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, 274 insertions, 0 deletions

diff --git a/scripts/gen_bindings.py b/scripts/gen_bindings.py
new file mode 100644
index 0000000..845c8a5
--- /dev/null
+++ b/scripts/gen_bindings.py
@@ -0,0 +1,274 @@
+#!/usr/bin/env python3
+"""Generate python/ts/__init__.py from C source.
+
+Produces a compact module with a single _dispatch() function and a
+FUNC_META lookup table instead of 350+ individual wrappers.
+"""
+
+import importlib.util
+import os
+import py_compile
+import sys
+
+_spec = importlib.util.spec_from_file_location(
+    "ts_parser",
+    os.path.join(os.path.dirname(os.path.abspath(__file__)), "ts_parser.py"),
+)
+if _spec and _spec.loader:
+    _ts_parser = importlib.util.module_from_spec(_spec)
+    _spec.loader.exec_module(_ts_parser)
+    parse_all = _ts_parser.parse_all
+else:
+    print("Error: could not load ts_parser", file=sys.stderr)
+    sys.exit(1)
+
+ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
+OUT = os.path.join(ROOT, "python", "ts", "__init__.py")
+
+DEFAULT_PARAMS = {
+    "ichimoku": {"tenkan": 9, "kijun": 26, "senkou": 52},
+}
+
+MIN_PARAM_DEFAULTS = {
+    "hull_ma": {"k": 2},
+    "variable_index_dynamic_average": {"period": 2},
+    "logarithm": {"b": 2.0},
+    "choppiness_index": {"k": 2},
+    "performance_ratio": {"k": 2},
+    "standard_error": {"k": 2},
+}
+
+
+def _py_default(pytype, py_fname, name):
+    if py_fname in DEFAULT_PARAMS.get(name, {}):
+        return DEFAULT_PARAMS[name][py_fname]
+    if py_fname in MIN_PARAM_DEFAULTS.get(name, {}):
+        return MIN_PARAM_DEFAULTS[name][py_fname]
+    return 1 if "uint64" in pytype else 1.0
+
+
+def main():
+    funcs = parse_all(detect_x_access=True)
+    if not funcs:
+        print("Warning: no ts_parameter declarations found.", file=sys.stderr)
+        sys.exit(1)
+
+    os.makedirs(os.path.dirname(OUT), exist_ok=True)
+
+    with open(OUT, "w", encoding="utf-8") as f:
+        # --- Header ---
+        f.write('"""Python bindings for ts (time series) C library.\n')
+        f.write("\nAuto-generated. Uses a single dispatch function backed by\n")
+        f.write('a FUNC_META lookup table.\n"""\n\n')
+
+        f.write("import ctypes\n")
+        f.write("import ctypes.util\n")
+        f.write("import os\n")
+        f.write("import numpy as np\n")
+        f.write("import threading\n\n")
+
+        f.write("_tls = threading.local()\n\n")
+
+        # --- Library loader ---
+        f.write("def _find_lib():\n")
+        f.write('    """Try system path, pkg-config, then build dir."""\n')
+        f.write("    try:\n")
+        f.write('        return ctypes.CDLL("libts.so", ctypes.RTLD_GLOBAL)\n')
+        f.write("    except OSError:\n")
+        f.write("        pass\n")
+        f.write("    try:\n")
+        f.write("        import subprocess\n")
+        f.write("        libdir = subprocess.check_output(\n")
+        f.write('            ["pkg-config", "--variable=libdir", "ts"],\n')
+        f.write("            stderr=subprocess.DEVNULL,\n")
+        f.write("        ).decode().strip()\n")
+        f.write(
+            '        return ctypes.CDLL(os.path.join(libdir, "libts.so"), ctypes.RTLD_GLOBAL)\n'
+        )
+        f.write("    except (OSError, subprocess.CalledProcessError):\n")
+        f.write("        pass\n")
+        f.write("    build_dir = os.path.join(\n")
+        f.write(
+            "        os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))),\n"
+        )
+        f.write('        "build",\n')
+        f.write("    )\n")
+        f.write('    lib_path = os.path.join(build_dir, "libts.so")\n')
+        f.write("    if os.path.exists(lib_path):\n")
+        f.write("        return ctypes.CDLL(lib_path, ctypes.RTLD_GLOBAL)\n")
+        f.write(
+            '    raise OSError("Cannot find libts.so. Run make install or build from source.")\n\n\n'
