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#include <stddef.h>
#include "ts.h"
bool ts_test_volume_delta( void )
{
fp_t const o[] = { 10, 11, 12, 13, 14 };
fp_t const h[] = { 12, 13, 14, 15, 16 };
fp_t const l[] = { 8, 9, 10, 11, 12 };
fp_t const c[] = { 11, 12, 13, 14, 15 };
fp_t const v[] = { 100, 200, 300, 400, 500 };
fp_t const * const x[] = { o, h, l, c, v };
fp_t e[5] = { 0 };
for( uint_t i = 0; i < 5; ++i )
{
fp_t hl = h[i] - l[i];
if( hl == 0 )
{
e[i] = 0;
}
else if( c[i] > o[i] )
{
fp_t buy_vol = v[i] * ( c[i] - l[i] ) / hl;
fp_t sell_vol = v[i] - buy_vol;
e[i] = buy_vol - sell_vol;
}
else if( c[i] < o[i] )
{
fp_t sell_vol = v[i] * ( h[i] - c[i] ) / hl;
fp_t buy_vol = v[i] - sell_vol;
e[i] = buy_vol - sell_vol;
}
}
fp_t const * const e_arr[1] = { e };
return ts_test(ts_volume_delta, ts_volume_delta_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_volume_delta_p);
}
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