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benchmark.c
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benchmark.c
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/*
* Tulip Indicators
* https://tulipindicators.org/
* Copyright (c) 2010-2020 Tulip Charts LLC
* Lewis Van Winkle ([email protected])
*
* This file is part of Tulip Indicators.
*
* Tulip Indicators is free software: you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation, either version 3 of the License, or (at your
* option) any later version.
*
* Tulip Indicators is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Tulip Indicators. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include <string.h>
#include <stdlib.h>
#include <stdio.h>
#include <time.h>
#include <assert.h>
#include <ctype.h>
#include <math.h>
#include "utils/minmax.h"
#include "indicators.h"
#include "candles.h"
#ifdef TA_LIB
#include <ta-lib/ta_abstract.h>
#include <ta-lib/ta_func.h>
#endif
#define INSIZE 4000 //Size of input arrays
#define TESTING_MODE
#ifdef TESTING_MODE
#define LOOPS 1
#define PSTART 4
#define PEND 150
#else
#define LOOPS 100 //How many times to loop in single test
#define PSTART 4 //Period starting value
#define PEND 150 //Period ending value
#endif
int bestof = 1; //How many repeats for benchmark. Override on command line.
int fails = 0; //Track how many comparisons fail.
#define MAX_IN_SERIES 5
#define MAX_OUT_SERIES 3
TI_REAL in[MAX_IN_SERIES][INSIZE];
TI_REAL out[MAX_OUT_SERIES][INSIZE];
TI_REAL outref[MAX_OUT_SERIES][INSIZE];
TI_REAL outstream1[MAX_OUT_SERIES][INSIZE];
TI_REAL outstreamall[MAX_OUT_SERIES][INSIZE];
tc_result *outcnd = 0;
int ind_offset;
#ifdef TA_LIB
TI_REAL outta[MAX_OUT_SERIES][INSIZE];
int outtaint[INSIZE];
int ta_offset;
#endif
/* Generate some fake bar data to test on. */
void generate_inputs() {
TI_REAL *open = in[0];
TI_REAL *high = in[1];
TI_REAL *low = in[2];
TI_REAL *close = in[3];
TI_REAL *volume = in[4];
open[0] = 100;
srand(22);
int i;
for (i = 0; i < INSIZE; ++i) {
const TI_REAL diff1 = (((TI_REAL)(rand()) / RAND_MAX - .5) + .01) * 2.5;
const TI_REAL diff2 = (((TI_REAL)(rand()) / RAND_MAX - .5) + .01) * 2.5;
const TI_REAL diff3 = (((TI_REAL)(rand()) / RAND_MAX)) * 0.5;
const TI_REAL diff4 = (((TI_REAL)(rand()) / RAND_MAX)) * 0.5;
const TI_REAL vol = (((TI_REAL)(rand()) / RAND_MAX)) * 10000 + 500;
if (i) {
open[i] = open[i-1] + diff1;
}
close[i] = open[i] + diff2;
high[i] = open[i] > close[i] ? open[i] + diff3 : close[i] + diff3;
low[i] = open[i] < close[i] ? open[i] - diff4 : close[i] - diff4;
volume[i] = vol;
/*printf("%.2f %.2f %.2f %.2f\n", open[i], high[i], low[i], close[i]);*/
assert(open[i] <= high[i]);
assert(close[i] <= high[i]);
assert(open[i] >= low[i]);
assert(close[i] >= low[i]);
assert(high[i] >= low[i]);
assert(high[i] >= open[i]);
assert(high[i] >= close[i]);
assert(low[i] <= low[i]);
assert(low[i] <= open[i]);
assert(low[i] <= close[i]);
}
/* This is a hack, since ta-lib obv uses volume[0] as starting value and
* ti obv uses 0 as starting value. */
volume[0] = 0;
}
#define GOAL_RUN 0
#define GOAL_SETUP 1
#define GOAL_FREE 2
/* Interface to run a benchmark. */
