Sorry to disappoint you but as far as I am aware there are no DNA tests that can confirm you are part "gypsy". As you see from this link
http://en.wikipedia.org/wiki/Gypsiesthere are several different groups that could be called gypsies or travellers and they come from many different parts of the world.
If you wanted to make any progress you would have to determine first what you meant by "gypsy" in your own case. Even then though you could find that the geographical ancestry any test revealed could not distinquish between a gypsy and a non gypsy.
As to where ancestors came from there is a test for this it is the autosomal test (companies like ftDNA.com and others offer it or equivalent) and what these do is determine your ancestry into broad categories eg Scandinavia, European coastal islands. However as they only have 18 classifications you can see there is not a lot of precision
This is ftDNA's classifications
•European Coastal Plain -> Western and Central Europe
•East African Pastoralists -> East Central Africa
•Trans Ural Peneplain -> Eastern Europe
•Bering Expansion -> Native American
•North African Coastlands -> North Africa
•Asian Northeast -> Northeast Asia
•Eurasian Heartland -> Central Asia
•North Mediterranean Basin -> Southern Europe
•Niger-Congo Genesis -> West Africa
•European Coastal Islands -> British Isles
•North Circumpolar -> Finland and Northern Siberia
•European Northlands -> Scandinavia
•Anatolian and Caucasus -> Asia Minor
•Jewish Diaspora -> Ashkenazi Diaspora
•Kalahari Basin -> South-Central Africa
•East Asian Coastal Islands -> Southeast Asia
•Indian Tectonic Plate -> South Asia
•Eastern Afro-asiatic -> Eastern Middle East