365 lines
17 KiB
MQL5
365 lines
17 KiB
MQL5
 | //+------------------------------------------------------------------+
| ||
//| TestInterfaces.mq5 |
| |||
//| Copyright 2003-2022 Sergey Bochkanov (ALGLIB project) |
| |||
//| Copyright 2012-2023, MetaQuotes Ltd. |
| |||
//| https://www.mql5.com |
| |||
//+------------------------------------------------------------------+
| |||
//| Implementation of ALGLIB library in MetaQuotes Language 5 |
| |||
//| |
| |||
//| The features of the library include: |
| |||
//| - Linear algebra (direct algorithms, EVD, SVD) |
| |||
//| - Solving systems of linear and non-linear equations |
| |||
//| - Interpolation |
| |||
//| - Optimization |
| |||
//| - FFT (Fast Fourier Transform) |
| |||
//| - Numerical integration |
| |||
//| - Linear and nonlinear least-squares fitting |
| |||
//| - Ordinary differential equations |
| |||
//| - Computation of special functions |
| |||
//| - Descriptive statistics and hypothesis testing |
| |||
//| - Data analysis - classification, regression |
| |||
//| - Implementing linear algebra algorithms, interpolation, etc. |
| |||
//| in high-precision arithmetic (using MPFR) |
| |||
//| |
| |||
//| This program is free software; you can redistribute it and/or |
| |||
//| modify it under the terms of the GNU General Public License as |
| |||
//| published by the Free Software Foundation (www.fsf.org); either |
| |||
//| version 2 of the License, or (at your option) any later version. |
| |||
//| |
| |||
//| This program 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 General Public License for more details. |
| |||
//+------------------------------------------------------------------+
| |||
#include "TestInterfaces.mqh"
| |||
| |||
#define CHECK_RESULT if(!_TestResult) PrintFormat("Test %d failed",test); test++;
| |||
//+------------------------------------------------------------------+
| |||
//| Testing script |
| |||
//+------------------------------------------------------------------+
| |||
void OnStart()
| |||
{
| |||
//--- total result
| |||
bool _TotalResult=true;
| |||
//--- test result
| |||
bool _TestResult;
| |||
int test=1;
| |||
//--- spoil scenario
| |||
int _spoil_scenario;
| |||
Print("MQL5 interface tests. Please wait...");
| |||
Print("0/152");
| |||
//--- testing
| |||
TEST_Ablas_D_Gemm(_spoil_scenario,_TestResult,_TotalResult); //1
| |||
CHECK_RESULT
| |||
TEST_Ablas_D_Syrk(_spoil_scenario,_TestResult,_TotalResult); //2
| |||
CHECK_RESULT
| |||
TEST_Ablas_T_Complex(_spoil_scenario,_TestResult,_TotalResult); //3
| |||
CHECK_RESULT
| |||
TEST_Sparse_D_1(_spoil_scenario,_TestResult,_TotalResult); //4
| |||
CHECK_RESULT
| |||
TEST_Sparse_D_CRS(_spoil_scenario,_TestResult,_TotalResult); //5
| |||
CHECK_RESULT
| |||
TEST_SolveSKS_D_1(_spoil_scenario,_TestResult,_TotalResult); //6
| |||
CHECK_RESULT
| |||
TEST_LinCG_D_1(_spoil_scenario,_TestResult,_TotalResult); //7
| |||
CHECK_RESULT
| |||
TEST_LinLSQR_D_1(_spoil_scenario,_TestResult,_TotalResult); //8
| |||
CHECK_RESULT
| |||
TEST_NNeighbor_D_1(_spoil_scenario,_TestResult,_TotalResult); //9
| |||
CHECK_RESULT
| |||
TEST_NNeighbor_T_2(_spoil_scenario,_TestResult,_TotalResult); //10
| |||
CHECK_RESULT
| |||
TEST_NNeighbor_D_2(_spoil_scenario,_TestResult,_TotalResult); //11
| |||
CHECK_RESULT
| |||
TEST_BaseStat_D_Base(_spoil_scenario,_TestResult,_TotalResult); //12
| |||
CHECK_RESULT
| |||
