test_mom.c

股票主要技术指标源码

      retValue = do_test( history, &tableTest[i] );
      if( retValue != 0 )
      {
         printf( "%s Failed Test #%d (Code=%d)\n", __FILE__,
                 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;   
   switch( testParam->test->theFunction )
   {
   case TA_MOM_TEST:
      retCode = TA_MOM(
                        startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInTimePeriod,                        
                        outBegIdx,
                        outNbElement,
                        outputBuffer );

      *lookback = TA_MOM_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROC_TEST:
      retCode = TA_ROC(
                        startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInTimePeriod,                        
                        outBegIdx,
                        outNbElement,
                        outputBuffer );
      *lookback = TA_ROC_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         startIdx,
                         endIdx,
                         testParam->close,
                         testParam->test->optInTimePeriod,                         
                         outBegIdx,
                         outNbElement,
                         outputBuffer );
      *lookback = TA_ROCR_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            startIdx,
                            endIdx,
                            testParam->close,
                            testParam->test->optInTimePeriod,                         
                            outBegIdx,
                            outNbElement,
                            outputBuffer );
      *lookback = TA_ROCR100_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCP_TEST:
      retCode = TA_ROCP(
                         startIdx,
                         endIdx,
                         testParam->close,
                         testParam->test->optInTimePeriod,                         
                         outBegIdx,
                         outNbElement,
                         outputBuffer );
      *lookback = TA_ROCP_Lookback(testParam->test->optInTimePeriod );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(130);
   }

   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->close, history->nbBars );
   setInputBuffer( 1, history->close, history->nbBars );

   CLEAR_EXPECTED_VALUE(0);

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

   case TA_ROC_TEST:
      retCode = TA_ROC(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[0].out0 );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            test->optInTimePeriod,                         
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[0].out0 );
      break;

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

   default:
      retCode = TA_BAD_PARAM;
   }

   errNb = checkDataSame( gBuffer[0].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.
    */
   CLEAR_EXPECTED_VALUE(0);
   switch( test->theFunction )
   {
   case TA_MOM_TEST:
      retCode = TA_MOM(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_ROC_TEST:
      retCode = TA_ROC(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[1].in );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            test->startIdx,
                            test->endIdx,
                            gBuffer[1].in,
                            test->optInTimePeriod,                         
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[1].in );
      break;
   case TA_ROCP_TEST:
      retCode = TA_ROCP(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[1].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[0].out0, gBuffer[1].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[1].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.close = history->close;

   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;
}