test_minmax.c

股票主要技术指标源码

                        testParam->close,
                        testParam->test->optInTimePeriod,
                        outBegIdx,
                        outNbElement,                        
                        out1Int );
      *lookback = TA_MAXINDEX_Lookback( testParam->test->optInTimePeriod );
      *isOutputInteger = 1;
      break;

   default:
      retCode = TA_INTERNAL_ERROR(129);
      break;
   }

   TA_Free( dummyBufferReal );
   TA_Free( dummyBufferInt );

   return retCode;
}

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;
}


/* These reference functions were the original non-optimized
 * version of TA_MIN and TA_MAX.
 *
 * TA-Lib might implement a faster algorithm, at the cost
 * of complexity. Consequently, it is important to verify the
 * equivalence between the optimize and non-optimized version.
 */
static TA_RetCode referenceMin( TA_Integer    startIdx,
                                TA_Integer    endIdx,
                                const TA_Real inReal[],
                                TA_Integer    optInTimePeriod,
                                TA_Integer   *outBegIdx,
                                TA_Integer   *outNbElement,
                                TA_Real       outReal[] )
{
   TA_Real lowest, tmp;
   TA_Integer outIdx, nbInitialElementNeeded;
   TA_Integer trailingIdx, today, i;

   /* Identify the minimum number of price bar needed
    * to identify at least one output over the specified
    * period.
    */
   nbInitialElementNeeded = (optInTimePeriod-1);

   /* Move up the start index if there is not
    * enough initial data.
    */
   if( startIdx < nbInitialElementNeeded )
      startIdx = nbInitialElementNeeded;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      *outBegIdx    = 0;
      *outNbElement = 0;
      return TA_SUCCESS;
   }

   /* Proceed with the calculation for the requested range.
    * Note that this algorithm allows the input and
    * output to be the same buffer.
    */
   outIdx = 0;
   today       = startIdx;
   trailingIdx = startIdx-nbInitialElementNeeded;
   
   while( today <= endIdx )
   {
      lowest = inReal[trailingIdx++];
      for( i=trailingIdx; i <= today; i++ )
      {
         tmp = inReal[i];
         if( tmp < lowest) lowest= tmp;
      }

      outReal[outIdx++] = lowest;
      today++;
   }

   /* Keep the outBegIdx relative to the
    * caller input before returning.
    */
   *outBegIdx    = startIdx;
   *outNbElement = outIdx;

   return TA_SUCCESS;
}

static TA_RetCode referenceMax( TA_Integer    startIdx,
                                TA_Integer    endIdx,
                                const TA_Real inReal[],
                                TA_Integer    optInTimePeriod,
                                TA_Integer   *outBegIdx,
                                TA_Integer   *outNbElement,
                                TA_Real       outReal[] )
{
   /* Insert local variables here. */
   TA_Real highest, tmp;
   TA_Integer outIdx, nbInitialElementNeeded;
   TA_Integer trailingIdx, today, i;


#ifndef TA_FUNC_NO_RANGE_CHECK

   /* Validate the requested output range. */
   if( startIdx < 0 )
      return TA_OUT_OF_RANGE_START_INDEX;
   if( (endIdx < 0) || (endIdx < startIdx))
      return TA_OUT_OF_RANGE_END_INDEX;

   /* Validate the parameters. */
   if( !inReal ) return TA_BAD_PARAM;
   /* min/max are checked for optInTimePeriod. */
   if( optInTimePeriod == TA_INTEGER_DEFAULT )
      optInTimePeriod = 30;

   if( outReal == NULL )
      return TA_BAD_PARAM;

#endif /* TA_FUNC_NO_RANGE_CHECK */

   /* Insert TA function code here. */

   /* Identify the minimum number of price bar needed
    * to identify at least one output over the specified
    * period.
    */
   nbInitialElementNeeded = (optInTimePeriod-1);

   /* Move up the start index if there is not
    * enough initial data.
    */
   if( startIdx < nbInitialElementNeeded )
      startIdx = nbInitialElementNeeded;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      *outBegIdx    = 0;
      *outNbElement = 0;
      return TA_SUCCESS;
   }

   /* Proceed with the calculation for the requested range.
    * Note that this algorithm allows the input and
    * output to be the same buffer.
    */
   outIdx = 0;
   today       = startIdx;
   trailingIdx = startIdx-nbInitialElementNeeded;
   
   while( today <= endIdx )
   {
      highest = inReal[trailingIdx++];
      for( i=trailingIdx; i <= today; i++ )
      {
         tmp = inReal[i];
         if( tmp > highest ) highest = tmp;
      }

      outReal[outIdx++] = highest;
      today++;
   }

   /* Keep the outBegIdx relative to the
    * caller input before returning.
    */
   *outBegIdx    = startIdx;
   *outNbElement = outIdx;

   return TA_SUCCESS;
}

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;

   outBegIdxRef = outNbElementRef = -1;

   /* 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_TEST_PASS;
}