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, 58 insertions, 0 deletions

diff --git a/test/awesome_oscillator.c b/test/awesome_oscillator.c
new file mode 100644
index 0000000..205bf78
--- /dev/null
+++ b/test/awesome_oscillator.c
@@ -0,0 +1,58 @@
+#include <stddef.h>
+#include <stdlib.h>
+#include <math.h>
+#include "ts.h"
+
+bool ts_test_awesome_oscillator( void )
+{
+    uint_t n = 40;
+    fp_t *o = calloc( n, sizeof( fp_t ) );
+    fp_t *h = calloc( n, sizeof( fp_t ) );
+    fp_t *l = calloc( n, sizeof( fp_t ) );
+    fp_t *c = calloc( n, sizeof( fp_t ) );
+
+    if ( !o || !h || !l || !c )
+    {
+        free( o ); free( h ); free( l ); free( c );
+        return false;
+    }
+
+    for ( uint_t i = 0; i < n; ++i )
+    {
+        o[i] = (fp_t)(10 + i);
+        h[i] = (fp_t)(12 + i);
+        l[i] = (fp_t)(8 + i);
+        c[i] = (fp_t)(11 + i);
+    }
+
+    fp_t *result = calloc( n, sizeof( fp_t ) );
+
+    ts_awesome_oscillator(&result, 1, (fp_t const * const []){ o, h, l, c }, 4, n, NULL);
+
+    /* Compute expected EMA(5) and EMA(34) of median price */
+    fp_t fast_a = 2.0 / 6.0;
+    fp_t slow_a = 2.0 / 35.0;
+    fp_t sum_fast = 0, sum_slow = 0;
+    for ( uint_t i = 0; i < 34; ++i )
+    {
+        fp_t mp = (h[i] + l[i]) / 2;
+        sum_slow += mp;
+        if ( i < 5 ) sum_fast += mp;
+    }
+    fp_t ema_fast = sum_fast / 5.0;
+    fp_t ema_slow = sum_slow / 34.0;
+    for ( uint_t i = 34; i < n; ++i )
+    {
+        fp_t mp = (h[i] + l[i]) / 2;
+        ema_fast = ema_fast + fast_a * ( mp - ema_fast );
+        ema_slow = ema_slow + slow_a * ( mp - ema_slow );
+    }
+
+    fp_t expected = ema_fast - ema_slow;
+
+    bool pass = fabs( result[n - 1] - expected ) < 1e-10;
+
+    free( o ); free( h ); free( l ); free( c ); free( result );
+
+    return pass;
+}