1 files changed, 22 insertions, 0 deletions
diff --git a/test/bollinger_bands.c b/test/bollinger_bands.c
new file mode 100644
index 0000000..37bc138
--- /dev/null
+++ b/test/bollinger_bands.c
@@ -0,0 +1,22 @@
+#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] = { em, eu, 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);
+}