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/swing_index.c | 35 +++++++++++++++++++++++++++++++++++ 1 file changed, 35 insertions(+) create mode 100644 test/swing_index.c (limited to 'test/swing_index.c') diff --git a/test/swing_index.c b/test/swing_index.c new file mode 100644 index 0000000..2853198 --- /dev/null +++ b/test/swing_index.c @@ -0,0 +1,35 @@ +#include +#include +#include "ts.h" + +bool ts_test_swing_index( void ) +{ + fp_t const o[] = { 10, 11, 12, 11, 12 }; + fp_t const h[] = { 12, 13, 14, 12, 14 }; + fp_t const l[] = { 8, 9, 10, 9, 10 }; + fp_t const c[] = { 11, 12, 10, 11, 11 }; + fp_t const v[] = { 100, 200, 300, 400, 500 }; + + fp_t const * const x[] = { o, h, l, c, v }; + + fp_t e[4] = { 0 }; + for( uint_t i = 1; i < 5; ++i ) + { + fp_t a1 = h[i] - h[i - 1]; + fp_t a2 = l[i - 1] - l[i]; + fp_t a = fmax( a1, a2 ); + fp_t b = c[i] - c[i - 1]; + fp_t ldpl = l[i] - l[i - 1]; + fp_t phmh = h[i - 1] - h[i]; + fp_t c_val = 0; + if( b < 0 && ldpl > phmh ) c_val = ldpl; + else if( b >= 0 && phmh > ldpl ) c_val = phmh; + fp_t hl = h[i] - l[i]; + fp_t swing = ( hl != 0 ) ? ( a * 2.0 + b - c_val ) * v[i] / hl : 0; + e[i - 1] = ( i > 1 ? e[i - 2] : 0 ) + swing; + } + + fp_t const * const e_arr[1] = { e }; + + return ts_test(ts_swing_index, ts_swing_index_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_swing_index_p); +} -- cgit v1.3.1