示例#1
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;
   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;
}
示例#2
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 );

   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;
}
示例#3
0
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;

   const TA_Real *highPtr;
   const TA_Real *lowPtr;
   TA_Integer nbPriceBar;

   /* Set to NAN all the elements of the gBuffers.  */
   clearAllBuffers();

   /* Build the input. */
   if( test->useWilderData )
   {
      highPtr = wilderHigh;
      lowPtr  = wilderLow;
      nbPriceBar = WILDER_NB_BAR;
   }
   else
   {
      highPtr = history->high;
      lowPtr  = history->low;
      nbPriceBar = history->nbBars;
   }

   setInputBuffer( 0, highPtr,  nbPriceBar );
   setInputBuffer( 1, lowPtr,   nbPriceBar );

   /* Make a simple first call. */
   retCode = TA_SAR( libHandle,
                     test->startIdx,
                     test->endIdx,
                     gBuffer[0].in,
                     gBuffer[1].in,
                     test->optInAcceleration,
                     test->optInMaximum,
                     &outBegIdx,
                     &outNbElement,
                     gBuffer[0].out0 );

   errNb = checkDataSame( gBuffer[0].in, highPtr, nbPriceBar );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[1].in, lowPtr, nbPriceBar );
   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.
    */
   retCode = TA_SAR( libHandle,
                     test->startIdx,
                     test->endIdx,
                     gBuffer[0].in,
                     gBuffer[1].in,
                     test->optInAcceleration,
                     test->optInMaximum,
                     &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;

   CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );

   if( errNb != TA_TEST_PASS )
      return errNb;

   /* Make sure the other input is untouched. */
   errNb = checkDataSame( gBuffer[0].in, highPtr, nbPriceBar );
   if( errNb != TA_TEST_PASS )
      return errNb;

   /* Repeat that last test but with the first parameter this time. */

   /* Set to NAN all the elements of the gBuffers.  */
   clearAllBuffers();

   /* Build the input. */
   setInputBuffer( 0, highPtr,  nbPriceBar );
   setInputBuffer( 1, lowPtr,   nbPriceBar );

   /* Make another call where the input and the output are the
    * same buffer.
    */
   retCode = TA_SAR( libHandle,
                     test->startIdx,
                     test->endIdx,
                     gBuffer[0].in,
                     gBuffer[1].in,
                     test->optInAcceleration,
                     test->optInMaximum,
                     &outBegIdx,
                     &outNbElement,
                     gBuffer[0].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;

   CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );

   if( errNb != TA_TEST_PASS )
      return errNb;

   /* Make sure the other input is untouched. */
   errNb = checkDataSame( gBuffer[1].in, lowPtr, nbPriceBar);
   if( errNb != TA_TEST_PASS )
      return errNb;

   return TA_TEST_PASS;
}
示例#4
0
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->close, history->nbBars );
   setInputBuffer( 1, history->close, history->nbBars );

   CLEAR_EXPECTED_VALUE(0);

   /* Make a simple first call. */
   if( test->theFunction == TA_MOM_TEST )
   {
      retCode = TA_MOM( libHandle,
                        test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInTimePeriod_0,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
   }
   else if( test->theFunction == TA_ROC_TEST )
   {
      retCode = TA_ROC( libHandle,
                        test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInTimePeriod_0,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
   }
   else if( test->theFunction == TA_ROCR_TEST )
   {
      retCode = TA_ROCR( 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;

   CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );

   outBegIdx = outNbElement = 0;

   /* Make another call where the input and the output are the
    * same buffer.
    */
   CLEAR_EXPECTED_VALUE(0);
   if( test->theFunction == TA_MOM_TEST )
   {
      retCode = TA_MOM( libHandle,
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod_0,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
   }
   else if( test->theFunction == TA_ROC_TEST )
   {
      retCode = TA_ROC( libHandle,
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod_0,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
   }
   else if( test->theFunction == TA_ROCR_TEST )
   {
      retCode = TA_ROCR( libHandle,
                         test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod_0,                         
                         &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;

   CHECK_EXPECTED_VALUE( gBuffer[1].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.close = history->close;

   if( test->doRangeTestFlag )
   {
      errNb = doRangeTest( libHandle,
                           rangeTestFunction, 
                           TA_FUNC_UNST_NONE,
                           (void *)&testParam, 1 );
      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}
示例#5
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();

   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;
}
示例#6
0
static ErrorNumber testCompareToReference( const TA_Real *input, int nbElement )
{
   TA_Integer outBegIdx, outNbElement;
   TA_RetCode retCode;

   TA_Integer outBegIdxRef, outNbElementRef;
   TA_RetCode retCodeRef;

   int period, startIdx, endIdx, testNb;

   ErrorNumber errNb;

   /* Do a systematic tests, even for failure cases. */
   for( testNb=0; testNb <= 1; testNb++ ) /* 0=TA_MIN, 1=TA_MAX */
   {      
      for( period=2; period <= nbElement; period++ )
      {
         for( startIdx=0; startIdx < nbElement; startIdx++ )
         {
            for( endIdx=0; (endIdx < nbElement) && (startIdx <= endIdx); endIdx++ )
            {            
               /* Set to NAN all the elements of the gBuffers.
                * Note: These buffer are used as an attempt to detect
                *       out-of-bound writing in the output.
                */
               clearAllBuffers();

               /* Build the input. */
               setInputBuffer( 0, input, nbElement );

               /* Get the reference output. */
               if( testNb == 0 )
                  retCodeRef = referenceMin( startIdx, endIdx, input, period, 
                                             &outBegIdxRef, &outNbElementRef, gBuffer[0].out0 );
               else
                  retCodeRef = referenceMax( startIdx, endIdx, input, period, 
                                             &outBegIdxRef, &outNbElementRef, gBuffer[0].out0 );

