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, 35 insertions, 0 deletions

diff --git a/test/asi.c b/test/asi.c
new file mode 100644
index 0000000..0307a3b
--- /dev/null
+++ b/test/asi.c
@@ -0,0 +1,35 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_asi( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const l[] = { 9,  10, 11, 12, 13, 14, 15, 16, 17, 18 };
+    fp_t const c[] = { 11, 12, 11, 14, 13, 16, 15, 18, 17, 20 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* ASI = prev_ASI + component2 + component3
+     * component2 = (term1 - term2 + term3) / denom * (H - L)
+     * component3 = (term1 - term2 + term3) / (2 * denom)
+     * term1 = C - Cprev, term2 = 0.5*(O - Op), term3 = 0.25*(C - O + Op - Cp)
+     * denom = max(H - Lp, Hp - L, Hp - Lp)
+     *
+     * i=0: ASI = 0
+     * i=1: term1=1, term2=0.5, term3=0, denom=4, comp2=0.375, comp3=0.125 => 0.5
+     * i=2: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => -1.5
+     * i=3: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 1.5
+     * i=4: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => -0.5
+     * i=5: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 2.5
+     * i=6: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => 0.5
+     * i=7: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 3.5
+     * i=8: term1=-1, term2=0.5, term3=-0.5, denom=4, comp2=-1.5, comp3=-0.5 => 1.5
+     * i=9: term1=3, term2=0.5, term3=0.5, denom=4, comp2=2.25, comp3=0.75 => 4.5
+     */
+    fp_t const e[] = { 0, 0.5, -1.5, 1.5, -0.5, 2.5, 0.5, 3.5, 1.5, 4.5 };
+    fp_t const * const exp[1] = { e };
+
+    return ts_test(ts_asi, ts_asi_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)NULL, &ts_asi_p);
+}