/* 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. * */ /* Description: * Test functions that have one output and takes a period and * basically use only an EMA in its algorithm. */ /**** Headers ****/ #include #include #include "ta_test_priv.h" #include "ta_test_func.h" #include "ta_utility.h" /**** External functions declarations. ****/ /* None */ /**** External variables declarations. ****/ /* None */ /**** Global variables definitions. ****/ /* None */ /**** Local declarations. ****/ typedef enum { TA_TRIX_TEST } TA_TestId; typedef struct { TA_Integer doRangeTestFlag; TA_TestId theFunction; TA_Integer unstablePeriod; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInTimePeriod; 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; } TA_RangeTestParam; /**** Local functions declarations. ****/ static ErrorNumber do_test_per_ema( const TA_History *history, const TA_Test *test ); /**** Local variables definitions. ****/ static TA_Test tableTest[] = { /****************/ /* TRIX TEST */ /****************/ { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 0, 0.2589, 13, 252-13 }, /* First Value */ { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 1, 0.010495, 13, 252-13 }, { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 252-15, -0.058, 13, 252-13 }, { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 252-14, -0.095, 13, 252-13 }, /* Last Value */ #if 0 /* Metastock values. */ { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 0, 0.221, 13, 252-13 }, /* First Value */ { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 1, -0.009, 13, 252-13 }, { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 252-15, -0.058, 13, 252-13 }, { 0, TA_TRIX_TEST, 0, 0, 251, 5, TA_SUCCESS, 252-14, -0.095, 13, 252-13 }, /* Last Value */ #endif }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_per_ema( 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_per_ema( history, &tableTest[i] ); if( retValue != 0 ) { printf( "TA_MA 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; (void)outputNb; (void)outputBufferInt; *isOutputInteger = 0; testParam = (TA_RangeTestParam *)opaqueData; switch( testParam->test->theFunction ) { case TA_TRIX_TEST: retCode = TA_TRIX( startIdx, endIdx, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_TRIX_Lookback( testParam->test->optInTimePeriod ); default: retCode = TA_INTERNAL_ERROR(131); } return retCode; } static ErrorNumber do_test_per_ema( 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 ); /* Set the unstable period requested for that test. */ retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; /* Make a simple first call. */ switch( test->theFunction ) { case TA_TRIX_TEST: retCode = TA_TRIX( test->startIdx, test->endIdx, gBuffer[0].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); } errNb = checkDataSame( gBuffer[0].in, history->close,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->theFunction ) { case TA_TRIX_TEST: retCode = TA_TRIX( test->startIdx, test->endIdx, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[1].in ); } /* 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; /* 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_EMA, (void *)&testParam, 1, 0 ); if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }