test_stoch.c

股票主要技术指标源码

/* 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
 *  -------------------------------------------------------------------
 *  122101 MF   First version.
 *  111603 MF   Add test of TA_STOCHRSI
 */

/* Description:
 *     Test the Stochastic function.
 */

/**** Headers ****/
#include <stdio.h>
#include <string.h>

#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 enum
{
  TEST_STOCH,
  TEST_STOCHF,
  TEST_STOCHRSI
} TestId;

typedef struct
{
   TestId testId;

   TA_Integer doRangeTestFlag; /* One will do a call to doRangeTest */

   TA_Integer unstablePeriod;

   TA_Integer startIdx;
   TA_Integer endIdx;

   TA_Integer    optInPeriod_0;
   TA_Integer    optInPeriod_1;
   TA_Integer    optInMAType_1;
   TA_Integer    optInPeriod_2;
   TA_Integer    optInMAType_2;

   TA_RetCode expectedRetCode;

   TA_Integer expectedBegIdx;
   TA_Integer expectedNbElement;

   TA_Integer oneOfTheExpectedOutRealIndex0;
   TA_Real    oneOfTheExpectedOutReal0;

   TA_Integer oneOfTheExpectedOutRealIndex1;
   TA_Real    oneOfTheExpectedOutReal1;
} 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 );

static TA_RetCode referenceStoch( TA_Integer    startIdx,
                                  TA_Integer    endIdx,
                                  const TA_Real inHigh[],
                                  const TA_Real inLow[],
                                  const TA_Real inClose[],
                                  TA_Integer    optInPeriod_0, /* From 1 to TA_INTEGER_MAX */
                                  TA_Integer    optInPeriod_1, /* From 1 to TA_INTEGER_MAX */
                                  TA_Integer    optInMAType_1,
                                  TA_Integer    optInPeriod_2, /* From 1 to TA_INTEGER_MAX */
                                  TA_Integer    optInMAType_2,
                                  TA_Integer   *outBegIdx,
                                  TA_Integer   *outNbElement,
                                  TA_Real       outSlowK_0[],
                                  TA_Real       outSlowD_1[] );

/**** Local variables definitions.     ****/

static TA_Test tableTest[] =
{
   /**************/
   /* STOCH TEST */
   /**************/
   { TEST_STOCH, 1, 0, 9, 9, 5, 3, TA_MAType_SMA, 4, TA_MAType_SMA, TA_SUCCESS,  9,  1,
                                                        0, 38.139,  
                                                        0, 36.725  }, /* Test one value */


   { TEST_STOCH, 0, 0, 0, 251, 5, 3, TA_MAType_SMA, 3, TA_MAType_SMA, TA_SUCCESS,  8,  252-8,
                                                          0, 24.0128,  
                                                          0, 36.254,   }, /* First Value */

   { TEST_STOCH, 0, 0, 0, 251, 5, 3, TA_MAType_SMA, 4, TA_MAType_SMA, TA_SUCCESS,  9,  252-9,
                                                          252-10, 30.194, 
                                                          252-10, 46.641,   }, /* Last Value */

   { TEST_STOCH, 0, 0, 0, 251, 5, 3, TA_MAType_SMA, 3, TA_MAType_SMA, TA_SUCCESS,  8,  252-8,
                                                          252-9, 30.194, 
                                                          252-9, 43.69,   }, /* Last Value */

   /*****************/
   /* STOCHRSI TEST */
   /*****************/
   { TEST_STOCHRSI, 0, 0, 27, 27, 14, 14, -1, 1, TA_MAType_SMA, TA_SUCCESS,  27,  1,
                                                 0, 94.156709,  
                                                 0, 94.156709 }, /* Test one Value */

   { TEST_STOCHRSI, 1, 0, 0, 251, 14, 14, -1, 1, TA_MAType_SMA, TA_SUCCESS,  27,  252-27,
                                                 0, 94.156709,  
                                                 0, 94.156709 }, /* First Value */

   { TEST_STOCHRSI, 0, 0, 0, 251, 14, 14, -1, 1, TA_MAType_SMA, TA_SUCCESS,  27,  252-27,
                                                 251-27, 0.0,  
                                                 251-27, 0.0 }, /* Last Value */

   { TEST_STOCHRSI, 0, 0, 0, 251, 14, 45, -1, 1, TA_MAType_SMA, TA_SUCCESS,  58,  252-58,
                                                 0, 79.729186,  
                                                 0, 79.729186 }, /* First Value */

