_MISSING_1;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Add canadian index. */
param.id = TA_YAHOO_WEB;
param.location = "ca";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_CAN_FAILED;
}
/* Get something from NYSE. */
retCode = TA_HistoryAlloc( udb, "US.NYSE.STOCK", "IBM",
TA_WEEKLY, 0, 0, TA_OPEN,
&history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_2_FAILED;
}
if( history->nbBars < 2065 )
{
return TA_YAHOO_VALUE_2_FAILED;
}
if( !history->open )
{
return TA_YAHOO_FIELD_MISSING_2;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Get something from canadian market.
* Also test stock using 200 price bar slice.
*/
retCode = TA_HistoryAlloc( udb, "CA.CDNX.STOCK", "MRY",
TA_DAILY, 0, 0, TA_ALL,
&history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_3_FAILED;
}
if( history->nbBars < 700 )
{
return TA_YAHOO_VALUE_3_FAILED;
}
if( !history->open ||
!history->high ||
!history->low ||
!history->close ||
!history->volume ||
!history->timestamp )
{
return TA_YAHOO_FIELD_MISSING_3;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[0], &history->timestamp[0], 0, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting first price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[1], &history->timestamp[1], 1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting second price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-2], &history->timestamp[history->nbBars-2], history->nbBars-2, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting before last price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-1], &history->timestamp[history->nbBars-1], history->nbBars-1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-200], &history->timestamp[history->nbBars-1], history->nbBars-200, 200 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last 200 price bars only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[0], &history->timestamp[199], 0, 200 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting first 200 price bars only.\n" );
return errNumber;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
return TA_TEST_PASS;
}
static ErrorNumber checkRangeSame( TA_UDBase *udb,
const TA_History *historyRef,
const TA_Timestamp *start,
const TA_Timestamp *end,
unsigned int startIdx,
unsigned int nbPriceBar )
{
TA_History *history;
unsigned int i;
TA_RetCode retCode;
#if 1
/* Do not retry... no forgiveness! */
retCode = TA_HistoryAlloc( udb, "CA.CDNX.STOCK", "MRY",
TA_DAILY, start, end, TA_ALL,
&history );
#else
int retry, again;
/* Try up to 10 times to get the requested number of
* price bar (sometimes Yahoo! or the Web do fail to
* return the data).
*/
again = 1;
for( retry=0; (retry < 10) && again; retry++ )
{
retCode = TA_HistoryAlloc( udb, "CA.CDNX.STOCK", "MRY",
TA_DAILY, start, end, TA_ALL,
&history );
if( (retCode == TA_SUCCESS) && (history->nbBars == nbPriceBar) )
again = 0;
else
{
printf( "Warning: Yahoo! history alloc retry #%d of 10\n", retry+1 );
if( retCode == TA_SUCCESS )
{
TA_HistoryFree( history );
}
TA_Sleep( 10 /* seconds */ );
}
}
#endif
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_CRS_HISTORYALLOC_FAILED;
}
/* Check that the expected number of price bar is returned. */
if( history->nbBars != nbPriceBar )
{
printf( "Failed: nbBars (received != requested)=(%d != %d)\n",
history->nbBars, nbPriceBar );
TA_HistoryFree( history );
return TA_YAHOO_CRS_NBBARSBAD;
}
/* Check that the data is the same for the range. */
for( i=0; i < nbPriceBar; i++ )
{
if( !TA_TimestampEqual( &history->timestamp[i], &historyRef->timestamp[startIdx+i] ) ||
(history->open[i] != historyRef->open[startIdx+i]) ||
(history->high[i] != historyRef->high[startIdx+i]) ||
(history->low[i] != historyRef->low[startIdx+i]) ||
(history->close[i] != historyRef->close[startIdx+i]) ||
(history->volume[i] != historyRef->volume[startIdx+i]) )
{
printf( "Failed: Price Bar value different\n" );
printf( "Failed: Data = %f,%f,%f,%f,%d\n", history->open[i],
history->high[i],
history->low[i],
history->close[i],
history->volume[i] );
printf( "Failed: Ref = %f,%f,%f,%f,%d\n", historyRef->open[startIdx+i],
historyRef->high[startIdx+i],
historyRef->low[startIdx+i],
historyRef->close[startIdx+i],
historyRef->volume[startIdx+i] );
TA_HistoryFree( history );
return TA_YAHOO_CRS_PRICEBARBAD;
}
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
return TA_TEST_PASS;
}
/**** 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. */
}
/**** Local functions definitions. ****/
static ErrorNumber test_with_simulator( void )
{
TA_UDBase *uDBase;
TA_History *history;
TA_AddDataSourceParam param;
TA_RetCode retCode;
ErrorNumber retValue;
TA_HistoryAllocParam histParam;
/* Initialize the library. */
retValue = allocLib( &uDBase );
if( retValue != TA_TEST_PASS )
return retValue;
/* Add a datasource using pre-defined data.
