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_system.c | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) create mode 100644 test/volatility_system.c (limited to 'test/volatility_system.c') diff --git a/test/volatility_system.c b/test/volatility_system.c new file mode 100644 index 0000000..2d940d5 --- /dev/null +++ b/test/volatility_system.c @@ -0,0 +1,21 @@ +#include +#include +#include "ts.h" + +bool ts_test_volatility_system( void ) +{ + uint_t k = 3; + + fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 }; + fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23 }; + fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 }; + fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22 }; + + fp_t const * const x[] = { o, h, l, c }; + + /* offset = 2k = 6, output starts at index 6 */ + fp_t const e[] = { 16.5, 17.25, 18.125, 19.0625, 20.03125, 21.015625 }; + fp_t const * const exp[1] = { e }; + + return ts_test(ts_volatility_system, ts_volatility_system_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_volatility_system_p); +} -- cgit v1.3.1