1 files changed, 46 insertions, 0 deletions
diff --git a/test/ad_oscillator.c b/test/ad_oscillator.c
new file mode 100644
index 0000000..623fc44
--- /dev/null
+++ b/test/ad_oscillator.c
@@ -0,0 +1,46 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_ad_oscillator( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12 };
+    fp_t const h[] = { 12, 13, 14, 12, 14 };
+    fp_t const l[] = { 8,  9,  10,  9,  10 };
+    fp_t const c[] = { 11, 12, 10, 11, 11 };
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t fast = 3;
+    fp_t slow = 5;
+    fp_t a_fast = 1.0  / (fp_t)fast;
+    fp_t a_slow = 1.0  / (fp_t)slow;
+
+    fp_t ad = 0;
+    fp_t ema_f = 0;
+    fp_t ema_s = 0;
+
+    fp_t hl0 = h[0] - l[0];
+    fp_t mf0 = hl0 != 0 ? ( (c[0] - l[0]) - (h[0] - c[0]) ) / hl0 * v[0] : 0;
+    ad = mf0;
+    ema_f = ad;
+    ema_s = ad;
+
+    fp_t e[5] = { 0 };
+
+    for( uint_t i = 1; i < 5; ++i )
+    {
+        fp_t hl = h[i] - l[i];
+        fp_t mf = hl != 0 ? ( (c[i] - l[i]) - (h[i] - c[i]) ) / hl * v[i] : 0;
+        ad += mf;
+        ema_f = ema_f + a_fast * ( ad - ema_f );
+        ema_s = ema_s + a_slow * ( ad - ema_s );
+        e[i] = ema_f - ema_s;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    fp_t constants[2] = { fast, slow };
+
+    return ts_test(ts_ad_oscillator, ts_ad_oscillator_offset, x, e_arr, 5, (ts_constant_t *)constants, &ts_ad_oscillator_p);
+}