/* 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. * 112605 MF Add CMO test. */ /* Description: * Test RSI/CMO function. */ /**** 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_RSI_TEST, TA_CMO_TEST } TA_TestId; typedef struct { TA_Integer doRangeTestFlag; TA_TestId theFunction; TA_Integer unstablePeriod; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInTimePeriod; TA_Integer compatibility; 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 *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[] = { /**********************/ /* RSI TEST */ /**********************/ { 1, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 252-14 }, /* First Value */ { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 52.32, 14, 252-14 }, { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 46.07, 14, 252-14 }, { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-15, 49.63, 14, 252-14 }, /* Last Value */ /* No output value. */ { 0, TA_RSI_TEST, 0, 1, 1, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0}, /* One value tests. */ { 0, TA_RSI_TEST, 0, 14, 14, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 1}, /* Index too low test. */ { 0, TA_RSI_TEST, 0, 0, 15, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 2}, { 0, TA_RSI_TEST, 0, 1, 15, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 2}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 3}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 52.32, 14, 3}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 46.07, 14, 3}, { 0, TA_RSI_TEST, 0, 0, 14, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 1}, { 0, TA_RSI_TEST, 0, 0, 13, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14, 14, 0}, /* Test with 1 unstable price bar. Test for period 1, 2, 14 */ { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 52.32, 15, 252-(14+1) }, { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 46.07, 15, 252-(14+1) }, { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-(15+1), 49.63, 15, 252-(14+1) }, /* Last Value */ /* Test with 2 unstable price bar. Test for period 1, 2, 14 */ { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 46.07, 16, 252-(14+2) }, { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-(15+2), 49.63, 16, 252-(14+2) }, /* Last Value */ /**********************/ /* RSI Metastock TEST */ /**********************/ { 1, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 252-13 }, /* First Value */ { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 49.14, 13, 252-13 }, { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 52.32, 13, 252-13 }, { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 3, 46.07, 13, 252-13 }, { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-14, 49.63, 13, 252-13 }, /* Last Value */ /* No output value. */ { 0, TA_RSI_TEST, 0, 1, 1, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0}, /* One value tests. */ { 0, TA_RSI_TEST, 0, 13, 13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 1}, { 0, TA_RSI_TEST, 0, 13, 13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 1}, /* Index too low test. */ { 0, TA_RSI_TEST, 0, 0, 15, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 3}, { 0, TA_RSI_TEST, 0, 1, 15, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 3}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 4}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 49.14, 13, 4}, { 0, TA_RSI_TEST, 0, 2, 16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 52.32, 13, 4}, { 0, TA_RSI_TEST, 0, 0, 14, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 2}, { 0, TA_RSI_TEST, 0, 0, 13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 1}, { 0, TA_RSI_TEST, 0, 0, 12, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 0}, /* Test with 1 unstable price bar. Test for period 1, 2, 14 */ { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 49.14, 14, 252-(13+1) }, { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 52.32, 14, 252-(13+1) }, { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-(14+1), 49.63, 14, 252-(13+1) }, /* Last Value */ /* Test with 2 unstable price bar. Test for period 1, 2, 14 */ { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 52.32, 15, 252-(13+2) }, { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-(14+2), 49.63, 15, 252-(13+2) }, /* Last Value */ /**********************/ /* CMO TEST */ /**********************/ { 1, TA_CMO_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, -1.70, 14, 252-14 }, { 1, TA_CMO_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, -5.76, 13, 252-13 }, }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_rsi( 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( "%s Failed Bad Parameter for Test #%d (%d,%d)\n", __FILE__, i, tableTest[i].expectedNbElement, history->nbBars ); return TA_TESTUTIL_TFRR_BAD_PARAM; } retValue = do_test( history, &tableTest[i] ); if( retValue != 0 ) { printf( "%s Failed Test #%d (Code=%d)\n", __FILE__, 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_RSI_TEST: retCode = TA_RSI( startIdx, endIdx, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_RSI_Lookback( testParam->test->optInTimePeriod); break; case TA_CMO_TEST: retCode = TA_CMO( startIdx, endIdx, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_CMO_Lookback( testParam->test->optInTimePeriod); break; default: retCode = TA_INTERNAL_ERROR(177); } 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; const TA_FuncHandle *funcHandle; const TA_FuncInfo *funcInfo; TA_ParamHolder *params; retCode = TA_SUCCESS; /* 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 ); /* Set the unstable period requested for that test. */ switch( test->theFunction ) { case TA_RSI_TEST: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_RSI, test->unstablePeriod ); break; case TA_CMO_TEST: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_CMO, test->unstablePeriod ); break; } if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; /* Make a simple first call. */ switch( test->theFunction ) { case TA_RSI_TEST: retCode = TA_RSI( test->startIdx, test->endIdx, gBuffer[0].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TA_CMO_TEST: retCode = TA_CMO( test->startIdx, test->endIdx, gBuffer[0].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; default: retCode = TA_INTERNAL_ERROR(178); } errNb = checkDataSame( gBuffer[0].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_RSI_TEST: retCode = TA_RSI( test->startIdx, test->endIdx, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[1].in ); break; case TA_CMO_TEST: retCode = TA_CMO( test->startIdx, test->endIdx, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[1].in ); break; default: retCode = TA_INTERNAL_ERROR(179); } /* 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; CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 ); if( errNb != TA_TEST_PASS ) return errNb; /* Make a call using the abstract interface. */ switch( test->theFunction ) { case TA_RSI_TEST: retCode = TA_GetFuncHandle( "RSI", &funcHandle ); break; case TA_CMO_TEST: retCode = TA_GetFuncHandle( "CMO", &funcHandle ); break; default: retCode = TA_INTERNAL_ERROR(180); } if( retCode != TA_SUCCESS ) { printf( "Fail: TA_GetFuncHandle with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_GETFUNCHANDLE; } retCode = TA_GetFuncInfo( funcHandle, &funcInfo ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_GetFuncInfo with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_GETFUNCINFO; } retCode = TA_ParamHolderAlloc( funcHandle, ¶ms ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_ParamHolderAlloc with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_PARAMHOLDERALLOC; } retCode = TA_SetInputParamRealPtr( params, 0, gBuffer[0].in ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_SetInputParamRealPtr with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_PARAMREALPTR; } retCode = TA_SetOptInputParamInteger( params, 0, test->optInTimePeriod ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_SetOptInputParamInteger with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_OPTINPUTPARAMINTEGER; } retCode = TA_SetOutputParamRealPtr( params, 0, gBuffer[1].out0 ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_SetOutputParamRealPtr with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_SETOUTPUTPARAMREALPTR; } retCode = TA_CallFunc( params, test->startIdx, test->endIdx, &outBegIdx, &outNbElement ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_CallFunc with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_CALLFUNC; } retCode = TA_ParamHolderFree( params ); if( retCode != TA_SUCCESS ) { printf( "Fail: TA_GetFuncHandle with retCode = %d\n", retCode ); return TA_ABS_TST_FAIL_PARAMHOLDERFREE; } /* 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].out0 ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[1].out0, 0 ); 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 ) { switch( test->theFunction ) { case TA_RSI_TEST: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_RSI, (void *)&testParam, 1, 0 ); break; case TA_CMO_TEST: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_CMO, (void *)&testParam, 1, 0 ); break; } if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }