1 files changed, 59 insertions, 0 deletions
diff --git a/test/mfi.c b/test/mfi.c
new file mode 100644
index 0000000..1d83db4
--- /dev/null
+++ b/test/mfi.c
@@ -0,0 +1,59 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_mfi( void )
+{
+    uint_t k = 3;
+
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const l[] = { 8,  9,  10,  11,  12,  13,  14,  15,  16,  17 };
+    fp_t const c[] = { 11, 12, 13, 14,  15,  16,  17,  18,  19,  20 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 600, 700, 800, 900, 1000 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t tp[10] = { 0 };
+    for( uint_t i = 0; i < 10; ++i )
+    {
+        tp[i] = ( h[i] + l[i] + c[i] ) / 3.0;
+    }
+
+    fp_t pos_sum = 0;
+    fp_t neg_sum = 0;
+
+    for( uint_t i = 1; i <= k; ++i )
+    {
+        fp_t raw_mf = tp[i] * v[i];
+        if( tp[i] > tp[i - 1] )
+        {
+            pos_sum += raw_mf;
+        }
+        else
+        {
+            neg_sum += raw_mf;
+        }
+    }
+
+    fp_t e[10] = { 0 };
+    e[0] = ( neg_sum == 0 ) ? 100.0 : 100.0 - 100.0 / ( 1.0 + pos_sum / neg_sum );
+
+    for( uint_t i = k + 1; i < 10; ++i )
+    {
+        fp_t cur_raw_mf = tp[i] * v[i];
+        if( tp[i] > tp[i - 1] ) pos_sum += cur_raw_mf;
+        else neg_sum += cur_raw_mf;
+
+        fp_t old_raw_mf = tp[i - k] * v[i - k];
+        if( tp[i - k] > tp[i - k - 1] ) pos_sum -= old_raw_mf;
+        else neg_sum -= old_raw_mf;
+
+        e[i - k] = ( neg_sum == 0 ) ? 100.0 : 100.0 - 100.0 / ( 1.0 + pos_sum / neg_sum );
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    uint_t c_val = k;
+
+    return ts_test(ts_mfi, ts_mfi_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_mfi_p);
+}