+        )
+
+        f.write("__version__ = '0.1.0'\n\n")
+        f.write("_lib = _find_lib()\n\n")
+
+        # --- Helpers ---
+        f.write("_CD = ctypes.c_double\n\n\n")
+
+        f.write("def _cp(arr):\n")
+        f.write('    """Copy numpy array to ctypes buffer (tracked in TLS list)."""\n')
+        f.write("    buf = (_CD * len(arr))(*arr)\n")
+        f.write("    if not hasattr(_tls, 'bufs'):\n")
+        f.write("        _tls.bufs = []\n")
+        f.write("    _tls.bufs.append(buf)\n")
+        f.write("    return buf\n\n\n")
+
+        f.write("def _clr():\n")
+        f.write('    """Clear tracked ctypes buffers."""\n')
+        f.write("    try:\n")
+        f.write("        if hasattr(_tls, 'bufs'):\n")
+        f.write("            _tls.bufs.clear()\n")
+        f.write("    except Exception:\n")
+        f.write("        pass\n\n\n")
+
+        # --- Parameter structs ---
+        f.write("# --- Parameter structs ---\n")
+        seen_structs = set()
+        for fm in sorted(funcs, key=lambda x: x.name):
+            if fm.struct_fields and fm.name not in seen_structs:
+                cls_name = f"ts_{fm.name}_params_t"
+                f.write(f"class {cls_name}(ctypes.Structure):\n")
+                f.write("    _fields_ = [\n")
+                for c_fname, py_fname, pytype in fm.struct_fields:
+                    f.write(f'        ("{py_fname}", {pytype}),\n')
+                f.write("    ]\n\n")
+                seen_structs.add(fm.name)
+
+        # --- FUNC_META table ---
+        f.write("# --- Function metadata table ---\n")
+        f.write(
+            "# Each entry: (name, x_n, y_n, struct_class_or_None, [(param_name, default), ...])\n"
+        )
+        f.write("FUNC_META = [\n")
+        for fm in sorted(funcs, key=lambda x: x.name):
+            struct_cls = None
+            params = []
+            if fm.struct_fields:
+                struct_cls = f"ts_{fm.name}_params_t"
+                for c_fname, py_fname, pytype in fm.struct_fields:
+                    d = _py_default(pytype, py_fname, fm.name)
+                    params.append(f"        ('{py_fname}', {d!r}),")
+            f.write(
+                f"    ({fm.name!r}, {fm.x_n}, {fm.y_n}, {struct_cls}, [{chr(10).join(params)}]),\n"
+            )
+        f.write("]\n\n")
+
+        # --- Single dispatch function ---
+        f.write("# --- Dispatch ---\n")
+        f.write("def _dispatch(meta, *x_arrays):\n")
+        f.write('    """Call a ts indicator via ctypes, given a FUNC_META entry."""\n')
+        f.write("    name, x_n, y_n, struct_cls, param_defaults = meta\n")
+        f.write("    if len(x_arrays) != x_n:\n")
+        f.write(
+            '        raise TypeError(f"Expected {x_n} input arrays, got {len(x_arrays)}")\n'
+        )
+        f.write("    if x_n > 0:\n")
+        f.write("        n = x_arrays[0].shape[0]\n")
+        f.write("        for a in x_arrays:\n")
+        f.write("            if a.shape[0] != n:\n")
+        f.write(
+            '                raise ValueError(f"Array length mismatch: expected {n}, got {a.shape[0]}")\n'
+        )
+        f.write("    else:\n")
+        f.write("        n = 0\n")
+        f.write("    y = [np.zeros(n, dtype=np.float64) for _ in range(y_n)]\n")
+        f.write("    try:\n")
+        f.write("        x_bufs = [_cp(x_arrays[i]) for i in range(x_n)]\n")
+        f.write(
+            "        y_ptrs = [y[i].ctypes.data_as(ctypes.POINTER(ctypes.c_double)) for i in range(y_n)]\n"
+        )
+        f.write("        c_func = getattr(_lib, f'ts_{name}_flat')\n")
+        f.write("        if struct_cls is not None:\n")
+        f.write("            _p = struct_cls()\n")
+        f.write("            for k, v in param_defaults:\n")
+        f.write("                setattr(_p, k, v)\n")
+        f.write(
