test_ma.c

股票主要技术指标源码

   { 0, TA_ANY_MA_TEST, 0, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,    1,  93.75,  9, 243 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   20,  86.46,  9, 243 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,  242, 108.97,  9, 243 }, /* Last Value */

   /*******************************/
   /*   EMA TEST - Metastock      */
   /*******************************/


   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* Test with 1 unstable price bar. Test for period 2, 10 */
   { 1, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  94.15, 1+1, 251-1 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  94.78, 1+1, 251-1 },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250-1, 108.21, 1+1, 251-1 }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 1, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    0,  93.24,  9+1, 243-1 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    1,  93.97,  9+1, 243-1 },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   20,  86.23,  9+1, 243-1 },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 242-1, 108.97,  9+1, 243-1 }, /* Last Value */

   /* Test with 2 unstable price bar. Test for period 2, 10 */
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  94.78, 1+2, 251-2 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  94.11, 1+2, 251-2 },
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250-2, 108.21, 1+2, 251-2 }, /* Last Value */

   { 0, TA_ANY_MA_TEST, 2, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    0,  93.97,  9+2, 243-2 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    1,  94.79,  9+2, 243-2 },
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   20,  86.39,  9+2, 243-2 },
   { 0, TA_ANY_MA_TEST, 2, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,  242-2, 108.97,  9+2, 243-2 }, /* Last Value */

   /* Last 3 value with 1 unstable, period 10 */
   { 0, TA_ANY_MA_TEST, 1, 249, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1, 109.22, 249, 3 },
   { 0, TA_ANY_MA_TEST, 1, 249, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2, 108.97, 249, 3 },

   /* Last 3 value with 2 unstable, period 10 */
   { 0, TA_ANY_MA_TEST, 2, 249, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2, 108.97, 249, 3 },

   /* Last 3 value with 3 unstable, period 10 */
   { 0, TA_ANY_MA_TEST, 3, 249, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2, 108.97, 249, 3 },

   /*******************************/
   /*  DEMA TEST - Metastock      */
   /*******************************/

   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* Test with period 14 */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  83.785, 26, 252-26 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  84.768, 26, 252-26 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-27, 109.467, 26, 252-26 }, /* Last Value */

   /* Test with 1 unstable price bar. Test for period 2, 14 */
   { 1, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  93.960, 4, 252-4 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  94.522, 4, 252-4 },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-5, 107.94, 4, 252-4 }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    0,  84.91,  (13*2)+2, 252-((13*2)+2) }, /* First Value */
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    1,  84.97,  (13*2)+2, 252-((13*2)+2) },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    2,  84.80,  (13*2)+2, 252-((13*2)+2) },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    3,  85.14,  (13*2)+2, 252-((13*2)+2) },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   20,  89.83,  (13*2)+2, 252-((13*2)+2) },
   { 0, TA_ANY_MA_TEST, 1, 0, 251,  14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-((13*2)+2+1), 109.4676, (13*2)+2, 252-((13*2)+2) }, /* Last Value */

   /*******************************/
   /*  TEMA TEST - Metastock      */
   /*******************************/
   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* Test with period 14 */
   { 1, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  84.721, 39, 252-39 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  84.089, 39, 252-39 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-40, 108.418, 39, 252-39 }, /* Last Value */
};

#define NB_TEST (sizeof(tableTest)/sizeof(TA_Test))

/**** Global functions definitions.   ****/
ErrorNumber test_func_ma( TA_History *history )
{
   unsigned int i;
   ErrorNumber retValue;

   /* Re-initialize all the unstable period to zero. */
   TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );

   for( i=0; i < NB_TEST; i++ )
   {

      if( (int)tableTest[i].expectedNbElement > (int)history->nbBars )
      {
         printf( "TA_MA Failed Bad Parameter for Test #%d (%d,%d)\n",
                 i, tableTest[i].expectedNbElement, history->nbBars );
         return TA_TESTUTIL_TFRR_BAD_PARAM;
      }

      retValue = do_test_ma( history, &tableTest[i], 0 );
      if( retValue != 0 )
      {
         printf( "TA_MA Failed Test #%d (Code=%d)\n", i, retValue );
         return retValue;
      }

