/* 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 all the directional movement functions. */ /**** 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 { TST_MINUS_DM, TST_MINUS_DI, TST_PLUS_DM, TST_PLUS_DI, TST_DX, TST_ADX, TST_ADXR } TestId; typedef struct { TestId id; TA_Integer doRangeTestFlag; TA_Integer unstablePeriod; 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; } TA_RangeTestParam; /**** Local functions declarations. ****/ static ErrorNumber do_test( const TA_History *history, const TA_Test *test ); /**** Local variables definitions. ****/ static TA_Test tableTest[] = { /* Test the fixes for Bug#1089506 */ { TST_MINUS_DI, 1, 0, 0, 251, 1, TA_SUCCESS, 0, 0.0, 1, 252-1 }, { TST_PLUS_DI, 1, 0, 0, 251, 1, TA_SUCCESS, 0, 0.478, 1, 252-1 }, { TST_MINUS_DM, 1, 0, 0, 251, 1, TA_SUCCESS, 0, 0.0, 1, 252-1 }, { TST_PLUS_DM, 1, 0, 0, 251, 1, TA_SUCCESS, 0, 1.69, 1, 252-1 }, /* Normal regression tests. */ { TST_ADXR,1, 0, 0, 251, 14, TA_SUCCESS, 0, 19.8666, 40, 252-40 }, /* First Value */ { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 1, 18.9092, 40, 252-40 }, { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 210, 21.5972, 40, 252-40 }, { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 211, 20.4920, 40, 252-40 }, /* Last Value */ { TST_PLUS_DM, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 10.28, 13, 252-13 }, /* First Value */ { TST_PLUS_DM, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 10.317, 13, 252-13 }, { TST_PLUS_DM, 0, 0, 0, 251, 14, TA_SUCCESS, 238, 9.58, 13, 252-13 }, /* Last Value */ { TST_PLUS_DI, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 20.3781, 14, 252-14 }, /* First Value */ { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 13, 22.1073, 14, 252-14 }, { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 14, 20.3746, 14, 252-14 }, { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 21.0000, 14, 252-14 }, /* Last Value */ { TST_MINUS_DM, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 12.995, 13, 252-13 }, /* First Value */ { TST_MINUS_DM, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 8.33, 13, 252-13 }, { TST_MINUS_DM, 0, 0, 0, 251, 14, TA_SUCCESS, 238, 9.672, 13, 252-13 }, /* Last Value */ { TST_MINUS_DI, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 30.1684, 14, 252-14 }, /* First Value */ { TST_MINUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 14, 24.969182, 14, 252-14 }, { TST_MINUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 21.1988, 14, 252-14 }, /* Last Value */ { TST_DX, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 19.3689, 14, 252-14 }, /* First Value */ { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 1, 9.7131, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 2, 17.2905, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 236, 10.6731, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 0.4722, 14, 252-14 }, /* Last Value */ { TST_ADX, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 23.0000, 27, 252-27 }, /* First Value */ { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 1, 22.0802, 27, 252-27 }, { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 223, 16.6840, 27, 252-27 }, { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 224, 15.5260, 27, 252-27 } /* Last Value */ #if 0 /*These were the values when using integer rounding in the logic */ { TST_ADXR,1, 0, 0, 251, 14, TA_SUCCESS, 0, 19.0, 40, 252-40 }, /* First Value */ { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 1, 18.0, 40, 252-40 }, { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 210, 22.0, 40, 252-40 }, { TST_ADXR,0, 0, 0, 251, 14, TA_SUCCESS, 211, 21.0, 40, 252-40 }, /* Last Value */ { TST_PLUS_DI, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 20.0, 14, 252-14 }, /* First Value */ { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 13, 22.0, 14, 252-14 }, { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 14, 20.0, 14, 252-14 }, { TST_PLUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 21.0, 14, 252-14 }, /* Last Value */ { TST_MINUS_DI, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 30.0, 14, 252-14 }, /* First Value */ { TST_MINUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 14, 25.0, 14, 252-14 }, { TST_MINUS_DI, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 21.0, 14, 252-14 }, /* Last Value */ { TST_DX, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 20.0, 14, 252-14 }, /* First Value */ { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 1, 9.0, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 2, 18.0, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 236, 10.0, 14, 252-14 }, { TST_DX, 0, 0, 0, 251, 14, TA_SUCCESS, 237, 0.0, 14, 252-14 }, /* Last Value */ { TST_ADX, 1, 0, 0, 251, 14, TA_SUCCESS, 0, 23.0, 27, 252-27 }, /* First Value */ { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 1, 22.0, 27, 252-27 }, { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 223, 