/**** Global functions definitions. ****/
ErrorNumber test_func_per_ohlc( TA_History *history )
{
unsigned int i;
ErrorNumber retValue;
/* Re-initialize all the unstable period to zero. */
TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );
for( i=0; i < NB_TEST; i++ )
{
if( (int)tableTest[i].expectedNbElement > (int)history->nbBars )
{
printf( "Failed Bad Parameter for Test #%d (%d,%d)\n",
i, tableTest[i].expectedNbElement, history->nbBars );
return TA_TESTUTIL_TFRR_BAD_PARAM;
}
retValue = do_test( history, &tableTest[i] );
if( retValue != 0 )
{
printf( "Failed Test #%d (Code=%d)\n", i, retValue );
return retValue;
}
}
/* Re-initialize all the unstable period to zero. */
TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );
/* All test succeed. */
return 0;
}
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 );
/* Clear the unstable periods from previous tests. */
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MFI, 0 );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_MFI_TEST:
retCode = TA_MFI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_AD_TEST:
retCode = TA_AD( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_ADOSC_3_10_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
3, 10,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_ADOSC_5_2_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
5, 2,
&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;
errNb = checkDataSame( gBuffer[2].in, history->close,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_MFI_TEST:
retCode = TA_MFI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
case TA_AD_TEST:
retCode = TA_AD( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
case TA_ADOSC_3_10_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
3, 10,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
case TA_ADOSC_5_2_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
5, 2,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
break;
default:
retCode = TA_INTERNAL_ERROR(134);
}
/* Check that the input were preserved. */
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;
/* 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 );
setInputBuffer( 0, history->high, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_MFI_TEST:
retCode = TA_MFI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_AD_TEST:
retCode = TA_AD( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_ADOSC_3_10_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
3, 10,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_ADOSC_5_2_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
5, 2,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
default:
retCode = TA_INTERNAL_ERROR(135);
}
/* 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[2].in, history->close,history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
/* 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;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
setInputBuffer( 1, history->low, history->nbBars );
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->theFunction )
{
case TA_MFI_TEST:
retCode = TA_MFI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
case TA_AD_TEST:
retCode = TA_AD( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
case TA_ADOSC_3_10_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
3, 10,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
case TA_ADOSC_5_2_TEST:
retCode = TA_ADOSC( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
5, 2,
&outBegIdx,
&outNbElement,
gBuffer[2].in );
break;
default:
retCode = TA_INTERNAL_ERROR(136);
}
/* 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;
/* 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[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 );
setInputBuffer( 2, history->close, history->nbBars );
if( test->doRangeTestFlag )
{
/* 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;
testParam.volume = history->volume;
switch( test->theFunction )
{
case TA_MFI_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MFI,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
break;
case TA_AD_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1,
TA_DO_NOT_COMPARE );
if( errNb != TA_TEST_PASS )
return errNb;
break;
case TA_ADOSC_3_10_TEST:
case TA_ADOSC_5_2_TEST:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1,
TA_DO_NOT_COMPARE );
if( errNb != TA_TEST_PASS )
return errNb;
break;
default:
break;
}
}
/* Check for fix #1359452 - AD RAnge not working as expected. */
if( test->theFunction == TA_AD_TEST )
{
gBuffer[0].out0[0] = -1.0;
gBuffer[0].out0[1] = -1.0;
retCode = TA_AD( 0,
0,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
&gBuffer[0].out0[0] );
if( retCode != TA_SUCCESS )
{
printf( "Failed AD call for fix #1359452 [%d]\n", retCode );
return TA_TEST_FAIL_BUG1359452_1;
}
if( gBuffer[0].out0[0] == -1.0 )
{
printf( "Failed AD call for fix #1359452 out0[0] == -1\n" );
return TA_TEST_FAIL_BUG1359452_2;
}
retCode = TA_AD( 1,
1,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
history->volume,
&outBegIdx,
&outNbElement,
&gBuffer[0].out0[1] );
if( retCode != TA_SUCCESS )
{
printf( "Failed AD call for fix #1359452 [%d]\n", retCode );
return TA_TEST_FAIL_BUG1359452_3;
}
if( gBuffer[0].out0[1] == -1.0 )
{
printf( "Failed AD call for fix #1359452 out0[1] == -1\n" );
return TA_TEST_FAIL_BUG1359452_4;
}
/* The two values are to be different. */
if( gBuffer[0].out0[1] == gBuffer[0].out0[0] )
{
printf( "Failed AD logic for fix #1359452\n" );
return TA_TEST_FAIL_BUG1359452_5;
}
}
return TA_TEST_PASS;
}
static ErrorNumber do_test_per_ema( 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->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
/* Set the unstable period requested for that test. */
retCode = TA_SetUnstablePeriod( libHandle, TA_FUNC_UNST_EMA, test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* Make a simple first call. */
switch( test->theFunction )
{
case TA_TRIX_TEST:
retCode = TA_TRIX( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
errNb = checkDataSame( gBuffer[0].in, history->close,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->theFunction )
{
case TA_TRIX_TEST:
retCode = TA_TRIX( libHandle,
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
/* 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;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
errNb = doRangeTest( libHandle,
rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
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 );
if( test->doAverage )
{
TA_SetUnstablePeriod( TA_FUNC_UNST_ATR, test->unstablePeriod );
retCode = TA_ATR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else
{
retCode = TA_TRANGE( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
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;
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.
*/
if( test->doAverage )
{
TA_SetUnstablePeriod( TA_FUNC_UNST_ATR, test->unstablePeriod );
retCode = TA_ATR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod_0,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
}
else
{
retCode = TA_TRANGE( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
&outBegIdx,
&outNbElement,
gBuffer[0].in );
}
/* 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[0].in );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkExpectedValue( gBuffer[0].in,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
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_ATR,
(void *)&testParam, 1, 0 );
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();
TA_SetCompatibility( (TA_Compatibility)test->compatibility );
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 );
/* Make a simple first call. */
if( test->doPercentage )
{
retCode = TA_PPO( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod,
test->optInSlowPeriod,
(TA_MAType)test->optInMethod_2,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else
{
retCode = TA_APO( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod,
test->optInSlowPeriod,
(TA_MAType)test->optInMethod_2,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
errNb = checkDataSame( gBuffer[0].in, history->close, 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.
*/
if( test->doPercentage )
{
retCode = TA_PPO( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInFastPeriod,
test->optInSlowPeriod,
(TA_MAType)test->optInMethod_2,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
else
{
retCode = TA_APO( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInFastPeriod,
test->optInSlowPeriod,
(TA_MAType)test->optInMethod_2,
&outBegIdx,
&outNbElement,
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[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;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
if( test->optInMethod_2 == TA_MAType_EMA )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
else
{
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;
}
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;
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* 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 );
setInputBuffer( 3, history->close, history->nbBars );
TA_SetCompatibility( (TA_Compatibility)test->compatibility );
/* Make a simple first call. */
retCode = TA_BBANDS( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod,
test->optInNbDevUp,
test->optInNbDevDn,
(TA_MAType)test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[0].out0,
gBuffer[0].out1,
gBuffer[0].out2 );
errNb = checkDataSame( gBuffer[0].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 );
CHECK_EXPECTED_VALUE( gBuffer[0].out2, 2 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_BBANDS( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod,
test->optInNbDevUp,
test->optInNbDevDn,
(TA_MAType)test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[1].in, gBuffer[1].out1, gBuffer[1].out2 );
/* 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;
CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 );
CHECK_EXPECTED_VALUE( gBuffer[1].out2, 2 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_BBANDS( test->startIdx,
test->endIdx,
gBuffer[2].in,
test->optInTimePeriod,
test->optInNbDevUp,
test->optInNbDevDn,
