initial commit: ts time series analysis library v0.1.0

- 354 financial and mathematical time-series indicators
- Uniform C11 API with consistent function signatures
- 349 passing tests with -Werror
- Static and shared library builds
- pkg-config integration
- Python bindings
- Fuzzing and sanitizer support
- Security hardening flags

1 files changed, 61 insertions, 0 deletions

diff --git a/lib/chebyshev_t.c b/lib/chebyshev_t.c
new file mode 100644
index 0000000..a0230b8
--- /dev/null
+++ b/lib/chebyshev_t.c
@@ -0,0 +1,61 @@
+// Chebyshev Polynomial of the First Kind
+//
+// chebyshev_t - T_n(x)
+//
+// T_0 = 1, T_1 = x, T_n = 2x*T_(n-1) - T_(n-2)
+//
+// Inputs:    2 (x, n)
+// Outputs:   1 (T_n(x))
+// Constants: 0
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_chebyshev_t_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_chebyshev_t_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_chebyshev_t(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_chebyshev_t_p );
+	(void)c;
+    for( uint_t i = 0; i < n; ++i )
+    {
+        fp_t xv = x[0][i];
+        uint_t n_val = (uint_t)x[1][i];
+        if (x[1][i] < 0 || x[1][i] > 10000) { y[0][i] = 0; continue; }
+        if( n_val == 0 )
+        {
+            y[0][i] = 1.0;
+        }
+        else if( n_val == 1 )
+        {
+            y[0][i] = xv;
+        }
+        else
+        {
+            fp_t t0 = 1.0;
+            fp_t t1 = xv;
+            for( uint_t k = 2; k <= n_val; ++k )
+            {
+                fp_t t2 = 2.0 * xv * t1 - t0;
+                t0 = t1;
+                t1 = t2;
+            }
+            y[0][i] = t1;
+        }
+    }
+	return 0;
+}
+
+
+