typedef int (*run_fun)(const ti_indicator_info *info, TI_REAL *options, int goal);
#ifdef TA_LIB
/* Chart of names we should cross reference to talib. */
typedef struct ind_cross_ref {
char *name;
char *rename;
ti_indicator_function adapter;
} ind_cross_ref;
ind_cross_ref ind_cross_refs[] = {
{"cmo", "XXX", 0}, /* talib uses EMA, we use SMA. */
{"dm", "plus_dm", 0},
{"di", "plus_di", 0},
{"linreg", "linearreg", 0},
{"linregintercept", "linearreg_intercept", 0},
{"linregslope", "linearreg_slope", 0},
{"mul", "mult", 0},
{"roc", "rocp", 0},
{"tr", "trange", 0},
{"wcprice", "wclprice", 0},
{"psar", "sar", 0},
{0, 0, 0}
};
/* Cross reference candle functions manually. */
typedef TA_RetCode (*TA_CdlFunction)(int startIdx, int endIdx, const double inOpen[], const double inHigh[], const double inLow[], const double inClose[], int *outBegIdx, int *outNBElement, int outInteger[]);
typedef struct cnd_cross_ref {
tc_set pattern;
TA_CdlFunction tacdl;
int count; /* 0 to count any, -1 to only count negatives, +1 to only count positives */
} cnd_cross_ref;
cnd_cross_ref cnd_cross_refs[] = {
//{TC_ABANDONED_BABY_BEAR, 0, 0},
//{TC_ABANDONED_BABY_BULL, 0, 0},
//{TC_BIG_BLACK_CANDLE, 0, 0},
//{TC_BIG_WHITE_CANDLE, 0, 0},
{TC_BLACK_MARUBOZU, TA_CDLMARUBOZU, -1},
{TC_DOJI, TA_CDLDOJI, 0},
{TC_DRAGONFLY_DOJI, TA_CDLDRAGONFLYDOJI, 0},
{TC_ENGULFING_BEAR, TA_CDLENGULFING, -1},
{TC_ENGULFING_BULL, TA_CDLENGULFING, 1},
//{TC_EVENING_DOJI_STAR, 0, 0},
//{TC_EVENING_STAR, 0, 0},
//{TC_FOUR_PRICE_DOJI, 0, 0},
{TC_GRAVESTONE_DOJI, TA_CDLGRAVESTONEDOJI, 0},
{TC_HAMMER, TA_CDLHAMMER, 0},
{TC_HANGING_MAN, TA_CDLHANGINGMAN, 0},
{TC_INVERTED_HAMMER, TA_CDLINVERTEDHAMMER, 0},
{TC_LONG_LEGGED_DOJI, TA_CDLLONGLEGGEDDOJI, 0},
{TC_MARUBOZU, TA_CDLMARUBOZU, 0},
//{TC_MORNING_DOJI_STAR, 0, 0},
//{TC_MORNING_STAR, 0, 0},
//{TC_SPINNING_TOP, 0, 0},
//{TC_STAR, 0, 0},
//{TC_THREE_BLACK_CROWS, 0, 0},
//{TC_THREE_WHITE_SOLDIERS, 0, 0},
{TC_WHITE_MARUBOZU, TA_CDLMARUBOZU, 1},
{0, 0, 0}
};
void setup_talib() {
TA_Initialize();
/* Try to match TA-Lib settings to tulip indicators. */
tc_config config;
tc_config_set_to_default(&config);
TA_SetCandleSettings(TA_BodyDoji, TA_RangeType_HighLow, config.period, config.body_none);
TA_SetCandleSettings(TA_BodyShort, TA_RangeType_RealBody, config.period, config.body_short);
TA_SetCandleSettings(TA_BodyLong, TA_RangeType_RealBody, config.period, config.body_long);
TA_SetCandleSettings(TA_ShadowVeryShort, TA_RangeType_HighLow, config.period, config.wick_none);
TA_SetCandleSettings(TA_ShadowLong, TA_RangeType_RealBody, config.period, config.wick_long);
TA_SetCandleSettings(TA_Near, TA_RangeType_HighLow, config.period, config.near);
}
/* Search for a talib function by name. */
const TA_FuncInfo *find_ta(const char *ti_name) {
char name[64];
strcpy(name, ti_name);
char *n = name;
/* Check if a different name is used. */
ind_cross_ref *c = ind_cross_refs;
while (c->name) {
if (strcmp(c->name, n) == 0) {
if (c->adapter) {
/* Use adapter function instead. */
assert(0);
} else {
/* Replace name. */
strcpy(name, c->rename);
}
break;
}
++c;
}
/* TALIB uses upper case names. */
while (*n) {
*n = (char)toupper(*n);
++n;
}
