1 files changed, 66 insertions, 0 deletions
diff --git a/test/ravi.c b/test/ravi.c
new file mode 100644
index 0000000..22fb09c
--- /dev/null
+++ b/test/ravi.c
@@ -0,0 +1,66 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_ravi( void )
+{
+    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 cl[] = { 11, 12, 13, 14,  15,  16,  17,  18,  19,  20 };
+
+    fp_t const * const inp[4] = { o, h, l, cl };
+
+    /* k=3, k2=3 */
+    /* Numerator per bar: (close-open) + (close-prev_close) */
+    /*   i=0: 1+0=1, i=1: 1+1=2, i=2: 1+1=2, i=3: 1+1=2, ... */
+    /* Denominator per bar: abs(high-low) + abs(close-open) */
+    /*   i=0: 4+1=5, i=1: 4+1=5, ... */
+    /* SMA3(num): (1+2+2)/3=5/3, (2+2+2)/3=2, (2+2+2)/3=2, ... */
+    /* SMA3(den): 5, 5, 5, ... */
+    /* RVI: 5/15=1/3, 2/5, 2/5, 2/5, ... */
+
+    fp_t e_rvi[6] = { 0 };
+    fp_t e_sig[6] = { 0 };
+
+    fp_t num_val[] = { 1, 2, 2, 2, 2, 2, 2, 2, 2, 2 };
+    fp_t den_val[] = { 5, 5, 5, 5, 5, 5, 5, 5, 5, 5 };
+
+    fp_t num_sum = num_val[0] + num_val[1] + num_val[2];
+    fp_t den_sum = den_val[0] + den_val[1] + den_val[2];
+
+    fp_t rvi_vals[10] = { 0 };
+    for( uint_t i = 2; i < 10; ++i )
+    {
+        if( i >= 3 )
+        {
+            num_sum = num_sum - num_val[i - 3] + num_val[i];
+            den_sum = den_sum - den_val[i - 3] + den_val[i];
+        }
+        rvi_vals[i] = ( den_sum != 0 ) ? ( num_sum / 3.0 ) / ( den_sum / 3.0 ) : 0;
+    }
+
+    uint_t offset = 4;
+    for( uint_t i = offset; i < 10; ++i )
+    {
+        e_rvi[i - offset] = rvi_vals[i];
+    }
+
+    fp_t sig_a = 1.0 / 3;
+    fp_t sig_e = rvi_vals[2];
+    for( uint_t i = 2; i < 10; ++i )
+    {
+        sig_e = sig_e + sig_a * ( rvi_vals[i] - sig_e );
+        if( i >= offset )
+        {
+            e_sig[i - offset] = sig_e;
+        }
+    }
+
+    fp_t const * const exp[2] = { e_rvi, e_sig };
+
+    typedef struct { uint_t k; fp_t k2; } c_t;
+    c_t cv = { .k = 3, .k2 = 3 };
+
+    return ts_test(ts_ravi, ts_ravi_offset, inp, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&cv, &ts_ravi_p);
+}