test_macd.c

股票主要技术指标源码

                                       TA_MAType_EMA );
      break;
   default:
      retCode = TA_BAD_PARAM;
   }

   TA_Free(  dummyBuffer1 );
   TA_Free(  dummyBuffer2 );

   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;

   retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 );
   if( retCode != TA_SUCCESS )
      return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;

   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 );
   setInputBuffer( 2, history->close, history->nbBars );
   setInputBuffer( 3, history->close, history->nbBars );
      
   CLEAR_EXPECTED_VALUE(0);
   CLEAR_EXPECTED_VALUE(1);
   CLEAR_EXPECTED_VALUE(2);

   /* Make a simple first call. */
   switch( test->testId )
   {
   case TA_MACDFIX_TEST:
      retCode = TA_MACDFIX( test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            test->optInSignalPeriod_2,
                            &outBegIdx, &outNbElement,
                            gBuffer[0].out0, 
                            gBuffer[0].out1,
                            gBuffer[0].out2 );
      break;
   case TA_MACD_TEST:
      retCode = TA_MACD(test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[0].out0, 
                        gBuffer[0].out1,
                        gBuffer[0].out2 );
      break;
   case TA_MACDEXT_TEST:
      retCode = TA_MACDEXT( test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            test->optInFastPeriod,
                            TA_MAType_EMA,
                            test->optInSlowPeriod,
                            TA_MAType_EMA,
                            test->optInSignalPeriod_2,
                            TA_MAType_EMA,
                            &outBegIdx, &outNbElement,
                            gBuffer[0].out0, 
                            gBuffer[0].out1,
                            gBuffer[0].out2 );
      break;
   }


   errNb = checkDataSame( gBuffer[0].in, history->close, history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );
   CHECK_EXPECTED_VALUE( gBuffer[0].out1, 1 );
   CHECK_EXPECTED_VALUE( gBuffer[0].out2, 2 );

   outBegIdx = outNbElement = 0;

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->testId )
   {
   case TA_MACDFIX_TEST:
      retCode = TA_MACDFIX(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[1].in,   
                        gBuffer[1].out1,
                        gBuffer[1].out2 );
      break;
   case TA_MACD_TEST:
      retCode = TA_MACD(test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[1].in,   
                        gBuffer[1].out1,
                        gBuffer[1].out2 );
      break;
   case TA_MACDEXT_TEST:
      retCode = TA_MACDEXT( test->startIdx,
                            test->endIdx,
                            gBuffer[1].in,
                            test->optInFastPeriod,
                            TA_MAType_EMA,
                            test->optInSlowPeriod,
                            TA_MAType_EMA,
                            test->optInSignalPeriod_2,
                            TA_MAType_EMA,
                            &outBegIdx, &outNbElement,
                            gBuffer[1].in,   
                            gBuffer[1].out1,
                            gBuffer[1].out2 );
      break;   
   }

   /* 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 );
   CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 );
   CHECK_EXPECTED_VALUE( gBuffer[1].out2, 2 );

   outBegIdx = outNbElement = 0;

   CLEAR_EXPECTED_VALUE(0);
   CLEAR_EXPECTED_VALUE(1);
   CLEAR_EXPECTED_VALUE(2);

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->testId )
   {
   case TA_MACDFIX_TEST:
      retCode = TA_MACDFIX(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[2].in,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[2].out1,
                        gBuffer[2].in,
                        gBuffer[2].out2 );
      break;

   case TA_MACD_TEST:
      retCode = TA_MACD(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[2].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[2].out1,
                        gBuffer[2].in,
                        gBuffer[2].out2 );
      break;
   case TA_MACDEXT_TEST:
      retCode = TA_MACDEXT(
                            test->startIdx,
                            test->endIdx,
                            gBuffer[2].in,
                            test->optInFastPeriod,
                            TA_MAType_EMA,
                            test->optInSlowPeriod,
                            TA_MAType_EMA,
                            test->optInSignalPeriod_2,
                            TA_MAType_EMA,
                            &outBegIdx, &outNbElement,
                            gBuffer[2].out1,
                            gBuffer[2].in,
                            gBuffer[2].out2 );
      break;
   }

   /* 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[1].out1, gBuffer[2].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[2].out1, 0 );
   CHECK_EXPECTED_VALUE( gBuffer[2].in,   1 );
   CHECK_EXPECTED_VALUE( gBuffer[2].out2, 2 );

   outBegIdx = outNbElement = 0;

   CLEAR_EXPECTED_VALUE(0);
   CLEAR_EXPECTED_VALUE(1);
   CLEAR_EXPECTED_VALUE(2);

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->testId )
   {
   case TA_MACDFIX_TEST:
      retCode = TA_MACDFIX( test->startIdx,
                            test->endIdx,
                            gBuffer[3].in,
                            test->optInSignalPeriod_2,
                            &outBegIdx, &outNbElement,
                            gBuffer[3].out1, 
                            gBuffer[3].out2,
                            gBuffer[3].in );
      break;
   case TA_MACD_TEST:
      retCode = TA_MACD(test->startIdx,
                        test->endIdx,
                        gBuffer[3].in,
                        test->optInFastPeriod,
                        test->optInSlowPeriod,
                        test->optInSignalPeriod_2,
                        &outBegIdx, &outNbElement,
                        gBuffer[3].out1, 
                        gBuffer[3].out2,
                        gBuffer[3].in );
      break;
   case TA_MACDEXT_TEST:
      retCode = TA_MACDEXT( test->startIdx,
                            test->endIdx,
                            gBuffer[3].in,
                            test->optInFastPeriod,
                            TA_MAType_EMA,
                            test->optInSlowPeriod,
                            TA_MAType_EMA,
                            test->optInSignalPeriod_2,
                            TA_MAType_EMA,
                            &outBegIdx, &outNbElement,
                            gBuffer[3].out1, 
                            gBuffer[3].out2,
                            gBuffer[3].in );
      break;
   }

   /* 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[2].out2, gBuffer[3].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[3].out1, 0 );
   CHECK_EXPECTED_VALUE( gBuffer[3].out2, 1 );
   CHECK_EXPECTED_VALUE( gBuffer[3].in,   2 );

   /* Do a systematic test of most of the
    * possible startIdx/endIdx range.
    */
   testParam.test  = test;
   testParam.close = history->close;

   if( test->doRangeTestFlag )
   {
      errNb = doRangeTest( rangeTestFunction, 
                           TA_FUNC_UNST_EMA,
                           (void *)&testParam, 3, 0 );
      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}