test_rsi.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.
 *  112605 MF   Add CMO test.
 */

/* Description:
 *     Test RSI/CMO function.
 */

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

#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 enum {
TA_RSI_TEST,
TA_CMO_TEST
} TA_TestId;

typedef struct
{
   TA_Integer doRangeTestFlag;

   TA_TestId  theFunction;

   TA_Integer unstablePeriod;

   TA_Integer startIdx;
   TA_Integer endIdx;

   TA_Integer optInTimePeriod;
   TA_Integer compatibility;

   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_Test tableTest[] =
{
   /**********************/
   /*      RSI TEST      */
   /**********************/
   { 1, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0, 49.14,  14,  252-14 }, /* First Value */
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      1, 52.32,  14,  252-14 },
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      2, 46.07,  14,  252-14 },
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-15, 49.63,  14,  252-14 },  /* Last Value */

   /* No output value. */
   { 0, TA_RSI_TEST, 0, 1, 1,  14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 0, 0, 0},

   /* One value tests. */
   { 0, TA_RSI_TEST, 0, 14,  14, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 1},

   /* Index too low test. */
   { 0, TA_RSI_TEST, 0, 0,  15, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 2},
   { 0, TA_RSI_TEST, 0, 1,  15, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 2},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 3},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 1, 52.32,     14, 3},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 2, 46.07,     14, 3},
   { 0, TA_RSI_TEST, 0, 0,  14, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 1},
   { 0, TA_RSI_TEST, 0, 0,  13, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 0, 49.14,     14, 0},

   /* Test with 1 unstable price bar. Test for period 1, 2, 14 */
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0,     52.32,  15,  252-(14+1) },
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      1,     46.07,  15,  252-(14+1) },
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-(15+1), 49.63,  15,  252-(14+1) },  /* Last Value */

   /* Test with 2 unstable price bar. Test for period 1, 2, 14 */
   { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0,     46.07,  16,  252-(14+2) },
   { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS, 252-(15+2), 49.63,  16,  252-(14+2) },  /* Last Value */


   /**********************/
   /* RSI Metastock TEST */
   /**********************/
   { 1, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      0, 47.11,  13,  252-13 }, /* First Value */
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      1, 49.14,  13,  252-13 },
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      2, 52.32,  13,  252-13 },
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      3, 46.07,  13,  252-13 },
   { 0, TA_RSI_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-14, 49.63,  13,  252-13 }, /* Last Value */

   /* No output value. */
   { 0, TA_RSI_TEST, 0, 1, 1,  14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 0, 0, 0},

   /* One value tests. */
   { 0, TA_RSI_TEST, 0, 13, 13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 1},
   { 0, TA_RSI_TEST, 0, 13, 13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11, 13, 1},

   /* Index too low test. */
   { 0, TA_RSI_TEST, 0, 0,  15, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 3},
   { 0, TA_RSI_TEST, 0, 1,  15, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 3},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 4},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 1, 49.14,     13, 4},
   { 0, TA_RSI_TEST, 0, 2,  16, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 2, 52.32,     13, 4},
   { 0, TA_RSI_TEST, 0, 0,  14, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 2},
   { 0, TA_RSI_TEST, 0, 0,  13, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 1},
   { 0, TA_RSI_TEST, 0, 0,  12, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 0, 47.11,     13, 0},

   /* Test with 1 unstable price bar. Test for period 1, 2, 14 */
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      0,     49.14,  14,  252-(13+1) },
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      1,     52.32,  14,  252-(13+1) },
   { 0, TA_RSI_TEST, 1, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-(14+1), 49.63,  14,  252-(13+1) },  /* Last Value */

   /* Test with 2 unstable price bar. Test for period 1, 2, 14 */
   { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,      0,     52.32,  15,  252-(13+2) },
   { 0, TA_RSI_TEST, 2, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS, 252-(14+2), 49.63,  15,  252-(13+2) },  /* Last Value */

   /**********************/
   /*      CMO TEST      */
   /**********************/
   { 1, TA_CMO_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_DEFAULT, TA_SUCCESS,      0, -1.70,  14,  252-14 },
   { 1, TA_CMO_TEST, 0, 0, 251, 14, TA_COMPATIBILITY_METASTOCK, TA_SUCCESS,    0, -5.76,  13,  252-13 },

};

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

/**** Global functions definitions.   ****/
ErrorNumber test_func_rsi( 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;

   (void)outputNb;
   (void)outputBufferInt;
  
   *isOutputInteger = 0;

   testParam = (TA_RangeTestParam *)opaqueData;   


   switch( testParam->test->theFunction )
   {
   case TA_RSI_TEST:
      retCode = TA_RSI( startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInTimePeriod,