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, 51 insertions, 0 deletions

diff --git a/lib/slope.c b/lib/slope.c
new file mode 100755
index 0000000..ca4fd22
--- /dev/null
+++ b/lib/slope.c
@@ -0,0 +1,51 @@
+// Slope
+//
+// slope - slope
+//
+// Calculates the slope between the current value and the value k samples ago
+//
+// y_i = ( x_i - x_i-k ) / k
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+} ts_slope_params_t;
+
+ts_parameter_t const ts_slope_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_slope_params_t) };
+
+
+uint_t ts_slope_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_slope_params_t *)c)->k : 0 );
+}
+
+int ts_slope(
+	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_slope_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_slope_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	uint_t xi = k;
+
+    fp_t rk = _ts_reciprocal( k );
+
+	for( ; xi < n; xi++ )
+	{
+		y[0][xi] = ( x[0][xi] - x[0][xi - k] ) * rk;
+	}
+	return 0;
+}
+