/* Find it. */
TA_FuncHandle const *handle;
const TA_FuncInfo *tainfo;
int r = TA_GetFuncHandle(name, &handle);
if (r == TA_SUCCESS) {
r = TA_GetFuncInfo(handle, &tainfo);
if (r == TA_SUCCESS) {
return tainfo;
} else {
return 0;
}
} else {
return 0;
}
}
/* Interface for talib. */
#define CHECKR(msg) do {if (r != TA_SUCCESS) {printf(" *ERROR %s %d*\n", (msg), r); return 1;}} while (0)
int run_ta(const ti_indicator_info *info_cast, TI_REAL *options, int goal) {
const TA_FuncInfo *info = (const TA_FuncInfo *)info_cast;
static TA_ParamHolder *ph = 0;
int r, i;
if (goal == GOAL_RUN) {
/* Setup options. */
for (i = 0; i < (int)info->nbOptInput; ++i) {
const TA_OptInputParameterInfo *option;
TA_GetOptInputParameterInfo(info->handle, (unsigned int)i, &option);
if (option->type == TA_OptInput_RealRange)
r = TA_SetOptInputParamReal(ph, (unsigned int)i, options[i]);
else if (option->type == TA_OptInput_IntegerRange)
r = TA_SetOptInputParamInteger(ph, (unsigned int)i, (int)options[i]);
else {
r = TA_SetOptInputParamInteger(ph, (unsigned int)i, (int)options[i]);
}
CHECKR("setting options");
}
/* Run it. */
int onb;
r = TA_CallFunc(ph, 0, INSIZE-1, &ta_offset, &onb);
CHECKR("running");
} else if (goal == GOAL_SETUP) {
/* Setup the inputs, outputs. */
r = TA_ParamHolderAlloc(info->handle, &ph);
CHECKR("holder alloc");
for(i = 0; i < (int)info->nbInput; ++i)
{
const TA_InputParameterInfo *input;
TA_GetInputParameterInfo(info->handle, (unsigned int)i, &input);
if (input->type == TA_Input_Price) {
r = TA_SetInputParamPricePtr(ph, (unsigned int)i, in[0], in[1], in[2], in[3], in[4], 0);
CHECKR("set price");
} else if (input->type == TA_Input_Real) {
r = TA_SetInputParamRealPtr(ph, (unsigned int)i, in[3]);
CHECKR("set real");
} else if (input->type == TA_Input_Integer) {
assert(0);
} else {
assert(0);
}
}
assert(info->nbOutput);
for(i = 0; i < (int)info->nbOutput; ++i)
{
r = TA_SetOutputParamRealPtr(ph, (unsigned int)i, outta[i]);
CHECKR("setting outputs");
}
} else if (goal == GOAL_FREE) {
TA_ParamHolderFree(ph);
} else {
assert(0);
}
return 0;
}
#endif //TA_LIB
void ti_setup(const ti_indicator_info *info, TI_REAL **inputs) {
/* Setup the inputs. */
int j;
for (j = 0; j < info->inputs; ++j) {
if (strcmp(info->input_names[j], "open") == 0) {
inputs[j] = in[0];
} else if (strcmp(info->input_names[j], "high") == 0) {
inputs[j] = in[1];
} else if (strcmp(info->input_names[j], "low") == 0) {
inputs[j] = in[2];
} else if (strcmp(info->input_names[j], "close") == 0) {
inputs[j] = in[3];
} else if (strcmp(info->input_names[j], "real") == 0) {
inputs[j] = in[3];
} else if (strcmp(info->input_names[j], "volume") == 0) {
inputs[j] = in[4];
} else {
assert(0);
};
}
}
int run_ti(const ti_indicator_info *info, TI_REAL *options, int goal) {
static TI_REAL *inputs[] = {0, 0, 0, 0, 0};
static TI_REAL *outputs[] = {out[0], out[1], out[2], out[3], out[4]};
if (goal == GOAL_RUN) {
/* Set options, save offset. */
ind_offset = info->start(options);
/* Run it. */
const int ret = info->indicator(INSIZE, (TI_REAL const *const *)inputs, options, outputs);
if (ret != TI_OKAY) {
printf(" *ERROR* (%d)\n", ret);
printf("options:\n");
int i;
