test/parabolic_sar.c


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

bool ts_test_parabolic_sar( 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 };

    /* step=0.02, max=0.2, uptrend throughout */
    fp_t const esar[] = { 9.000000, 9.000000, 9.060000, 9.217600, 9.504544, 9.944180, 10.549762, 11.323791, 12.258460, 13.337107 };
    fp_t const edir[] = { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 };
    fp_t const * const exp[2] = { esar, edir };

    typedef struct { fp_t step; fp_t max_af; } c_t;
    c_t consts = { .step = 0.02, .max_af = 0.2 };
    return ts_test(ts_parabolic_sar, ts_parabolic_sar_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&consts, &ts_parabolic_sar_p);
}