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, 67 insertions, 0 deletions

diff --git a/lib/twiggs_money_flow.c b/lib/twiggs_money_flow.c
new file mode 100644
index 0000000..334f968
--- /dev/null
+++ b/lib/twiggs_money_flow.c
@@ -0,0 +1,67 @@
+// Twiggs Money Flow
+//
+// twiggs_money_flow
+//
+// Twiggs Money Flow
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_twiggs_money_flow_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_twiggs_money_flow_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 35 );
+}
+
+int ts_twiggs_money_flow(
+	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_twiggs_money_flow_p );
+	(void)c;
+    if (n < 2) return -1;
+
+    uint_t period = n - 2;
+
+    fp_t pos_sum = 0;
+    fp_t neg_sum = 0;
+
+    for( uint_t j = 0; j < period; ++j ) y[0][j] = 0;
+    for( uint_t i = 1; i <= period; ++i )
+    {
+        fp_t change = x[0][i] - x[0][i - 1];
+        if( change >= 0 ) pos_sum += change;
+        else neg_sum += fabs( change );
+    }
+
+    fp_t total = pos_sum + neg_sum;
+    y[0][period] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
+
+    for( uint_t j = 1; j < n - period; ++j )
+    {
+        fp_t new_change = x[0][period + j] - x[0][period + j - 1];
+        fp_t old_change = x[0][j] - x[0][j - 1];
+
+        if( new_change >= 0 ) pos_sum += new_change;
+        else neg_sum += fabs( new_change );
+        if( old_change >= 0 ) pos_sum -= old_change;
+        else neg_sum -= fabs( old_change );
+
+        total = pos_sum + neg_sum;
+        y[0][period + j] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
+    }
+	return 0;
+}
+