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-rw-r--r--test/donchian_channel.c26
1 files changed, 26 insertions, 0 deletions
diff --git a/test/donchian_channel.c b/test/donchian_channel.c
new file mode 100644
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--- /dev/null
+++ b/test/donchian_channel.c
@@ -0,0 +1,26 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_donchian_channel( void )
+{
+ fp_t const o[] = { 10, 12, 11, 14, 13, 15, 16, 14, 17, 18 };
+ fp_t const h[] = { 12, 14, 13, 16, 15, 17, 18, 16, 19, 20 };
+ fp_t const l[] = { 9, 11, 10, 13, 12, 14, 15, 13, 16, 17 };
+ fp_t const c[] = { 11, 13, 12, 15, 14, 16, 17, 15, 18, 19 };
+ fp_t const v[] = { 100, 200, 150, 180, 160, 190, 210, 170, 200, 220 };
+
+ fp_t const * const x[] = { o, h, l, c, v };
+
+ /* k=3, offset=2, y_n=8 */
+ /* HH3 at index 2..9: 14, 14, 16, 16, 17, 18, 18, 19 */
+ /* LL3 at index 2..9: 10, 10, 12, 12, 14, 14, 13, 16 */
+ /* Mid: 12, 12, 14, 14, 15.5, 16, 15.5, 17.5 */
+ fp_t const eu[] = { 14, 16, 16, 17, 18, 18, 19, 20 };
+ fp_t const el[] = { 9, 10, 10, 12, 12, 13, 13, 13 };
+ fp_t const em[] = { 11.5, 13.0, 13.0, 14.5, 15.0, 15.5, 16.0, 16.5 };
+ fp_t const * const exp[3] = { eu, el, em };
+
+ uint_t k = 3;
+ return ts_test(ts_donchian_channel, ts_donchian_channel_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_donchian_channel_p);
+}