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#include <math.h>
#include <stddef.h>
#include "ts.h"
bool ts_test_volatility_stop( 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 cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
fp_t const * const x[] = { o, h, l, cp };
/* k=3, mult=2.0 */
/* HH3: 12,13,14,15,16,17,18,19,20,21 */
/* LL3: 9,10,11,12,13,14,15,16,17,18 */
/* ATR=3.0 */
/* LongStop = HH - 2*ATR: 6,7,8,9,10,11,12,13,14 */
/* ShortStop = LL + 2*ATR: 15,16,17,18,19,20,21,22,23 */
fp_t const longs[] = { 9, 10, 11, 12, 13, 14, 15 };
fp_t const shorts[] = { 15, 16, 17, 18, 19, 20, 21 };
fp_t const * const exp[2] = { longs, shorts };
typedef struct { uint_t k; fp_t mult; } c_t;
c_t my_c = { .k = 3, .mult = 2.0 };
return ts_test(ts_volatility_stop, ts_volatility_stop_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&my_c, &ts_volatility_stop_p);
}
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