test_candlestick.c

股票主要技术指标源码

   
      /* Verify that there is only one output. */
      if( funcInfo->nbOutput != 1 )
      {
         printf( "Candlestick are expected to have only one output array.\n" );
         return TA_TSTCDL_NBOUTPUT_WRONG;
      }

      TA_GetOutputParameterInfo( handle, 0, &outputInfo );
      if( outputInfo->type != TA_Output_Integer )
      {
         printf( "Candlestick are expected to have only one output array of type integer.\n" );
         return TA_TSTCDL_OUTPUT_TYPE_WRONG;
      }

      /* !!!!!!!!!!!!! TO BE DONE !!!!!!!!!!!!!!!!!! 
       * For now all candlestick functions will be called with default optional parameter.
       */
   }

   /* Set the input buffers. */
   TA_SetInputParamPricePtr( paramHolder, 0,
                             inOpen, inHigh, inLow, inClose, NULL, NULL );

   TA_SetOutputParamIntegerPtr(paramHolder,0,outInteger);


   /* Do the function call. */
   *taFuncRetCode = TA_CallFunc(paramHolder,startIdx,endIdx,outBegIdx,outNbElement);

   if( *taFuncRetCode != TA_SUCCESS )
   {
      printf( "TA_CallFunc() failed [%d]\n", *taFuncRetCode );
      TA_ParamHolderFree( paramHolder );
      return TA_TSTCDL_CALLFUNC_FAIL;
   }      

   /* Do the lookback function call. */
   retCode = TA_GetLookback( paramHolder, lookback );
   if( retCode != TA_SUCCESS )
   {
      printf( "TA_GetLookback() failed [%d]\n", retCode );
      TA_ParamHolderFree( paramHolder );
      return TA_TSTCDL_GETLOOKBACK_FAIL;
   }

   return TA_TEST_PASS;   
}

/* rangeTestFunction is a different way to call any of 
 * the TA function.
 *
 * This is called by doRangeTest found in test_util.c
 *
 * The doRangeTest verifies behavior that should be common
 * for ALL TA functions. It detects bugs like:
 *   - outBegIdx, outNbElement and lookback inconsistency.
 *   - off-by-one writes to output.
 *   - output inconsistency for different start/end index.
 *   - ... many other limit cases...
 *
 * In the case of candlestick, the output is integer and 
 * should be put in outputBufferInt, and outputBuffer is
 * ignored.
 */
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_RangeTestParam *testParam1;
   const TA_Test *testParam2;
   ErrorNumber errNb;

   TA_RetCode retCode;

   (void)outputBuffer;
   (void)outputNb;

   testParam1 = (TA_RangeTestParam *)opaqueData;
   testParam2 = (const TA_Test *)testParam1->test;

   *isOutputInteger = 1; /* Must be != 0 */

   retCode = TA_INTERNAL_ERROR(166);

   /* Call the TA function by name */
   errNb = callCandlestick( &testParam1->paramHolder,
                            testParam2->name,
                            startIdx, endIdx,
                            testParam1->open,
                            testParam1->high,
                            testParam1->low,
                            testParam1->close,
                            testParam2->params,
                            outBegIdx,
                            outNbElement,                                    
                            outputBufferInt,
                            lookback,
                            &retCode );
 
   if( errNb != TA_TEST_PASS )
      retCode = TA_INTERNAL_ERROR(168);

   return retCode;
}

static ErrorNumber do_test( const TA_History *history,
                            const TA_Test *test )
{
   TA_RangeTestParam testParam;
   ErrorNumber errNb;
   TA_RetCode retCode;

   (void)test;

   /* 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 );
      
   
#if 0
   /* !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! */
   /* Test for specific value not yet implemented */

   /* Make a simple first call. */
   switch( test->theFunction )
   {
   case TA_CCI_TEST:
      retCode = TA_CCI( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;

   case TA_WILLR_TEST:
      retCode = TA_WILLR( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          test->optInTimePeriod,
                          &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_CCI_TEST:
      retCode = TA_CCI( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].in );
      break;
   case TA_WILLR_TEST:
      retCode = TA_WILLR( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          test->optInTimePeriod,
                          &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 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;

   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_CCI_TEST:
      retCode = TA_CCI( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_WILLR_TEST:
      retCode = TA_WILLR( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          test->optInTimePeriod,
                          &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 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_CCI_TEST:
      retCode = TA_CCI( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[2].in );
      break;
   case TA_WILLR_TEST:
      retCode = TA_WILLR( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          gBuffer[2].in,
                          test->optInTimePeriod,
                          &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 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[2].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

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

   /* 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;
   testParam.paramHolder = NULL;

   if( test->doRangeTestFlag )
   {
      
      errNb = doRangeTest( rangeTestFunction, 
                           TA_FUNC_UNST_NONE,
                           (void *)&testParam, 1, 0 );

      if( testParam.paramHolder )
      {
         retCode = TA_ParamHolderFree( testParam.paramHolder );
         if( retCode != TA_SUCCESS )
         {
            printf( "TA_ParamHolderFree failed [%d]\n", retCode );
            return TA_TSTCDL_PARAMHOLDERFREE_FAIL;
         }
      }
       
      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}