* This data is embedded in the library and does
* not required any external data provider.
* The test functions may assume that this data will
* be unmodified forever by TA-LIB.
*/
memset( ¶m, 0, sizeof( TA_AddDataSourceParam ) );
param.id = TA_SIMULATOR;
retCode = TA_AddDataSource( uDBase, ¶m );
if( retCode != TA_SUCCESS )
{
printf( "TA_AddDataSource failed [%d]\n", retCode );
freeLib( uDBase );
return TA_REGTEST_ADDDATASOURCE_FAILED;
}
/* Regression testing of the functionality provided
* by ta_period.c
*/
retValue = test_period( uDBase );
if( retValue != TA_TEST_PASS )
{
freeLib( uDBase );
return retValue;
}
/* Allocate the reference historical data. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "TA_SIM_REF";
histParam.symbol = "DAILY_REF_0";
histParam.field = TA_ALL;
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( uDBase, &histParam, &history );
if( retCode != TA_SUCCESS )
{
printf( "TA_HistoryAlloc failed [%d]\n", retCode );
freeLib( uDBase );
return TA_REGTEST_HISTORYALLOC_FAILED;
}
/* Perform testing of each of the TA Functions. */
retValue = testTAFunction_ALL( history );
if( retValue != TA_TEST_PASS )
{
TA_HistoryFree( history );
freeLib( uDBase );
return retValue;
}
/* Clean-up and exit. */
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
printf( "TA_HistoryFree failed [%d]\n", retCode );
freeLib( uDBase );
return TA_REGTEST_HISTORYFREE_FAILED;
}
retValue = freeLib( uDBase );
if( retValue != TA_TEST_PASS )
return retValue;
return TA_TEST_PASS; /* All test succeed. */
}
static ErrorNumber checkRangeSame( TA_UDBase *udb,
const TA_History *historyRef,
const TA_Timestamp *start,
const TA_Timestamp *end,
TA_Period period,
unsigned int startIdx,
unsigned int nbPriceBar )
{
TA_History *history;
unsigned int i;
TA_RetCode retCode;
TA_HistoryAllocParam histParam;
int retry, again;
/* Try up to 10 times to get the requested number of
* price bar (sometimes Yahoo! or the Web do fail to
* return the data).
*/
again = 1;
for( retry=0; (retry < 10) && again; retry++ )
{
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "CA.TSE.STOCK";
histParam.symbol = "NT";
histParam.field = TA_ALL;
histParam.start = *start;
histParam.end = *end;
histParam.period = period;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( (retCode == TA_SUCCESS) && (history->nbBars == nbPriceBar) )
again = 0;
else
{
printf( "Warning: Yahoo! history alloc retry #%d of 10\n", retry+1 );
if( retCode == TA_SUCCESS )
{
TA_HistoryFree( history );
}
TA_Sleep( 10 /* seconds */ );
}
}
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_CRS_HISTORYALLOC_FAILED;
}
/* Check that the expected number of price bar is returned. */
if( history->nbBars != nbPriceBar )
{
printf( "Failed: nbBars (received != requested)=(%d != %d)\n",
history->nbBars, nbPriceBar );
TA_HistoryFree( history );
return TA_YAHOO_CRS_NBBARSBAD;
}
/* printf( "startIdx=%d\n", startIdx ); */
/* Check that the data is the same for the range. */
for( i=0; i < nbPriceBar; i++ )
{
if( !TA_TimestampEqual( &history->timestamp[i], &historyRef->timestamp[startIdx+i] ) ||
(history->open[i] != historyRef->open[startIdx+i]) ||
(history->high[i] != historyRef->high[startIdx+i]) ||
(history->low[i] != historyRef->low[startIdx+i]) ||
(history->close[i] != historyRef->close[startIdx+i]) ||
(history->volume[i] != historyRef->volume[startIdx+i]) )
{
printf( "Failed: Price Bar value different\n" );
printf( "Failed: Data = %d/%d/%d : %f,%f,%f,%f,%d\n",
TA_GetMonth(&history->timestamp[i]),
TA_GetDay(&history->timestamp[i]),
TA_GetYear(&history->timestamp[i]),
history->open[i],
history->high[i],
history->low[i],
history->close[i],
history->volume[i] );
printf( "Failed: Ref = %d/%d/%d : %f,%f,%f,%f,%d\n",
TA_GetMonth(&historyRef->timestamp[i]),
TA_GetDay(&historyRef->timestamp[i]),
TA_GetYear(&historyRef->timestamp[i]),
historyRef->open[startIdx+i],
historyRef->high[startIdx+i],
historyRef->low[startIdx+i],
historyRef->close[startIdx+i],
historyRef->volume[startIdx+i] );
