1 files changed, 41 insertions, 0 deletions
diff --git a/test/twiggs_money_flow.c b/test/twiggs_money_flow.c
new file mode 100644
index 0000000..8fb5471
--- /dev/null
+++ b/test/twiggs_money_flow.c
@@ -0,0 +1,41 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_twiggs_money_flow( void )
+{
+    fp_t x_data[37] = { 0 };
+    for( uint_t i = 0; i < 37; ++i )
+    {
+        x_data[i] = (fp_t)(10 + i);
+    }
+
+    fp_t const * const x[] = { x_data };
+
+    fp_t pos_sum = 0;
+    fp_t neg_sum = 0;
+
+    for( uint_t i = 1; i <= 35; ++i )
+    {
+        fp_t change = x_data[i] - x_data[i - 1];
+        if( change >= 0 ) pos_sum += change;
+        else neg_sum += fabs( change );
+    }
+
+    fp_t e[2] = { 0 };
+    fp_t total = pos_sum + neg_sum;
+    e[0] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
+
+    fp_t change = x_data[36] - x_data[35];
+    fp_t old_change = x_data[1] - x_data[0];
+    if( change >= 0 ) pos_sum += change;
+    else neg_sum += fabs( change );
+    if( old_change >= 0 ) pos_sum -= old_change;
+    else neg_sum -= fabs( old_change );
+    total = pos_sum + neg_sum;
+    e[1] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_twiggs_money_flow, ts_twiggs_money_flow_offset, x, e_arr, 37, (ts_constant_t *)NULL, &ts_twiggs_money_flow_p);
+}