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, 64 insertions, 0 deletions

diff --git a/lib/gator_oscillator.c b/lib/gator_oscillator.c
new file mode 100644
index 0000000..02bbc59
--- /dev/null
+++ b/lib/gator_oscillator.c
@@ -0,0 +1,64 @@
+// Gator Oscillator
+//
+// gator_oscillator
+//
+// Gator Oscillator from Alligator lines
+//
+// Histogram of Alligator Teeth-Lips and Jaw-Teeth
+//
+// Inputs:    1
+// Outputs:   2
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_gator_oscillator_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_gator_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 12 );
+}
+
+int ts_gator_oscillator(
+	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_gator_oscillator_p );
+	(void)c;
+    /* Gator Oscillator uses Alligator lines:
+     * Lips = SMA(5), Teeth = SMA(8), Jaw = SMA(13)
+     * Upper = |Lips - Teeth|, Lower = |Jaw - Teeth|
+     * Offset 12 because Jaw (SMA13) starts at index 12
+     */
+    for (uint_t j = 0; j < n && j < 12; ++j) { y[0][j] = 0; y[1][j] = 0; }
+    for (uint_t i = 12; i < n; ++i)
+    {
+        /* SMA(5) - Lips */
+        fp_t lips = 0;
+        for (uint_t j = i - 4; j <= i; ++j) lips += x[0][j];
+        lips /= 5;
+
+        /* SMA(8) - Teeth */
+        fp_t teeth = 0;
+        for (uint_t j = i - 7; j <= i; ++j) teeth += x[0][j];
+        teeth /= 8;
+
+        /* SMA(13) - Jaw */
+        fp_t jaw = 0;
+        for (uint_t j = i - 12; j <= i; ++j) jaw += x[0][j];
+        jaw /= 13;
+
+        y[0][i] = fabs(lips - teeth);
+        y[1][i] = fabs(jaw - teeth);
+    }
+	return 0;
+}
+
+
+