/* TA-LIB Copyright (c) 1999-2007, Mario Fortier * All rights reserved. * * Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * * - Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * - Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * - Neither name of author nor the names of its contributors * may be used to endorse or promote products derived from this * software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* List of contributors: * * Initial Name/description * ------------------------------------------------------------------- * MF Mario Fortier * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF First version. * 031707 MF Add TA_MAVP tests. */ /* Description: * Test all MA (Moving Average) functions. */ /**** Headers ****/ #include #include #include "ta_test_priv.h" #include "ta_test_func.h" #include "ta_utility.h" #include "ta_memory.h" /**** External functions declarations. ****/ /* None */ /**** External variables declarations. ****/ /* None */ /**** Global variables definitions. ****/ /* None */ /**** Local declarations. ****/ typedef enum { TA_ANY_MA_TEST, TA_MAMA_TEST, TA_FAMA_TEST } TA_TestId; typedef struct { TA_Integer doRangeTestFlag; TA_TestId id; TA_Integer unstablePeriod; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInTimePeriod; TA_Integer optInMAType_1; TA_Integer compatibility; TA_RetCode expectedRetCode; TA_Integer oneOfTheExpectedOutRealIndex; TA_Real oneOfTheExpectedOutReal; TA_Integer expectedBegIdx; TA_Integer expectedNbElement; } TA_Test; typedef struct { const TA_Test *test; const TA_Real *close; const TA_Real *mavpPeriod; int testMAVP; /* Boolean */ } TA_RangeTestParam; /**** Local functions declarations. ****/ static ErrorNumber do_test_ma( const TA_History *history, const TA_Test *test, int testMAVP /* Boolean */ ); /**** Local variables definitions. ****/ static TA_Test tableTest[] = { /************/ /* T3 TEST */ /************/ { 1, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 85.73, 24, 252-24 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 84.37, 24, 252-24 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-26, 109.03, 24, 252-24 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-25, 108.88, 24, 252-24 }, /* Last Value */ /***************/ /* TRIMA TEST */ /***************/ { 1, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.6043, 9, 252-9 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 93.4252, 9, 252-9 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-11, 109.1850, 9, 252-9 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-10, 109.1407, 9, 252-9 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 9, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.8176, 8, 252-8 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 9, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-9, 109.1312, 8, 252-8 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 12, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.5329, 11, 252-11 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 12, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-12, 109.1157, 11, 252-11 }, /* Last Value */ /************* * MAMA TEST * *************/ { 1, TA_MAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 85.3643, 32, 252-32 }, /* First Value */ { 0, TA_MAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33, 110.1116, 32, 252-32 }, /* Last Value */ { 0, TA_FAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 81.88, 32, 252-32 }, /* First Value */ { 0, TA_FAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33, 108.82, 32, 252-32 }, /* Last Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 85.3643, 32, 252-32 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33, 110.1116, 32, 252-32 }, /* Last Value */ /***************************/ /* KAMA TEST - Classic */ /***************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Test with period 10 */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 92.6575, 10, 252-10 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 92.7783, 10, 252-10 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-11, 109.294, 10, 252-10 }, /* Last Value */ /*****************************************/ /* SMA TEST - CLASSIC/METASTOCK */ /*****************************************/ #ifndef TA_FUNC_NO_RANGE_CHECK /* Test with invalid parameters */ { 0, TA_ANY_MA_TEST, 0, 0, 251, -1, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Test suppose to succeed. */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.15, 1, 252-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 94.59, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 94.73, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250, 108.31, 1, 252-1 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 90.42, 29, 252-29 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 90.21, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 89.96, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 29, 87.12, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 221, 107.95, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 222, 108.42, 29, 252-29 }, /* Last Value */ /* Same test and result as TA_COMPATIBILITY_DEFAULT */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 93.15, 1, 252-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.59, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 