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#include <math.h>
#include <stddef.h>
#include "ts.h"
bool ts_test_cci( 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 c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
fp_t const * const x[] = { o, h, l, c };
/* k=3
* TP: 11, 12, 13, 14, 15, 16, 17, 18, 19, 20
* SMA(3) of TP: 12, 13, 14, 15, 16, 17, 18, 19
* MAD(3) of TP around SMA: |11-12|+|12-12|+|13-12| / 3 = 2/3 for first window
* CCI = (13 - 12) / (0.015 * 2/3) = 1 / 0.01 = 100
* Next: SMA=13, MAD = (|12-13|+|13-13|+|14-13|)/3 = 2/3, CCI = (14-13)/(0.015*2/3) = 100
*/
fp_t const e[] = { 100, 100, 100, 100, 100, 100, 100, 100 };
fp_t const * const exp[1] = { e };
uint_t k = 3;
return ts_test(ts_cci, ts_cci_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_cci_p);
}
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