1 files changed, 45 insertions, 0 deletions
diff --git a/test/on_balance_volume_rate.c b/test/on_balance_volume_rate.c
new file mode 100644
index 0000000..65e3ac1
--- /dev/null
+++ b/test/on_balance_volume_rate.c
@@ -0,0 +1,45 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_on_balance_volume_rate( void )
+{
+    uint_t k = TS_TEST_K;
+
+    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 obv_buf[10] = { 0 };
+    fp_t obv = 0;
+
+    for( uint_t i = 1; i < 10; ++i )
+    {
+        if( c[i] > c[i-1] )
+        {
+            obv += v[i];
+        }
+        else if( c[i] < c[i-1] )
+        {
+            obv -= v[i];
+        }
+        obv_buf[i] = obv;
+    }
+
+    fp_t e[4] = { 0 };
+
+    for( uint_t i = k + 1; i < 10; ++i )
+    {
+        fp_t obv_prev = obv_buf[i - k];
+        e[i - (k + 1)] = obv_prev != 0 ? ( obv_buf[i] - obv_prev ) / obv_prev * 100 : 0;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    fp_t c_val = k;
+
+    return ts_test(ts_on_balance_volume_rate, ts_on_balance_volume_rate_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_on_balance_volume_rate_p);
+}