1 files changed, 35 insertions, 0 deletions
diff --git a/test/swing_index.c b/test/swing_index.c
new file mode 100644
index 0000000..2853198
--- /dev/null
+++ b/test/swing_index.c
@@ -0,0 +1,35 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_swing_index( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12 };
+    fp_t const h[] = { 12, 13, 14, 12, 14 };
+    fp_t const l[] = { 8,  9,  10,  9,  10 };
+    fp_t const c[] = { 11, 12, 10, 11, 11 };
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t e[4] = { 0 };
+    for( uint_t i = 1; i < 5; ++i )
+    {
+        fp_t a1 = h[i] - h[i - 1];
+        fp_t a2 = l[i - 1] - l[i];
+        fp_t a = fmax( a1, a2 );
+        fp_t b = c[i] - c[i - 1];
+        fp_t ldpl = l[i] - l[i - 1];
+        fp_t phmh = h[i - 1] - h[i];
+        fp_t c_val = 0;
+        if( b < 0 && ldpl > phmh ) c_val = ldpl;
+        else if( b >= 0 && phmh > ldpl ) c_val = phmh;
+        fp_t hl = h[i] - l[i];
+        fp_t swing = ( hl != 0 ) ? ( a * 2.0 + b - c_val ) * v[i] / hl : 0;
+        e[i - 1] = ( i > 1 ? e[i - 2] : 0 ) + swing;
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_swing_index, ts_swing_index_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_swing_index_p);
+}