TEST_BaseStat_D_C2(_spoil_scenario,_TestResult,_TotalResult); //13
| |||
CHECK_RESULT
| |||
TEST_BaseStat_D_CM(_spoil_scenario,_TestResult,_TotalResult); //14
| |||
CHECK_RESULT
| |||
TEST_BaseStat_D_CM2(_spoil_scenario,_TestResult,_TotalResult); //15
| |||
CHECK_RESULT
| |||
TEST_BaseStat_T_Base(_spoil_scenario,_TestResult,_TotalResult); //16
| |||
CHECK_RESULT
| |||
TEST_BaseStat_T_CovCorr(_spoil_scenario,_TestResult,_TotalResult); //17
| |||
CHECK_RESULT
| |||
TEST_MatInv_D_R1(_spoil_scenario,_TestResult,_TotalResult); //18
| |||
CHECK_RESULT
| |||
TEST_MatInv_D_C1(_spoil_scenario,_TestResult,_TotalResult); //19
| |||
CHECK_RESULT
| |||
TEST_MatInv_D_SPD1(_spoil_scenario,_TestResult,_TotalResult); //20
| |||
CHECK_RESULT
| |||
TEST_MatInv_D_HPD1(_spoil_scenario,_TestResult,_TotalResult); //21
| |||
CHECK_RESULT
| |||
TEST_MatInv_T_R1(_spoil_scenario,_TestResult,_TotalResult); //22
| |||
CHECK_RESULT
| |||
TEST_MatInv_T_C1(_spoil_scenario,_TestResult,_TotalResult); //23
| |||
CHECK_RESULT
| |||
TEST_MatInv_E_SPD1(_spoil_scenario,_TestResult,_TotalResult); //24
| |||
CHECK_RESULT
| |||
TEST_MatInv_E_HPD1(_spoil_scenario,_TestResult,_TotalResult); //25
| |||
CHECK_RESULT
| |||
TEST_MinCG_D_1(_spoil_scenario,_TestResult,_TotalResult); //26
| |||
CHECK_RESULT
| |||
TEST_MinCG_D_2(_spoil_scenario,_TestResult,_TotalResult); //27
| |||
CHECK_RESULT
| |||
TEST_MinCG_NumDiff(_spoil_scenario,_TestResult,_TotalResult); //28
| |||
CHECK_RESULT
| |||
TEST_MinCG_FTRIM(_spoil_scenario,_TestResult,_TotalResult); //29
| |||
CHECK_RESULT
| |||
TEST_MinBLEIC_D_1(_spoil_scenario,_TestResult,_TotalResult); //30
| |||
CHECK_RESULT
| |||
TEST_MinBLEIC_D_2(_spoil_scenario,_TestResult,_TotalResult); //31
| |||
CHECK_RESULT
| |||
TEST_MinBLEIC_NumDiff(_spoil_scenario,_TestResult,_TotalResult); //32
| |||
CHECK_RESULT
| |||
TEST_MinBLEIC_FTRIM(_spoil_scenario,_TestResult,_TotalResult); //33
| |||
CHECK_RESULT
| |||
TEST_MCPD_Simple1(_spoil_scenario,_TestResult,_TotalResult); //34
| |||
CHECK_RESULT
| |||
TEST_MCPD_Simple2(_spoil_scenario,_TestResult,_TotalResult); //35
| |||
CHECK_RESULT
| |||
TEST_MinLBFGS_D_1(_spoil_scenario,_TestResult,_TotalResult); //36
| |||
CHECK_RESULT
| |||
TEST_MinLBFGS_D_2(_spoil_scenario,_TestResult,_TotalResult); //37
| |||
CHECK_RESULT
| |||
TEST_MinLBFGS_NumDiff(_spoil_scenario,_TestResult,_TotalResult); //38
| |||
CHECK_RESULT
| |||
TEST_MinLBFGS_FTRIM(_spoil_scenario,_TestResult,_TotalResult); //39
| |||
CHECK_RESULT
| |||
TEST_ODESolver_D1(_spoil_scenario,_TestResult,_TotalResult); //40
| |||
CHECK_RESULT
| |||
TEST_FFT_Complex_D1(_spoil_scenario,_TestResult,_TotalResult); //41
| |||
CHECK_RESULT
| |||
TEST_FFT_Complex_D2(_spoil_scenario,_TestResult,_TotalResult); //42
| |||
CHECK_RESULT
| |||
TEST_FFT_Real_D1(_spoil_scenario,_TestResult,_TotalResult); //43
| |||
CHECK_RESULT
| |||
TEST_FFT_Real_D2(_spoil_scenario,_TestResult,_TotalResult); //44
| |||
CHECK_RESULT
| |||
TEST_FFT_Complex_E1(_spoil_scenario,_TestResult,_TotalResult); //45
| |||
CHECK_RESULT
| |||
TEST_AutoGK_D1(_spoil_scenario,_TestResult,_TotalResult); //46
| |||
CHECK_RESULT
| |||
TEST_PolInt_D_CalcDiff(_spoil_scenario,_TestResult,_TotalResult); //47
| |||
CHECK_RESULT
| |||
TEST_PolInt_D_Conv(_spoil_scenario,_TestResult,_TotalResult); //48
| |||
CHECK_RESULT
| |||
TEST_PolInt_D_Spec(_spoil_scenario,_TestResult,_TotalResult); //49
