diff options
Diffstat (limited to 'test/bollinger_pctb.c')
| -rw-r--r-- | test/bollinger_pctb.c | 19 |
1 files changed, 19 insertions, 0 deletions
diff --git a/test/bollinger_pctb.c b/test/bollinger_pctb.c new file mode 100644 index 0000000..760156f --- /dev/null +++ b/test/bollinger_pctb.c @@ -0,0 +1,19 @@ +#include <math.h> +#include <stddef.h> +#include "ts.h" + +bool ts_test_bollinger_pctb( void ) +{ + fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 }; + fp_t const * const inp[1] = { x }; + + /* pctB = (C - Lower) / (Upper - Lower) = (C - (M - 2*SD)) / (4*SD) */ + /* At idx 2: C=12, M=11, SD=0.81650, (12 - 9.367) / 3.266 = 0.80622 */ + /* At idx 3: C=13, M=12, SD=0.81650, (13 - 10.367) / 3.266 = 0.80622 */ + fp_t const e[] = { 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178 }; + fp_t const * const exp[1] = { e }; + + typedef struct { uint_t k; fp_t std_mult; } c_t; + c_t c = { .k = 3, .std_mult = 2.0 }; + return ts_test(ts_bollinger_pctb, ts_bollinger_pctb_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_pctb_p); +} |