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_trailing_stops.c | 26 ++++++++++++++++++++++++++ 1 file changed, 26 insertions(+) create mode 100644 test/atr_trailing_stops.c (limited to 'test/atr_trailing_stops.c') diff --git a/test/atr_trailing_stops.c b/test/atr_trailing_stops.c new file mode 100644 index 0000000..5f04b14 --- /dev/null +++ b/test/atr_trailing_stops.c @@ -0,0 +1,26 @@ +#include +#include +#include "ts.h" + +bool ts_test_atr_trailing_stops( 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, offset=3, y_n=7 */ + /* TR: all 3 => ATR=3.0 */ + /* At i=3: Mid=(15+12)/2=13.5, Upper=13.5+6=19.5, Lower=13.5-6=7.5 */ + /* At i=4: Mid=14.5, computed U=20.5, L=8.5 => trail: U=fmax(19.5,20.5)=20.5, L=fmin(7.5,8.5)=7.5 */ + /* Upper trails up, lower stays at 7.5 (only moves down) */ + fp_t const eu[] = { 19.5, 20.5, 21.5, 22.5, 23.5, 24.5, 25.5 }; + fp_t const el[] = { 7.5, 7.5, 7.5, 7.5, 7.5, 7.5, 7.5 }; + fp_t const * const exp[2] = { eu, el }; + + typedef struct { uint_t k; fp_t mult; } c_t; + c_t my_c = { .k = 3, .mult = 2.0 }; + return ts_test(ts_atr_trailing_stops, ts_atr_trailing_stops_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&my_c, &ts_atr_trailing_stops_p); +} -- cgit v1.3.1