1 files changed, 26 insertions, 0 deletions
diff --git a/test/cci.c b/test/cci.c
new file mode 100644
index 0000000..21fb97c
--- /dev/null
+++ b/test/cci.c
@@ -0,0 +1,26 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_cci( void )
+{
+	fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+	fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+	fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 };
+	fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+	fp_t const * const x[] = { o, h, l, c };
+
+	/* k=3
+	 * TP: 11, 12, 13, 14, 15, 16, 17, 18, 19, 20
+	 * SMA(3) of TP: 12, 13, 14, 15, 16, 17, 18, 19
+	 * MAD(3) of TP around SMA: |11-12|+|12-12|+|13-12| / 3 = 2/3 for first window
+	 * CCI = (13 - 12) / (0.015 * 2/3) = 1 / 0.01 = 100
+	 * Next: SMA=13, MAD = (|12-13|+|13-13|+|14-13|)/3 = 2/3, CCI = (14-13)/(0.015*2/3) = 100
+	 */
+	fp_t const e[] = { 100, 100, 100, 100, 100, 100, 100, 100 };
+	fp_t const * const exp[1] = { e };
+
+	uint_t k = 3;
+	return ts_test(ts_cci, ts_cci_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_cci_p);
+}