1 files changed, 39 insertions, 0 deletions
diff --git a/test/volume_weighted_moving_average.c b/test/volume_weighted_moving_average.c
new file mode 100644
index 0000000..092d937
--- /dev/null
+++ b/test/volume_weighted_moving_average.c
@@ -0,0 +1,39 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_volume_weighted_moving_average( 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 cv_sum = 0;
+    fp_t v_sum = 0;
+
+    for( uint_t i = 0; i < k; ++i )
+    {
+        cv_sum += c[i] * v[i];
+        v_sum += v[i];
+    }
+
+    fp_t e[8] = { 0 };
+    e[0] = ( v_sum != 0 ) ? cv_sum / v_sum : 0;
+
+    for( uint_t i = k; i < 10; ++i )
+    {
+        cv_sum += c[i] * v[i] - c[i - k] * v[i - k];
+        v_sum += v[i] - v[i - k];
+        e[i - (k - 1)] = ( v_sum != 0 ) ? cv_sum / v_sum : 0;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+    uint_t c_val = k;
+
+    return ts_test(ts_volume_weighted_moving_average, ts_volume_weighted_moving_average_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_volume_weighted_moving_average_p);
+}