#include <math.h>
#include <stddef.h>
#include "ts.h"

bool ts_test_volatility_stop( void )
{
    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 cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };

    fp_t const * const x[] = { o, h, l, cp };

    /* k=3, mult=2.0 */
    /* HH3: 12,13,14,15,16,17,18,19,20,21 */
    /* LL3: 9,10,11,12,13,14,15,16,17,18 */
    /* ATR=3.0 */
    /* LongStop = HH - 2*ATR: 6,7,8,9,10,11,12,13,14 */
    /* ShortStop = LL + 2*ATR: 15,16,17,18,19,20,21,22,23 */
    fp_t const longs[] = { 9, 10, 11, 12, 13, 14, 15 };
    fp_t const shorts[] = { 15, 16, 17, 18, 19, 20, 21 };
    fp_t const * const exp[2] = { longs, shorts };

    typedef struct { uint_t k; fp_t mult; } c_t;
    c_t my_c = { .k = 3, .mult = 2.0 };
    return ts_test(ts_volatility_stop, ts_volatility_stop_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&my_c, &ts_volatility_stop_p);
}