+            "            ret = c_func(*(y_ptrs + x_bufs + [ctypes.c_uint64(n), ctypes.byref(_p)]))\n"
+        )
+        f.write("        else:\n")
+        f.write(
+            "            ret = c_func(*(y_ptrs + x_bufs + [ctypes.c_uint64(n), None]))\n"
+        )
+        f.write("        if ret != 0:\n")
+        f.write(
+            '            raise RuntimeError(f"ts_{name} failed with return code {ret}")\n'
+        )
+        f.write("        return y[0] if y_n == 1 else tuple(y)\n")
+        f.write("    finally:\n")
+        f.write("        _clr()\n\n\n")
+
+        # --- Helper for param override ---
+        f.write(
+            "def _dispatch_with_params(name, x_n, y_n, struct_cls, _p, x_arrays):\n"
+        )
+        f.write('    """Call indicator with a pre-built params struct."""\n')
+        f.write("    if len(x_arrays) != x_n:\n")
+        f.write(
+            '        raise TypeError(f"Expected {x_n} input arrays, got {len(x_arrays)}")\n'
+        )
+        f.write("    n = x_arrays[0].shape[0] if x_n > 0 else 0\n")
+        f.write("    y = [np.zeros(n, dtype=np.float64) for _ in range(y_n)]\n")
+        f.write("    try:\n")
+        f.write("        x_bufs = [_cp(x_arrays[i]) for i in range(x_n)]\n")
+        f.write(
+            "        y_ptrs = [y[i].ctypes.data_as(ctypes.POINTER(ctypes.c_double)) for i in range(y_n)]\n"
+        )
+        f.write("        c_func = getattr(_lib, f'ts_{name}_flat')\n")
+        f.write(
+            "        ret = c_func(*(y_ptrs + x_bufs + [ctypes.c_uint64(n), ctypes.byref(_p)]))\n"
+        )
+        f.write("        if ret != 0:\n")
+        f.write(
+            '            raise RuntimeError(f"ts_{name} failed with return code {ret}")\n'
+        )
+        f.write("        return y[0] if y_n == 1 else tuple(y)\n")
+        f.write("    finally:\n")
+        f.write("        _clr()\n\n\n")
+
+        # --- Dynamic attribute access ---
+        f.write("# --- Dynamic attribute access ---\n")
+        f.write("_FUNC_MAP = {m[0]: m for m in FUNC_META}\n\n\n")
+
+        f.write("def __getattr__(name):\n")
+        f.write('    """Return a callable wrapper for indicator `name`."""\n')
+        f.write("    if name.startswith('_'):\n")
+        f.write(
+            '        raise AttributeError(f"module {__name__!r} has no attribute {name!r}")\n'
+        )
+        f.write("    meta = _FUNC_MAP.get(name)\n")
+        f.write("    if meta is None:\n")
+        f.write(
+            '        raise AttributeError(f"{name!r} is not a known ts indicator")\n'
+        )
+        f.write("    name_s, x_n, y_n, struct_cls, param_defaults = meta\n")
+        f.write("    def wrapper(*x_arrays, **kw):\n")
+        f.write("        for a in x_arrays:\n")
+        f.write("            if not isinstance(a, np.ndarray):\n")
+        f.write(
+            '                raise TypeError(f"Expected numpy.ndarray, got {type(a).__name__}")\n'
+        )
+        f.write("        if struct_cls is not None and kw:\n")
+        f.write("            _p = struct_cls()\n")
+        f.write("            for k, v in kw.items():\n")
+        f.write("                if hasattr(_p, k):\n")
+        f.write("                    setattr(_p, k, v)\n")
+        f.write("                else:\n")
+        f.write(
+            '                    raise TypeError(f"Unknown parameter {k!r} for {name_s}")\n'
+        )
+        f.write(
+            "            return _dispatch_with_params(name_s, x_n, y_n, struct_cls, _p, x_arrays)\n"
+        )
+        f.write("        return _dispatch(meta, *x_arrays)\n")
+        f.write("    return wrapper\n\n\n")
+
+        # --- __all__ ---
+        f.write("__all__ = [m[0] for m in FUNC_META]\n")
+
+    print(f"Generated {len(funcs)} entries -> {OUT}")
+    py_compile.compile(OUT, doraise=True)
+
+
+if __name__ == "__main__":
+    main()