/* 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 * AC Angelo Ciceri * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 011103 MF First version. * 111705 MF Add test for Fix#1359452 (AD Function). * 110206 AC Change volume and open interest to double */ /* Description: * * Test functions which have the following * characterisic: * - the inputs are high,low, close and volume. * - have one output of type real. * - might have an optional parameter. * * */ /**** 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_MFI_TEST, TA_AD_TEST, TA_ADOSC_3_10_TEST, TA_ADOSC_5_2_TEST, } TA_TestId; typedef struct { TA_Integer doRangeTestFlag; TA_TestId theFunction; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInTimePeriod; TA_RetCode expectedRetCode; TA_Integer oneOfTheExpectedOutRealIndex0; TA_Real oneOfTheExpectedOutReal0; TA_Integer expectedBegIdx; TA_Integer expectedNbElement; } TA_Test; typedef struct { const TA_Test *test; const TA_Real *high; const TA_Real *low; const TA_Real *close; const TA_Real *volume; } TA_RangeTestParam; /**** Local functions declarations. ****/ static ErrorNumber do_test( const TA_History *history, const TA_Test *test ); /**** Local variables definitions. ****/ static TA_Test tableTest[] = { /*************/ /* AD TEST */ /*************/ /* Note: the period field is ignored. The period is irrelevant */ { 1, TA_AD_TEST, 0, 251, -1, TA_SUCCESS, 0, -1631000.00, 0, 252 }, /* First Value */ { 0, TA_AD_TEST, 0, 251, -1, TA_SUCCESS, 1, 2974412.02, 0, 252 }, { 0, TA_AD_TEST, 0, 251, -1, TA_SUCCESS, 250, 8707691.07, 0, 252 }, { 0, TA_AD_TEST, 0, 251, -1, TA_SUCCESS, 251, 8328944.54, 0, 252 }, /* Last Value */ /****************/ /* ADOSC TEST */ /****************/ /* Note: the period field is ignored. The periods are always 3 and 10 */ { 1, TA_ADOSC_3_10_TEST, 0, 251, -1, TA_SUCCESS, 0, 841238.32, 9, 243 }, /* First Value */ { 0, TA_ADOSC_3_10_TEST, 0, 251, -1, TA_SUCCESS, 1, 2255663.07, 9, 243 }, { 0, TA_ADOSC_3_10_TEST, 0, 251, -1, TA_SUCCESS, 241, -526700.32, 9, 243 }, { 0, TA_ADOSC_3_10_TEST, 0, 251, -1, TA_SUCCESS, 242, -1139932.729, 9, 243 }, /* Last Value */ /* Note: the period field is ignored. The periods are always 2 and 5 */ { 1, TA_ADOSC_5_2_TEST, 0, 251, -1, TA_SUCCESS, 0, 585361.28, 4, 248 }, /* First Value */ /**************/ /* MFI TEST */ /**************/ { 0, TA_MFI_TEST, 0, 251, 14, TA_SUCCESS, 0, 42.8923, 14, 252-14 }, /* First Value */ { 0, TA_MFI_TEST, 0, 251, 14, TA_SUCCESS, 1, 45.6072, 14, 252-14 }, { 0, TA_MFI_TEST, 0, 251, 14, TA_SUCCESS, 252-15, 53.1997, 14, 252-14 }, /* Last Value */ { 1, TA_MFI_TEST, 0, 251, 49, TA_SUCCESS, 0, 44.7902, 49, 252-49 }, /* First Value */ { 0, TA_MFI_TEST, 0, 251, 49, TA_SUCCESS, 1, 43.1963, 49, 252-49 }, { 0, TA_MFI_TEST, 0, 251, 49, TA_SUCCESS, 252-50, 57.4806, 49, 252-49 }, /* Last Value */ { 1, TA_MFI_TEST, 0, 251, 50, TA_SUCCESS, 0, 44.2414, 50, 252-50 }, /* First Value */ { 0, TA_MFI_TEST, 0, 251, 50, TA_SUCCESS, 1, 42.1108, 50, 252-50 }, { 0, TA_MFI_TEST, 0, 251, 50, TA_SUCCESS, 252-51, 50.5905, 50, 252-50 }, /* Last Value */ { 1, TA_MFI_TEST, 0, 251, 51, TA_SUCCESS, 0, 43.1496, 51, 252-51 }, /* First Value */ { 0, TA_MFI_TEST, 0, 251, 51, TA_SUCCESS, 1, 40.7692, 51, 252-51 }, { 0, TA_MFI_TEST, 0, 251, 51, TA_SUCCESS, 252-52, 51.7265, 51, 252-51 }, /* Last Value */ { 1, TA_MFI_TEST, 0, 251, 100, TA_SUCCESS, 0, 50.0166, 100, 252-100 }, /* First Value */ { 0, TA_MFI_TEST, 0, 251, 100, TA_SUCCESS, 1, 50.2648, 100, 252-100 }, { 0, TA_MFI_TEST, 0, 251, 100, TA_SUCCESS, 252-101, 48.4264, 100, 252-100 } /* Last Value */ }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_per_hlcv( TA_History *history ) { unsigned int i; ErrorNumber retValue; for( i=0; i < NB_TEST; i++ ) { /* Re-initialize all the unstable period to zero. */ TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 ); if( (int)tableTest[i].expectedNbElement > (int)history->nbBars ) { printf( "Failed Bad Parameter for Test #%d (%d,%d)\n", i, tableTest[i].expectedNbElement, history->nbBars ); return TA_TESTUTIL_TFRR_BAD_PARAM; } retValue = do_test( history, &tableTest[i] ); if( retValue != 0 ) { printf( "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_MFI_TEST: retCode = TA_MFI( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->volume, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_MFI_Lookback( testParam->test->optInTimePeriod ); break; case TA_AD_TEST: retCode = TA_AD( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->volume, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_AD_Lookback(); break; case TA_ADOSC_3_10_TEST: retCode = TA_ADOSC( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->volume, 3, 10, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_ADOSC_Lookback(3,10); break; case TA_ADOSC_5_2_TEST: retCode = TA_ADOSC( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->volume, 5, 2, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_ADOSC_Lookback(5,2); break; default: retCode = TA_INTERNAL_ERROR(132); } 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->high, history->nbBars ); setInputBuffer( 1, history->low, history->nbBars ); setInputBuffer( 2, history->close, history->nbBars ); /* Clear the unstable periods from previous tests. */ retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MFI, 0 ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; /* Make a simple first call. */ switch( test->theFunction ) { case TA_MFI_TEST: retCode = TA_MFI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TA_AD_TEST: retCode = TA_AD( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TA_ADOSC_3_10_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 3, 10, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TA_ADOSC_5_2_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 5, 2, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; default: retCode = TA_INTERNAL_ERROR(133); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].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. */ switch( test->theFunction ) { case TA_MFI_TEST: retCode = TA_MFI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].in ); break; case TA_AD_TEST: retCode = TA_AD( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, gBuffer[0].in ); break; case TA_ADOSC_3_10_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 3, 10, &outBegIdx, &outNbElement, gBuffer[0].in ); break; case TA_ADOSC_5_2_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 5, 2, &outBegIdx, &outNbElement, gBuffer[0].in ); break; default: retCode = TA_INTERNAL_ERROR(134); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; /* 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[0].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 ); setInputBuffer( 0, history->high, history->nbBars ); /* Make another call where the input and the output are the * same buffer. */ switch( test->theFunction ) { case TA_MFI_TEST: retCode = TA_MFI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[1].in ); break; case TA_AD_TEST: retCode = TA_AD( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, gBuffer[1].in ); break; case TA_ADOSC_3_10_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 3, 10, &outBegIdx, &outNbElement, gBuffer[1].in ); break; case TA_ADOSC_5_2_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 5, 2, &outBegIdx, &outNbElement, gBuffer[1].in ); break; default: retCode = TA_INTERNAL_ERROR(135); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[2].in, history->close,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; /* 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; CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 ); setInputBuffer( 1, history->low, history->nbBars ); /* Make another call where the input and the output are the * same buffer. */ switch( test->theFunction ) { case TA_MFI_TEST: retCode = TA_MFI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[2].in ); break; case TA_AD_TEST: retCode = TA_AD( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, gBuffer[2].in ); break; case TA_ADOSC_3_10_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 3, 10, &outBegIdx, &outNbElement, gBuffer[2].in ); break; case TA_ADOSC_5_2_TEST: retCode = TA_ADOSC( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, 5, 2, &outBegIdx, &outNbElement, gBuffer[2].in ); break; default: retCode = TA_INTERNAL_ERROR(136); } /* Check that the input were preserved. */ errNb = checkDataSame( gBuffer[0].in, history->high,history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, history->low, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; /* 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[2].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[2].in, 0 ); setInputBuffer( 2, history->close, history->nbBars ); if( test->doRangeTestFlag ) { /* Do a systematic test of most of the * possible startIdx/endIdx range. */ testParam.test = test; testParam.high = history->high; testParam.low = history->low; testParam.close = history->close; testParam.volume = history->volume; switch( test->theFunction ) { case TA_MFI_TEST: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_MFI, (void *)&testParam, 1, 0 ); if( errNb != TA_TEST_PASS ) return errNb; break; case TA_AD_TEST: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_NONE, (void *)&testParam, 1, TA_DO_NOT_COMPARE ); if( errNb != TA_TEST_PASS ) return errNb; break; case TA_ADOSC_3_10_TEST: case TA_ADOSC_5_2_TEST: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_EMA, (void *)&testParam, 1, TA_DO_NOT_COMPARE ); if( errNb != TA_TEST_PASS ) return errNb; break; default: break; } } /* Check for fix #1359452 - AD RAnge not working as expected. */ if( test->theFunction == TA_AD_TEST ) { gBuffer[0].out0[0] = -1.0; gBuffer[0].out0[1] = -1.0; retCode = TA_AD( 0, 0, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, &gBuffer[0].out0[0] ); if( retCode != TA_SUCCESS ) { printf( "Failed AD call for fix #1359452 [%d]\n", retCode ); return TA_TEST_FAIL_BUG1359452_1; } if( gBuffer[0].out0[0] == -1.0 ) { printf( "Failed AD call for fix #1359452 out0[0] == -1\n" ); return TA_TEST_FAIL_BUG1359452_2; } retCode = TA_AD( 1, 1, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, history->volume, &outBegIdx, &outNbElement, &gBuffer[0].out0[1] ); if( retCode != TA_SUCCESS ) { printf( "Failed AD call for fix #1359452 [%d]\n", retCode ); return TA_TEST_FAIL_BUG1359452_3; } if( gBuffer[0].out0[1] == -1.0 ) { printf( "Failed AD call for fix #1359452 out0[1] == -1\n" ); return TA_TEST_FAIL_BUG1359452_4; } /* The two values are to be different. */ if( gBuffer[0].out0[1] == gBuffer[0].out0[0] ) { printf( "Failed AD logic for fix #1359452\n" ); return TA_TEST_FAIL_BUG1359452_5; } } return TA_TEST_PASS; }