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, 62 insertions, 0 deletions

diff --git a/lib/trend_intensity_index.c b/lib/trend_intensity_index.c
new file mode 100644
index 0000000..451e440
--- /dev/null
+++ b/lib/trend_intensity_index.c
@@ -0,0 +1,62 @@
+// Trend Intensity Index
+//
+// trend_intensity_index
+//
+// Trend Intensity Index
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_trend_intensity_index_params_t;
+
+ts_parameter_t const ts_trend_intensity_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_trend_intensity_index_params_t) };
+
+uint_t ts_trend_intensity_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_trend_intensity_index_params_t *)c)->k > 0 ? ((ts_trend_intensity_index_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_trend_intensity_index(
+	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_trend_intensity_index_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_trend_intensity_index_params_t *)c)->k;
+    if ( k == 0 || n < k ) return -1;
+
+    fp_t signed_sum = 0;
+    fp_t vol_sum = 0;
+
+    for ( uint_t i = 1; i <= k; ++i )
+    {
+        signed_sum += ( ts_c( x, i ) > ts_c( x, i - 1 ) ) ? ts_v( x, i ) : -ts_v( x, i );
+        vol_sum += ts_v( x, i );
+    }
+
+    y[0][k - 1] = vol_sum != 0 ? signed_sum / vol_sum : 0;
+
+    for ( uint_t i = k + 1; i < n; ++i )
+    {
+        fp_t cur_signed = ( ts_c( x, i ) > ts_c( x, i - 1 ) ) ? ts_v( x, i ) : -ts_v( x, i );
+        fp_t old_signed = ( ts_c( x, i - k ) > ts_c( x, i - k - 1 ) ) ? ts_v( x, i - k ) : -ts_v( x, i - k );
+
+        signed_sum = signed_sum - old_signed + cur_signed;
+        vol_sum = vol_sum - ts_v( x, i - k ) + ts_v( x, i );
+
+        y[0][i] = vol_sum != 0 ? signed_sum / vol_sum : 0;
+    }
+	return 0;
+}
+