/* 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 Parabolic SAR function using the example given * in Wilder's book. */ /**** 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 useWilderData; TA_Integer startIdx; TA_Integer endIdx; TA_Real optInAcceleration; TA_Real optInMaximum; 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_Real wilderHigh[] = { 51.12, 52.35,52.1,51.8,52.1,52.5,52.8,52.5,53.5,53.5,53.8,54.2,53.4,53.5, 54.4,55.2,55.7,57,57.5,58,57.7,58,57.5,57,56.7,57.5, 56.70,56.00,56.20,54.80,55.50,54.70,54.00,52.50,51.00,51.50,51.70,53.00 }; static TA_Real wilderLow[] = { 50.0, 51.5,51,50.5,51.25,51.7,51.85,51.5,52.3,52.5,53,53.5,52.5,52.1,53, 54,55,56,56.5,57,56.5,57.3,56.7,56.3,56.2,56, 55.50,55.00,54.90,54.00,54.50,53.80,53.00,51.50,50.00,50.50,50.20,51.50 }; #define WILDER_NB_BAR (sizeof(wilderLow)/sizeof(TA_Real)) static TA_Test tableTest[] = { /**************************************/ /* SAR TEST WITH WILDER DATA */ /**************************************/ { 1, 0, (WILDER_NB_BAR-1), 0.02, 0.20, TA_SUCCESS, 0, 50.00, 1, (WILDER_NB_BAR-1) }, /* First Value */ { 1, 0, (WILDER_NB_BAR-1), 0.02, 0.20, TA_SUCCESS, 1, 50.047, 1, (WILDER_NB_BAR-1) }, { 1, 0, (WILDER_NB_BAR-1), 0.02, 0.20, TA_SUCCESS, 4, 50.182, 1, (WILDER_NB_BAR-1) }, { 1, 0, (WILDER_NB_BAR-1), 0.02, 0.20, TA_SUCCESS, 35, 52.93, 1, (WILDER_NB_BAR-1) }, { 1, 0, (WILDER_NB_BAR-1), 0.02, 0.20, TA_SUCCESS, 36, 50.00, 1, (WILDER_NB_BAR-1) } /* Last value */ }; #define NB_TEST (sizeof(tableTest)/sizeof(TA_Test)) /**** Global functions definitions. ****/ ErrorNumber test_func_sar( TA_History *history ) { unsigned int i; ErrorNumber retValue; /* Set all the unstable period to a weird value. This is to make sure * that no unstable period affects the SAR. */ TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 124 ); 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 ErrorNumber do_test( const TA_History *history, const TA_Test *test ) { TA_RetCode retCode; ErrorNumber errNb; TA_Integer outBegIdx; TA_Integer outNbElement; const TA_Real *highPtr; const TA_Real *lowPtr; TA_Integer nbPriceBar; /* Set to NAN all the elements of the gBuffers. */ clearAllBuffers(); /* Build the input. */ if( test->useWilderData ) { highPtr = wilderHigh; lowPtr = wilderLow; nbPriceBar = WILDER_NB_BAR; } else { highPtr = history->high; lowPtr = history->low; nbPriceBar = history->nbBars; } setInputBuffer( 0, highPtr, nbPriceBar ); setInputBuffer( 1, lowPtr, nbPriceBar ); /* Make a simple first call. */ retCode = TA_SAR( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, test->optInAcceleration, test->optInMaximum, &outBegIdx, &outNbElement, gBuffer[0].out0 ); errNb = checkDataSame( gBuffer[0].in, highPtr, nbPriceBar ); if( errNb != TA_TEST_PASS ) return errNb; errNb = checkDataSame( gBuffer[1].in, lowPtr, nbPriceBar ); 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. */ retCode = TA_SAR( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, test->optInAcceleration, test->optInMaximum, &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; CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 ); if( errNb != TA_TEST_PASS ) return errNb; /* Make sure the other input is untouched. */ errNb = checkDataSame( gBuffer[0].in, highPtr, nbPriceBar ); if( errNb != TA_TEST_PASS ) return errNb; /* Repeat that last test but with the first parameter this time. */ /* Set to NAN all the elements of the gBuffers. */ clearAllBuffers(); /* Build the input. */ setInputBuffer( 0, highPtr, nbPriceBar ); setInputBuffer( 1, lowPtr, nbPriceBar ); /* Make another call where the input and the output are the * same buffer. */ retCode = TA_SAR( test->startIdx, test->endIdx, gBuffer[0].in, gBuffer[1].in, test->optInAcceleration, test->optInMaximum, &outBegIdx, &outNbElement, gBuffer[0].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[0].in ); if( errNb != TA_TEST_PASS ) return errNb; CHECK_EXPECTED_VALUE( gBuffer[0].in, 0 ); if( errNb != TA_TEST_PASS ) return errNb; /* Make sure the other input is untouched. */ errNb = checkDataSame( gBuffer[1].in, lowPtr, nbPriceBar); if( errNb != TA_TEST_PASS ) return errNb; return TA_TEST_PASS; }