1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
|
#include <math.h>
#include <stddef.h>
#include "ts.h"
bool ts_test_apo( void )
{
fp_t const x[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
fp_t const * const inp[1] = { x };
/* fast=3, slow=5: fast_a=1/3, slow_a=1/5 */
/* fast EMA: 10, 10.333, 10.889, 11.593, 12.395, 13.263, 14.176, 15.117, 16.078, 17.052 */
/* slow EMA: 10, 10.2, 10.44, 10.752, 11.131, 11.575, 12.085, 12.666, 13.326, 14.062 */
/* APO: 0.1333, 0.4481, 0.8405, 1.2634, 1.6876, 2.0930, 2.4545, 2.7521, 2.9901 */
fp_t fast_e = 10, slow_e = 10;
fp_t fast_a = 1.0 / 3, slow_a = 1.0 / 5;
fp_t e[6] = { 0 };
uint_t offset = 4;
for( uint_t i = 1; i <= offset; ++i )
{
fast_e = fast_e + fast_a * ( x[i] - fast_e );
slow_e = slow_e + slow_a * ( x[i] - slow_e );
}
e[0] = fast_e - slow_e;
for( uint_t i = offset + 1; i < 10; ++i )
{
fast_e = fast_e + fast_a * ( x[i] - fast_e );
slow_e = slow_e + slow_a * ( x[i] - slow_e );
e[i - offset] = fast_e - slow_e;
}
fp_t const * const exp[1] = { e };
typedef struct { fp_t fast; fp_t slow; } c_t;
c_t c = { .fast = 3, .slow = 5 };
return ts_test(ts_apo, ts_apo_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&c, &ts_apo_p);
}
|