test/annualized_historical_volatility.c


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

bool ts_test_annualized_historical_volatility( void )
{
    fp_t const x0[] = { 100, 101, 100, 102, 101, 100, 103, 101, 102, 100 };
    fp_t const * const x[] = { x0 };

    fp_t const e0[] = { 0.196453, 0.222285, 0.222285, 0.295293, 0.337649, 0.320724, 0.221194, 0 };

    fp_t const * const e[1] = { e0 };

    uint_t k = 3;
    return ts_test(ts_annualized_historical_volatility, ts_annualized_historical_volatility_offset, x, e, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_annualized_historical_volatility_p);
}