(TA_MAType)test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[2].out1,
gBuffer[2].in,
gBuffer[2].out2 );
/* 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[1].out1, gBuffer[2].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[2].out1, 0 );
CHECK_EXPECTED_VALUE( gBuffer[2].in, 1 );
CHECK_EXPECTED_VALUE( gBuffer[2].out2, 2 );
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
retCode = TA_BBANDS( test->startIdx,
test->endIdx,
gBuffer[3].in,
test->optInTimePeriod,
test->optInNbDevUp,
test->optInNbDevDn,
(TA_MAType)test->optInMethod_3,
&outBegIdx, &outNbElement,
gBuffer[3].out0,
gBuffer[3].out1,
gBuffer[3].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[2].out2, gBuffer[3].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[3].out0, 0 );
CHECK_EXPECTED_VALUE( gBuffer[3].out1, 1 );
CHECK_EXPECTED_VALUE( gBuffer[3].in, 2 );
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = history->close;
if( test->doRangeTestFlag )
{
if( test->optInMethod_3 == TA_MAType_EMA )
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 3, 0 );
}
else
{
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 3, 0 );
}
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 );
setInputBuffer( 3, history->high, history->nbBars );
/* Make a simple first call. */
switch( test->id )
{
case TST_MINUS_DM:
retCode = TA_SetUnstablePeriod(
TA_FUNC_UNST_MINUS_DM,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_MINUS_DM( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_MINUS_DI:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MINUS_DI,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_MINUS_DI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_DX:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_DX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_DX( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_ADX:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_ADX( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_PLUS_DM:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DM,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_PLUS_DM( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_PLUS_DI:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DI,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_PLUS_DI( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TST_ADXR:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
test->unstablePeriod );
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
retCode = TA_ADXR( test->startIdx,
test->endIdx,
gBuffer[0].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
default:
retCode = TA_BAD_PARAM;
}
/* Verify that the inputs 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;
errNb = checkDataSame( gBuffer[2].in, history->close, 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->id )
{
case TST_MINUS_DM:
retCode = TA_MINUS_DM( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_MINUS_DI:
retCode = TA_MINUS_DI( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_DX:
retCode = TA_DX( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_ADX:
retCode = TA_ADX( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_PLUS_DM:
retCode = TA_PLUS_DM( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_PLUS_DI:
retCode = TA_PLUS_DI( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
case TST_ADXR:
retCode = TA_ADXR( test->startIdx,
test->endIdx,
gBuffer[3].in,
gBuffer[1].in,
gBuffer[2].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[3].in );
break;
default:
retCode = TA_BAD_PARAM;
}
/* Verify that the inputs were preserved. */
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;
/* 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[3].in );
if( errNb != TA_TEST_PASS )
return errNb;
CHECK_EXPECTED_VALUE( gBuffer[3].in, 0 );
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 )
{
switch( test->id )
{
case TST_MINUS_DM:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MINUS_DM,
(void *)&testParam, 1, 0 );
break;
case TST_MINUS_DI:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MINUS_DI,
(void *)&testParam, 1, 2 );
break;
case TST_DX:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_DX,
(void *)&testParam, 1, 2 );
break;
case TST_ADX:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_ADX,
(void *)&testParam, 1, 2 );
break;
case TST_PLUS_DM:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_PLUS_DM,
(void *)&testParam, 1, 0 );
break;
case TST_PLUS_DI:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_PLUS_DI,
(void *)&testParam, 1, 2 );
break;
case TST_ADXR:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_ADX,
(void *)&testParam, 1, 2 );
break;
}
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;
}
static ErrorNumber doRangeTestForOneOutput( RangeTestFunction testFunction,
TA_FuncUnstId unstId,
void *opaqueData,
unsigned int outputNb,
unsigned int integerTolerance )
{
TA_RetCode retCode;
TA_Integer refOutBeg, refOutNbElement, refLookback;
TA_Integer fixSize;
TA_Real *refBuffer;
ErrorNumber errNb;
TA_Integer unstablePeriod, temp;
/* Caculate the whole range. This is going
* to be the reference for all subsequent test.
*/
refBuffer = TA_Malloc( MAX_RANGE_SIZE * sizeof( TA_Real ) );
if( !refBuffer )
return TA_TESTUTIL_DRT_ALLOC_ERR;
if( unstId != TA_FUNC_UNST_NONE )
{
/* Caller wish to test for a range of unstable
* period values. But the reference is calculated
* on the whole range by keeping that unstable period
* to zero.
*/
TA_SetUnstablePeriod( unstId, 0 );
}
retCode = testFunction( 0, MAX_RANGE_END, refBuffer,
&refOutBeg, &refOutNbElement, &refLookback,
opaqueData, outputNb );
if( retCode != TA_SUCCESS )
{
printf( "Fail: doRangeTest whole range failed (%d)\n", retCode );
TA_Free( refBuffer );
return TA_TESTUTIL_DRT_REF_FAILED;
}
/* When calculating for the whole range, the lookback and the
* refOutBeg are supppose to be equal.
*/
if( refLookback != refOutBeg )
{
printf( "Fail: doRangeTest refLookback != refOutBeg (%d != %d)\n", refLookback, refOutBeg );
TA_Free( refBuffer );
return TA_TESTUTIL_DRT_LOOKBACK_INCORRECT;
}
temp = MAX_RANGE_SIZE-refLookback;
if( temp != refOutNbElement )
{
printf( "Fail: doRangeTest either refOutNbElement or refLookback bad (%d,%d)\n", temp, refOutNbElement );
TA_Free( refBuffer );
return TA_TESTUTIL_DRT_REF_OUTPUT_INCORRECT;
}
/* Calculate each value ONE by ONE and make sure it is identical
* to the reference.
*
* Then repeat the test but calcualte TWO by TWO and so on...
*/
for( fixSize=1; fixSize <= MAX_RANGE_SIZE; fixSize++ )
{
/* When a function has an unstable period, verify some
* unstable period between 0 and MAX_RANGE_SIZE.
*/
if( unstId == TA_FUNC_UNST_NONE )
{
errNb = doRangeTestFixSize( testFunction, opaqueData,
refOutBeg, refOutNbElement, refLookback,
refBuffer,
unstId, fixSize, outputNb, integerTolerance );
if( errNb != TA_TEST_PASS)
{
TA_Free( refBuffer );
return errNb;
}
}
else
{
for( unstablePeriod=0; unstablePeriod <= MAX_RANGE_SIZE; unstablePeriod++ )
{
TA_SetUnstablePeriod( unstId, unstablePeriod );
errNb = doRangeTestFixSize( testFunction, opaqueData,
refOutBeg, refOutNbElement, refLookback,
refBuffer,
unstId, fixSize, outputNb, integerTolerance );
if( errNb != TA_TEST_PASS)
{
printf( "Fail: Using unstable period %d\n", unstablePeriod );
TA_Free( refBuffer );
return errNb;
}
/* Randomly skip the test of some unstable period (limit case are
* always tested though).
*/
if( (unstablePeriod > 20) && (unstablePeriod < 230) )
{
/* Randomly skips from 0 to 149 tests. Never
* make unstablePeriod exceed 230.
*/
temp = (rand() % 150);
unstablePeriod += temp;
if( unstablePeriod > 230 )
unstablePeriod = 230;
}
}
/* Because the tests with an unstable period are very intensive
* and kinda repetitive, skip the test of some fixSize (limit
* case are always tested though).
*/
if( (fixSize > 30) && (fixSize < 240) )
{
/* Randomly skips from 0 to 149 tests. Never
* make fixSize exceed 240.
*/
temp = (rand() % 150);
fixSize += temp;
if( fixSize > 240 )
fixSize = 240;
}
}
}
TA_Free( refBuffer );
return TA_TEST_PASS;
}
