/* 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: * Regression test of Bollinger Bands (BBANDS). */ /**** Headers ****/ #include #include #include "ta_test_priv.h" #include "ta_test_func.h" #include "ta_utility.h" #include "ta_memory.h" /**** External functions declarations. ****/ /* None */ /**** External variables declarations. ****/ /* None */ /**** Global variables definitions. ****/ /* None */ /**** Local declarations. ****/ typedef struct { TA_Integer doRangeTestFlag; TA_Integer startIdx; TA_Integer endIdx; TA_Integer optInTimePeriod; TA_Real optInNbDevUp; TA_Real optInNbDevDn; TA_Integer optInMethod_3; TA_Integer compatibility; TA_RetCode expectedRetCode; TA_Integer expectedBegIdx; TA_Integer expectedNbElement; TA_Integer oneOfTheExpectedOutRealIndex0; TA_Real oneOfTheExpectedOutReal0; TA_Integer oneOfTheExpectedOutRealIndex1; TA_Real oneOfTheExpectedOutReal1; TA_Integer oneOfTheExpectedOutRealIndex2; TA_Real oneOfTheExpectedOutReal2; } 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[] = { /****************************/ /* BBANDS - CLASSIC - EMA */ /****************************/ /* No multiplier */ /* With upper band multiplier only. */ /* With lower band multiplier only. */ /* With identical upper/lower multiplier. */ { 0, 0, 251, 20, 2.0, 2.0, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 19, 252-19, 13, 93.674, /* Upper */ 13, 87.679, /* Middle */ 13, 81.685 }, /* Lower */ { 0, 0, 251, 20, 2.0, 2.0, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 19, 252-19, 0, 98.0734, /* Upper */ 0, 92.8910, /* Middle */ 0, 87.7086 }, /* Lower */ /* With distinctive upper/lower multiplier. */ /****************************/ /* BBANDS - CLASSIC - SMA */ /****************************/ /* No multiplier */ /* With upper band multiplier only. */ /* With lower band multiplier only. */ /* With identical upper/lower multiplier. */ { 1, 0, 251, 20, 2.0, 2.0, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 19, 252-19, 0, 98.0734, /* Upper */ 0, 92.8910, /* Middle */ 0, 87.7086 }, /* Lower */ /* With distinctive upper/lower multiplier. */ /******************************/ /* BBANDS - METASTOCK - SMA */ /******************************/ /* No multiplier */ /* With upper band multiplier only. */ /* With lower band multiplier only. */ /* With identical upper/lower multiplier. */ { 1, 0, 251, 20, 2.0, 2.0, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 98.0734, /* Upper */ 0, 92.8910, /* Middle */ 0, 87.7086 }, /* Lower */ /* With distinctive upper/lower multiplier. */ /******************************/ /* BBANDS - METASTOCK - EMA */ /******************************/ /* No multiplier */ { 1, 0, 251, 20, 1.0, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 94.6914, /* Upper */ 0, 92.1002, /* Middle */ 0, 89.5090 }, /* Lower */ { 0, 0, 251, 20, 1.0, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 3, 94.0477, /* Upper */ 3, 90.7270, /* Middle */ 3, 87.4063 }, /* Lower */ { 0, 0, 251, 20, 1.0, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 252-20, 111.5415, /* Upper */ 252-20, 108.5265, /* Middle */ 252-20, 105.5115 }, /* Lower */ /* With upper band multiplier only. */ { 0, 0, 251, 20, 1.5, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 95.9870, /* Upper */ 0, 92.1002, /* Middle */ 0, 89.5090}, /* Lower */ { 0, 0, 251, 20, 1.5, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 3, 95.7080, /* Upper */ 3, 90.7270, /* Middle */ 3, 87.4063}, /* Lower */ { 0, 0, 251, 20, 1.5, 1.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 252-20, 113.0490, /* Upper */ 252-20, 108.5265, /* Middle */ 252-20, 105.5115 }, /* Lower */ /* With lower band multiplier only. */ { 1, 0, 251, 20, 1.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 94.6914, /* Upper */ 0, 92.1002, /* Middle */ 0, 88.2134 }, /* Lower */ { 0, 0, 251, 20, 1.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 3, 94.0477, /* Upper */ 3, 90.7270, /* Middle */ 3, 85.7460}, /* Lower */ { 0, 0, 251, 20, 1.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 252-20, 111.5415, /* Upper */ 252-20, 108.5265, /* Middle */ 252-20, 104.0040}, /* Lower */ /* With identical upper/lower multiplier. */ { 0, 0, 251, 20, 2.0, 2.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 97.2826, /* Upper */ 0, 92.1002, /* Middle */ 0, 86.9178}, /* Lower */ { 0, 0, 251, 20, 2.0, 2.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 1, 97.2637, /* Upper */ 1, 91.7454, /* Middle */ 1, 86.2271}, /* Lower */ { 0, 0, 251, 20, 2.0, 2.0, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 252-20, 114.5564, /* Upper */ 252-20, 108.5265, /* Middle */ 252-20, 102.4965}, /* Lower */ /* With distinctive upper/lower multiplier. */ { 0, 0, 251, 20, 2.