   { TEST_STOCHRSI, 0, 0, 0, 251, 14, 45, -1, 1, TA_MAType_SMA, TA_SUCCESS,  58,  252-58,
                                                 251-58, 48.1550743, 
                                                 251-58, 48.1550743 }, /* Last Value */


   { TEST_STOCHRSI, 1, 0, 0, 251, 11, 13, -1, 16, TA_MAType_SMA, TA_SUCCESS,  38,  252-38,
                                                 0, 5.25947,  
                                                 0, 57.1711}, /* First Value */

   { TEST_STOCHRSI, 0, 0, 0, 251, 11, 13, -1, 16, TA_MAType_SMA, TA_SUCCESS,  38,  252-38,
                                                 251-38, 0.0, 
                                                 251-38, 15.7303 }, /* Last Value */

    /* More test needed!!! */
};

#define NB_TEST (sizeof(tableTest)/sizeof(TA_Test))

/**** Global functions definitions.   ****/
ErrorNumber test_func_stoch( 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;
  TA_Real *dummyOutput;

  (void)outputBufferInt;

  *isOutputInteger = 0;

  retCode = TA_NOT_SUPPORTED;
  
  testParam = (TA_RangeTestParam *)opaqueData;   


  dummyOutput = TA_Malloc( (endIdx-startIdx+1) * sizeof(TA_Real) );
              
  switch( testParam->test->testId )
  {       
  case TEST_STOCH:
     if( outputNb == 0 )
     {
        retCode = TA_STOCH( startIdx,
                            endIdx,
                            testParam->high,
                            testParam->low,
                            testParam->close,
                            testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            (TA_MAType)testParam->test->optInMAType_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2,
                            outBegIdx, outNbElement,
                            outputBuffer,
                            dummyOutput );

      }
      else
      {
        retCode = TA_STOCH( startIdx,
                            endIdx,
                            testParam->high,
                            testParam->low,
                            testParam->close,
                            testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            (TA_MAType)testParam->test->optInMAType_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2,
                            outBegIdx, outNbElement,
                            dummyOutput, 
                            outputBuffer );
      }

      *lookback = TA_STOCH_Lookback( testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            (TA_MAType)testParam->test->optInMAType_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2 );
      break;
  case TEST_STOCHF:
     if( outputNb == 0 )
     {
        retCode = TA_STOCHF( startIdx,
                             endIdx,
                             testParam->high,
                             testParam->low,
                             testParam->close,
                             testParam->test->optInPeriod_0,
                             testParam->test->optInPeriod_1,
                             (TA_MAType)testParam->test->optInMAType_1,
                             outBegIdx, outNbElement,
                             outputBuffer,
                             dummyOutput );

      }
      else
      {
        retCode = TA_STOCHF( startIdx,
                             endIdx,
                             testParam->high,
                             testParam->low,
                             testParam->close,
                             testParam->test->optInPeriod_0,
                             testParam->test->optInPeriod_1,
                             (TA_MAType)testParam->test->optInMAType_1,
                             outBegIdx, outNbElement,
                             dummyOutput, 
                             outputBuffer );
      }

      *lookback = TA_STOCHF_Lookback( testParam->test->optInPeriod_0,
                             testParam->test->optInPeriod_1,
                             (TA_MAType)testParam->test->optInMAType_1 );
      break;
      
   case TEST_STOCHRSI:
     if( outputNb == 0 )
     {
        retCode = TA_STOCHRSI( startIdx,
                            endIdx,
                            testParam->close,
                            testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2,
                            outBegIdx, outNbElement,
                            outputBuffer,
                            dummyOutput );

      }
      else
      {
        retCode = TA_STOCHRSI( startIdx,
                            endIdx,
                            testParam->close,
                            testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2,
                            outBegIdx, outNbElement,
                            dummyOutput, 
                            outputBuffer );
      }

      *lookback = TA_STOCHRSI_Lookback( testParam->test->optInPeriod_0,
                            testParam->test->optInPeriod_1,
                            testParam->test->optInPeriod_2,
                            (TA_MAType)testParam->test->optInMAType_2 );
      break;
   }

   TA_Free( dummyOutput );

   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_NOT_SUPPORTED;

   /* 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 );
   
   /* Re-initialize all the unstable period to zero. */
   TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );