1 files changed, 21 insertions, 0 deletions
diff --git a/test/volatility_system.c b/test/volatility_system.c
new file mode 100644
index 0000000..2d940d5
--- /dev/null
+++ b/test/volatility_system.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_volatility_system( void )
+{
+    uint_t k = 3;
+
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23 };
+    fp_t const l[] = { 9,  10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* offset = 2k = 6, output starts at index 6 */
+    fp_t const e[] = { 16.5, 17.25, 18.125, 19.0625, 20.03125, 21.015625 };
+    fp_t const * const exp[1] = { e };
+
+    return ts_test(ts_volatility_system, ts_volatility_system_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_volatility_system_p);
+}