diff options
Diffstat (limited to 'test/bollinger_width.c')
| -rw-r--r-- | test/bollinger_width.c | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/test/bollinger_width.c b/test/bollinger_width.c new file mode 100644 index 0000000..6a5b21f --- /dev/null +++ b/test/bollinger_width.c @@ -0,0 +1,17 @@ +#include <math.h> +#include <stddef.h> +#include "ts.h" + +bool ts_test_bollinger_width( void ) +{ + fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 }; + fp_t const * const inp[1] = { x }; + + /* width = 2*2*SD/Middle*100 = 4*0.81650/Middle*100 */ + fp_t const e[] = { 29.690785, 27.216553, 25.122972, 23.328474, 21.773242, 20.412415, 19.211684, 18.144368 }; + 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_width, ts_bollinger_width_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_width_p); +} |