test_bbands.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.
 *
 */

/* Description:
 *     Regression test of Bollinger Bands (BBANDS).
 */

/**** 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 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++ )