1 files changed, 27 insertions, 0 deletions
diff --git a/test/cumulative_volume_delta.c b/test/cumulative_volume_delta.c
new file mode 100644
index 0000000..024b8b5
--- /dev/null
+++ b/test/cumulative_volume_delta.c
@@ -0,0 +1,27 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_cumulative_volume_delta( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12, 10, 11, 13, 12, 14 };
+    fp_t const h[] = { 12, 13, 14, 12, 14, 11, 12, 15, 14, 16 };
+    fp_t const l[] = { 8,  9,  10,  9,  10,  9,  10,  11,  10,  12 };
+    fp_t const c[] = { 11, 12, 10, 11, 11, 10, 12, 14, 13, 15 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 300, 200, 400, 300, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t e[10] = { 0 };
+    fp_t cum = 0;
+    for( uint_t i = 0; i < 10; ++i )
+    {
+        fp_t diff = c[i] - o[i];
+        fp_t sign = ( diff > 0 ) ? 1.0 : ( diff < 0 ) ? -1.0 : 0.0;
+        cum += v[i] * sign;
+        e[i] = cum;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_cumulative_volume_delta, ts_cumulative_volume_delta_offset, x, e_arr, 10, (ts_constant_t *)NULL, &ts_cumulative_volume_delta_p);
+}