test/twiggs_money_flow.c


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

bool ts_test_twiggs_money_flow( void )
{
    fp_t x_data[37] = { 0 };
    for( uint_t i = 0; i < 37; ++i )
    {
        x_data[i] = (fp_t)(10 + i);
    }

    fp_t const * const x[] = { x_data };

    fp_t pos_sum = 0;
    fp_t neg_sum = 0;

    for( uint_t i = 1; i <= 35; ++i )
    {
        fp_t change = x_data[i] - x_data[i - 1];
        if( change >= 0 ) pos_sum += change;
        else neg_sum += fabs( change );
    }

    fp_t e[2] = { 0 };
    fp_t total = pos_sum + neg_sum;
    e[0] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;

    fp_t change = x_data[36] - x_data[35];
    fp_t old_change = x_data[1] - x_data[0];
    if( change >= 0 ) pos_sum += change;
    else neg_sum += fabs( change );
    if( old_change >= 0 ) pos_sum -= old_change;
    else neg_sum -= fabs( old_change );
    total = pos_sum + neg_sum;
    e[1] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;

    fp_t const * const e_arr[1] = { e };

    return ts_test(ts_twiggs_money_flow, ts_twiggs_money_flow_offset, x, e_arr, 37, (ts_constant_t *)NULL, &ts_twiggs_money_flow_p);
}