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/on_balance_volume_rate.c | 45 +++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 45 insertions(+) create mode 100644 test/on_balance_volume_rate.c (limited to 'test/on_balance_volume_rate.c') diff --git a/test/on_balance_volume_rate.c b/test/on_balance_volume_rate.c new file mode 100644 index 0000000..65e3ac1 --- /dev/null +++ b/test/on_balance_volume_rate.c @@ -0,0 +1,45 @@ +#include +#include "ts.h" + +bool ts_test_on_balance_volume_rate( 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 obv_buf[10] = { 0 }; + fp_t obv = 0; + + for( uint_t i = 1; i < 10; ++i ) + { + if( c[i] > c[i-1] ) + { + obv += v[i]; + } + else if( c[i] < c[i-1] ) + { + obv -= v[i]; + } + obv_buf[i] = obv; + } + + fp_t e[4] = { 0 }; + + for( uint_t i = k + 1; i < 10; ++i ) + { + fp_t obv_prev = obv_buf[i - k]; + e[i - (k + 1)] = obv_prev != 0 ? ( obv_buf[i] - obv_prev ) / obv_prev * 100 : 0; + } + + fp_t const * const e_arr[1] = { e }; + + fp_t c_val = k; + + return ts_test(ts_on_balance_volume_rate, ts_on_balance_volume_rate_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_on_balance_volume_rate_p); +} -- cgit v1.3.1