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, 53 insertions, 0 deletions

diff --git a/lib/minmax.c b/lib/minmax.c
new file mode 100644
index 0000000..4bee598
--- /dev/null
+++ b/lib/minmax.c
@@ -0,0 +1,53 @@
+// Minmax
+//
+// minmax
+//
+// Min and Max over rolling window
+//
+// min(x[t-k+1..t]), max(x[t-k+1..t])
+//
+// Inputs:    1
+// Outputs:   2
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_minmax_params_t;
+
+ts_parameter_t const ts_minmax_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_minmax_params_t) };
+
+uint_t ts_minmax_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_minmax_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_minmax(
+	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_minmax_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_minmax_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    for( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t min_val = x[0][i - k + 1];
+        fp_t max_val = x[0][i - k + 1];
+        for( uint_t j = i - k + 2; j <= i; ++j )
+        {
+            if( x[0][j] < min_val ) min_val = x[0][j];
+            if( x[0][j] > max_val ) max_val = x[0][j];
+        }
+        y[0][i] = min_val;
+        y[1][i] = max_val;
+    }
+	return 0;
+}
+