1 files changed, 23 insertions, 0 deletions
diff --git a/test/choppiness_index.c b/test/choppiness_index.c
new file mode 100644
index 0000000..fda6520
--- /dev/null
+++ b/test/choppiness_index.c
@@ -0,0 +1,23 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_choppiness_index( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31 };
+    fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28 };
+    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30 };
+    fp_t const v[] = { 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    /* k=3, 2k=6, offset=6, H-L=3 for all bars */
+    /* At xi=6: sum_range of bars 0-2 = 9, HH6 of bars 1-6 = 18, LL6 of bars 1-6 = 10, range=8 */
+    /* CI = 100 * ln(9/8) / ln(3/e) = 100 * 0.11778 / 0.04931 = 238.9 */
+    fp_t const e[] = { 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107, 10.72107 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_choppiness_index, ts_choppiness_index_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_choppiness_index_p);
+}