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, 46 insertions, 0 deletions

diff --git a/lib/volume_rate_of_change.c b/lib/volume_rate_of_change.c
new file mode 100644
index 0000000..ae9c776
--- /dev/null
+++ b/lib/volume_rate_of_change.c
@@ -0,0 +1,46 @@
+// Volume Rate Of Change
+//
+// volume_rate_of_change
+//
+// Volume Rate of Change
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_volume_rate_of_change_params_t;
+
+ts_parameter_t const ts_volume_rate_of_change_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_volume_rate_of_change_params_t) };
+
+uint_t ts_volume_rate_of_change_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_volume_rate_of_change_params_t *)c)->k : 0 );
+}
+
+int ts_volume_rate_of_change(
+	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_volume_rate_of_change_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_volume_rate_of_change_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    for (uint_t i = k; i < n; ++i)
+    {
+        y[0][i] = x[4][i - k] != 0 ? (x[4][i] - x[4][i - k]) / x[4][i - k] * 100 : 0;
+    }
+	return 0;
+}
+