test/bollinger_bands.c


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#include <math.h>
#include <stddef.h>
#include "ts.h"

bool ts_test_bollinger_bands( void )
{
    fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
    fp_t const * const inp[1] = { x };

    /* k=3, std_mult=2 */
    /* SMA: 11, 12, 13, 14, 15, 16, 17, 18 */
    /* SD: sqrt(2/3)=0.81650 for all windows */
    /* Upper = SMA + 2*SD, Lower = SMA - 2*SD */
    fp_t const em[] = { 11, 12, 13, 14, 15, 16, 17, 18 };
    fp_t const eu[] = { 12.632993, 13.632993, 14.632993, 15.632993, 16.632993, 17.632993, 18.632993, 19.632993 };
    fp_t const el[] = { 9.367007, 10.367007, 11.367007, 12.367007, 13.367007, 14.367007, 15.367007, 16.367007 };
    fp_t const * const exp[3] = { eu, em, el };

    typedef struct { uint_t k; fp_t std_mult; } c_t;
    c_t c = { .k = 3, .std_mult = 2.0 };
    return ts_test(ts_bollinger_bands, ts_bollinger_bands_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_bands_p);
}