test_per_hl.c

股票主要技术指标源码

                           outputBuffer );
      *lookback = TA_CORREL_Lookback( testParam->test->optInTimePeriod );
      break;

   case TA_BETA_TEST:
      retCode = TA_BETA( startIdx,
                         endIdx,
                         testParam->high,
                         testParam->low,
                         testParam->test->optInTimePeriod, /* time period */
                         outBegIdx,
                         outNbElement,
                         outputBuffer );
      *lookback = TA_BETA_Lookback(testParam->test->optInTimePeriod);
      break;

   default:
      retCode = TA_INTERNAL_ERROR(132);
   }

   TA_Free( dummyBuffer );

   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 );

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

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

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

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

   case TA_BETA_TEST:
      retCode = TA_BETA( test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         gBuffer[1].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;

   CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );

   outBegIdx = outNbElement = 0;

   /* Make another call where one of the input and one of the output 
    * are the same buffer.
    */
   switch( test->theFunction )
   {
   case TA_AROON_UP_TEST:      
      retCode = TA_AROON( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          test->optInTimePeriod,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[1].out1,
                          gBuffer[0].in
                        );
      break;

   case TA_AROON_DOWN_TEST:      
      retCode = TA_AROON( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          test->optInTimePeriod,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[0].in,
                          gBuffer[1].out1
                        );
      break;

   case TA_AROONOSC_TEST:
      retCode = TA_AROONOSC( test->startIdx,
                             test->endIdx,
                             gBuffer[0].in,
                             gBuffer[1].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[0].in
                           );
      break;

   case TA_CORREL_TEST:
      retCode = TA_CORREL( test->startIdx,
                           test->endIdx,
                           gBuffer[0].in,
                           gBuffer[1].in,
                           test->optInTimePeriod,
                           &outBegIdx,
                           &outNbElement,
                           gBuffer[0].in
                         );
      break;

   case TA_BETA_TEST:
      retCode = TA_BETA( test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         gBuffer[1].in,
                         test->optInTimePeriod,
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[0].in
                         );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(134);
   }

   /* Check that the other input was preserved. */
   errNb = checkDataSame( gBuffer[1].in, history->low, 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[0].in );
   if( errNb != TA_TEST_PASS )
      return errNb;
   errNb = checkSameContent( gBuffer[1].out1, gBuffer[1].out0 );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 );
   setInputBuffer( 0, history->high,  history->nbBars );
   setInputBuffer( 1, history->low,   history->nbBars );

   /* Make another call where the input and the output are the
    * same buffer.
    */
   switch( test->theFunction )
   {
   case TA_AROON_UP_TEST:      
      retCode = TA_AROON( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          test->optInTimePeriod,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[1].out2,
                          gBuffer[1].in
                        );
      break;

   case TA_AROON_DOWN_TEST:      
      retCode = TA_AROON( test->startIdx,
                          test->endIdx,
                          gBuffer[0].in,
                          gBuffer[1].in,
                          test->optInTimePeriod,
                          &outBegIdx,
                          &outNbElement,
                          gBuffer[1].in,
                          gBuffer[1].out2
                        );
      break;

   case TA_AROONOSC_TEST:
      retCode = TA_AROONOSC( test->startIdx,
                             test->endIdx,
                             gBuffer[0].in,
                             gBuffer[1].in,
                             test->optInTimePeriod,
                             &outBegIdx,
                             &outNbElement,
                             gBuffer[1].in
                           );
      break;

   case TA_CORREL_TEST:
      retCode = TA_CORREL( test->startIdx,
                           test->endIdx,
                           gBuffer[0].in,
                           gBuffer[1].in,
                           test->optInTimePeriod,
                           &outBegIdx,
                           &outNbElement,
                           gBuffer[1].in
                         );
      break;

   case TA_BETA_TEST:
      retCode = TA_BETA( test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         gBuffer[1].in,
                         test->optInTimePeriod,
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[1].in
                         );
      break;

   default:
      retCode = TA_INTERNAL_ERROR(135);
   }

   /* Check that the other input were preserved. */
   errNb = checkDataSame( gBuffer[0].in, history->high, 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;

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

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

   return TA_TEST_PASS;
}