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;
}
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;
}
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( 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->open, history->nbBars );
CLEAR_EXPECTED_VALUE(0);
/* 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_NONE,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
/* Make a simple first call. */
if( test->theFunction == TA_MIN_TEST )
{
retCode = TA_MIN( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else if( test->theFunction == TA_MAX_TEST )
{
retCode = TA_MAX( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else
{
/* For now, tests only MIN and MAX. Only range check tests implemented. */
return TA_TEST_PASS;
}
errNb = checkDataSame( gBuffer[0].in, history->open,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_MIN_TEST )
{
retCode = TA_MIN( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
else if( test->theFunction == TA_MAX_TEST )
{
retCode = TA_MAX( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod,
&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;
return TA_TEST_PASS;
}
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;
}
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_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;
}
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( 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 );
TA_SetUnstablePeriod( libHandle, TA_FUNC_UNST_EMA, 0 );
/* Make a simple first call. */
if( test->doPercentage )
{
retCode = TA_PPO( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod_0,
test->optInSlowPeriod_1,
test->optInMethod_2,
test->optInCompatibility_3,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
}
else
{
retCode = TA_APO( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod_0,
test->optInSlowPeriod_1,
test->optInMethod_2,
test->optInCompatibility_3,
&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( libHandle,
test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInFastPeriod_0,
test->optInSlowPeriod_1,
test->optInMethod_2,
test->optInCompatibility_3,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
}
else
{
retCode = TA_APO( libHandle,
test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInFastPeriod_0,
test->optInSlowPeriod_1,
test->optInMethod_2,
test->optInCompatibility_3,
&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_MA_EXPONENTIAL )
{
errNb = doRangeTest( libHandle,
rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
if( errNb != TA_TEST_PASS )
return errNb;
}
else
{
errNb = doRangeTest( libHandle,
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;
/* 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,
&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,
&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();
/* 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;
}