/* TA-LIB Copyright (c) 1999-2008, 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:
 *     Test the momentum functions
 *
 * The interpretation of the rate of change varies widely depending
 * which software and/or books you are refering to.
 *
 * The following is the table of Rate-Of-Change implemented in TA-LIB:
 *       MOM     = (price - prevPrice)         [Momentum]
 *       ROC     = ((price/prevPrice)-1)*100   [Rate of change]
 *       ROCP    = (price-prevPrice)/prevPrice [Rate of change Percentage]
 *       ROCR    = (price/prevPrice)           [Rate of change ratio]
 *       ROCR100 = (price/prevPrice)*100       [Rate of change ratio 100 Scale]
 *
 * Here are the equivalent function in other software:
 *       TA-Lib  |   Tradestation   |    Metastock         
 *       =================================================
 *       MOM     |   Momentum       |    ROC (Point)
 *       ROC     |   ROC            |    ROC (Percent)
 *       ROCP    |   PercentChange  |    -     
 *       ROCR    |   -              |    -
 *       ROCR100 |   -              |    MO
 *
 * The MOM function is the only one who is not normalized, and thus
 * should be avoided for comparing different time serie of prices.
 * 
 * ROC and ROCP are centered at zero and can have positive and negative
 * value. Here are some equivalence:
 *    ROC = ROCP/100 
 *        = ((price-prevPrice)/prevPrice)/100
 *        = ((price/prevPrice)-1)*100
 *
 * ROCR and ROCR100 are ratio respectively centered at 1 and 100 and are
 * always positive values.
 */

/**** 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_MOM_TEST,
TA_ROC_TEST,
TA_ROCP_TEST,
TA_ROCR_TEST,
TA_ROCR100_TEST } TA_TestId;

typedef struct
{
   TA_Integer doRangeTestFlag;
   TA_TestId  theFunction;

   TA_Integer startIdx;
   TA_Integer endIdx;

   TA_Integer optInTimePeriod;
 
   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[] =
{
   /**********************/
   /*      MOM TEST      */
   /**********************/

#ifndef TA_FUNC_NO_RANGE_CHECK
   /* Test out of range. */
   { 0, TA_MOM_TEST, -1, 3, 14, TA_OUT_OF_RANGE_START_INDEX, 0, 0, 0, 0},
   { 0, TA_MOM_TEST,  3, -1, 14, TA_OUT_OF_RANGE_END_INDEX,   0, 0, 0, 0},
   { 0, TA_MOM_TEST,  4, 3, 14, TA_OUT_OF_RANGE_END_INDEX,   0, 0, 0, 0},
#endif

   { 1, TA_MOM_TEST, 0, 251, 14, TA_SUCCESS,      0, -0.50,  14,  252-14 }, /* First Value */
   { 0, TA_MOM_TEST, 0, 251, 14, TA_SUCCESS,      1, -2.00,  14,  252-14 },
   { 0, TA_MOM_TEST, 0, 251, 14, TA_SUCCESS,      2, -5.22,  14,  252-14 },
   { 0, TA_MOM_TEST, 0, 251, 14, TA_SUCCESS, 252-15, -1.13,  14,  252-14 },  /* Last Value */

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

   /* One value tests. */
   { 0, TA_MOM_TEST, 14,  14, 14, TA_SUCCESS, 0, -0.50,     14, 1},

   /* Index too low test. */
   { 0, TA_MOM_TEST, 0,  15, 14, TA_SUCCESS, 0, -0.50,     14, 2},
   { 0, TA_MOM_TEST, 1,  15, 14, TA_SUCCESS, 0, -0.50,     14, 2},
   { 0, TA_MOM_TEST, 2,  16, 14, TA_SUCCESS, 0, -0.50,     14, 3},
   { 0, TA_MOM_TEST, 2,  16, 14, TA_SUCCESS, 1, -2.00,     14, 3},
   { 0, TA_MOM_TEST, 2,  16, 14, TA_SUCCESS, 2, -5.22,     14, 3},
   { 0, TA_MOM_TEST, 0,  14, 14, TA_SUCCESS, 0, -0.50,     14, 1},
   { 0, TA_MOM_TEST, 0,  13, 14, TA_SUCCESS, 0, -0.50,     14, 0},

