From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- test/atr_bands.c | 29 +++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) create mode 100644 test/atr_bands.c (limited to 'test/atr_bands.c') diff --git a/test/atr_bands.c b/test/atr_bands.c new file mode 100644 index 0000000..2d58743 --- /dev/null +++ b/test/atr_bands.c @@ -0,0 +1,29 @@ +#include +#include +#include "ts.h" + +bool ts_test_atr_bands( void ) +{ + 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[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 }; + fp_t const cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 }; + + fp_t const * const x[] = { o, h, l, cp }; + + /* k=3, mult=2.0 */ + /* TR[1]=3, TR[2]=3, TR[3]=3 => ATR=3.0 */ + /* TR[4]=3, ... => ATR stays 3.0 */ + /* Middle(SMA3 of close from idx 1): (12+13+14)/3=13, then rolling */ + /* Middle: 13, 14, 15, 16, 17, 18, 19 */ + /* Upper: 19, 20, 21, 22, 23, 24, 25 */ + /* Lower: 7, 8, 9, 10, 11, 12, 13 */ + fp_t const em[] = { 13, 14, 15, 16, 17, 18, 19 }; + fp_t const eu[] = { 19, 20, 21, 22, 23, 24, 25 }; + fp_t const el[] = { 7, 8, 9, 10, 11, 12, 13 }; + fp_t const * const exp[3] = { eu, em, el }; + + typedef struct { uint_t k; fp_t mult; } c_t; + c_t c = { .k = 3, .mult = 2.0 }; + return ts_test(ts_atr_bands, ts_atr_bands_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&c, &ts_atr_bands_p); +} -- cgit v1.3.1