94.73, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250, 108.31, 1, 252-1 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 90.42, 29, 252-29 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 90.21, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 89.96, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 29, 87.12, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 221, 107.95, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 222, 108.42, 29, 252-29 }, /* Last Value */ /*******************************/ /* WMA TEST - CLASSIC */ /*******************************/ #ifndef TA_FUNC_NO_RANGE_CHECK /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* One value tests. */ { 0, TA_ANY_MA_TEST, 0, 2, 2, 2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 94.52, 2, 1 }, /* Misc tests: period 2, 30 */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.71, 1, 252-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 94.52, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 94.85, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250, 108.16, 1, 252-1 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 88.567, 29, 252-29 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 88.233, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 88.034, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 29, 87.191, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 221, 109.3413, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 222, 109.3466, 29, 252-29 }, /* Last Value */ /*******************************/ /* WMA TEST - METASTOCK */ /*******************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* One value tests. */ { 0, TA_ANY_MA_TEST, 0, 2, 2, 2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 94.52, 2, 1 }, /* Misc tests: period 2, 30 */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 93.71, 1, 252-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.52, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 94.85, 1, 252-1 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250, 108.16, 1, 252-1 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 88.567, 29, 252-29 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 88.233, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 88.034, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 29, 87.191, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 221, 109.3413, 29, 252-29 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 222, 109.3466, 29, 252-29 }, /* Last Value */ /*******************************/ /* EMA TEST - Classic */ /*******************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Misc tests: period 2, 10 */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.15, 1, 251 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 93.96, 1, 251 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250, 108.21, 1, 251 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 93.22, 9, 243 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 93.75, 9, 243 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 20, 86.46, 9, 243 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 242, 108.97, 9, 243 }, /* Last Value */ /*******************************/ /* EMA TEST - Metastock */ /*******************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Test with 1 unstable price bar. Test for period 2, 10 */ { 1, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 94.15, 1+1, 251-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.78, 1+1, 251-1 }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250-1, 108.21, 1+1, 251-1 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 1, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 93.24, 9+1, 243-1 }, /* First Value */ { 0, TA_ANY_MA_TEST, 1, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 93.97, 9+1, 243-1 }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 20, 86.23, 9+1, 243-1 }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 242-1, 108.97, 9+1, 243-1 }, /* Last Value */ /* Test with 2 unstable price bar. Test for period 2, 10 */ { 0, TA_ANY_MA_TEST, 2, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 94.78, 1+2, 251-2 }, /* First Value */ { 0, TA_ANY_MA_TEST, 2, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.11, 1+2, 251-2 }, { 0, TA_ANY_MA_TEST, 2, 0, 251, 2, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250-2, 108.21, 1+2, 251-2 }, /* Last Value */ { 0, TA_ANY_MA_TEST, 2, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 93.97, 9+2, 243-2 }, /* First Value */ { 0, TA_ANY_MA_TEST, 2, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.79, 9+2, 243-2 }, { 0, TA_ANY_MA_TEST, 2, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 20, 86.39, 9+2, 243-2 }, { 0, TA_ANY_MA_TEST, 2, 0, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 242-2, 108.97, 9+2, 243-2 }, /* Last Value */ /* Last 3 value with 1 unstable, period 10 */ { 0, TA_ANY_MA_TEST, 1, 249, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 109.22, 249, 3 }, { 0, TA_ANY_MA_TEST, 1, 249, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 108.97, 249, 3 }, /* Last 3 value with 2 unstable, period 10 */ { 0, TA_ANY_MA_TEST, 2, 249, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 108.97, 249, 3 }, /* Last 3 value with 3 unstable, period 10 */ { 0, TA_ANY_MA_TEST, 3, 249, 251, 10, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 