test/volume_weighted_moving_average.c


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

bool ts_test_volume_weighted_moving_average( void )
{
    uint_t k = 3;

    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[] = { 8,  9,  10,  11,  12,  13,  14,  15,  16,  17 };
    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
    fp_t const v[] = { 100, 200, 300, 400, 500, 600, 700, 800, 900, 1000 };

    fp_t const * const x[] = { o, h, l, c, v };

    fp_t cv_sum = 0;
    fp_t v_sum = 0;

    for( uint_t i = 0; i < k; ++i )
    {
        cv_sum += c[i] * v[i];
        v_sum += v[i];
    }

    fp_t e[8] = { 0 };
    e[0] = ( v_sum != 0 ) ? cv_sum / v_sum : 0;

    for( uint_t i = k; i < 10; ++i )
    {
        cv_sum += c[i] * v[i] - c[i - k] * v[i - k];
        v_sum += v[i] - v[i - k];
        e[i - (k - 1)] = ( v_sum != 0 ) ? cv_sum / v_sum : 0;
    }

    fp_t const * const e_arr[1] = { e };
    uint_t c_val = k;

    return ts_test(ts_volume_weighted_moving_average, ts_volume_weighted_moving_average_offset, x, e_arr, 10, (ts_constant_t *)&c_val, &ts_volume_weighted_moving_average_p);
}