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_1(_spoil_scenario,_TestResult,_TotalResult); //50
| |||
CHECK_RESULT
| |||
//--- 50 blocks were successful
| |||
Print("50/152");
| |||
TEST_PolInt_T_2(_spoil_scenario,_TestResult,_TotalResult); //51
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_3(_spoil_scenario,_TestResult,_TotalResult); //52
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_4(_spoil_scenario,_TestResult,_TotalResult); //53
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_5(_spoil_scenario,_TestResult,_TotalResult); //54
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_6(_spoil_scenario,_TestResult,_TotalResult); //55
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_7(_spoil_scenario,_TestResult,_TotalResult); //56
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_8(_spoil_scenario,_TestResult,_TotalResult); //57
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_9(_spoil_scenario,_TestResult,_TotalResult); //58
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_10(_spoil_scenario,_TestResult,_TotalResult); //59
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_11(_spoil_scenario,_TestResult,_TotalResult); //60
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_12(_spoil_scenario,_TestResult,_TotalResult); //61
| |||
CHECK_RESULT
| |||
TEST_PolInt_T_13(_spoil_scenario,_TestResult,_TotalResult); //62
| |||
CHECK_RESULT
| |||
TEST_Spline1D_D_Linear(_spoil_scenario,_TestResult,_TotalResult); //63
| |||
CHECK_RESULT
| |||
TEST_Spline1D_D_Cubic(_spoil_scenario,_TestResult,_TotalResult); //64
| |||
CHECK_RESULT
| |||
TEST_Spline1D_D_GridDiff(_spoil_scenario,_TestResult,_TotalResult); //65
| |||
CHECK_RESULT
| |||
TEST_Spline1D_D_ConvDiff(_spoil_scenario,_TestResult,_TotalResult); //66
| |||
CHECK_RESULT
| |||
TEST_MinQP_D_U1(_spoil_scenario,_TestResult,_TotalResult); //67
| |||
CHECK_RESULT
| |||
TEST_MinQP_D_BC1(_spoil_scenario,_TestResult,_TotalResult); //68
| |||
CHECK_RESULT
| |||
TEST_MinLM_D_V(_spoil_scenario,_TestResult,_TotalResult); //69
| |||
CHECK_RESULT
| |||
TEST_MinLM_D_VJ(_spoil_scenario,_TestResult,_TotalResult); //70
| |||
CHECK_RESULT
| |||
TEST_MinLM_D_FGH(_spoil_scenario,_TestResult,_TotalResult); //71
| |||
CHECK_RESULT
| |||
TEST_MinLM_D_VB(_spoil_scenario,_TestResult,_TotalResult); //72
| |||
CHECK_RESULT
| |||
TEST_MinLM_D_Restarts(_spoil_scenario,_TestResult,_TotalResult); //73
| |||
CHECK_RESULT
| |||
TEST_MinLM_T_1(_spoil_scenario,_TestResult,_TotalResult); //74
| |||
CHECK_RESULT
| |||
TEST_MinLM_T_2(_spoil_scenario,_TestResult,_TotalResult); //75
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_NLF(_spoil_scenario,_TestResult,_TotalResult); //76
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_NLFG(_spoil_scenario,_TestResult,_TotalResult); //77
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_NLFGH(_spoil_scenario,_TestResult,_TotalResult); //78
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_NLFB(_spoil_scenario,_TestResult,_TotalResult); //79
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_NLScale(_spoil_scenario,_TestResult,_TotalResult); //80
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_Lin(_spoil_scenario,_TestResult,_TotalResult); //81
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_Linc(_spoil_scenario,_TestResult,_TotalResult); //82
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_Pol(_spoil_scenario,_TestResult,_TotalResult); //83