for (i = 0; i < info->options; ++i) {
printf("%d = %f\n", i, options[i]);
}
return 1;
}
} else if (goal == GOAL_SETUP) {
ti_setup(info, inputs);
} else if (goal == GOAL_FREE) {
} else {
assert(0);
}
return 0;
}
int run_ti_ref(const ti_indicator_info *info, TI_REAL *options, int goal) {
static TI_REAL *inputs[] = {0, 0, 0, 0, 0};
static TI_REAL *outputs[] = {outref[0], outref[1], outref[2], outref[3], outref[4]};
if (goal == GOAL_RUN) {
/* Set options, save offset. */
ind_offset = info->start(options);
/* Run it. */
const int ret = info->indicator_ref(INSIZE, (TI_REAL const *const *)inputs, options, outputs);
if (ret != TI_OKAY) {
printf(" *ERROR* (%d)\n", ret);
printf("options:\n");
int i;
for (i = 0; i < info->options; ++i) {
printf("%d = %f\n", i, options[i]);
}
return 1;
}
} else if (goal == GOAL_SETUP) {
ti_setup(info, inputs);
} else if (goal == GOAL_FREE) {
} else {
assert(0);
}
return 0;
}
int run_ti_stream1(const ti_indicator_info *info, TI_REAL *options, int goal) {
static TI_REAL *inputs[] = {0, 0, 0, 0, 0};
static TI_REAL *outputs[] = {outstream1[0], outstream1[1], outstream1[2], outstream1[3], outstream1[4]};
if (goal == GOAL_RUN) {
/* Set options, save offset. */
ind_offset = info->start(options);
TI_REAL *ins[5] = {0};
TI_REAL *outs[5] = {0};
/* Run it. */
ti_stream *stream;
const int sret = info->stream_new(options, &stream);
assert(stream);
assert(sret == TI_OKAY);
for (int i = 0; i < INSIZE; ++i) {
for (unsigned int j = 0; j < (sizeof(inputs)/sizeof(TI_REAL*)); ++j) {
ins[j] = inputs[j] + i;
}
int k = ti_stream_get_progress(stream);
if (k < 0) k = 0;
for (unsigned int j = 0; j < (sizeof(outputs)/sizeof(TI_REAL*)); ++j) {
outs[j] = outstream1[j] + k;
}
const int ret = info->stream_run(stream, 1, (TI_REAL const *const *)ins, outs);
if (ret != TI_OKAY) {
printf(" *ERROR* (%d)\n", ret);
printf("options:\n");
for (int j = 0; j < info->options; ++j) {
printf("%d = %f\n", j, options[j]);
}
return 1;
}
}
info->stream_free(stream);
} else if (goal == GOAL_SETUP) {
ti_setup(info, inputs);
} else if (goal == GOAL_FREE) {
} else {
assert(0);
}
return 0;
}
int run_ti_streamall(const ti_indicator_info *info, TI_REAL *options, int goal) {
static TI_REAL *inputs[] = {0, 0, 0, 0, 0};
static TI_REAL *outputs[] = {outstreamall[0], outstreamall[1], outstreamall[2], outstreamall[3], outstreamall[4]};
if (goal == GOAL_RUN) {
/* Set options, save offset. */
ind_offset = info->start(options);
/* Run it. */
ti_stream *stream;
const int sret = info->stream_new(options, &stream);
assert(stream);
assert(sret == TI_OKAY);
const int ret = info->stream_run(stream, INSIZE, (TI_REAL const *const *)inputs, outputs);
info->stream_free(stream);
if (ret != TI_OKAY) {
printf(" *ERROR* (%d)\n", ret);
printf("options:\n");
int i;
for (i = 0; i < info->options; ++i) {
printf("%d = %f\n", i, options[i]);
}
return 1;
}
} else if (goal == GOAL_SETUP) {
ti_setup(info, inputs);
} else if (goal == GOAL_FREE) {
} else {
assert(0);
}
return 0;
}
/* Option setter functions. */
//TODO These should have less constants, instead relying on some manipulation of period
//TODO It seems there are too many functions here. It's likely a few could be combined.
