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-rw-r--r--test/vortex_indicator.c27
1 files changed, 27 insertions, 0 deletions
diff --git a/test/vortex_indicator.c b/test/vortex_indicator.c
new file mode 100644
index 0000000..c4e06ba
--- /dev/null
+++ b/test/vortex_indicator.c
@@ -0,0 +1,27 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_vortex_indicator( void )
+{
+ /* k=3 */
+ 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 };
+
+ /* VM+(i): |H[i]-L[i-1]| = |13-9|=4, |14-10|=4, |15-11|=4 */
+ /* VM-(i): |L[i]-H[i-1]| = |10-12|=2, |11-13|=2, |12-14|=2 */
+ /* TR(i): max(3,|13-11|=2,|10-11|=1)=3, max(3,|14-12|=2,|11-12|=1)=3, max(3,|15-13|=2,|12-13|=1)=3 */
+ /* SUM_VM+=(1..3) = 12, SUM_VM- = 6, SUM_TR = 9 */
+ /* VI+ = 12/9 = 4/3, VI- = 6/9 = 2/3 */
+ /* All bars same pattern: VI+=4/3, VI-=2/3 */
+ fp_t const evp[] = { 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0 };
+ fp_t const evm[] = { 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0 };
+ fp_t const * const exp[2] = { evp, evm };
+
+ uint_t k = 3;
+ return ts_test(ts_vortex_indicator, ts_vortex_indicator_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_vortex_indicator_p);
+}