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, 77 insertions, 0 deletions

diff --git a/lib/test.c b/lib/test.c
new file mode 100755
index 0000000..56c47eb
--- /dev/null
+++ b/lib/test.c
@@ -0,0 +1,77 @@
+#include <assert.h>
+#include <math.h>
+#include <stdbool.h>
+#include <stdlib.h>
+#include <stdio.h>
+#include "ts.h"
+
+
+void _ts_assert_approximate( fp_t y0, fp_t y1, fp_t e )
+{
+	assert( ( fabs( y0 - y1 ) <= e ) );
+}
+
+
+bool _ts_is_approximate( fp_t y0, fp_t y1, fp_t e )
+{
+    return ( fabs( y0 - y1 ) <= e );
+}
+
+
+#define _ts_test_print( FUNCTION )                        \
+                                                          \
+    fputs( #FUNCTION, stdout );                           \
+    fputs( ": ", stdout )
+
+
+void ts_test_all( void )
+{
+	ts_test_absolute_value();
+	ts_test_addition();
+	ts_test_ceiling();
+	
+}
+
+bool ts_test(
+	void ( *ts_function )(
+        fp_t * const *y, 
+	    fp_t const * const *x, 
+		uint_t n, 
+		ts_constant_t const *c 
+    ),
+    uint_t ( *ts_offset )( 
+        ts_constant_t const *c 
+    ),
+	fp_t const * const *x,
+	fp_t const * const *e,
+	uint_t n,
+	ts_constant_t const *c,
+    ts_parameter_t const *m )
+{                                                                       
+	uint_t offset = ts_offset( c );
+	uint_t y_n = n - offset;
+    bool result = true;
+                                                               
+	fp_t *y[m->y];
+
+    for( uint_t i = 0; i < m->y; i++ )
+    {
+        fp_t *tmp = malloc( y_n * sizeof( fp_t ) );
+        y[i] = tmp;
+    }
+
+	ts_function( y, x, n, c );                       
+
+    for( uint_t i = 0; i < m->y; ++i )
+    {
+    	for( uint_t j = 0; j < y_n; ++j )                                     
+	    {
+		    // _ts_assert_approximate( y[i][j], e[i][j], TS_TEST_EPSILON ); 
+		    result &= _ts_is_approximate( y[i][j], e[i][j], TS_TEST_EPSILON ); 
+	    }                                                                     
+
+        free( y[i] );
+    }
+
+    return result;
+}
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