1 files changed, 25 insertions, 0 deletions
diff --git a/test/cmo.c b/test/cmo.c
new file mode 100644
index 0000000..00fdb66
--- /dev/null
+++ b/test/cmo.c
@@ -0,0 +1,25 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_cmo( void )
+{
+	/* k=3, prices: 10, 12, 14, 13, 15, 16, 18, 17, 19, 20 */
+	fp_t const x[] = { 10, 12, 14, 13, 15, 16, 18, 17, 19, 20 };
+
+	fp_t const * const inp[1] = { x };
+
+	/* i=1: diff=+2, i=2: diff=+2, i=3: diff=-1 */
+	/* First window (i=1..3): up=2+2+0=4, down=0+0+1=1, CMO=100*(4-1)/(4+1)=60 */
+	/* Slide: add i=4 diff=+2, remove i=1 diff=+2: up=4-2+2=4, down=1-0+0=1, CMO=60 */
+	/* Slide: add i=5 diff=+1, remove i=2 diff=+2: up=4-2+1=3, down=1-0+0=1, CMO=100*(3-1)/(3+1)=50 */
+	/* Slide: add i=6 diff=+2, remove i=3 diff=-1: up=3-0+2=5, down=1-1+0=0, CMO=100*(5-0)/(5+0)=100 */
+	/* Slide: add i=7 diff=-1, remove i=4 diff=+2: up=5-2+0=3, down=0-0+1=1, CMO=100*(3-1)/(3+1)=50 */
+	/* Slide: add i=8 diff=+2, remove i=5 diff=+1: up=3-1+2=4, down=1-0+0=1, CMO=100*(4-1)/(4+1)=60 */
+	/* Slide: add i=9 diff=+1, remove i=6 diff=+2: up=4-2+1=3, down=1-0+0=1, CMO=50 */
+	fp_t const e[] = { 60, 60, 50, 100, 50, 60, 50 };
+	fp_t const * const exp[1] = { e };
+
+	uint_t k = 3;
+	return ts_test(ts_cmo, ts_cmo_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&k, &ts_cmo_p);
+}