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, 74 insertions, 0 deletions

diff --git a/lib/fractal_chaos_bands.c b/lib/fractal_chaos_bands.c
new file mode 100644
index 0000000..57bbf00
--- /dev/null
+++ b/lib/fractal_chaos_bands.c
@@ -0,0 +1,74 @@
+// Fractal Chaos Bands
+//
+// fractal_chaos_bands
+//
+// Elder's Fractal Chaos Bands using fractal channels
+//
+// Upper/Lower: fractal-based channel boundaries
+//
+// Inputs:    4
+// Outputs:   2
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_fractal_chaos_bands_params_t;
+
+ts_parameter_t const ts_fractal_chaos_bands_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_fractal_chaos_bands_params_t) };
+
+uint_t ts_fractal_chaos_bands_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_fractal_chaos_bands_params_t *)c)->k / 2 : 0 );
+}
+
+int ts_fractal_chaos_bands(
+	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_fractal_chaos_bands_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_fractal_chaos_bands_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t alpha = 2.0 / (k + 1.0);
+    uint_t half_k = k / 2;
+
+    fp_t ema_upper = 0;
+    fp_t ema_lower = 0;
+    uint_t ema_count = 0;
+
+    for (uint_t i = half_k; i < n - half_k; ++i)
+    {
+        fp_t fh = x[1][i];
+        fp_t fl = x[2][i];
+        for (int_t j = -(int_t)half_k; j <= (int_t)half_k; ++j)
+        {
+            uint_t idx = (uint_t)((int_t)i + j);
+            if (x[1][idx] > fh) fh = x[1][idx];
+            if (x[2][idx] < fl) fl = x[2][idx];
+        }
+
+        if (ema_count == 0)
+        {
+            ema_upper = fh;
+            ema_lower = fl;
+        }
+        else
+        {
+            ema_upper = ema_upper + alpha * (fh - ema_upper);
+            ema_lower = ema_lower + alpha * (fl - ema_lower);
+        }
+        ema_count++;
+
+        y[0][i] = ema_upper;
+        y[1][i] = ema_lower;
+    }
+	return 0;
+}
+