1 files changed, 42 insertions, 0 deletions
diff --git a/test/vwap_period.c b/test/vwap_period.c
new file mode 100644
index 0000000..d8a9d51
--- /dev/null
+++ b/test/vwap_period.c
@@ -0,0 +1,42 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_vwap_period( void )
+{
+    uint_t k = TS_TEST_K;
+
+    fp_t const o[] = { 10, 11, 12, 11, 12, 10, 11, 13, 12, 14 };
+    fp_t const h[] = { 12, 13, 14, 12, 14, 11, 12, 15, 14, 16 };
+    fp_t const l[] = { 8,  9,  10,  9,  10,  9,  10,  11,  10,  12 };
+    fp_t const c[] = { 11, 12, 10, 11, 11, 10, 12, 14, 13, 15 };
+    fp_t const v[] = { 100, 200, 300, 400, 500, 300, 200, 400, 300, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t sum_cv = 0;
+    fp_t sum_v = 0;
+    uint_t count = 0;
+    uint_t offset = k - 1;
+    fp_t e[10] = { 0 };
+
+    for( uint_t i = 0; i < 10; ++i )
+    {
+        sum_cv += c[i] * v[i];
+        sum_v += v[i];
+        count++;
+        if (i >= offset)
+            e[i - offset] = sum_v != 0 ? sum_cv / sum_v : 0;
+        if( count >= k )
+        {
+            sum_cv = 0;
+            sum_v = 0;
+            count = 0;
+        }
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    uint_t c_val = k;
+
+    return ts_test(ts_vwap_period, ts_vwap_period_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_vwap_period_p);
+}