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, 96 insertions, 0 deletions

diff --git a/scripts/gen_flat.py b/scripts/gen_flat.py
new file mode 100644
index 0000000..c659432
--- /dev/null
+++ b/scripts/gen_flat.py
@@ -0,0 +1,96 @@
+#!/usr/bin/env python3
+"""Generate flat-array C wrappers for all ts functions.
+
+Each wrapper takes flat input/output arrays instead of pointer-of-pointers,
+eliminating ctypes pointer marshaling overhead.
+"""
+
+import argparse
+import importlib.util
+import os
+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, "lib", "ts_flat_generated.c")
+
+
+def generate_wrappers(funcs, dry_run=False):
+    """Generate flat-array C wrapper functions."""
+    if dry_run:
+        print(f"[dry-run] Would generate {len(funcs)} flat wrappers -> {OUT}")
+        return
+
+    with open(OUT, "w", encoding="utf-8") as f:
+        f.write("/* Auto-generated flat-array wrappers. Do not edit. */\n\n")
+        f.write("#include <string.h>\n")
+        f.write('#include "ts.h"\n\n')
+
+        for fm in funcs:
+            safe_x_n = max(fm.x_n, 1)
+            safe_y_n = max(fm.y_n, 1)
+
+            f.write(f"/* {fm.name}: x_n={fm.x_n}, y_n={fm.y_n}, c_n={fm.c_n} */\n")
+            f.write(f"int ts_{fm.name}_flat(\n")
+
+            for i in range(fm.y_n):
+                f.write(f"    fp_t *y{i},\n")
+
+            for i in range(fm.x_n):
+                f.write(f"    fp_t const *x{i},\n")
+
+            f.write(f"    uint_t n,\n")
+            f.write(f"    ts_constant_t const *params\n")
+            f.write(f")\n{{\n")
+
+            f.write(f"    fp_t * const _y[{safe_y_n}] = {{")
+            f.write(", ".join(f"y{i}" for i in range(fm.y_n)))
+            f.write("};\n")
+
+            f.write(f"    fp_t const * const _x[{safe_x_n}] = {{")
+            f.write(", ".join(f"x{i}" for i in range(fm.x_n)))
+            f.write("};\n")
+
+            for i in range(fm.y_n):
+                f.write(f"    memset(y{i}, 0, n * sizeof(fp_t));\n")
+
+            f.write(
+                f"    return ts_{fm.name}(_y, {fm.y_n}, _x, {fm.x_n}, n, params);\n"
+            )
+            f.write("}\n\n")
+
+
+def main():
+    parser = argparse.ArgumentParser(description="Generate flat-array C wrappers")
+    parser.add_argument(
+        "--dry-run",
+        action="store_true",
+        help="Print what would be generated without writing",
+    )
+    args = parser.parse_args()
+
+    funcs = parse_all(detect_x_access=True)
+
+    if not funcs:
+        print("Warning: no ts_parameter declarations found.", file=sys.stderr)
+        sys.exit(1)
+
+    generate_wrappers(funcs, dry_run=args.dry_run)
+
+    if not args.dry_run:
+        print(f"Generated {len(funcs)} flat wrappers -> {OUT}")
+
+
+if __name__ == "__main__":
+    main()