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/vortex_indicator.c | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 test/vortex_indicator.c (limited to 'test/vortex_indicator.c') diff --git a/test/vortex_indicator.c b/test/vortex_indicator.c new file mode 100644 index 0000000..c4e06ba --- /dev/null +++ b/test/vortex_indicator.c @@ -0,0 +1,27 @@ +#include +#include +#include "ts.h" + +bool ts_test_vortex_indicator( void ) +{ + /* k=3 */ + 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[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 }; + + fp_t const * const x[] = { o, h, l, c }; + + /* VM+(i): |H[i]-L[i-1]| = |13-9|=4, |14-10|=4, |15-11|=4 */ + /* VM-(i): |L[i]-H[i-1]| = |10-12|=2, |11-13|=2, |12-14|=2 */ + /* TR(i): max(3,|13-11|=2,|10-11|=1)=3, max(3,|14-12|=2,|11-12|=1)=3, max(3,|15-13|=2,|12-13|=1)=3 */ + /* SUM_VM+=(1..3) = 12, SUM_VM- = 6, SUM_TR = 9 */ + /* VI+ = 12/9 = 4/3, VI- = 6/9 = 2/3 */ + /* All bars same pattern: VI+=4/3, VI-=2/3 */ + fp_t const evp[] = { 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0, 4.0 / 3.0 }; + fp_t const evm[] = { 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0, 2.0 / 3.0 }; + fp_t const * const exp[2] = { evp, evm }; + + uint_t k = 3; + return ts_test(ts_vortex_indicator, ts_vortex_indicator_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_vortex_indicator_p); +} -- cgit v1.3.1