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/relative_volatility.c | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) create mode 100644 test/relative_volatility.c (limited to 'test/relative_volatility.c') diff --git a/test/relative_volatility.c b/test/relative_volatility.c new file mode 100644 index 0000000..730812b --- /dev/null +++ b/test/relative_volatility.c @@ -0,0 +1,21 @@ +#include +#include +#include "ts.h" + +bool ts_test_relative_volatility( void ) +{ + fp_t const x0[] = { 10, 10, 10, 10, 20, 20, 20 }; + fp_t const * const x[] = { x0 }; + + /* k=3, offset=2, y_n=5 */ + /* y[2]: [10,10,10] -> 0 (overwritten by xi=3: also [10,10,10] -> 0) */ + /* y[3]: [10,10,20] mean=13.33, sd=4.71 -> 35.355339 */ + /* y[4]: [10,20,20] mean=16.67, sd=4.71 -> 28.284271 */ + /* y[5]: [20,20,20] -> 0 */ + /* y[6]: not written -> 0 */ + fp_t const e[] = { 0.0, 35.355339, 28.284271, 0.0, 0.0 }; + fp_t const * const exp[1] = { e }; + + uint_t k = 3; + return ts_test(ts_relative_volatility, ts_relative_volatility_offset, x, exp, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_relative_volatility_p); +} -- cgit v1.3.1