test/bollinger_pctb.c


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

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

    /* pctB = (C - Lower) / (Upper - Lower) = (C - (M - 2*SD)) / (4*SD) */
    /* At idx 2: C=12, M=11, SD=0.81650, (12 - 9.367) / 3.266 = 0.80622 */
    /* At idx 3: C=13, M=12, SD=0.81650, (13 - 10.367) / 3.266 = 0.80622 */
    fp_t const e[] = { 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178 };
    fp_t const * const exp[1] = { e };

    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_pctb, ts_bollinger_pctb_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_pctb_p);
}