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 0, 97.2826, /* Upper */ 0, 92.1002, /* Middle */ 0, 88.2134 }, /* Lower */ { 0, 0, 251, 20, 2.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 3, 97.3684, /* Upper */ 3, 90.7270, /* Middle */ 3, 85.7460}, /* Lower */ { 0, 0, 251, 20, 2.0, 1.5, TA_MAType_EMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 19, 252-19, 252-20, 114.5564, /* Upper */ 252-20, 108.5265, /* Middle */ 252-20, 104.0040} /* Lower */ }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_bbands( TA_History *history ) { unsigned int i; ErrorNumber retValue; 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; } } /* 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; TA_Real *dummyBuffer1, *dummyBuffer2; TA_Real *out1, *out2, *out3; (void)outputBufferInt; *isOutputInteger = 0; testParam = (TA_RangeTestParam *)opaqueData; dummyBuffer1 = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Real)); if( !dummyBuffer1 ) return TA_ALLOC_ERR; dummyBuffer2 = TA_Malloc( ((endIdx-startIdx)+1)*sizeof(TA_Real)); if( !dummyBuffer2 ) { TA_Free( dummyBuffer1 ); return TA_ALLOC_ERR; } switch( outputNb ) { case 0: out1 = outputBuffer; out2 = dummyBuffer1; out3 = dummyBuffer2; break; case 1: out2 = outputBuffer; out1 = dummyBuffer1; out3 = dummyBuffer2; break; case 2: out3 = outputBuffer; out2 = dummyBuffer1; out1 = dummyBuffer2; break; default: TA_Free( dummyBuffer1 ); TA_Free( dummyBuffer2 ); return TA_BAD_PARAM; } retCode = TA_BBANDS( startIdx, endIdx, testParam->close, testParam->test->optInTimePeriod, testParam->test->optInNbDevUp, testParam->test->optInNbDevDn, (TA_MAType)testParam->test->optInMethod_3, outBegIdx, outNbElement, out1, out2, out3 ); *lookback = TA_BBANDS_Lookback( testParam->test->optInTimePeriod, testParam->test->optInNbDevUp, testParam->test->optInNbDevDn, (TA_MAType)testParam->test->optInMethod_3 ); TA_Free( dummyBuffer1 ); TA_Free( dummyBuffer2 ); 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; retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, 0 ); if( retCode != TA_SUCCESS ) return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL; /* 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 ); setInputBuffer( 2, history->close, history->nbBars ); setInputBuffer( 3, history->close, history->nbBars ); TA_SetCompatibility( (TA_Compatibility)test->compatibility ); /* Make a simple first call. */ retCode = TA_BBANDS( test->startIdx, test->endIdx, gBuffer[0].in, test->optInTimePeriod, test->optInNbDevUp, test->optInNbDevDn, (TA_MAType)test->optInMethod_3, &outBegIdx, &outNbElement, gBuffer[0].out0, gBuffer[0].out1, gBuffer[0].out2 ); errNb = checkDataSame( gBuffer[0].in, history->close, history->nbBars ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 ); CHECK_EXPECTED_VALUE( gBuffer[0].out1, 1 ); CHECK_EXPECTED_VALUE( gBuffer[0].out2, 2 ); outBegIdx = outNbElement = 0; /* Make another call where the input and the output are the * same buffer. */ retCode = TA_BBANDS( test->startIdx, test->endIdx, gBuffer[1].in, test->optInTimePeriod, test->optInNbDevUp, test->optInNbDevDn, (TA_MAType)test->optInMethod_3, &outBegIdx, &outNbElement, gBuffer[1].in, gBuffer[1].out1, gBuffer[1].out2 ); /* 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 ); CHECK_EXPECTED_VALUE( gBuffer[1].out1, 1 ); CHECK_EXPECTED_VALUE( gBuffer[1].out2, 2 ); outBegIdx = outNbElement = 0; /* Make another call where the input and the output are the * same buffer. */ retCode = TA_BBANDS( test->startIdx, test->endIdx, gBuffer[2].in, test->optInTimePeriod, test->optInNbDevUp, test->optInNbDevDn, (TA_MAType)test->optInMethod_3, &outBegIdx, &outNbElement, gBuffer[2].out1, gBuffer[2].in, gBuffer[2].out2 ); /* 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[1].out1, gBuffer[2].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[2].out1, 0 ); CHECK_EXPECTED_VALUE( gBuffer[2].in, 1 ); CHECK_EXPECTED_VALUE( gBuffer[2].out2, 2 ); outBegIdx = outNbElement = 0; /* Make another call where the input and the output are the * same buffer. */ retCode = TA_BBANDS( test->startIdx, test->endIdx, gBuffer[3].in, test->optInTimePeriod, test->optInNbDevUp, test->optInNbDevDn, (TA_MAType)test->optInMethod_3, &outBegIdx, &outNbElement, gBuffer[3].out0, gBuffer[3].out1, gBuffer[3].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[2].out2, gBuffer[3].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[3].out0, 0 ); CHECK_EXPECTED_VALUE( gBuffer[3].out1, 1 ); CHECK_EXPECTED_VALUE( gBuffer[3].in, 2 ); /* 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_3 == TA_MAType_EMA ) { errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_EMA, (void *)&testParam, 3, 0 ); } else { errNb = doRangeTest( rangeTestFunction, TA_FUNC_UNST_NONE, (void *)&testParam, 3, 0 ); } if( errNb != TA_TEST_PASS ) return errNb; } return TA_TEST_PASS; }