1 files changed, 28 insertions, 0 deletions
diff --git a/test/vwap.c b/test/vwap.c
new file mode 100644
index 0000000..c4ad2a3
--- /dev/null
+++ b/test/vwap.c
@@ -0,0 +1,28 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_vwap( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12 };
+    fp_t const h[] = { 12, 13, 14, 12, 14 };
+    fp_t const l[] = { 8,  9,  10,  9,  10 };
+    fp_t const c[] = { 11, 12, 10, 11, 11 };
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t sum_cv = 0;
+    fp_t sum_v = 0;
+    fp_t e[5] = { 0 };
+
+    for( uint_t i = 0; i < 5; ++i )
+    {
+        sum_cv += c[i] * v[i];
+        sum_v += v[i];
+        e[i] = sum_v != 0 ? sum_cv / sum_v : 0;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_vwap, ts_vwap_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_vwap_p);
+}