1 files changed, 41 insertions, 0 deletions
diff --git a/test/trend_intensity_index.c b/test/trend_intensity_index.c
new file mode 100644
index 0000000..8eca9f3
--- /dev/null
+++ b/test/trend_intensity_index.c
@@ -0,0 +1,41 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_trend_intensity_index( void )
+{
+    uint_t k = 3;
+
+    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 signed_sum = 0;
+    fp_t vol_sum = 0;
+
+    for( uint_t i = 1; i <= k; ++i )
+    {
+        signed_sum += ( c[i] > c[i - 1] ) ? v[i] : -v[i];
+        vol_sum += v[i];
+    }
+
+    fp_t e[10] = { 0 };
+    e[0] = ( vol_sum != 0 ) ? signed_sum / vol_sum : 0;
+
+    for( uint_t i = k + 1; i < 10; ++i )
+    {
+        fp_t cur_signed = ( c[i] > c[i - 1] ) ? v[i] : -v[i];
+        fp_t old_signed = ( c[i - k] > c[i - k - 1] ) ? v[i - k] : -v[i - k];
+        signed_sum += cur_signed - old_signed;
+        vol_sum += v[i] - v[i - k];
+        e[i - (k - 1)] = ( vol_sum != 0 ) ? signed_sum / vol_sum : 0;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+    uint_t c_val = k;
+
+    return ts_test(ts_trend_intensity_index, ts_trend_intensity_index_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_trend_intensity_index_p);
+}