108.97, 249, 3 }, /*******************************/ /* DEMA TEST - Metastock */ /*******************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Test with period 14 */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 83.785, 26, 252-26 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 84.768, 26, 252-26 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-27, 109.467, 26, 252-26 }, /* Last Value */ /* Test with 1 unstable price bar. Test for period 2, 14 */ { 1, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 93.960, 4, 252-4 }, /* First Value */ { 0, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 94.522, 4, 252-4 }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 2, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-5, 107.94, 4, 252-4 }, /* Last Value */ { 1, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 84.91, (13*2)+2, 252-((13*2)+2) }, /* First Value */ { 0, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 84.97, (13*2)+2, 252-((13*2)+2) }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 84.80, (13*2)+2, 252-((13*2)+2) }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 3, 85.14, (13*2)+2, 252-((13*2)+2) }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 20, 89.83, (13*2)+2, 252-((13*2)+2) }, { 0, TA_ANY_MA_TEST, 1, 0, 251, 14, TA_MAType_DEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-((13*2)+2+1), 109.4676, (13*2)+2, 252-((13*2)+2) }, /* Last Value */ /*******************************/ /* TEMA TEST - Metastock */ /*******************************/ /* No output value. */ { 0, TA_ANY_MA_TEST, 0, 1, 1, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0}, #ifndef TA_FUNC_NO_RANGE_CHECK { 0, TA_ANY_MA_TEST, 0, 0, 251, 0, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 }, #endif /* Test with period 14 */ { 1, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 84.721, 39, 252-39 }, /* First Value */ { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 84.089, 39, 252-39 }, { 0, TA_ANY_MA_TEST, 0, 0, 251, 14, TA_MAType_TEMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-40, 108.418, 39, 252-39 }, /* Last Value */ }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_ma( TA_History *history ) { unsigned int i; ErrorNumber retValue; /* Re-initialize all the unstable period to zero. */ TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 ); for( i=0; i < NB_TEST; i++ ) { if( (int)tableTest[i].expectedNbElement > (int)history->nbBars ) { printf( "TA_MA Failed Bad Parameter for Test #%d (%d,%d)\n", i, tableTest[i].expectedNbElement, history->nbBars ); return TA_TESTUTIL_TFRR_BAD_PARAM; } retValue = do_test_ma( history, &tableTest[i], 0 ); if( retValue != 0 ) { printf( "TA_MA Failed Test #%d (Code=%d)\n", i, retValue ); return retValue; } /* If TA_ANY_MA_TEST. repeat test with TA_MAVP */ if( tableTest[i].id == TA_ANY_MA_TEST ) { retValue = do_test_ma( history, &tableTest[i], 1 ); if( retValue != 0 ) { printf( "TA_MAVP Failed Test #%d (Code=%d)\n", i, retValue ); return retValue; } } } /* Re-initialize all the unstable period to zero. */ TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 ); /* 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; TA_Real *dummyBuffer; (void)outputBufferInt; *isOutputInteger = 0; testParam = (TA_RangeTestParam *)opaqueData; switch( testParam->test->optInMAType_1 ) { case TA_MAType_MAMA: dummyBuffer = TA_Malloc( sizeof(TA_Real)*(endIdx-startIdx+600) ); if( outputNb == 0 ) { retCode = TA_MAMA( startIdx, endIdx, testParam->close, 0.5, 0.05, outBegIdx, outNbElement, outputBuffer, &dummyBuffer[300] ); } else { retCode = TA_MAMA( startIdx, endIdx, testParam->close, 0.5, 0.05, outBegIdx, outNbElement, &dummyBuffer[300], outputBuffer ); } TA_Free( dummyBuffer ); *lookback = TA_MAMA_Lookback( 0.5, 0.05 ); break; default: if( testParam->testMAVP ) { retCode = TA_MAVP( startIdx, endIdx, testParam->close, testParam->mavpPeriod, 2,testParam->test->optInTimePeriod, (TA_MAType)testParam->test->optInMAType_1, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_MAVP_Lookback( 2, testParam->test->optInTimePeriod, (TA_MAType)testParam->test->optInMAType_1 ); } else { /* Test for the TA_MA function. All the MA can be done * through that function. */ retCode = TA_MA( startIdx, endIdx, testParam->close, testParam->test->optInTimePeriod, (TA_MAType)testParam->test->optInMAType_1, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_MA_Lookback( testParam->test->optInTimePeriod, (TA_MAType)testParam->test->optInMAType_1 ); } break; } return retCode; } static ErrorNumber do_test_ma( const TA_History *history, const TA_Test *test, int testMAVP ) { TA_RetCode retCode; ErrorNumber errNb; TA_Integer outBegIdx; TA_Integer outNbElement; TA_RangeTestParam testParam; TA_Integer temp, temp2; const TA_Real *referenceInput; /* TA_MAVP is tested only for TA_ANY_MA_TEST */ if( testMAVP && (test->id != TA_ANY_MA_TEST) ) { return TA_TEST_PASS; } 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 ); if( testMAVP ) { setInputBufferValue( 2, test->optInTimePeriod, history->nbBars ); } /* Re-initialize all the unstable period to zero. */ TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 ); /* Set the unstable period requested for that test. */ switch( test->optInMAType_1 ) { case TA_MAType_TEMA: case TA_MAType_DEMA: case TA_MAType_EMA: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod ); break; case TA_MAType_KAMA: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_KAMA, test->unstablePeriod ); break; case TA_MAType_MAMA: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MAMA, test->unstablePeriod ); break; case TA_MAType_T3: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_T3, test->unstablePeriod ); break; default: retCode = TA_SUCCESS; break; } if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; /* Transform the inputs for MAMA (it is an AVGPRICE in John Ehlers book). */ if( test->optInMAType_1 == TA_MAType_MAMA ) { TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low, &outBegIdx, &outNbElement, gBuffer[0].in ); TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low, &outBegIdx, &outNbElement, gBuffer[1].in ); /* Will be use as reference */ TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low, &outBegIdx, &outNbElement, gBuffer[2].in ); referenceInput = gBuffer[2].in; } else referenceInput = history->close; /* Make a simple first call. */ switch( test->id ) { case TA_ANY_MA_TEST: if(testMAVP) { retCode = TA_MAVP( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[2].in, 2, test->optInTimePeriod, (TA_MAType)test->optInMAType_1, &outBegIdx, &outNbElement, gBuffer[0].out0 ); } else { retCode = TA_MA( test->startIdx, test->endIdx, gBuffer[0].in, test->optInTimePeriod, (TA_MAType)test->optInMAType_1, &outBegIdx, &outNbElement, gBuffer[0].out0 ); } break; case TA_MAMA_TEST: retCode = TA_MAMA( test->startIdx, test->endIdx, gBuffer[0].in, 0.5, 0.05, &outBegIdx, &outNbElement, gBuffer[0].out0, gBuffer[0].out2 ); break; case TA_FAMA_TEST: retCode = TA_MAMA( test->startIdx, test->endIdx, gBuffer[0].in, 0.5, 0.05, &outBegIdx, &outNbElement, gBuffer[0].out2, gBuffer[0].out0 ); break; } errNb = checkDataSame( gBuffer[0].in, referenceInput, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkExpectedValue( gBuffer[0].out0, retCode, test->expectedRetCode, outBegIdx, test->expectedBegIdx, outNbElement, test->expectedNbElement, test->oneOfTheExpectedOutReal, test->oneOfTheExpectedOutRealIndex ); if( errNb != TA_TEST_PASS ) return errNb; outBegIdx = outNbElement = 0; /* Make another call where the input and the output are the * same buffer. */ switch( test->id ) { case TA_ANY_MA_TEST: if(testMAVP) { retCode = TA_MAVP( test->startIdx, test->endIdx, gBuffer[1].in, gBuffer[2].in, 2,test->optInTimePeriod, (TA_MAType)test->optInMAType_1, &outBegIdx, &outNbElement, gBuffer[1].in ); } else { retCode = TA_MA( test->startIdx, test->endIdx, gBuffer[1].in, test->optInTimePeriod, (TA_MAType)test->optInMAType_1, &outBegIdx, &outNbElement, gBuffer[1].in ); } break; case TA_MAMA_TEST: retCode = TA_MAMA( test->startIdx, test->endIdx, gBuffer[1].in, 0.5, 0.05, &outBegIdx, &outNbElement, gBuffer[1].in, gBuffer[0].out2 ); break; case TA_FAMA_TEST: retCode = TA_MAMA( test->startIdx, test->endIdx, gBuffer[1].in, 0.5, 0.05, &outBegIdx, &outNbElement, gBuffer[0].out2, gBuffer[1].in ); break; } /* The previous call to TA_MA 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; errNb = checkExpectedValue( gBuffer[1].in, retCode, test->expectedRetCode, outBegIdx, test->expectedBegIdx, outNbElement, test->expectedNbElement, test->oneOfTheExpectedOutReal, test->oneOfTheExpectedOutRealIndex ); if( errNb != TA_TEST_PASS ) return errNb; /* Verify that the "all-purpose" TA_MA_Lookback is consistent * with the corresponding moving average lookback function. */ if( test->optInTimePeriod >= 2 ) { switch( test->optInMAType_1 ) { case TA_MAType_WMA: temp = TA_WMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_SMA: temp = TA_SMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_EMA: temp = TA_EMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_DEMA: temp = TA_DEMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_TEMA: temp = TA_TEMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_KAMA: temp = TA_KAMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_MAMA: temp = TA_MAMA_Lookback( 0.5, 0.05 ); break; case TA_MAType_TRIMA: temp = TA_TRIMA_Lookback( test->optInTimePeriod ); break; case TA_MAType_T3: temp = TA_T3_Lookback( test->optInTimePeriod, 0.7 ); break; default: return TA_TEST_TFRR_BAD_MA_TYPE; } temp2 = TA_MA_Lookback( test->optInTimePeriod, (TA_MAType)test->optInMAType_1 ); if( temp != temp2 ) { printf( "\nFailed for MA Type #%d for period %d\n", test->optInMAType_1, test->optInTimePeriod ); return TA_TEST_TFFR_BAD_MA_LOOKBACK; } } /* Do a systematic test of most of the * possible startIdx/endIdx range. */ testParam.test = test; testParam.close = referenceInput; testParam.testMAVP = testMAVP; testParam.mavpPeriod = gBuffer[2].in; if( test->doRangeTestFlag ) { switch( test->optInMAType_1 ) { case TA_MAType_TEMA: case TA_MAType_DEMA: case TA_MAType_EMA: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_EMA, (void *)&testParam, 1, 0 ); break; case TA_MAType_T3: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_T3, (void *)&testParam, 1, 0 ); break; case TA_MAType_KAMA: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_KAMA, (void *)&testParam, 1, 0 ); break; case TA_MAType_MAMA: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_MAMA, (void *)&testParam, 2, 0 ); break; default: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_NONE, (void *)&testParam, 1, 0 ); } if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }