summaryrefslogtreecommitdiffstats
path: root/test/zigzag.c
diff options
context:
space:
mode:
Diffstat (limited to 'test/zigzag.c')
-rw-r--r--test/zigzag.c29
1 files changed, 29 insertions, 0 deletions
diff --git a/test/zigzag.c b/test/zigzag.c
new file mode 100644
index 0000000..890a1f0
--- /dev/null
+++ b/test/zigzag.c
@@ -0,0 +1,29 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_zigzag( void )
+{
+ /* threshold=5% */
+ /* Prices: 100, 102, 104, 108, 110, 105, 95, 90, 94, 98 */
+ fp_t const x[] = { 100, 102, 104, 108, 110, 105, 95, 90, 94, 98 };
+
+ fp_t const * const inp[1] = { x };
+
+ /* i=0: zz=100, dir=0 */
+ /* i=1: change=(102-100)/100*100=2% < 5%, no change */
+ /* i=2: change=4% < 5%, no change */
+ /* i=3: change=8% >= 5%, zz=108, dir=1 */
+ /* i=4: change=(110-108)/108*100=1.85% < 5%, no change */
+ /* i=5: change=(105-108)/108*100=-2.78% > -5%, no change */
+ /* i=6: change=(95-108)/108*100=-12.04% <= -5%, zz=95, dir=-1 */
+ /* i=7: change=(90-95)/95*100=-5.26% <= -5%, zz=90, dir=-1 */
+ /* i=8: change=(94-90)/90*100=4.44% < 5%, no change */
+ /* i=9: change=(98-90)/90*100=8.89% >= 5%, zz=98, dir=1 */
+ fp_t const ezz[] = { 100, 100, 100, 108, 108, 108, 95, 95, 95, 95 };
+ fp_t const ed[] = { 0, 0, 0, 1, 1, 1, -1, -1, -1, -1 };
+ fp_t const * const exp[2] = { ezz, ed };
+
+ fp_t threshold = 5;
+ return ts_test(ts_zigzag, ts_zigzag_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&threshold, &ts_zigzag_p);
+}