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, 45 insertions, 0 deletions

diff --git a/lib/price_momentum_oscillator.c b/lib/price_momentum_oscillator.c
new file mode 100644
index 0000000..b03f350
--- /dev/null
+++ b/lib/price_momentum_oscillator.c
@@ -0,0 +1,45 @@
+// Price Momentum Oscillator
+//
+// price_momentum_oscillator
+//
+// Price Momentum Oscillator
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_price_momentum_oscillator_params_t;
+
+ts_parameter_t const ts_price_momentum_oscillator_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_price_momentum_oscillator_params_t) };
+
+uint_t ts_price_momentum_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_price_momentum_oscillator_params_t *)c)->k : 0 );
+}
+
+int ts_price_momentum_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_price_momentum_oscillator_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_price_momentum_oscillator_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    for (uint_t i = k; i < n; ++i)
+    {
+        y[0][i] = x[0][i - k] != 0 ? ( x[0][i] / x[0][i - k] - 1 ) * 100 : 0;
+    }
+	return 0;
+}
+