test_adx.c

股票主要技术指标源码

      *lookback = TA_ADXR_Lookback( testParam->test->optInTimePeriod );
      break;
   default:
      retCode = TA_BAD_PARAM;
   }

   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 );
   setInputBuffer( 3, history->high,  history->nbBars );

   /* Make a simple first call. */
   switch( test->id )
   {
   case TST_MINUS_DM:
      retCode = TA_SetUnstablePeriod(
                                      TA_FUNC_UNST_MINUS_DM,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_MINUS_DM( test->startIdx,
                             test->endIdx,
                             gBuffer[0].in,
                             gBuffer[1].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[0].out0 );
      break;

   case TST_MINUS_DI:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MINUS_DI,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_MINUS_DI( test->startIdx,
                             test->endIdx,
                             gBuffer[0].in,
                             gBuffer[1].in,
                             gBuffer[2].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[0].out0 );
      break;

   case TST_DX:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_DX,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_DX( test->startIdx,
                       test->endIdx,
                       gBuffer[0].in,
                       gBuffer[1].in,
                       gBuffer[2].in,
                       test->optInTimePeriod,
                       &outBegIdx,
                       &outNbElement,
                       gBuffer[0].out0 );
      break;

   case TST_ADX:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_ADX( test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;

   case TST_PLUS_DM:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DM,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_PLUS_DM( test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            gBuffer[1].in,
                            test->optInTimePeriod,
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[0].out0 );
      break;

   case TST_PLUS_DI:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DI,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_PLUS_DI( test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            gBuffer[1].in,
                            gBuffer[2].in,
                            test->optInTimePeriod,
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[0].out0 );
      break;

   case TST_ADXR:
      retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX,
                                      test->unstablePeriod );
      if( retCode != TA_SUCCESS )
         return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

      retCode = TA_ADXR( test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         gBuffer[1].in,
                         gBuffer[2].in,
                         test->optInTimePeriod,
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[0].out0 );
      break;
   default:
      retCode = TA_BAD_PARAM;
   }

   /* Verify that the inputs 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->id )
   {
   case TST_MINUS_DM:
      retCode = TA_MINUS_DM( test->startIdx,
                             test->endIdx,
                             gBuffer[3].in,
                             gBuffer[1].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[3].in );
      break;

   case TST_MINUS_DI:
      retCode = TA_MINUS_DI( test->startIdx,
                             test->endIdx,
                             gBuffer[3].in,
                             gBuffer[1].in,
                             gBuffer[2].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[3].in );
      break;

   case TST_DX:
      retCode = TA_DX( test->startIdx,
                       test->endIdx,
                       gBuffer[3].in,
                       gBuffer[1].in,
                       gBuffer[2].in,
                       test->optInTimePeriod,
                       &outBegIdx,
                       &outNbElement,
                       gBuffer[3].in );
      break;

   case TST_ADX:
      retCode = TA_ADX( test->startIdx,
                        test->endIdx,
                        gBuffer[3].in,
                        gBuffer[1].in,
                        gBuffer[2].in,
                        test->optInTimePeriod,
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[3].in );
      break;

   case TST_PLUS_DM:
      retCode = TA_PLUS_DM( test->startIdx,
                            test->endIdx,
                            gBuffer[3].in,
                            gBuffer[1].in,
                            test->optInTimePeriod,
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[3].in );
      break;

   case TST_PLUS_DI:
      retCode = TA_PLUS_DI( test->startIdx,
                            test->endIdx,
                            gBuffer[3].in,
                            gBuffer[1].in,
                            gBuffer[2].in,
                            test->optInTimePeriod,
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[3].in );
      break;

   case TST_ADXR:
      retCode = TA_ADXR( test->startIdx,
                         test->endIdx,
                         gBuffer[3].in,
                         gBuffer[1].in,
                         gBuffer[2].in,
                         test->optInTimePeriod,
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[3].in );
      break;
   default:
      retCode = TA_BAD_PARAM;
   }

   /* Verify that the inputs 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[3].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[3].in, 0 );

   if( errNb != TA_TEST_PASS )
      return errNb;

   /* 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->id )
      {
      case TST_MINUS_DM:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_MINUS_DM,
                              (void *)&testParam, 1, 0 );
         break;

      case TST_MINUS_DI:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_MINUS_DI,
                              (void *)&testParam, 1, 2 );
         break;

      case TST_DX:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_DX,
                              (void *)&testParam, 1, 2 );
         break;

      case TST_ADX:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_ADX,
                              (void *)&testParam, 1, 2 );
         break;

      case TST_PLUS_DM:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_PLUS_DM,
                              (void *)&testParam, 1, 0 );
         break;

      case TST_PLUS_DI:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_PLUS_DI,
                              (void *)&testParam, 1, 2 );
         break;

      case TST_ADXR:
         errNb = doRangeTest( rangeTestFunction, 
                              TA_FUNC_UNST_ADX,
                              (void *)&testParam, 1, 2 );
         break;
      }

      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}