/* 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 * AA Andrew Atkinson * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF First version. * 020605 MF Add regression test with inverted slow/fast period. * 020805 AA Fix one of the TA_PPO call (wrong buffer was pass). */ /* Description: * Regression test of APO(Absolute Price Oscillator). * Regression test of PPO (Percentage Price Oscillator). */ /**** 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 struct { TA_Integer doRangeTestFlag; TA_Integer doPercentage; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInFastPeriod; /* From 1 to 200 */ TA_Integer optInSlowPeriod; /* From 1 to 200 */ TA_Integer optInMethod_2; 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; } TA_RangeTestParam; /**** Local functions declarations. ****/ static ErrorNumber do_test( const TA_History *history, const TA_Test *test ); /**** Local variables definitions. ****/ static TA_Test tableTest[] = { /**********************************/ /* APO TEST - SIMPLE - CLASSIC */ /**********************************/ { 1, 0, 0, 251, 26, 12, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, -3.3124, 25, 252-25 }, /* First Value */ { 1, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, -3.3124, 25, 252-25 }, /* First Value */ { 0, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, -3.5876, 25, 252-25 }, { 0, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-26, -0.1667, 25, 252-25 }, /* Last Value */ { 0, 0, 0, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 1, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 25, 25, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, -3.3124, 25, 1 }, /* First/Last Value */ { 0, 0, 250, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, -0.1667, 250, 2 }, /* Last Value */ /************************************/ /* APO TEST - SIMPLE - METASTOCK */ /************************************/ { 0, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -3.3124, 25, 252-25 }, /* First Value */ { 0, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -3.5876, 25, 252-25 }, { 0, 0, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-26, -0.1667, 25, 252-25 }, /* Last Value */ { 0, 0, 0, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 1, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 25, 25, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -3.3124, 25, 1 }, /* First/Last Value */ { 0, 0, 250, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -0.1667, 250, 2 }, /* Last Value */ /***************************************/ /* APO TEST - EXPONENTIAL - CLASSIC */ /***************************************/ /* !!! To be done. */ /*****************************************/ /* APO TEST - EXPONENTIAL - METASTOCK */ /*****************************************/ { 1, 0, 0, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.4193, 25, 252-25 }, /* First Value */ { 0, 0, 0, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -2.4367, 25, 252-25 }, { 0, 0, 0, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-26, 0.90401, 25, 252-25 }, /* Last Value */ { 0, 0, 0, 1, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 1, 1, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 0, 25, 25, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.4193, 25, 1 }, { 0, 0, 250, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 0.90401, 250, 2 }, /* Last Value */ { 0, 0, 251, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0.90401, 251, 1 }, /* Last Value */ { 0, 0, 25, 25, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.4193, 25, 1 }, /* Just enough to calculate first. */ { 0, 0, 26, 26, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.4367, 26, 1 }, /* Just enough to calculate second. */ /**********************************/ /* PPO TEST - SIMPLE - CLASSIC */ /**********************************/ { 1, 1, 0, 251, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 1.10264, 2, 252-2 }, /* First Value */ { 0, 1, 0, 251, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, -0.02813, 2, 252-2 }, { 0, 1, 0, 251, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 249, -0.21191, 2, 252-2 }, /* Last Value */ { 0, 1, 0, 1, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 1, 1, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 2, 2, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 1.10264, 2, 1 }, /* First/Last Value */ { 0, 1, 250, 251, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, -0.21191, 250, 2 }, /* Last Value */ /************************************/ /* PPO TEST - SIMPLE - METASTOCK */ /************************************/ { 0, 1, 0, 251, 3, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 1.10264, 2, 252-2 }, /* First Value */ { 0, 1, 0, 251, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -0.02813, 2, 252-2 }, { 0, 1, 0, 251, 3, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 249, -0.21191, 2, 252-2 }, /* Last Value */ { 0, 1, 0, 1, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 1, 1, 1, 1, 3, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 1, 1, 2, 2, 2, 3, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 1.10264, 2, 1 }, /* First/Last Value */ { 0, 1, 250, 251, 3, 2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -0.21191, 250, 2 }, /* Last Value */ { 0, 1, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -3.6393, 25, 252-25 }, /* First Value */ { 0, 1, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -3.9534, 25, 252-25 }, { 0, 1, 0, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-26, -0.15281, 25, 252-25 }, /* Last Value */ { 0, 1, 0, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 1, 1, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 25, 25, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -3.6393, 25, 1 }, /* First/Last Value */ { 0, 1, 250, 251, 12, 26, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -0.15281, 250, 2 }, /* Last Value */ /***************************************/ /* PPO TEST - EXPONENTIAL - CLASSIC */ /***************************************/ /* !!! To be done. */ /*****************************************/ /* PPO TEST - EXPONENTIAL - METASTOCK */ /*****************************************/ { 1, 1, 0, 251, 26, 12, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.7083, 25, 252-25 }, /* First Value */ { 0, 1, 0, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, -2.7390, 25, 252-25 }, { 0, 1, 0, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-26, 0.83644, 25, 252-25 }, /* Last Value */ { 0, 1, 0, 1, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 1, 1, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0 }, /* Out of range value */ { 0, 1, 25, 25, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.7083, 25, 1 }, { 0, 1, 250, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 0.83644, 250, 2 }, /* Last Value */ { 0, 1, 251, 251, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0.83644, 251, 1 }, /* Last Value */ { 0, 1, 25, 25, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.7083, 25, 1 }, /* Just enough to calculate first. */ { 0, 1, 26, 26, 12, 26, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -2.7390, 26, 1 }, /* Just enough to calculate second. */ }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_po( TA_History *history ) { unsigned int i; ErrorNumber retValue; for( i=0; i < NB_TEST; i++ ) { if( (int)tableTest[i].expectedNbElement > (int)history->nbBars ) { printf( "TA_APO/TA_PPO 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( "TA_APO/TA_PPO Failed Test #%d (Code=%d)\n", i, retValue ); return retValue; } } /* 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; if( testParam->test->doPercentage ) { retCode = TA_PPO( startIdx, endIdx, testParam->close, testParam->test->optInFastPeriod, testParam->test->optInSlowPeriod, (TA_MAType)testParam->test->optInMethod_2, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_PPO_Lookback( testParam->test->optInFastPeriod, testParam->test->optInSlowPeriod, (TA_MAType)testParam->test->optInMethod_2 ); } else { retCode = TA_APO( startIdx, endIdx, testParam->close, testParam->test->optInFastPeriod, testParam->test->optInSlowPeriod, (TA_MAType)testParam->test->optInMethod_2, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_APO_Lookback( testParam->test->optInFastPeriod, testParam->test->optInSlowPeriod, (TA_MAType)testParam->test->optInMethod_2 ); } 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(); TA_SetCompatibility( (TA_Compatibility)test->compatibility ); /* Build the input. */ setInputBuffer( 0, history->close, history->nbBars ); setInputBuffer( 1, history->close, history->nbBars ); TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 ); /* Make a simple first call. */ if( test->doPercentage ) { retCode = TA_PPO( test->startIdx, test->endIdx, gBuffer[0].in, test->optInFastPeriod, test->optInSlowPeriod, (TA_MAType)test->optInMethod_2, &outBegIdx, &outNbElement, gBuffer[0].out0 ); } else { retCode = TA_APO( test->startIdx, test->endIdx, gBuffer[0].in, test->optInFastPeriod, test->optInSlowPeriod, (TA_MAType)test->optInMethod_2, &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. */ if( test->doPercentage ) { retCode = TA_PPO( test->startIdx, test->endIdx, gBuffer[1].in, test->optInFastPeriod, test->optInSlowPeriod, (TA_MAType)test->optInMethod_2, &outBegIdx, &outNbElement, gBuffer[1].in ); } else { retCode = TA_APO( test->startIdx, test->endIdx, gBuffer[1].in, test->optInFastPeriod, test->optInSlowPeriod, (TA_MAType)test->optInMethod_2, &outBegIdx, &outNbElement, gBuffer[1].in ); } /* 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[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 ) { if( test->optInMethod_2 == TA_MAType_EMA ) { errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_EMA, (void *)&testParam, 1, 0 ); if( errNb != TA_TEST_PASS ) return errNb; } else { errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_NONE, (void *)&testParam, 1, 0 ); if( errNb != TA_TEST_PASS ) return errNb; } } return TA_TEST_PASS; }