17.0, 27, 252-27 }, { TST_ADX, 0, 0, 0, 251, 14, TA_SUCCESS, 224, 16.0, 27, 252-27 } /* Last Value */ #endif }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_adx( 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->id ) { case TST_MINUS_DM: retCode = TA_MINUS_DM( startIdx, endIdx, testParam->high, testParam->low, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_MINUS_DM_Lookback( testParam->test->optInTimePeriod ); break; case TST_MINUS_DI: retCode = TA_MINUS_DI( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_MINUS_DI_Lookback( testParam->test->optInTimePeriod ); break; case TST_DX: retCode = TA_DX( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_DX_Lookback( testParam->test->optInTimePeriod ); break; case TST_ADX: retCode = TA_ADX( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_ADX_Lookback( testParam->test->optInTimePeriod ); break; case TST_PLUS_DM: retCode = TA_PLUS_DM( startIdx, endIdx, testParam->high, testParam->low, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_PLUS_DM_Lookback( testParam->test->optInTimePeriod ); break; case TST_PLUS_DI: retCode = TA_PLUS_DI( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_PLUS_DI_Lookback( testParam->test->optInTimePeriod ); break; case TST_ADXR: retCode = TA_ADXR( startIdx, endIdx, testParam->high, testParam->low, testParam->close, testParam->test->optInTimePeriod, outBegIdx, outNbElement, outputBuffer ); *lookback = TA_ADXR_Lookback( testParam->test->optInTimePeriod ); break; default: retCode = TA_BAD_PARAM; } 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 ); setInputBuffer( 3, history->high, history->nbBars ); /* Make a simple first call. */ switch( test->id ) { case TST_MINUS_DM: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MINUS_DM, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_MINUS_DM( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_MINUS_DI: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MINUS_DI, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_MINUS_DI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_DX: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_DX, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_DX( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_ADX: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_ADX( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_PLUS_DM: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DM, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_PLUS_DM( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_PLUS_DI: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_PLUS_DI, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_PLUS_DI( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; case TST_ADXR: retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_ADX, test->unstablePeriod ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; retCode = TA_ADXR( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[0].out0 ); break; default: retCode = TA_BAD_PARAM; } /* Verify that the inputs 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->id ) { case TST_MINUS_DM: retCode = TA_MINUS_DM( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_MINUS_DI: retCode = TA_MINUS_DI( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_DX: retCode = TA_DX( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_ADX: retCode = TA_ADX( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_PLUS_DM: retCode = TA_PLUS_DM( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_PLUS_DI: retCode = TA_PLUS_DI( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; case TST_ADXR: retCode = TA_ADXR( test->startIdx, test->endIdx, gBuffer[3].in, gBuffer[1].in, gBuffer[2].in, test->optInTimePeriod, &outBegIdx, &outNbElement, gBuffer[3].in ); break; default: retCode = TA_BAD_PARAM; } /* Verify that the inputs 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[3].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[3].in, 0 ); if( errNb != TA_TEST_PASS ) return errNb; /* 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; if( test->doRangeTestFlag ) { switch( test->id ) { case TST_MINUS_DM: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_MINUS_DM, (void *)&testParam, 1, 0 ); break; case TST_MINUS_DI: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_MINUS_DI, (void *)&testParam, 1, 2 ); break; case TST_DX: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_DX, (void *)&testParam, 1, 2 ); break; case TST_ADX: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_ADX, (void *)&testParam, 1, 2 ); break; case TST_PLUS_DM: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_PLUS_DM, (void *)&testParam, 1, 0 ); break; case TST_PLUS_DI: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_PLUS_DI, (void *)&testParam, 1, 2 ); break; case TST_ADXR: errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_ADX, (void *)&testParam, 1, 2 ); break; } if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }