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, 20 insertions, 0 deletions

diff --git a/test/di_minus.c b/test/di_minus.c
new file mode 100644
index 0000000..35d2545
--- /dev/null
+++ b/test/di_minus.c
@@ -0,0 +1,20 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_di_minus( void )
+{
+    fp_t const o[] = { 10,  9,  8,  7,  6,  5,  4,  3,  2,  1 };
+    fp_t const h[] = { 12, 11, 10,  9,  8,  7,  6,  5,  4,  3 };
+    fp_t const l[] = {  8,  6,  4,  2,  0, -2, -4, -6, -8,-10 };
+    fp_t const c[] = { 11, 10,  9,  8,  7,  6,  5,  4,  3,  2 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* k=3, -DM=2 each period, +DM=0 => -DI = 100*EMA(-DM)/(EMA(-DM)+EMA(+DM)) */
+    fp_t const e[] = { 100., 100., 100., 100., 100., 100., 100. };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_di_minus, ts_di_minus_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_di_minus_p);
+}