/**** Global functions definitions. ****/
ErrorNumber test_pm( void )
{
ErrorNumber errorNumber;
TA_UDBase *udb;
unsigned int i, j;
printf( "Testing Performance Measurement\n" );
/* Side Note:
* Why all these allocLib/freeLib in this function?
* Each time freeLib is being called, it is verified
* that all ressource has been freed. So that's a good
* way to verify for any potential memory leak.
*/
/* Initialize some globals used throughout these tests. */
TA_SetTimeNow( ×tampNow );
TA_SetDateNow( ×tampNow );
TA_NextWeekday( ×tampNow );
TA_TimestampCopy( ×tampNowPlusOneYear, ×tampNow );
TA_NextYear( ×tampNowPlusOneYear );
TA_PrevDay( ×tampNowPlusOneYear );
/* Using a user defined kkey */
TA_InstrumentInitWithUserKey( &id1_1, 12 );
TA_InstrumentInitWithUserKey( &id1_2, 9 );
/* Using a category / symbol strings. */
TA_InstrumentInit( &id2_1, "AB", "CD" );
TA_InstrumentInit( &id2_1, "AB", "CE" );
/* Using a category only. */
TA_InstrumentInit( &id3_1, "ABCD", NULL );
TA_InstrumentInit( &id3_2, "EFGH", NULL );
/* Using only a symbol string */
TA_InstrumentInit( &id4_1, NULL, "A" );
TA_InstrumentInit( &id4_2, NULL, "B" );
/* Test limit cases with empty TA_TradeLog */
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_emptytradelog();
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: Empty trade log cases\n" );
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
/* Test with only one TA_Transaction.
* Repeat all tests for each possible
* TA_Instrument key type.
*/
for( i=0; i < NB_TA_KEY_TYPE; i++ )
{
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_onetransaction_only( (TA_KEY_TYPE)i );
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: one transaction cases (key=%d,errorNumber=%d)\n", (TA_KEY_TYPE)i, errorNumber );
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
}
/* Tests with two TA_Transaction for the
* same given TA_Instrument.
*
* Repeat the test for each combination
* of:
* - TA_Instrument key type
* - long and short trade.
* - winning and losing trade
*/
for( i=0; i <= 1; i++ )
{
/* 0 = test a loosing trade
* 1 = test a winning trade
*/
for( j=0; j < NB_TA_KEY_TYPE; j++ )
{
/* Test Long */
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_onetrade_only( (TA_KEY_TYPE)j, TA_LONG_ENTRY, i );
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: one trade only (key=%d,type=%d,winning=%d)\n", (TA_KEY_TYPE)j, TA_LONG_ENTRY, i );
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
/* Test Short */
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_onetrade_only( (TA_KEY_TYPE)j, TA_SHORT_ENTRY, i );
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: one trade only (key=%d,type=%d,winning=%d)\n", (TA_KEY_TYPE)j, TA_SHORT_ENTRY, i );
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
}
}
/* Test TA_PMValueId using a list of tests
* defined in static variables.
*/
for( i=0; i < NB_PMVALUEID_TEST; i++ )
{
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_valueId( &pmValueIdTests[i] );
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: test_valueId #%d\n", i);
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
}
/* Test TA_PMArrayId using a list of tests
* defined in static variables.
*/
for( i=0; i < NB_PMARRAYID_TEST; i++ )
{
errorNumber = allocLib( &udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
errorNumber = test_arrayId( &pmArrayIdTests[i] );
if( errorNumber != TA_TEST_PASS )
{
printf( "Failed: test_arrayId #%d\n", i);
return errorNumber;
}
errorNumber = freeLib( udb );
if( errorNumber != TA_TEST_PASS )
return errorNumber;
}
return TA_TEST_PASS;
}
static TA_Timestamp *allocTimestampArray( const TA_Timestamp *start,
const TA_Timestamp *end,
int *nbDays )
{
TA_RetCode retCode;
TA_Timestamp *array;
int outIdx;
TA_Timestamp curDate;
TA_DayOfWeek dayOfTheWeek;
TA_ASSERT_RET( TA_TimestampValidate(start) == TA_SUCCESS, (TA_Timestamp *)NULL );
TA_ASSERT_RET( TA_TimestampValidate(end ) == TA_SUCCESS, (TA_Timestamp *)NULL );
TA_ASSERT_RET( nbDays != NULL, (TA_Timestamp *)NULL );
/* Calculate the exact number of week days
* between start and end inclusive.
* Excluding week-ends.
*/
retCode = TA_TimestampDeltaWeekday( start, end, (unsigned int *)nbDays );
if( retCode != TA_SUCCESS )
return (TA_Timestamp *)NULL;
/* Allocate the array. Add two element just to be on the safe side. */
array = TA_Malloc( sizeof( TA_Timestamp ) * ((*nbDays)+2) );
if( !array )
return (TA_Timestamp *)NULL;
/* Fill up the array. */
TA_TimestampCopy( &curDate, start );
/* Write the start point, if it is a weekday. */
outIdx = 0;
dayOfTheWeek = TA_GetDayOfTheWeek( &curDate );
if( (dayOfTheWeek != TA_SUNDAY) && (dayOfTheWeek != TA_SATURDAY) )
{
TA_TimestampCopy( &array[outIdx], &curDate );
outIdx++;
TA_NextWeekday( &curDate );
TA_ASSERT_RET( TA_TimestampValidate(&curDate) == TA_SUCCESS, (TA_Timestamp *)NULL );
}
/* Count the number of weekday */
while( TA_TimestampLess( &curDate, end ) )
{
TA_TimestampCopy( &array[outIdx], &curDate );
outIdx++;
TA_NextWeekday( &curDate );
TA_ASSERT_RET( TA_TimestampValidate(&curDate) == TA_SUCCESS, (TA_Timestamp *)NULL );
}
/* Check if the ending point is a weekday. */
if( TA_TimestampEqual( &curDate, end ) )
{
dayOfTheWeek = TA_GetDayOfTheWeek( &curDate );
if( (dayOfTheWeek != TA_SUNDAY) && (dayOfTheWeek != TA_SATURDAY) )
TA_TimestampCopy( &array[outIdx++], &curDate );
}
TA_ASSERT_RET( outIdx == (*nbDays), (TA_Timestamp *)NULL );
return array;
}