test_po.c

股票主要技术指标源码

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

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

   /* 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;

   (void)outputNb;
   (void)outputBufferInt;
  
   *isOutputInteger = 0;

   testParam = (TA_RangeTestParam *)opaqueData;   

   if( testParam->test->doPercentage )
   {
      retCode = TA_PPO( startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInFastPeriod,
                        testParam->test->optInSlowPeriod,
                        (TA_MAType)testParam->test->optInMethod_2,
                        outBegIdx,
                        outNbElement,
                        outputBuffer );

     *lookback = TA_PPO_Lookback( testParam->test->optInFastPeriod,
                      testParam->test->optInSlowPeriod,
                      (TA_MAType)testParam->test->optInMethod_2 );                      
   }
   else
   {
      retCode = TA_APO( startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInFastPeriod,
                        testParam->test->optInSlowPeriod,
                        (TA_MAType)testParam->test->optInMethod_2,
                        outBegIdx,
                        outNbElement,
                        outputBuffer );


     *lookback = TA_APO_Lookback( testParam->test->optInFastPeriod,
                      testParam->test->optInSlowPeriod,
                      (TA_MAType)testParam->test->optInMethod_2 );
   }

  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();

   TA_SetCompatibility( (TA_Compatibility)test->compatibility );

   /* Build the input. */
   setInputBuffer( 0, history->close, history->nbBars );
   setInputBuffer( 1, history->close, history->nbBars );
   
   TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 );

   /* Make a simple first call. */
   if( test->doPercentage )
   {
      retCode = TA_PPO( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        (TA_MAType)test->optInMethod_2,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
   }
   else
   {
      retCode = TA_APO( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        (TA_MAType)test->optInMethod_2,
                        &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( test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        (TA_MAType)test->optInMethod_2,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
   }
   else
   {
      retCode = TA_APO( test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        (TA_MAType)test->optInMethod_2,
                        &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_MAType_EMA )
      {
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_EMA,
                              (void *)&testParam, 1, 0 );
         if( errNb != TA_TEST_PASS )
            return errNb;
      }
      else
      {
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_NONE,
                              (void *)&testParam, 1, 0 );
         if( errNb != TA_TEST_PASS )
            return errNb;
      }
   }

   return TA_TEST_PASS;
}