   /* Middle of data test. */
   { 0, TA_MOM_TEST, 20,  21, 14, TA_SUCCESS, 0, -4.15,    20, 2 },
   { 0, TA_MOM_TEST, 20,  21, 14, TA_SUCCESS, 1, -5.12,    20, 2 },

   /**********************/
   /*      ROC TEST      */
   /**********************/
   { 1, TA_ROC_TEST, 0, 251, 14, TA_SUCCESS,      0, -0.546,  14,  252-14 }, /* First Value */
   { 0, TA_ROC_TEST, 0, 251, 14, TA_SUCCESS,      1, -2.109,  14,  252-14 },
   { 0, TA_ROC_TEST, 0, 251, 14, TA_SUCCESS,      2, -5.53,  14,  252-14 },
   { 0, TA_ROC_TEST, 0, 251, 14, TA_SUCCESS, 252-15, -1.0367,  14,  252-14 },  /* Last Value */

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

   /* One value tests. */
   { 0, TA_ROC_TEST, 14,  14, 14, TA_SUCCESS, 0, -0.546,     14, 1},

   /* Index too low test. */
   { 0, TA_ROC_TEST, 0,  15, 14, TA_SUCCESS, 0, -0.546,     14, 2},
   { 0, TA_ROC_TEST, 1,  15, 14, TA_SUCCESS, 0, -0.546,     14, 2},
   { 0, TA_ROC_TEST, 2,  16, 14, TA_SUCCESS, 0, -0.546,     14, 3},
   { 0, TA_ROC_TEST, 2,  16, 14, TA_SUCCESS, 1, -2.109,     14, 3},
   { 0, TA_ROC_TEST, 2,  16, 14, TA_SUCCESS, 2, -5.53,     14, 3},
   { 0, TA_ROC_TEST, 0,  14, 14, TA_SUCCESS, 0, -0.546,     14, 1},
   { 0, TA_ROC_TEST, 0,  13, 14, TA_SUCCESS, 0, -0.546,     14, 0},

   /* Middle of data test. */
   { 0, TA_ROC_TEST, 20,  21, 14, TA_SUCCESS, 0, -4.49,    20, 2 },
   { 0, TA_ROC_TEST, 20,  21, 14, TA_SUCCESS, 1, -5.5256,    20, 2 },


   /**********************/
   /*     ROCR TEST   */
   /**********************/
   { 1, TA_ROCR_TEST, 0, 251, 14, TA_SUCCESS,      0, 0.994536,  14,  252-14 }, /* First Value */
   { 0, TA_ROCR_TEST, 0, 251, 14, TA_SUCCESS,      1, 0.978906,  14,  252-14 },
   { 0, TA_ROCR_TEST, 0, 251, 14, TA_SUCCESS,      2, 0.944689,  14,  252-14 },
   { 0, TA_ROCR_TEST, 0, 251, 14, TA_SUCCESS, 252-15, 0.989633,  14,  252-14 },  /* Last Value */

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

   /* One value tests. */
   { 0, TA_ROCR_TEST, 14,  14, 14, TA_SUCCESS, 0, 0.994536,     14, 1},