void simple_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
}
void fast_slow_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period + 10;
}
void alma_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 0.5;
options[2] = 1;
}
void bbands_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 1.0;
#ifdef TA_LIB
if (!ti) {
options[2] = 1.0;
options[3] = TA_MAType_SMA;
}
#endif
}
void ce_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 3;
}
void copp_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = 11;
options[1] = 14;
options[2] = period;
}
void kc_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 0.77;
}
void kst_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
for (int i = 0; i < 4; ++i) {
options[i+4] = options[i] = period + period / 4. * i;
}
}
void macd_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period + 10;
options[2] = period + 1;
}
void mama_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
//TODO base something on period
(void)period;
options[0] = 0.5;
options[1] = 0.05;
}
void pfe_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 5;
}
void posc_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 3;
}
void ppo_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period + 10;
#ifdef TA_LIB
if (!ti) {
options[2] = TA_MAType_EMA;
}
#endif
}
void psar_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = 1/period;
options[1] = options[0] * 10;
}
void rmi_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 3;
}
void rmta_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 1 - (2. / (period + 1));
}
void rvi_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = 10;
}
void smi_option_setter(TI_REAL period, TI_REAL* options, int ti) {
(void)ti;
options[0] = period;
options[1] = 25;
options[2] = 3;
}
void stoch_option_setter(TI_REAL period, TI_REAL *options, int ti) {
/* TI: k period, k slowing, d period. */
/* TA-LIB: k period, k slowing, k ma type, d period, d ma type */
if (ti) {
options[0] = period;
options[1] = 3;
options[2] = 4;
} else {
#ifdef TA_LIB
options[0] = period;
options[1] = 3;
options[2] = TA_MAType_SMA;
options[3] = 4;
options[4] = TA_MAType_SMA;
#endif
}
}
void stochrsi_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period;
options[2] = period;
options[3] = 1;
}
void tsi_option_setter(TI_REAL period, TI_REAL* options, int ti) {
(void)ti;
options[0] = period;
options[1] = 3;
}
void ultosc_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period * 2;
options[2] = period * 4;
}
void vidya_option_setter(TI_REAL period, TI_REAL *options, int ti) {
(void)ti;
options[0] = period;
options[1] = period + 10;
options[2] = .2;
}
/* Output adjustment functions. */
TI_REAL stochrsi_output_adjust(TI_REAL a) {
/* ta-lib uses stochrsi * 100 */
return a * 0.01;
}
void check_outputs(const ti_indicator_info *info, const char* what, TI_REAL compare[MAX_OUT_SERIES][INSIZE]) {
/* Messy, but sometimes the outputs are in a different order. */
int remap[] = {0,1,2,3,4};
int nanok = 0;
if (strcmp(info->name, "asin") == 0) nanok = 1;
if (strcmp(info->name, "acos") == 0) nanok = 1;
#ifdef TA_LIB
int ta = 0;
if (strcmp("ta", what) == 0) ta = 1;
TI_REAL (*output_adjust)(TI_REAL period) = 0;
if (ta) {
if (strcmp(info->name, "stochrsi") == 0) output_adjust = stochrsi_output_adjust;
if (strcmp(info->name, "bbands") == 0) {remap[0] = 2; remap[2] = 0;}
if (strcmp(info->name, "dm") == 0) {remap[0] = 0; remap[1] = -1;}
if (strcmp(info->name, "di") == 0) {remap[0] = 0; remap[1] = -1;}
}
#endif
int i, j;
/*
for (i = 0; i < 10; ++i)
printf("check %.2f %.2f\n", out[0][i], outta[remap[0]][i]);
printf("Checking %d outputs.\n", info->outputs);
*/
for (j = 0; j < info->outputs; ++j) {
int end = INSIZE - ind_offset;
#ifdef TA_LIB
if (ta) end = INSIZE/2;
#endif
if (remap[j] == -1) continue; /* Skip output. */