	  /* If TA_ANY_MA_TEST. repeat test with TA_MAVP */
	  if( tableTest[i].id == TA_ANY_MA_TEST )
	  {
         retValue = do_test_ma( history, &tableTest[i], 1 );
         if( retValue != 0 )
         {
            printf( "TA_MAVP Failed Test #%d (Code=%d)\n", i, retValue );
            return retValue;
	     }
	  }
   }

   /* Re-initialize all the unstable period to zero. */
   TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );

   /* All test succeed. */
   return TA_TEST_PASS; 
}

/**** Local functions definitions.     ****/
static TA_RetCode rangeTestFunction( TA_Integer    startIdx,
                                     TA_Integer    endIdx,
                                     TA_Real      *outputBuffer,
                                     TA_Integer   *outputBufferInt,
                                     TA_Integer   *outBegIdx,
                                     TA_Integer   *outNbElement,
                                     TA_Integer   *lookback,
                                     void         *opaqueData,
                                     unsigned int  outputNb,
                                     unsigned int *isOutputInteger )
{
  TA_RetCode retCode;
  TA_RangeTestParam *testParam;
  TA_Real *dummyBuffer;
    
  (void)outputBufferInt;

  *isOutputInteger = 0;

  testParam = (TA_RangeTestParam *)opaqueData;   

  switch( testParam->test->optInMAType_1 )
  {
  case TA_MAType_MAMA:
     dummyBuffer = TA_Malloc( sizeof(TA_Real)*(endIdx-startIdx+600) );
     if( outputNb == 0 )
     {
        retCode = TA_MAMA( startIdx,
                           endIdx,
                           testParam->close,
                           0.5, 0.05,                      
                           outBegIdx,
                           outNbElement,
                           outputBuffer,
                           &dummyBuffer[300] );
     }
     else
     {
        retCode = TA_MAMA( startIdx,
                           endIdx,
                           testParam->close,
                           0.5, 0.05,                      
                           outBegIdx,
                           outNbElement,
                           &dummyBuffer[300],
                           outputBuffer );
     }
     TA_Free( dummyBuffer );
     *lookback = TA_MAMA_Lookback( 0.5, 0.05 );
     break;
  default:
	  if( testParam->testMAVP )
	  {
     retCode = TA_MAVP( startIdx,
                      endIdx,
                      testParam->close,
					  testParam->mavpPeriod,
                      2,testParam->test->optInTimePeriod,
                      (TA_MAType)testParam->test->optInMAType_1,
                      outBegIdx,
                      outNbElement,
                      outputBuffer );

     *lookback = TA_MAVP_Lookback( 2, testParam->test->optInTimePeriod,
                                 (TA_MAType)testParam->test->optInMAType_1 );
	  }
	  else
	  {
     /* Test for the TA_MA function. All the MA can be done
      * through that function.
      */
     retCode = TA_MA( startIdx,
                      endIdx,
                      testParam->close,
                      testParam->test->optInTimePeriod,
                      (TA_MAType)testParam->test->optInMAType_1,
                      outBegIdx,
                      outNbElement,
                      outputBuffer );

     *lookback = TA_MA_Lookback( testParam->test->optInTimePeriod,
                                 (TA_MAType)testParam->test->optInMAType_1 );
	  }
     break;
  }

  return retCode;
}

static ErrorNumber do_test_ma( const TA_History *history,
                               const TA_Test *test,
							   int testMAVP )
{
   TA_RetCode retCode;
   ErrorNumber errNb;
   TA_Integer outBegIdx;
   TA_Integer outNbElement;
   TA_RangeTestParam testParam;
   TA_Integer temp, temp2;
   const TA_Real *referenceInput;

   /* TA_MAVP is tested only for TA_ANY_MA_TEST */
   if( testMAVP && (test->id != TA_ANY_MA_TEST) )
   {
      return TA_TEST_PASS;
   }

   TA_SetCompatibility( (TA_Compatibility)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 );
   if( testMAVP )
   {
      setInputBufferValue( 2, test->optInTimePeriod, 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: