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/volatility_stop.c | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 test/volatility_stop.c (limited to 'test/volatility_stop.c') diff --git a/test/volatility_stop.c b/test/volatility_stop.c new file mode 100644 index 0000000..59db98f --- /dev/null +++ b/test/volatility_stop.c @@ -0,0 +1,27 @@ +#include +#include +#include "ts.h" + +bool ts_test_volatility_stop( 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 */ + /* HH3: 12,13,14,15,16,17,18,19,20,21 */ + /* LL3: 9,10,11,12,13,14,15,16,17,18 */ + /* ATR=3.0 */ + /* LongStop = HH - 2*ATR: 6,7,8,9,10,11,12,13,14 */ + /* ShortStop = LL + 2*ATR: 15,16,17,18,19,20,21,22,23 */ + fp_t const longs[] = { 9, 10, 11, 12, 13, 14, 15 }; + fp_t const shorts[] = { 15, 16, 17, 18, 19, 20, 21 }; + fp_t const * const exp[2] = { longs, shorts }; + + typedef struct { uint_t k; fp_t mult; } c_t; + c_t my_c = { .k = 3, .mult = 2.0 }; + return ts_test(ts_volatility_stop, ts_volatility_stop_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&my_c, &ts_volatility_stop_p); +} -- cgit v1.3.1