/*if (ta_offset == ind_offset) end = INSIZE-ta_offset;*/
for (i = 0; i < end; ++i) {
TI_REAL a = out[j][INSIZE-1-i-ind_offset];
TI_REAL b = compare[j][INSIZE-1-i-ind_offset];
#ifdef TA_LIB
if (ta) {
b = compare[remap[j]][INSIZE-1-i-ta_offset];
}
if (output_adjust) b = output_adjust(b);
#endif
TI_REAL diff = fabs(a-b);
if (diff > 0.0001 || (!nanok && diff != diff)) {
++fails;
printf("Results disagree.\n");
printf(" series (diff) ti %s\n", what);
printf(" series %d, %4d (%f) %.5f %.5f\n", j, i, diff, a, b);
break;
}
}
}
}
void bench_run(FILE *log, const ti_indicator_info *info, const void *run_info, run_fun fun, const char *name) {
/* Options storage. */
/* NB some talib functions take an extra scalar option, so we set the default to 1. */
TI_REAL options[] = {1,1,1,1,1,1,1,1,1,1};
/* Some functions need a different option generator strategy.
* Messy, but can't really be helped. */
void (*options_setter)(TI_REAL period, TI_REAL *options, int ti) = 0;
if (strcmp(info->name, "alma") == 0) { options_setter = alma_option_setter; }
if (strcmp(info->name, "adosc") == 0) { options_setter = fast_slow_option_setter; }
if (strcmp(info->name, "apo") == 0) { options_setter = ppo_option_setter; }
if (strcmp(info->name, "bbands") == 0) { options_setter = bbands_option_setter; }
if (strcmp(info->name, "copp") == 0) { options_setter = copp_option_setter; }
if (strcmp(info->name, "kc") == 0) { options_setter = kc_option_setter; }
if (strcmp(info->name, "kst") == 0) { options_setter = kst_option_setter; }
if (strcmp(info->name, "kvo") == 0) { options_setter = fast_slow_option_setter; }
if (strcmp(info->name, "macd") == 0) { options_setter = macd_option_setter; }
if (strcmp(info->name, "mama") == 0) { options_setter = mama_option_setter; }
if (strcmp(info->name, "pfe") == 0) { options_setter = pfe_option_setter; }
if (strcmp(info->name, "posc") == 0) { options_setter = posc_option_setter; }
if (strcmp(info->name, "ppo") == 0) { options_setter = ppo_option_setter; }
if (strcmp(info->name, "psar") == 0) { options_setter = psar_option_setter; }
if (strcmp(info->name, "rvi") == 0) { options_setter = rvi_option_setter; }
if (strcmp(info->name, "rmi") == 0) { options_setter = rmi_option_setter; }
if (strcmp(info->name, "rmta") == 0) { options_setter = rmta_option_setter; }
if (strcmp(info->name, "smi") == 0) { options_setter = smi_option_setter; }
if (strcmp(info->name, "stoch") == 0) { options_setter = stoch_option_setter; }
if (strcmp(info->name, "stochrsi") == 0) { options_setter = stochrsi_option_setter; }
if (strcmp(info->name, "ultosc") == 0) { options_setter = ultosc_option_setter; }
if (strcmp(info->name, "vidya") == 0) { options_setter = vidya_option_setter; }
if (strcmp(info->name, "vosc") == 0) { options_setter = fast_slow_option_setter; }
int best_e = 1e9, best_p = -1e9;
int best;
for (best = 0; best < bestof; ++best) {
printf("Benchmark %25s-%-16s ", info->name, name);
int i, period;
int iterations = 0;
const clock_t start = clock();
fun(run_info, 0, GOAL_SETUP);
for (i = 0; i < LOOPS; ++i) {
for (period = PSTART; period <= PEND; ++period) {
if (options_setter)
options_setter(period, options, info == run_info);
else
options[0] = period;
const int ret = fun(run_info, options, GOAL_RUN);
if (ret) {
return;
}
++iterations;
}
}
fun(run_info, 0, GOAL_FREE);
const int elapsed = (clock() - start) * 1000 / CLOCKS_PER_SEC;
const int performance = elapsed == 0 ? 0 : (iterations * INSIZE) / elapsed / 1000;
/*Million floats per second input.*/
if (elapsed)
printf("\t%5dms\t%5dmfps\n", elapsed, performance);
else
printf("\n");
best_e = MIN(elapsed, best_e);
best_p = MAX(performance, best_p);
}
if (log) fprintf(log, ",\n \"%s\" => array(\"elapsed\" => %d, \"performance\" => %d)", name, best_e, best_p);
}
void bench_indicator(FILE *log, const ti_indicator_info *info) {
/* Clear results, so there is no carry over.
