test_ma.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
 *  -------------------------------------------------------------------
 *  112400 MF   First version.
 *  031707 MF   Add TA_MAVP tests.
 */

/* Description:
 *     Test all MA (Moving Average) functions.
 */

/**** 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 {
  TA_ANY_MA_TEST,
  TA_MAMA_TEST,
  TA_FAMA_TEST
} TA_TestId;


typedef struct
{
   TA_Integer doRangeTestFlag;
   TA_TestId  id;

   TA_Integer unstablePeriod;

   TA_Integer startIdx;
   TA_Integer endIdx;
   TA_Integer optInTimePeriod;
   TA_Integer optInMAType_1;
   TA_Integer compatibility;

   TA_RetCode expectedRetCode;

   TA_Integer oneOfTheExpectedOutRealIndex;
   TA_Real    oneOfTheExpectedOutReal;

   TA_Integer expectedBegIdx;
   TA_Integer expectedNbElement;
} TA_Test;

typedef struct
{
   const TA_Test *test;
   const TA_Real *close;
   const TA_Real *mavpPeriod;
   int   testMAVP; /* Boolean */
} TA_RangeTestParam;

/**** Local functions declarations.    ****/
static ErrorNumber do_test_ma( const TA_History *history,
                               const TA_Test *test,
							   int testMAVP /* Boolean */ );

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

static TA_Test tableTest[] =
{
   /************/
   /*  T3 TEST */
   /************/
   { 1, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0,  85.73, 24,  252-24  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      1,  84.37, 24,  252-24  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-26, 109.03, 24,  252-24  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 5, TA_MAType_T3, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-25, 108.88, 24,  252-24  }, /* Last Value */

   /***************/
   /*  TRIMA TEST */
   /***************/
   { 1, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0,  93.6043, 9,  252-9  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      1,  93.4252, 9,  252-9  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-11, 109.1850, 9,  252-9  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-10, 109.1407, 9,  252-9  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251,  9, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,     0,   93.8176,  8,  252-8  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  9, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-9,  109.1312,  8,  252-8  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251, 12, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0,  93.5329, 11,  252-11  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 12, TA_MAType_TRIMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-12, 109.1157, 11,  252-11  }, /* Last Value */



   /*************
    * MAMA TEST *
    *************/
   { 1,   TA_MAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0,       85.3643, 32, 252-32 }, /* First Value */
   { 0,   TA_MAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33, 110.1116, 32, 252-32 }, /* Last Value */

   { 0,   TA_FAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0,         81.88, 32, 252-32 }, /* First Value */
   { 0,   TA_FAMA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33,   108.82, 32, 252-32 }, /* Last Value */

   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0,       85.3643, 32, 252-32 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_MAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-33, 110.1116, 32, 252-32 }, /* Last Value */

   /***************************/
   /*  KAMA TEST - Classic    */
   /***************************/

   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* Test with period 10 */
   { 1, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,  92.6575, 10, 252-10 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,  92.7783, 10, 252-10 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 10, TA_MAType_KAMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-11, 109.294, 10, 252-10 }, /* Last Value */


   /*****************************************/
   /*   SMA TEST - CLASSIC/METASTOCK        */
   /*****************************************/

#ifndef TA_FUNC_NO_RANGE_CHECK
   /* Test with invalid parameters */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, -1, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM,  0,   0,  0,  0 },
#endif

   /* Test suppose to succeed. */
   { 1, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,   93.15,  1,  252-1  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,   94.59,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   2,   94.73,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250,  108.31,  1,  252-1  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,  90.42,  29,  252-29 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,  90.21,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   2,  89.96,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,  29,  87.12,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 221, 107.95,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 222, 108.42,  29,  252-29 }, /* Last Value */

   /* Same test and result as TA_COMPATIBILITY_DEFAULT */
   { 1, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,   93.15,  1,  252-1  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,   94.59,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2,   94.73,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250,  108.31,  1,  252-1  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  90.42,  29,  252-29 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  90.21,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2,  89.96,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,  29,  87.12,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 221, 107.95,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_SMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 222, 108.42,  29,  252-29 }, /* Last Value */


   /*******************************/
   /*   WMA TEST  - CLASSIC       */
   /*******************************/

#ifndef TA_FUNC_NO_RANGE_CHECK
   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* One value tests. */
   { 0, TA_ANY_MA_TEST, 0, 2,   2,  2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,  94.52,   2, 1 },

   /* Misc tests: period 2, 30 */

   { 1, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,   93.71,  1,  252-1  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,   94.52,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   2,   94.85,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250,  108.16,  1,  252-1  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,  88.567,  29,  252-29 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,  88.233,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   2,  88.034,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,  29,  87.191,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 221, 109.3413, 29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 222, 109.3466, 29,  252-29 }, /* Last Value */

   /*******************************/
   /*   WMA TEST  - METASTOCK     */
   /*******************************/

   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* One value tests. */
   { 0, TA_ANY_MA_TEST, 0, 2,   2,  2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  94.52,   2, 1 },

   /* Misc tests: period 2, 30 */
   { 1, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,   93.71,  1,  252-1  }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,   94.52,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2,   94.85,  1,  252-1  },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 250,  108.16,  1,  252-1  }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   0,  88.567,  29,  252-29 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   1,  88.233,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,   2,  88.034,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,  29,  87.191,  29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 221, 109.3413, 29,  252-29 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251, 30, TA_MAType_WMA, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 222, 109.3466, 29,  252-29 }, /* Last Value */

   /*******************************/
   /*   EMA TEST - Classic        */
   /*******************************/

   /* No output value. */
   { 0, TA_ANY_MA_TEST, 0, 1, 1,  14, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0},
#ifndef TA_FUNC_NO_RANGE_CHECK
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  0, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_BAD_PARAM, 0, 0, 0, 0 },
#endif

   /* Misc tests: period 2, 10 */
   { 1, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   0,  93.15, 1, 251 }, /* First Value */
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,   1,  93.96, 1, 251 },
   { 0, TA_ANY_MA_TEST, 0, 0, 251,  2, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 250, 108.21, 1, 251 }, /* Last Value */

   { 1, TA_ANY_MA_TEST, 0, 0, 251,  10, TA_MAType_EMA, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,    0,  93.22,  9, 243 }, /* First Value */