               /* Verify that the input was preserved */
               errNb = checkDataSame( gBuffer[0].in, input, nbElement );
               if( errNb != TA_TEST_PASS )
                  return errNb;

               /* Get the TA-Lib implementation output. */
               if( testNb == 0 )
                  retCode = TA_MIN( startIdx, endIdx, input, period, 
                                    &outBegIdx, &outNbElement, gBuffer[1].out0 );
               else
                  retCode = TA_MAX( startIdx, endIdx, input, period, 
                                    &outBegIdx, &outNbElement, gBuffer[1].out0 );

               /* Verify that the input was preserved */
               errNb = checkDataSame( gBuffer[0].in, input, nbElement );
               if( errNb != TA_TEST_PASS )
                  return errNb;

               /* The reference and TA-LIB should have the same output. */
               if( retCode != retCodeRef )
               {
                  printf( "Failure: retCode != retCodeRef\n" );
                  return TA_REGTEST_OPTIMIZATION_REF_ERROR;
               }

               if( outBegIdx != outBegIdxRef )
               {
                  printf( "Failure: outBegIdx != outBegIdxRef\n" );
                  return TA_REGTEST_OPTIMIZATION_REF_ERROR;
               }

               if( outNbElement != outNbElementRef )
               {
                  printf( "Failure: outNbElement != outNbElementRef\n" );
                  return TA_REGTEST_OPTIMIZATION_REF_ERROR;
               }

               /* 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].out0 );
               if( errNb != TA_TEST_PASS )
                  return errNb;

               if( retCode == TA_SUCCESS )
               {
                  /* Make another test using the same input/output buffer.
                   * The output should still be the same.
                   */
                  if( testNb == 0 )
                     retCode = TA_MIN( startIdx, endIdx, gBuffer[0].in, period, 
                                       &outBegIdx, &outNbElement, gBuffer[0].in );
                  else
                     retCode = TA_MAX( startIdx, endIdx, gBuffer[0].in, period, 
                                       &outBegIdx, &outNbElement, gBuffer[0].in );

                  /* The reference and TA-LIB should have the same output. */
                  if( retCode != retCodeRef )
                  {
                     printf( "Failure: retCode != retCodeRef (2)\n" );
                     return TA_REGTEST_OPTIMIZATION_REF_ERROR;
                  }

                  if( outBegIdx != outBegIdxRef )
                  {
                     printf( "Failure: outBegIdx != outBegIdxRef (2)\n" );
                     return TA_REGTEST_OPTIMIZATION_REF_ERROR;
                  }

                  if( outNbElement != outNbElementRef )
                  {
                     printf( "Failure: outNbElement != outNbElementRef (2)\n" );
                     return TA_REGTEST_OPTIMIZATION_REF_ERROR;
                  }

                  /* 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;
               }
            }
         }
      }  
   }

   return TA_SUCCESS;
}
示例#7
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;
}
示例#8
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->open,  history->nbBars );
   setInputBuffer( 1, history->high,   history->nbBars );
   setInputBuffer( 2, history->low, history->nbBars );
   setInputBuffer( 3, history->close, history->nbBars );
      
   /* Make a simple first call. */
   switch( test->theFunction )
   {
   case TA_BOP_TEST:
      retCode = TA_BOP( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        gBuffer[3].in,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;

   case TA_AVGPRICE_TEST:
      retCode = TA_AVGPRICE( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          gBuffer[3].in,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[0].out0 );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(172);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[3].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_BOP_TEST:
      retCode = TA_BOP( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        gBuffer[3].in,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].in );
      break;
   case TA_AVGPRICE_TEST:
      retCode = TA_AVGPRICE( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          gBuffer[3].in,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[0].in );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(173);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[3].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->open,  history->nbBars );

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->theFunction )
   {
   case TA_BOP_TEST:
      retCode = TA_BOP( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        gBuffer[3].in,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_AVGPRICE_TEST:
      retCode = TA_AVGPRICE( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          gBuffer[3].in,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[1].in );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(174);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[2].in, history->low,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[3].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[1].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );
   setInputBuffer( 1, history->high,   history->nbBars );

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->theFunction )
   {
   case TA_BOP_TEST:
      retCode = TA_BOP( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        gBuffer[3].in,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[2].in );
      break;
   case TA_AVGPRICE_TEST:
      retCode = TA_AVGPRICE( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          gBuffer[3].in,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[2].in );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(175);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[3].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[2].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 );
   setInputBuffer( 2, history->low, history->nbBars );

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->theFunction )
   {
   case TA_BOP_TEST:
      retCode = TA_BOP( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        gBuffer[3].in,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[3].in );
      break;
   case TA_AVGPRICE_TEST:
      retCode = TA_AVGPRICE( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          gBuffer[3].in,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[3].in );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(176);
   }

   /* Check that the input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, history->open,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[1].in, history->high, history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkDataSame( gBuffer[2].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[3].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[3].in, 0 );
   setInputBuffer( 3, history->close, history->nbBars );

   /* Do a systematic test of most of the
    * possible startIdx/endIdx range.
    */
   testParam.test  = test;
   testParam.open  = history->open;
   testParam.high  = history->high;
   testParam.low   = history->low;
   testParam.close = history->close;

   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;
}
示例#9
0
static ErrorNumber do_test_per_ema( 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( 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( test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         test->optInTimePeriod,
                         &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( test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod,
                         &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( rangeTestFunction, 
                           TA_FUNC_UNST_EMA,
                           (void *)&testParam, 1, 0 );
      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}
示例#10
0
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;
}
示例#11
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;

   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;
}
示例#12
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 );
   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;
}
示例#13
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 );
   
   /* 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;
}