1 files changed, 25 insertions, 0 deletions
diff --git a/test/stochastic_momentum_index.c b/test/stochastic_momentum_index.c
new file mode 100644
index 0000000..47697cc
--- /dev/null
+++ b/test/stochastic_momentum_index.c
@@ -0,0 +1,25 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_stochastic_momentum_index( void )
+{
+	/* k1=3, k2=3, signal_period=3, offset = k1+k2-1 = 5 */
+	/* close = (H+L)/2, so deviation = 0 always, SMI = 0 */
+	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[] = { 10.5, 11.5, 12.5, 13.5, 14.5, 15.5, 16.5, 17.5, 18.5, 19.5 };
+
+	fp_t const * const x[] = { o, h, l, c };
+
+	/* deviation = 0, SMI = 0, signal = 0 */
+	fp_t const esmi[] = { 0, 0, 0, 0 };
+	fp_t const esig[] = { 0, 0, 0, 0 };
+
+	fp_t const * const exp[2] = { esmi, esig };
+
+	typedef struct { uint_t k1; uint_t k2; uint_t signal_period; } c_t;
+	c_t consts = { .k1 = 3, .k2 = 3, .signal_period = 3 };
+	return ts_test(ts_stochastic_momentum_index, ts_stochastic_momentum_index_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&consts, &ts_stochastic_momentum_index_p);
+}