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, 29 insertions, 0 deletions

diff --git a/test/atr_bands.c b/test/atr_bands.c
new file mode 100644
index 0000000..2d58743
--- /dev/null
+++ b/test/atr_bands.c
@@ -0,0 +1,29 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_atr_bands( 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 cp[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+    fp_t const * const x[] = { o, h, l, cp };
+
+    /* k=3, mult=2.0 */
+    /* TR[1]=3, TR[2]=3, TR[3]=3 => ATR=3.0 */
+    /* TR[4]=3, ... => ATR stays 3.0 */
+    /* Middle(SMA3 of close from idx 1): (12+13+14)/3=13, then rolling */
+    /* Middle: 13, 14, 15, 16, 17, 18, 19 */
+    /* Upper: 19, 20, 21, 22, 23, 24, 25 */
+    /* Lower: 7, 8, 9, 10, 11, 12, 13 */
+    fp_t const em[] = { 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const eu[] = { 19, 20, 21, 22, 23, 24, 25 };
+    fp_t const el[] = { 7, 8, 9, 10, 11, 12, 13 };
+    fp_t const * const exp[3] = { eu, em, el };
+
+    typedef struct { uint_t k; fp_t mult; } c_t;
+    c_t c = { .k = 3, .mult = 2.0 };
+    return ts_test(ts_atr_bands, ts_atr_bands_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&c, &ts_atr_bands_p);
+}