test_per_hlc.c

股票主要技术指标源码

                        testParam->close,
                        testParam->test->optInTimePeriod1,
                        outBegIdx,
                        outNbElement,
                        outputBuffer );
      *lookback = TA_CCI_Lookback( testParam->test->optInTimePeriod1 );
      break;
   case TA_WILLR_TEST:
      retCode = TA_WILLR( startIdx,
                          endIdx,
                          testParam->high,
                          testParam->low,
                          testParam->close,
                          testParam->test->optInTimePeriod1,
                          outBegIdx,
                          outNbElement,
                          outputBuffer );
      *lookback = TA_WILLR_Lookback( testParam->test->optInTimePeriod1 );
      break;

   case TA_ULTOSC_TEST:
      retCode = TA_ULTOSC( startIdx,
                           endIdx,
                           testParam->high,
                           testParam->low,
                           testParam->close,
                           testParam->test->optInTimePeriod1,
                           testParam->test->optInTimePeriod2,
                           testParam->test->optInTimePeriod3,
                           outBegIdx,
                           outNbElement,
                           outputBuffer );
      *lookback = TA_ULTOSC_Lookback( testParam->test->optInTimePeriod1,
                                      testParam->test->optInTimePeriod2,
                                      testParam->test->optInTimePeriod3 );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(132);
   }

   return retCode;
}

static TA_RetCode do_call( const TA_Test *test,
                            const double high[],
                            const double low[],
                            const double close[],
                            int *outBegIdx,
                            int *outNbElement,
                            double output[] )
{
   TA_RetCode retCode;

   switch( test->theFunction )
   {
   case TA_NATR_TEST:
      retCode = TA_NATR( test->startIdx,
                         test->endIdx,
                         high, low, close,
                         test->optInTimePeriod1,
                         outBegIdx,
                         outNbElement,
                         output );
      break;

   case TA_CCI_TEST:
      retCode = TA_CCI( test->startIdx,
                        test->endIdx,
                        high, low, close,
                        test->optInTimePeriod1,
                        outBegIdx,
                        outNbElement,
                        output );
      break;

   case TA_WILLR_TEST:
      retCode = TA_WILLR( test->startIdx,
                          test->endIdx,
                          high, low, close,
                          test->optInTimePeriod1,
                          outBegIdx,
                          outNbElement,
                          output );
      break;

   case TA_ULTOSC_TEST:
      retCode = TA_ULTOSC( test->startIdx,
                           test->endIdx,
                           high, low, close,
                           test->optInTimePeriod1,
                           test->optInTimePeriod2,
                           test->optInTimePeriod3,
                           outBegIdx,
                           outNbElement,
                           output );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(133);
   }

   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->high,  history->nbBars );
   setInputBuffer( 1, history->low,   history->nbBars );
   setInputBuffer( 2, history->close, history->nbBars );
      
   /* Make a simple first call. */
   retCode = do_call( test,
                      gBuffer[0].in,
                      gBuffer[1].in,
                      gBuffer[2].in,                  
                      &outBegIdx,
                      &outNbElement,
                      gBuffer[0].out0 );

   /* 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.
    */
   retCode = do_call( test,
                      gBuffer[0].in,
                      gBuffer[1].in,
                      gBuffer[2].in,                  
                      &outBegIdx,
                      &outNbElement,
                      gBuffer[0].in );

   /* 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.
    */
   retCode = do_call( test,
                      gBuffer[0].in,
                      gBuffer[1].in,
                      gBuffer[2].in,                  
                      &outBegIdx,
                      &outNbElement,
                      gBuffer[1].in );

   /* 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 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.
    */
   retCode = do_call( test,
                      gBuffer[0].in,
                      gBuffer[1].in,
                      gBuffer[2].in,                  
                      &outBegIdx,
                      &outNbElement,
                      gBuffer[2].in );

   /* 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 );

   /* 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->theFunction )
      {
      case TA_NATR_TEST:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_NATR,
                              (void *)&testParam, 1, 0 );
         break;
      default:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_NONE,
                              (void *)&testParam, 1, 0 );
         break;
      }

      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}