Macdonald polynomials and algebraic integrability

We construct explicitly non-polynomial eigenfunctions of the difference operators by Macdonald in case $t=q^k$, $k\in{\mathbb Z}$. This leads to a new, more elementary proof of several Macdonald conjectures, first proved by Cherednik. We also establish the algebraic integrability of Macdonald operators at $t=q^k$ ($k\in {\mathbb Z}$), generalizing the result of Etingof and Styrkas. Our approach works uniformly for all root systems including $BC_n$ case and related Koornwinder polynomials. Moreover, we apply it for a certain deformation of $A_n$ root system where the previously known methods do not work.