   /* Index too low test. */
   { 0, TA_ROCR_TEST, 0,  15, 14, TA_SUCCESS, 0, 0.994536,     14, 2},
   { 0, TA_ROCR_TEST, 1,  15, 14, TA_SUCCESS, 0, 0.994536,     14, 2},
   { 0, TA_ROCR_TEST, 2,  16, 14, TA_SUCCESS, 0, 0.994536,     14, 3},
   { 0, TA_ROCR_TEST, 2,  16, 14, TA_SUCCESS, 1, 0.978906,     14, 3},
   { 0, TA_ROCR_TEST, 2,  16, 14, TA_SUCCESS, 2, 0.944689,     14, 3},
   { 0, TA_ROCR_TEST, 0,  14, 14, TA_SUCCESS, 0, 0.994536,     14, 1},
   { 0, TA_ROCR_TEST, 0,  13, 14, TA_SUCCESS, 0, 0.994536,     14, 0},

   /* Middle of data test. */
   { 0, TA_ROCR_TEST, 20,  21, 14, TA_SUCCESS, 0, 0.955096,    20, 2 },
   { 0, TA_ROCR_TEST, 20,  21, 14, TA_SUCCESS, 1, 0.944744,    20, 2 },

   /**********************/
   /*     ROCR100 TEST   */
   /**********************/
   { 1, TA_ROCR100_TEST, 0, 251, 14, TA_SUCCESS,      0, 99.4536,  14,  252-14 }, /* First Value */
   { 0, TA_ROCR100_TEST, 0, 251, 14, TA_SUCCESS,      1, 97.8906,  14,  252-14 },
   { 0, TA_ROCR100_TEST, 0, 251, 14, TA_SUCCESS,      2, 94.4689,  14,  252-14 },
   { 0, TA_ROCR100_TEST, 0, 251, 14, TA_SUCCESS, 252-15, 98.9633,  14,  252-14 },  /* Last Value */

   /* No output value. */
   { 0, TA_ROCR100_TEST, 1, 1,  14, TA_SUCCESS, 0, 0, 0, 0},

   /* One value tests. */
   { 0, TA_ROCR100_TEST, 14,  14, 14, TA_SUCCESS, 0, 99.4536,     14, 1},

   /* Index too low test. */
   { 0, TA_ROCR100_TEST, 0,  15, 14, TA_SUCCESS, 0, 99.4536,     14, 2},
   { 0, TA_ROCR100_TEST, 1,  15, 14, TA_SUCCESS, 0, 99.4536,     14, 2},
   { 0, TA_ROCR100_TEST, 2,  16, 14, TA_SUCCESS, 0, 99.4536,     14, 3},
   { 0, TA_ROCR100_TEST, 2,  16, 14, TA_SUCCESS, 1, 97.8906,     14, 3},
   { 0, TA_ROCR100_TEST, 2,  16, 14, TA_SUCCESS, 2, 94.4689,     14, 3},
   { 0, TA_ROCR100_TEST, 0,  14, 14, TA_SUCCESS, 0, 99.4536,     14, 1},
   { 0, TA_ROCR100_TEST, 0,  13, 14, TA_SUCCESS, 0, 99.4536,     14, 0},

   /* Middle of data test. */
   { 0, TA_ROCR100_TEST, 20,  21, 14, TA_SUCCESS, 0, 95.5096,    20, 2 },
   { 0, TA_ROCR100_TEST, 20,  21, 14, TA_SUCCESS, 1, 94.4744,    20, 2 }

};

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

/**** Global functions definitions.   ****/
ErrorNumber test_func_mom_roc( TA_History *history )
{
   unsigned int i;
   ErrorNumber retValue;

   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;
      }
   }

   /* 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_MOM_TEST:
      retCode = TA_MOM(
                        startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInTimePeriod,                        
                        outBegIdx,
                        outNbElement,
                        outputBuffer );