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_Polc(_spoil_scenario,_TestResult,_TotalResult); //84
| |||
CHECK_RESULT
| |||
TEST_LSFit_D_Spline(_spoil_scenario,_TestResult,_TotalResult); //85
| |||
CHECK_RESULT
| |||
TEST_LSFit_T_PolFit_1(_spoil_scenario,_TestResult,_TotalResult); //86
| |||
CHECK_RESULT
| |||
TEST_LSFit_T_PolFit_2(_spoil_scenario,_TestResult,_TotalResult); //87
| |||
CHECK_RESULT
| |||
TEST_LSFit_T_PolFit_3(_spoil_scenario,_TestResult,_TotalResult); //88
| |||
CHECK_RESULT
| |||
TEST_MatDet_D_1(_spoil_scenario,_TestResult,_TotalResult); //89
| |||
CHECK_RESULT
| |||
TEST_MatDet_D_2(_spoil_scenario,_TestResult,_TotalResult); //90
| |||
CHECK_RESULT
| |||
TEST_MatDet_D_3(_spoil_scenario,_TestResult,_TotalResult); //91
| |||
CHECK_RESULT
| |||
TEST_MatDet_D_4(_spoil_scenario,_TestResult,_TotalResult); //92
| |||
CHECK_RESULT
| |||
TEST_MatDet_D_5(_spoil_scenario,_TestResult,_TotalResult); //93
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_0(_spoil_scenario,_TestResult,_TotalResult); //94
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_1(_spoil_scenario,_TestResult,_TotalResult); //95
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_2(_spoil_scenario,_TestResult,_TotalResult); //96
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_3(_spoil_scenario,_TestResult,_TotalResult); //97
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_4(_spoil_scenario,_TestResult,_TotalResult); //98
| |||
CHECK_RESULT
| |||
TEST_MatDet_T_5(_spoil_scenario,_TestResult,_TotalResult); //99
| |||
CHECK_RESULT
| |||
TEST_MinQP_D_LC1(_spoil_scenario,_TestResult,_TotalResult); //100
| |||
CHECK_RESULT
| |||
//--- 100 blocks were successful
| |||
Print("100/152");
| |||
TEST_MinQP_D_U2(_spoil_scenario,_TestResult,_TotalResult); //101
| |||
CHECK_RESULT
| |||
TEST_MinQP_D_NonConvex(_spoil_scenario,_TestResult,_TotalResult); //102
| |||
CHECK_RESULT
| |||
TEST_MinLP_Basic(_spoil_scenario,_TestResult,_TotalResult); //103
| |||
CHECK_RESULT
| |||
TEST_MinNLC_D_Inequality(_spoil_scenario,_TestResult,_TotalResult); //104
| |||
CHECK_RESULT
| |||
TEST_MinBC_D_1(_spoil_scenario,_TestResult,_TotalResult); //105
| |||
CHECK_RESULT
| |||
TEST_MinBC_NumDif(_spoil_scenario,_TestResult,_TotalResult); //106
| |||
CHECK_RESULT
| |||
TEST_IDW_D_MSTAB(_spoil_scenario,_TestResult,_TotalResult); //107
| |||
CHECK_RESULT
| |||
TEST_IDW_D_Serialize(_spoil_scenario,_TestResult,_TotalResult); //108
| |||
CHECK_RESULT
| |||
TEST_Parametric_RDP(_spoil_scenario,_TestResult,_TotalResult); //109
| |||
CHECK_RESULT
| |||
TEST_Spline2D_Bilinear(_spoil_scenario,_TestResult,_TotalResult); //110
| |||
CHECK_RESULT
| |||
TEST_Spline2D_Bicubic(_spoil_scenario,_TestResult,_TotalResult); //111
| |||
CHECK_RESULT
| |||
TEST_Spline2D_Unpack(_spoil_scenario,_TestResult,_TotalResult); //112
| |||
CHECK_RESULT
| |||
TEST_Spline2D_CopyTrans(_spoil_scenario,_TestResult,_TotalResult); //113
| |||
CHECK_RESULT
| |||
TEST_Spline3D_Trilinear(_spoil_scenario,_TestResult,_TotalResult); //114
| |||
CHECK_RESULT
| |||
TEST_Spline3D_Vector(_spoil_scenario,_TestResult,_TotalResult); //115
| |||
CHECK_RESULT
| |||
TEST_Clst_AHC(_spoil_scenario,_TestResult,_TotalResult); //116
| |||
CHECK_RESULT
| |||
TEST_Clst_Linkage(_spoil_scenario,_TestResult,_TotalResult); //117
| |||
CHECK_RESULT
| |||
TEST_Clst_Distance(_spoil_scenario,_TestResult,_TotalResult); //118
