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fuzzer.c
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fuzzer.c
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/*
* Tulip Indicators
* https://tulipindicators.org/
* Copyright (c) 2010-2020 Tulip Charts LLC
* Lewis Van Winkle (LV@tulipcharts.org)
*
* 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 <stdio.h>
#include <stdlib.h>
#include <assert.h>
#include "indicators.h"
#include "candles.h"
double optionsd_small[] = {-20,-2,-1,0,.7,1,2,3,4,5,6,7,8,10,20,100,999};
double optionsd_large[] = {-5,0,1,2,5};
double dummy_in[] = {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20};
double dummy_in0[] = {0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0};
double dummy_ot[] = {1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20};
const int input_size = sizeof(dummy_in) / sizeof(double);
const int sizes[] = {0,1,2,3,4,8,20};
const int sizes_count = sizeof(sizes) / sizeof(int);
void banner() {
printf(" ______ _ _ __________________ _____ \n");
printf(" | ____| | | |___ /___ / ____| __ \\ \n");
printf(" | |__ | | | | / / / /| |__ | |__) |\n");
printf(" | __| | | | | / / / / | __| | _ / \n");
printf(" | | | |__| |/ /__ / /__| |____| | \\ \\ \n");
printf(" |_| \\____//_____/_____|______|_| \\_\\\n\n");
printf("This program tries each indicator with a lot of options.\n");
printf("It's good for checking for crashes or assertion failures.\n");
printf("Use with a memory tool to check for memory errors in ti.\n\n");
}
#define DUMP_STATE() \
do { \
int k, j; \
printf("\nInputs:"); \
for (k = 0; k < input_size; ++k) printf(" %f", inputs[0][k]); \
printf("\nOptions:"); \
for (k = 0; k < info->options; ++k) printf(" %f", options[k]); \
for (j = 0; j < info->outputs; ++j) { \
printf("\nOutput[%d]:", j); \
for (k = 0; k < input_size; ++k) printf(" %f", outputs[j][k]); \
} \
\
} while (0)
int errors_cnt = 0;
void check_output(const ti_indicator_info *info, int size, TI_REAL const *const *inputs, TI_REAL const * options, TI_REAL *const *outputs) {
const int s = info->start(options);
int o;
for (o = 0; o < info->outputs; ++o) {
TI_REAL max = 0;
TI_REAL min = 0;
int i;
for (i = 0; i < size - s; ++i) {
const TI_REAL op = outputs[o][i];
const TI_REAL in = inputs[0][i+s];
max = in > max ? in : max;
min = in < min ? in : min;
switch (info->type) {
default:
break;
case TI_TYPE_OVERLAY:
if ((op > 4 && op > max * 1.5 + 2) || (op < -4 && op < min * 0.5 - 3)) {
DUMP_STATE();
printf("\nERROR Output is out of range for input: input: %f output: %f\n", in, op);
errors_cnt += 1;
assert(0);
}
break;
}
}
}
}
void stress_indicator(const ti_indicator_info *info) {
const int opt_count = info->options;
printf("%s (%s) (%d options)\n", info->name, info->full_name, opt_count);
const double *inputs[TI_MAXINDPARAMS] = {0};
const double *inputs0[TI_MAXINDPARAMS] = {0};
double *outputs[TI_MAXINDPARAMS] = {0};
int i;
for (i = 0; i < TI_MAXINDPARAMS; ++i) {
inputs[i] = i < info->inputs ? dummy_in : 0;
inputs0[i] = i < info->inputs ? dummy_in0 : 0;
outputs[i] = i < info->outputs ? dummy_ot : 0;
}
int options_index[TI_MAXINDPARAMS+1] = {0};
double options[TI_MAXINDPARAMS];
int choices;
TI_REAL *optionsd;
if (opt_count <= 4) {
choices = sizeof(optionsd_small) / sizeof(double);
optionsd = optionsd_small;
} else {
choices = sizeof(optionsd_large) / sizeof(double);
optionsd = optionsd_large;
}
int j, count = 0;
do {
++count;
for (j = 0; j < opt_count; ++j) {
options[j] = optionsd[options_index[j]];
printf(" %f", options[j]);
}
//Check on zero input
const int rz = info->indicator(input_size, inputs0, options, outputs);
if (rz == TI_OKAY) check_output(info, input_size, inputs0, options, outputs);
//Check on dummy input, with different input sizes
for (int s = 0; s < sizes_count; ++s) {
const int size = sizes[s];
printf(" %d", size);
const int r = info->indicator(size, inputs, options, outputs);
if (r == TI_OKAY) check_output(info, size, inputs, options, outputs);
if (info->indicator_ref) {
printf(" r");
const int rr = info->indicator_ref(size, inputs, options, outputs);
if (rr == TI_OKAY) check_output(info, size, inputs, options, outputs);
}
if (info->stream_new) {
ti_stream *stream;
const int rs = info->stream_new(options, &stream);
if (rs == TI_OKAY && stream) {
printf(" s");
int rsc = info->stream_run(stream, size, inputs, outputs);
if (rsc == TI_OKAY) check_output(info, size, inputs, options, outputs);
//Just run it a few more times on the same inputs
for (int repeat = 0; repeat < 5; ++repeat) {
rsc = info->stream_run(stream, size, inputs, outputs);
//Doesn't really make sense to check outputs, since the
//start is no longer valid.
}
info->stream_free(stream);
}
}
}
printf("\r \r");
j = 0;
do {
options_index[j] = (options_index[j] + 1) % choices;
} while (options_index[j++] == 0);
} while (j <= opt_count);
assert(.1 > fabs(count - (pow(choices, opt_count))));
}
void stress_candle(const tc_candle_info *info) {
printf("%s (%s)\n", info->name, info->full_name);
const double *inputs[4] = {dummy_in, dummy_in, dummy_in, dummy_in};
const double *inputs0[4] = {dummy_in0, dummy_in0, dummy_in0, dummy_in0};
tc_config config;
tc_config_set_to_default(&config);
tc_result *output = tc_result_new();
//Check on dummy input, with different input sizes
for (int s = 0; s < sizes_count; ++s) {
const int size = sizes[s];
info->candle(size, inputs, &config, output);
assert(tc_result_count(output) <= size);
assert(tc_result_pattern_count(output) <= size);
for (int i = 0; i < tc_result_count(output); ++i) {
tc_hit hit = tc_result_get(output, i);
assert(hit.patterns != TC_ALL);
assert(hit.index >= 0);
assert(hit.index < size);
}
for (int i = 0; i < size; ++i) {
tc_set patterns = tc_result_at(output, i);
assert(patterns != TC_ALL);
}
info->candle(size, inputs0, &config, output);
assert(tc_result_count(output) <= size);
assert(tc_result_pattern_count(output) <= size);
}
tc_result_free(output);
}
int main(int argc, char *argv[])
{
banner();
if (argc > 1) {
const ti_indicator_info *ind_info = ti_find_indicator(argv[1]);
if (ind_info) {
stress_indicator(ind_info);
}
const tc_candle_info *cnd_info = tc_find_candle(argv[1]);
if (cnd_info) {
stress_candle(cnd_info);
}
} else {
const ti_indicator_info *ind_info = ti_indicators;
do {
stress_indicator(ind_info);
} while ((++ind_info)->name);
const tc_candle_info *cnd_info = tc_candles;
do {
stress_candle(cnd_info);
} while ((++cnd_info)->name);
}
printf("\r \rDone\n");
return errors_cnt ? 1 : 0;
}