      *lookback = TA_MOM_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROC_TEST:
      retCode = TA_ROC(
                        startIdx,
                        endIdx,
                        testParam->close,
                        testParam->test->optInTimePeriod,                        
                        outBegIdx,
                        outNbElement,
                        outputBuffer );
      *lookback = TA_ROC_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         startIdx,
                         endIdx,
                         testParam->close,
                         testParam->test->optInTimePeriod,                         
                         outBegIdx,
                         outNbElement,
                         outputBuffer );
      *lookback = TA_ROCR_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            startIdx,
                            endIdx,
                            testParam->close,
                            testParam->test->optInTimePeriod,                         
                            outBegIdx,
                            outNbElement,
                            outputBuffer );
      *lookback = TA_ROCR100_Lookback(testParam->test->optInTimePeriod );
      break;
   case TA_ROCP_TEST:
      retCode = TA_ROCP(
                         startIdx,
                         endIdx,
                         testParam->close,
                         testParam->test->optInTimePeriod,                         
                         outBegIdx,
                         outNbElement,
                         outputBuffer );
      *lookback = TA_ROCP_Lookback(testParam->test->optInTimePeriod );
      break;
   default:
      retCode = TA_INTERNAL_ERROR(130);
   }

   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;

   /* Set to NAN all the elements of the gBuffers.  */
   clearAllBuffers();

   /* Build the input. */
   setInputBuffer( 0, history->close, history->nbBars );
   setInputBuffer( 1, history->close, history->nbBars );

   CLEAR_EXPECTED_VALUE(0);

   /* Make a simple first call. */
   switch( test->theFunction )
   {
   case TA_MOM_TEST:
      retCode = TA_MOM(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;

   case TA_ROC_TEST:
      retCode = TA_ROC(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[0].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[0].out0 );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[0].out0 );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            test->startIdx,
                            test->endIdx,
                            gBuffer[0].in,
                            test->optInTimePeriod,                         
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[0].out0 );
      break;

   case TA_ROCP_TEST:
      retCode = TA_ROCP(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[0].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[0].out0 );
      break;

   default:
      retCode = TA_BAD_PARAM;
   }

   errNb = checkDataSame( gBuffer[0].in, history->close,history->nbBars );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[0].out0, 0 );

   outBegIdx = outNbElement = 0;

   /* Make another call where the input and the output are the
    * same buffer.
    */
   CLEAR_EXPECTED_VALUE(0);
   switch( test->theFunction )
   {
   case TA_MOM_TEST:
      retCode = TA_MOM(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_ROC_TEST:
      retCode = TA_ROC(
                        test->startIdx,
                        test->endIdx,
                        gBuffer[1].in,
                        test->optInTimePeriod,                        
                        &outBegIdx,
                        &outNbElement,
                        gBuffer[1].in );
      break;
   case TA_ROCR_TEST:
      retCode = TA_ROCR(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[1].in );
      break;
   case TA_ROCR100_TEST:
      retCode = TA_ROCR100(
                            test->startIdx,
                            test->endIdx,
                            gBuffer[1].in,
                            test->optInTimePeriod,                         
                            &outBegIdx,
                            &outNbElement,
                            gBuffer[1].in );
      break;
   case TA_ROCP_TEST:
      retCode = TA_ROCP(
                         test->startIdx,
                         test->endIdx,
                         gBuffer[1].in,
                         test->optInTimePeriod,                         
                         &outBegIdx,
                         &outNbElement,
                         gBuffer[1].in );
      break;
   }

   /* The previous call should have the same output as this call.
    *
    * checkSameContent verify that all value different than NAN in
    * the first parameter is identical in the second parameter.
    */
   errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
   if( errNb != TA_TEST_PASS )
      return errNb;

   CHECK_EXPECTED_VALUE( gBuffer[1].in, 0 );

   if( errNb != TA_TEST_PASS )
      return errNb;

   /* Do a systematic test of most of the
    * possible startIdx/endIdx range.
    */
   testParam.test  = test;
   testParam.close = history->close;

   if( test->doRangeTestFlag )
   {
      errNb = doRangeTest(
                           rangeTestFunction, 
                           TA_FUNC_UNST_NONE,
                           (void *)&testParam, 1, 0 );
      if( errNb != TA_TEST_PASS )
         return errNb;
   }

   return TA_TEST_PASS;
}

