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, 19 insertions, 0 deletions

diff --git a/test/atr.c b/test/atr.c
new file mode 100644
index 0000000..fb1ad4d
--- /dev/null
+++ b/test/atr.c
@@ -0,0 +1,19 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_atr( void )
+{
+    fp_t const o[] = { 9, 11, 10, 12, 12, 13, 11, 14, 13, 15 };
+    fp_t const h[] = { 10, 12, 11, 13, 12, 14, 12, 15, 14, 16 };
+    fp_t const l[] = { 8, 9, 10, 11, 10, 12, 11, 13, 12, 14 };
+    fp_t const c[] = { 9, 10, 12, 11, 13, 11, 14, 12, 15, 13 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    fp_t const e[] = { 2.0, 2.0, 2.0, 1.66667, 1.77778, 1.85185, 1.90123 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_atr, ts_atr_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_atr_p);
+}