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/stochastic_momentum_index.c | 25 +++++++++++++++++++++++++ 1 file changed, 25 insertions(+) create mode 100644 test/stochastic_momentum_index.c (limited to 'test/stochastic_momentum_index.c') diff --git a/test/stochastic_momentum_index.c b/test/stochastic_momentum_index.c new file mode 100644 index 0000000..47697cc --- /dev/null +++ b/test/stochastic_momentum_index.c @@ -0,0 +1,25 @@ +#include +#include +#include "ts.h" + +bool ts_test_stochastic_momentum_index( void ) +{ + /* k1=3, k2=3, signal_period=3, offset = k1+k2-1 = 5 */ + /* close = (H+L)/2, so deviation = 0 always, SMI = 0 */ + 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[] = { 10.5, 11.5, 12.5, 13.5, 14.5, 15.5, 16.5, 17.5, 18.5, 19.5 }; + + fp_t const * const x[] = { o, h, l, c }; + + /* deviation = 0, SMI = 0, signal = 0 */ + fp_t const esmi[] = { 0, 0, 0, 0 }; + fp_t const esig[] = { 0, 0, 0, 0 }; + + fp_t const * const exp[2] = { esmi, esig }; + + typedef struct { uint_t k1; uint_t k2; uint_t signal_period; } c_t; + c_t consts = { .k1 = 3, .k2 = 3, .signal_period = 3 }; + return ts_test(ts_stochastic_momentum_index, ts_stochastic_momentum_index_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&consts, &ts_stochastic_momentum_index_p); +} -- cgit v1.3.1