TA_HistoryFree( history );
return TA_YAHOO_CRS_PRICEBARBAD;
}
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
return TA_TEST_PASS;
}
static ErrorNumber test_one_symbol( TA_UDBase *udb )
{
TA_RetCode retCode;
TA_AddDataSourceParam param;
TA_History *history;
ErrorNumber errNumber;
TA_HistoryAllocParam histParam;
#if 0
/* Get KPN.AS
*
* Around 9/5/2004 that symbol had a negative dividend returned from Yahoo!.
* Un-comment this section of the code to test the TA_INVALID_NEGATIVE_DIVIDEND
* return value.
*/
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_ONE_SYMBOL;
param.info = "KPN.AS";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_KPN_AS_FAILED;
}
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.symbol = "KPN.AS";
histParam.field = TA_CLOSE|TA_VOLUME;
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_KPN_AS_FAILED;
}
TA_HistoryFree( history );
#endif
/* Test with MSFT on NASDAQ stock. */
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_ONE_SYMBOL;
param.info = "MSFT";
param.category = "Whatever.US.NASDAQ.STOCK";
param.symbol = "Whatever.MSFT";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_USA_FAILED;
}
/* Get something from NASDAQ. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "Whatever.US.NASDAQ.STOCK";
histParam.symbol = "Whatever.MSFT";
histParam.field = TA_CLOSE|TA_TIMESTAMP|TA_VOLUME;
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_1_FAILED;
}
if( history->nbBars < 3000 )
{
printf( "Insufficient nbBars returned for MSFT ticker test (%d < 3000)\n", history->nbBars );
return TA_YAHOO_VALUE_1_FAILED;
}
if( !history->close || !history->timestamp || !history->volume )
{
return TA_YAHOO_FIELD_MISSING_1;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Add complete canadian index. */
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_WEB;
param.location = "ca";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_CAN_FAILED;
}
/* Add NT. */
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_ONE_SYMBOL;
param.info = "NT.TO";
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_CAN_FAILED;
}
/* Get NT from TA_YAHOO_ONE_STMBOL data source. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.symbol = "NT.TO";
histParam.field = TA_ALL,
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_3_FAILED;
}
if( history->nbBars < 700 )
{
return TA_YAHOO_VALUE_3_FAILED;
}
if( !history->open ||
!history->high ||
!history->low ||
!history->close ||
!history->volume ||
!history->timestamp )
{
return TA_YAHOO_FIELD_MISSING_3;
}
/* Get NT from the TA_YAHOO_WEB and make sure they return the same data. */
errNumber = checkRangeSame( udb, history,
&history->timestamp[history->nbBars-200],
&history->timestamp[history->nbBars-1],
TA_DAILY, history->nbBars-200, 200 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last 200 price bars only.\n" );
return errNumber;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
return TA_TEST_PASS;
}
/**** Local functions definitions. ****/
static ErrorNumber test_web( TA_UDBase *udb )
{
TA_RetCode retCode;
TA_AddDataSourceParam param;
TA_History *history;
ErrorNumber errNumber;
TA_HistoryAllocParam histParam;
/* Add the Yaho! data source. */
memset( ¶m, 0, sizeof( param ) );
param.id = TA_YAHOO_WEB;
param.location = "us;server=ichart7.finance.dcn.yahoo.com"; /* ichart7.finance.dcn.yahoo.com */
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_USA_FAILED;
}
/* Get something from NASDAQ. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "US.NASDAQ.STOCK";
histParam.symbol = "MSFT";
histParam.field = TA_CLOSE|TA_TIMESTAMP|TA_VOLUME;
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_1_FAILED;
}
if( history->nbBars < 3000 )
{
printf( "Insufficient nbBars returned for MSFT ticker test (%d < 3000)\n", history->nbBars );
return TA_YAHOO_VALUE_1_FAILED;
}
if( !history->close || !history->timestamp || !history->volume )
{
return TA_YAHOO_FIELD_MISSING_1;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Add canadian index. */
param.id = TA_YAHOO_WEB;
