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

bool ts_test_volatility_system( void )
{
    uint_t k = 3;

    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23 };
    fp_t const l[] = { 9,  10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22 };

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

    /* offset = 2k = 6, output starts at index 6 */
    fp_t const e[] = { 16.5, 17.25, 18.125, 19.0625, 20.03125, 21.015625 };
    fp_t const * const exp[1] = { e };

    return ts_test(ts_volatility_system, ts_volatility_system_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_volatility_system_p);
}