* Also insures that if both fail an equal comparison is impossible. */
{
int i;
for (i = 0; i < MAX_OUT_SERIES; ++i) {
memset(out[i], 0xF1, sizeof(out[i]));
memset(outref[i], 0xF2, sizeof(outref[i]));
memset(outstream1[i], 0xF3, sizeof(outstream1[i]));
memset(outstreamall[i], 0xF4, sizeof(outstreamall[i]));
#ifdef TA_LIB
memset(outta[i], 0xF5, sizeof(outta[i]));
#endif
}
}
#ifdef TA_LIB
/* Grab talib function to compare to. */
const TA_FuncInfo *tainfo = find_ta(info->name);
#endif
if (info) {
if (log) fprintf(log, ",\n \"%s\" => array(\n", info->name);
if (log) fprintf(log, " \"name\" => \"%s\"", info->full_name);
bench_run(log, info, info, run_ti, "ti");
}
if (info && info->indicator_ref) {
bench_run(log, info, info, run_ti_ref, "ti_ref");
check_outputs(info, "ref", outref);
}
if (info && info->stream_new) {
bench_run(log, info, info, run_ti_stream1, "ti_stream1");
check_outputs(info, "stream1", outstream1);
bench_run(log, info, info, run_ti_streamall, "ti_streamall");
check_outputs(info, "streamall", outstreamall);
}
#ifdef TA_LIB
if (tainfo) {
bench_run(log, info, tainfo, run_ta, "talib");
if (info && tainfo) {
/* As sanity check, see that a few values actually match
* between the libraries.
* We don't expect the first few values to match, there
* is not agreement on how or when to initialize many indicators.
* They should even out and match at the end though. */
check_outputs(info, "ta", outta);
}
}
#endif
if (log) fprintf(log, "\n )");
printf("\n");
}
void bench_run_candle(FILE *log, const tc_candle_info *info) {
const char* name = "ti";
tc_set pattern = info->pattern;
int best_e = 1e9, best_p = -1e9;
int best;
for (best = 0; best < bestof; ++best) {
printf("Benchmark %25s-%-16s ", info->name, name);
int i, period;
int iterations = 0;
const clock_t start = clock();
const double *inputs[4] = {in[0], in[1], in[2], in[3]};
tc_config config;
tc_config_set_to_default(&config);
for (i = 0; i < LOOPS; ++i) {
for (period = PSTART; period <= PEND; ++period) {
const int ret = tc_run(pattern, INSIZE, inputs, &config, outcnd);
if (ret) {
return;
}
++iterations;
}
}
const int elapsed = (clock() - start) * 1000 / CLOCKS_PER_SEC;
const int performance = elapsed == 0 ? 0 : (iterations * INSIZE) / elapsed / 1000;
/*Million floats per second input.*/
if (elapsed)
printf("\t%5dms\t%5dmfps\n", elapsed, performance);
else
printf("\n");
best_e = MIN(elapsed, best_e);
best_p = MAX(performance, best_p);
}
if (log) fprintf(log, ",\n \"%s\" => array(\"elapsed\" => %d, \"performance\" => %d)", name, best_e, best_p);