param.location = "ca";
/*param.flags = TA_DO_NOT_SPLIT_ADJUST|TA_DO_NOT_VALUE_ADJUST;*/
retCode = TA_AddDataSource( udb, ¶m );
if( retCode != TA_SUCCESS )
{
reportError( "TA_AddDataSource", retCode );
return TA_YAHOO_ADDDATASOURCE_CAN_FAILED;
}
/* Get something from NYSE. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "US.NYSE.STOCK";
histParam.symbol = "IBM";
histParam.field = TA_OPEN;
histParam.period = TA_WEEKLY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_2_FAILED;
}
if( history->nbBars < 2065 )
{
return TA_YAHOO_VALUE_2_FAILED;
}
if( !history->open )
{
return TA_YAHOO_FIELD_MISSING_2;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Get something from canadian market.
* Also test stock using 200 price bar slice.
*/
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "CA.TSE.STOCK";
histParam.symbol = "NT";
histParam.field = TA_ALL,
histParam.period = TA_DAILY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc", retCode );
return TA_YAHOO_HISTORYALLOC_3_FAILED;
}
if( history->nbBars < 700 )
{
return TA_YAHOO_VALUE_3_FAILED;
}
if( !history->open ||
!history->high ||
!history->low ||
!history->close ||
!history->volume ||
!history->timestamp )
{
return TA_YAHOO_FIELD_MISSING_3;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[0], &history->timestamp[0], TA_DAILY, 0, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting first price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[1], &history->timestamp[1], TA_DAILY, 1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting second price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-2], &history->timestamp[history->nbBars-2], TA_DAILY, history->nbBars-2, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting before last price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-1], &history->timestamp[history->nbBars-1], TA_DAILY, history->nbBars-1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last price bar only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-200], &history->timestamp[history->nbBars-1], TA_DAILY, history->nbBars-200, 200 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last 200 price bars only.\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[0], &history->timestamp[199], TA_DAILY, 0, 200 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting first 200 price bars only.\n" );
return errNumber;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
/* Do again the same test, but using Monthly data this time. */
memset( &histParam, 0, sizeof( TA_HistoryAllocParam ) );
histParam.category = "CA.TSE.STOCK";
histParam.symbol = "NT";
histParam.field = TA_ALL;
histParam.period = TA_MONTHLY;
retCode = TA_HistoryAlloc( udb, &histParam, &history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryAlloc for Monthly data", retCode );
return TA_YAHOO_HISTORYALLOC_3_FAILED;
}
/* printf( "Nb Bars= %d\n", history->nbBars ); */
errNumber = checkRangeSame( udb, history, &history->timestamp[0], &history->timestamp[0], TA_MONTHLY, 0, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting first price bar only. (Monthly)\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[1], &history->timestamp[1], TA_MONTHLY, 1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting second price bar only. (Monthly)\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-2], &history->timestamp[history->nbBars-2], TA_MONTHLY, history->nbBars-2, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting before last price bar only. (Monthly)\n" );
return errNumber;
}
errNumber = checkRangeSame( udb, history, &history->timestamp[history->nbBars-1], &history->timestamp[history->nbBars-1], TA_MONTHLY, history->nbBars-1, 1 );
if( errNumber != TA_TEST_PASS )
{
printf( "Failed: Test getting last price bar only. (Monthly)\n" );
return errNumber;
}
retCode = TA_HistoryFree( history );
if( retCode != TA_SUCCESS )
{
reportError( "TA_HistoryFree", retCode );
return TA_YAHOO_HISTORYFREE_FAILED;
}
return TA_TEST_PASS;
}
