From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- test/bollinger_pctb.c | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) create mode 100644 test/bollinger_pctb.c (limited to 'test/bollinger_pctb.c') diff --git a/test/bollinger_pctb.c b/test/bollinger_pctb.c new file mode 100644 index 0000000..760156f --- /dev/null +++ b/test/bollinger_pctb.c @@ -0,0 +1,19 @@ +#include +#include +#include "ts.h" + +bool ts_test_bollinger_pctb( void ) +{ + fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 }; + fp_t const * const inp[1] = { x }; + + /* pctB = (C - Lower) / (Upper - Lower) = (C - (M - 2*SD)) / (4*SD) */ + /* At idx 2: C=12, M=11, SD=0.81650, (12 - 9.367) / 3.266 = 0.80622 */ + /* At idx 3: C=13, M=12, SD=0.81650, (13 - 10.367) / 3.266 = 0.80622 */ + fp_t const e[] = { 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178, 0.8061862178 }; + fp_t const * const exp[1] = { e }; + + typedef struct { uint_t k; fp_t std_mult; } c_t; + c_t c = { .k = 3, .std_mult = 2.0 }; + return ts_test(ts_bollinger_pctb, ts_bollinger_pctb_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_bollinger_pctb_p); +} -- cgit v1.3.1