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, 71 insertions, 0 deletions

diff --git a/lib/ease_of_movement.c b/lib/ease_of_movement.c
new file mode 100644
index 0000000..d16f32c
--- /dev/null
+++ b/lib/ease_of_movement.c
@@ -0,0 +1,71 @@
+// Ease of Movement
+//
+// ease_of_movement - EOM
+//
+// SMA of (midpoint change) / (volume / range), volume-based momentum
+//
+// Inputs:    5 (OHLCV)
+// Outputs:   1 (EOM)
+// Constants: 1 (period)
+
+#include <stdlib.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_ease_of_movement_params_t;
+
+ts_parameter_t const ts_ease_of_movement_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ease_of_movement_params_t) };
+
+uint_t ts_ease_of_movement_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 3 );
+}
+
+int ts_ease_of_movement(
+	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_ease_of_movement_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_ease_of_movement_params_t *)c)->k;
+    if (k == 0 || n <= k) return -1;
+
+    fp_t *eom = calloc( n, sizeof( fp_t ) );
+    if( !eom ) return -1;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        fp_t hl = ts_h( x, i ) - ts_l( x, i );
+        if( hl == 0 ) continue;
+        fp_t br = ts_v( x, i ) / hl;
+        if( br == 0 ) continue;
+        fp_t cur_mid = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
+        fp_t prev_mid = ( ts_h( x, i - 1 ) + ts_l( x, i - 1 ) ) / 2.0;
+        eom[i] = ( cur_mid - prev_mid ) / br;
+    }
+
+    {
+        for (uint_t i = 0; i < k; ++i) y[0][i] = 0;
+
+        fp_t sum = 0;
+        for( uint_t i = 1; i <= k; ++i )
+        {
+            sum += eom[i];
+        }
+        y[0][k] = sum / (fp_t)k;
+        for( uint_t i = k + 1; i < n; ++i )
+        {
+            sum = sum - eom[i - k] + eom[i];
+            y[0][i] = sum / (fp_t)k;
+        }
+    }
+
+    free( eom );
+	return 0;
+}
+
+