summaryrefslogtreecommitdiffstats
path: root/test/stochastic_fast.c
diff options
context:
space:
mode:
Diffstat (limited to 'test/stochastic_fast.c')
-rw-r--r--test/stochastic_fast.c23
1 files changed, 23 insertions, 0 deletions
diff --git a/test/stochastic_fast.c b/test/stochastic_fast.c
new file mode 100644
index 0000000..a30380e
--- /dev/null
+++ b/test/stochastic_fast.c
@@ -0,0 +1,23 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_stochastic_fast( void )
+{
+ /* k=3, offset=k+2=5, y_n=5. %K=80 for all bars (range=5, C-LL=4), %D=SMA(3) of %K=80 */
+ 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 = 80 for all (HH-LL=5, C-LL=4 => 100*4/5=80), %D = SMA(3) of %K = 80 */
+ fp_t const ek[] = { 80, 80, 80, 80, 80 };
+ fp_t const ed[] = { 80, 80, 80, 80, 80 };
+
+ fp_t const * const exp[2] = { ek, ed };
+
+ uint_t k = 3;
+ return ts_test(ts_stochastic_fast, ts_stochastic_fast_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_stochastic_fast_p);
+}