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/keltner_channel.c | 23 +++++++++++++++++++++++ 1 file changed, 23 insertions(+) create mode 100644 test/keltner_channel.c (limited to 'test/keltner_channel.c') diff --git a/test/keltner_channel.c b/test/keltner_channel.c new file mode 100644 index 0000000..e5ad7a8 --- /dev/null +++ b/test/keltner_channel.c @@ -0,0 +1,23 @@ +#include +#include +#include "ts.h" + +bool ts_test_keltner_channel( 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 c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 }; + + fp_t const * const x[] = { o, h, l, c }; + + /* k=3, TP = (H+L+C)/3, EMA(3) of TP (alpha=2/(k+1)), ATR = Wilder's smoothing */ + /* EMA alpha = 2/4 = 0.5, ATR uses Wilder's: (prev*(k-1) + TR) / k */ + fp_t const em[] = { 12.79166667, 13.72916667, 14.69791667, 15.68229167, 16.67447917, 17.67057292, 18.66861979 }; + fp_t const eu[] = { 18.79166667, 19.72916667, 20.69791667, 21.68229167, 22.67447917, 23.67057292, 24.66861979 }; + fp_t const el[] = { 6.79166667, 7.72916667, 8.69791667, 9.68229167, 10.67447917, 11.67057292, 12.66861979 }; + fp_t const * const exp[3] = { em, eu, el }; + + uint_t k = 3; + return ts_test(ts_keltner_channel, ts_keltner_channel_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_keltner_channel_p); +} -- cgit v1.3.1