| |||
CHECK_RESULT
| |||
TEST_Clst_KClusters(_spoil_scenario,_TestResult,_TotalResult); //119
| |||
CHECK_RESULT
| |||
TEST_RandomForest_CLS(_spoil_scenario,_TestResult,_TotalResult); //120
| |||
CHECK_RESULT
| |||
TEST_RandomForest_Reg(_spoil_scenario,_TestResult,_TotalResult); //121
| |||
CHECK_RESULT
| |||
TEST_Filters_D_SMA(_spoil_scenario,_TestResult,_TotalResult); //122
| |||
CHECK_RESULT
| |||
TEST_Filters_D_EMA(_spoil_scenario,_TestResult,_TotalResult); //123
| |||
CHECK_RESULT
| |||
TEST_Filters_D_LRMA(_spoil_scenario,_TestResult,_TotalResult); //124
| |||
CHECK_RESULT
| |||
TEST_SSA_D_Basic(_spoil_scenario,_TestResult,_TotalResult); //125
| |||
CHECK_RESULT
| |||
TEST_SSA_D_Forecast(_spoil_scenario,_TestResult,_TotalResult); //126
| |||
CHECK_RESULT
| |||
TEST_KNN_Reg(_spoil_scenario,_TestResult,_TotalResult); //127
| |||
CHECK_RESULT
| |||
TEST_NN_Regr(_spoil_scenario,_TestResult,_TotalResult); //128
| |||
CHECK_RESULT
| |||
TEST_NN_Regr_N(_spoil_scenario,_TestResult,_TotalResult); //129
| |||
CHECK_RESULT
| |||
TEST_NN_Cls2(_spoil_scenario,_TestResult,_TotalResult); //130
| |||
CHECK_RESULT
| |||
TEST_NN_Cls3(_spoil_scenario,_TestResult,_TotalResult); //131
| |||
CHECK_RESULT
| |||
TEST_NN_TrainerObject(_spoil_scenario,_TestResult,_TotalResult); //132
| |||
CHECK_RESULT
| |||
TEST_NN_Ensembles_ES(_spoil_scenario,_TestResult,_TotalResult); //133
| |||
CHECK_RESULT
| |||
TEST_MinNLC_D_Equality(_spoil_scenario,_TestResult,_TotalResult); //134
| |||
CHECK_RESULT
| |||
TEST_MinNLC_D_Mixed(_spoil_scenario,_TestResult,_TotalResult); //135
| |||
CHECK_RESULT
| |||
TEST_MinNS_D_Unconstrained(_spoil_scenario,_TestResult,_TotalResult); //136
| |||
CHECK_RESULT
| |||
TEST_MinNS_D_Diff(_spoil_scenario,_TestResult,_TotalResult); //137
| |||
CHECK_RESULT
| |||
TEST_MinNS_D_BC(_spoil_scenario,_TestResult,_TotalResult); //138
| |||
CHECK_RESULT
| |||
TEST_MinNS_D_NLC(_spoil_scenario,_TestResult,_TotalResult); //139
| |||
CHECK_RESULT
| |||
TEST_Spline2D_Fit_Blocklls(_spoil_scenario,_TestResult,_TotalResult); //140
| |||
CHECK_RESULT
| |||
TEST_Spline2d_Vector(_spoil_scenario,_TestResult,_TotalResult); //141
| |||
CHECK_RESULT
| |||
TEST_RBF_D_HRBF(_spoil_scenario,_TestResult,_TotalResult); //142
| |||
CHECK_RESULT
| |||
TEST_RBF_D_Vector(_spoil_scenario,_TestResult,_TotalResult); //143
| |||
CHECK_RESULT
| |||
TEST_RBF_D_PolTerm(_spoil_scenario,_TestResult,_TotalResult); //144
| |||
CHECK_RESULT
| |||
TEST_RBF_D_Serialize(_spoil_scenario,_TestResult,_TotalResult); //145
| |||
CHECK_RESULT
| |||
TEST_Clst_KMeans(_spoil_scenario,_TestResult,_TotalResult); //146
| |||
CHECK_RESULT
| |||
TEST_LinReg_D_Basic(_spoil_scenario,_TestResult,_TotalResult); //147
| |||
CHECK_RESULT
| |||
TEST_SSA_D_Realtime(_spoil_scenario,_TestResult,_TotalResult); //148
| |||
CHECK_RESULT
| |||
TEST_KNN_Cls(_spoil_scenario,_TestResult,_TotalResult); //149
| |||
CHECK_RESULT
| |||
TEST_Spline1D_D_Monotone(_spoil_scenario,_TestResult,_TotalResult); //150
| |||
CHECK_RESULT
| |||
TEST_LSFit_T_4pl(_spoil_scenario,_TestResult,_TotalResult); //151
| |||
CHECK_RESULT
| |||
TEST_LSFit_T_5pl(_spoil_scenario,_TestResult,_TotalResult); //152
| |||
CHECK_RESULT
| |||
//--- all blocks were successful
| |||
Print("152/152");
| |||
//--- print total result
| |||
Print("Result = ",_TotalResult);
| |||
}
| |||
//+------------------------------------------------------------------+
|