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/cumulative_volume_delta.c | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 test/cumulative_volume_delta.c (limited to 'test/cumulative_volume_delta.c') diff --git a/test/cumulative_volume_delta.c b/test/cumulative_volume_delta.c new file mode 100644 index 0000000..024b8b5 --- /dev/null +++ b/test/cumulative_volume_delta.c @@ -0,0 +1,27 @@ +#include +#include "ts.h" + +bool ts_test_cumulative_volume_delta( void ) +{ + fp_t const o[] = { 10, 11, 12, 11, 12, 10, 11, 13, 12, 14 }; + fp_t const h[] = { 12, 13, 14, 12, 14, 11, 12, 15, 14, 16 }; + fp_t const l[] = { 8, 9, 10, 9, 10, 9, 10, 11, 10, 12 }; + fp_t const c[] = { 11, 12, 10, 11, 11, 10, 12, 14, 13, 15 }; + fp_t const v[] = { 100, 200, 300, 400, 500, 300, 200, 400, 300, 500 }; + + fp_t const * const x[] = { o, h, l, c, v }; + + fp_t e[10] = { 0 }; + fp_t cum = 0; + for( uint_t i = 0; i < 10; ++i ) + { + fp_t diff = c[i] - o[i]; + fp_t sign = ( diff > 0 ) ? 1.0 : ( diff < 0 ) ? -1.0 : 0.0; + cum += v[i] * sign; + e[i] = cum; + } + + fp_t const * const e_arr[1] = { e }; + + return ts_test(ts_cumulative_volume_delta, ts_cumulative_volume_delta_offset, x, e_arr, 10, (ts_constant_t *)NULL, &ts_cumulative_volume_delta_p); +} -- cgit v1.3.1