ta_test_priv.h

股票主要技术指标源码

#ifndef TA_TEST_PRIV_H
#define TA_TEST_PRIV_H

#ifndef TA_LIBC_H
   #include "ta_libc.h"
#endif

#ifndef TA_ERROR_NUMBER_H
   #include "ta_error_number.h"
#endif

typedef struct
{
   unsigned int nbBars; /* Nb of element into the following arrays. */

   /* The arrays containing data. Unused array are set to NULL. */
   TA_Real      *open;
   TA_Real      *high;
   TA_Real      *low;
   TA_Real      *close;
   TA_Real      *volume;
   TA_Real      *openInterest;
} TA_History;

ErrorNumber test_internals( void );
ErrorNumber test_abstract( void );

ErrorNumber freeLib( void );
ErrorNumber allocLib( void );

void reportError( const char *str, TA_RetCode retCode );

/* Global Temporary Used by the ta_func_xxx function. */
 

typedef struct
{
   TA_Real *in;

   TA_Real *out0;
   TA_Real *out1;
   TA_Real *out2;
} TestBuffer;


/* That's quite a lot of global data, but who cares for
 * regression testing... it simplify memory alloc/dealloc.
 */
#define NB_GLOBAL_BUFFER 5
extern TestBuffer gBuffer[NB_GLOBAL_BUFFER];

/* Maximum number of element that can be written
 * at a gBuffer[n].ptr
 */
#define MAX_NB_TEST_ELEMENT 280

/* Must be called once to initialize the gBuffer. */
void initGlobalBuffer( void );

/* Will set to NAN all elements of gBuffer. */
void clearAllBuffers( void );

/* Initialize the 'gBuffer[i].in' with the provided data. */
void setInputBuffer( unsigned int i, const TA_Real *data, unsigned int nbElement );

/* Same as setInputBuffer but fill with a single value. */
void setInputBufferValue( unsigned int i, const TA_Real data, unsigned int nbElement );

/* Check that a buffer (within a TestBuffer) is not containing
 * NAN within the specified range (it also checks that all value
 * outside the range are untouched).
 *
 * Return TA_TEST_PASS if all ok.
 */
ErrorNumber checkForNAN( const TA_Real *buffer,
                         unsigned int nbElement );

/* Check that the 'data' is equal to the provided 
 * originalInput.
 *
 * The data must be one of the 'gBuffer[n].buffer'.
 *
 * It is also checked that all value outside of the
 * nbElement range are not-a-number.
 *
 * Return TA_TEST_PASS if no difference are found.
 */
ErrorNumber checkDataSame( const TA_Real *data,
                           const TA_Real *originalInput,
                           unsigned int nbElement );

/* Check that the content of the first buffer
 * is found in the second buffer (when the elements
 * in the first buffer is NAN, no check is done for
 * this paricular element).
 *
 * Return TA_TEST_PASS if no difference are found.
 */
ErrorNumber checkSameContent( TA_Real *buffer1,
                              TA_Real *buffer2 );

ErrorNumber checkExpectedValue( const TA_Real *data,
                                TA_RetCode retCode, TA_RetCode expectedRetCode,
                                unsigned int outBegIdx, unsigned int expectedBegIdx,
                                unsigned int outNbElement, unsigned int expectedNbElement,
                                TA_Real oneOfTheExpectedOutReal,
                                unsigned int oneOfTheExpectedOutRealIndex );

#define CHECK_EXPECTED_VALUE(bufid,id) \
   { \
      errNb = checkExpectedValue( bufid, \
                                  retCode, test->expectedRetCode, \
                                  outBegIdx, test->expectedBegIdx, \
                                  outNbElement, test->expectedNbElement, \
                                  test->oneOfTheExpectedOutReal##id, \
                                  test->oneOfTheExpectedOutRealIndex##id );  \
      if( errNb != TA_TEST_PASS ) \
      { \
         printf( "Fail for output id=%d\n", id ); \
         return errNb; \
      } \
   }

#define CLEAR_EXPECTED_VALUE(id) \
   { \
      retCode = TA_INTERNAL_ERROR(127); \
      outBegIdx = 0;\
      outNbElement = 0;\
   }


/* A systematic test can be done for most of the possible
 * range that a TA function can be called with. This test
 * is common to all TA function and can be easily done
 * with a RangeTestFunction. 
 *
 * The RangeTestFunction is making abstraction of the
 * TA function (handles the inputs, the parameters etc...)
 * The RangeTestFunction must call the TA function for
 * the requested startIdx/endIdx range and put the output
 * in the provided buffer.
 * 
 * The RangeTestFunction must also set the outBegIdx and
 * outNbElement for verification.
 *
 * Opaque data (for mostly passing optional parameters) are
 * pass through the pointer 'void * opaqueData'.
 *
 * The output of the function must be put in the outputBuffer
 * or outputBufferInt depending of the return type.
 */
#define MAX_RANGE_SIZE 252
#define MAX_RANGE_END  (MAX_RANGE_SIZE-1)

typedef 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 );

/* This is the function starting the range tests.
 * The parameter 'nbOutput' allows to repeat the
 * tests indepedently for each outputs.
 *
 * A lot of coherency tests are performed,
 * including comparing that the same value are
 * returned even when using a different startIdx
 * and endIdx.
 *
 * Because of the complexity added by algorithm that
 * have an unstable period, the comparison is
 * done using a tolerance algorithm (see test_util.c).
 *
 * Comparison can be ignored by specifiying 
 * an integerTolerance == TA_DO_NOT_COMPARE
 *
 * Even without comparison, a lot of coherency
 * tests are still performed (like making sure the
 * lookback function is coherent with its TA function).
 *
 * In the case that the TA function output are
 * integer, the integerTolerance indicate by how much
 * the value can vary for a function having an
 * unstable period. Example: If 2 is pass, the
 * value can vary of no more or less 2.
 * When passing zero, the tolerance is done using
 * a "reasonable" logic using double calculation (see
 * test_util.c for more info).
 */
#define TA_DO_NOT_COMPARE 0xFFFFFFFF
ErrorNumber doRangeTest( RangeTestFunction testFunction,
                         TA_FuncUnstId unstId,
                         void *opaqueData,
                         unsigned int nbOutput,
                         unsigned int integerTolerance );

/* Print out info about a retCode */
void printRetCode( TA_RetCode retCode );

/* Function to print character to show that the software is still alive. */
void showFeedback(void);
void hideFeedback(void);

#endif