fix input & output array length must > lookback, add unittest

mw66 · Jun 17, 2023 · c305056 · c305056
1 parent 28c0261
commit c305056
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Showing 4 changed files with 47 additions and 8 deletions.
diff --git a/dub.json b/dub.json
@@ -1,11 +1,11 @@
 {
 	"authors": [
-		"mw"
+		"mw66"
 	],
-	"copyright": "Copyright © 2020, mw",
+	"copyright": "Copyright © 2020, mw66",
 	"dependencies": {
-		"fluent-asserts": "~>0.13.3",
-		"jdiutil": "~>1.1.0"
+		"fluent-asserts": "*",
+		"jdiutil": "*"
 	},
 	"description": "D wrapper for https://ta-lib.org/",
 	"lflags": [

diff --git a/source/talibd/talib_func.d b/source/talibd/talib_func.d
@@ -54,7 +54,7 @@ bool TA_MA(double[] inData , double[] outMA , int MA_optInTimePeriod=default_MA_
  int begin, num; 
  int lookback = TA_MA_Lookback(MA_optInTimePeriod,optInMAType,); 
  enforce((MA_optInTimePeriod-1) == lookback); 
- if (lookback > inData.length) { 
+ if (lookback >= inData.length) { 
  return false; 
  } 
  outMA[0..lookback] = 0;
@@ -82,7 +82,7 @@ bool TA_RSI(double[] inData , double[] outRSI , int RSI_optInTimePeriod=default_
  int begin, num; 
  int lookback = TA_RSI_Lookback(RSI_optInTimePeriod,); 
  enforce(RSI_optInTimePeriod == lookback); 
- if (lookback > inData.length) { 
+ if (lookback >= inData.length) { 
  return false; 
  } 
  outRSI[0..lookback] = 0;
@@ -109,7 +109,7 @@ bool TA_MACD(double[] inData , double[] outMACD, double[] outMACDSignal, double[
  int begin, num; 
  int lookback = TA_MACD_Lookback(optInFastPeriod,optInSlowPeriod,optInSignalPeriod,); 
  enforce((optInSlowPeriod+optInSignalPeriod-2) == lookback); 
- if (lookback > inData.length) { 
+ if (lookback >= inData.length) { 
  return false; 
  } 
  outMACD[0..lookback] = 0;

diff --git a/source/talibd/talib_func.h b/source/talibd/talib_func.h
@@ -123,7 +123,7 @@ bool TA_FUNC(double[] inData FOR_EACH(DECL_ARRAY_TYPE, FUNC_OUTS) FOR_EACH(SPLIT
   int begin, num; ______\
   int lookback = TA_FUNC##_Lookback(FOR_EACH(SPLIT_THEN_TAKE_VAR, FUNC_INS)); ______\
   enforce(expected_lookback == lookback); ______\
-  if (lookback > inData.length) { ______\
+  if (lookback >= inData.length) {  /* the first output will be writen to outReal[lookback] */  ______\
     return false; ______\
   } ______\
   FOR_EACH(INIT_OUTPUT, FUNC_OUTS) ______\

diff --git a/source/talibd/test.d b/source/talibd/test.d
@@ -17,6 +17,45 @@ public import talibd.oo;          // D wrapper
 
 alias logger = std.experimental.logger;
 
+
+unittest {
+
+  // NOTE: in talibd, SMA lookback and TA_RSI lookback has different relation to default_RSI_optInTimePeriod:
+  // The lookback function indicates how many inputs are consume before the first output can be calculated.
+  // Example: A simple moving average (SMA) of period 10 will have a lookback of 9.
+  int rsiLb = TA_RSI_Lookback(default_RSI_optInTimePeriod);
+  int maLb  = TA_MA_Lookback( default_RSI_optInTimePeriod, TA_MAType_SMA);
+  Assert.equal(default_RSI_optInTimePeriod, rsiLb);
+  Assert.equal(default_RSI_optInTimePeriod, maLb+1);
+
+  {
+  int lb = TA_RSI_Lookback(5);
+  Assert.equal(lb, 5);  // lookback is 5!
+  }
+
+  {
+  int lb = TA_MA_Lookback(5, TA_MAType_SMA);
+  Assert.equal(lb, 4);  // lookback is 4, so we must have ma.length = 5 to write the 1st value
+  }
+
+  // lookback must be the valid output array index
+  // output_sma[lookback] and output_rsi[lookback] contain the 1st output value
+  {
+  double[4] price;
+  double[4] ma;  // not long enough to write the 1st output
+  bool ok = TA_MA(price, ma, 5);
+  Assert.equal(ok, false);
+  }
+
+  {
+  double[5] price;
+  double[5] ma;  // now long enough to write the 1st output
+  bool ok = TA_MA(price, ma, 5);
+  Assert.equal(ok, true);
+  }
+}
+
+
 unittest {
 
 void main() {