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, 39 insertions, 0 deletions

diff --git a/test/gopalakrishnan_range_index.c b/test/gopalakrishnan_range_index.c
new file mode 100644
index 0000000..6b8167a
--- /dev/null
+++ b/test/gopalakrishnan_range_index.c
@@ -0,0 +1,39 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_gopalakrishnan_range_index( void )
+{
+    fp_t const x0[] = { 10, 10, 10, 20, 20, 20 };
+    fp_t const x1[] = { 14, 13, 14, 24, 23, 24 };
+    fp_t const x2[] = { 8,  9,  8,  18, 19, 18 };
+    fp_t const x3[] = { 12, 11, 13, 22, 21, 23 };
+
+    fp_t const * const x[] = { x0, x1, x2, x3 };
+
+    uint_t k = 2;
+
+    fp_t sum_abs = fabs( x3[1] - x3[0] ) + fabs( x3[2] - x3[1] );
+    fp_t sum_range = ( x1[1] - x2[1] ) + ( x1[2] - x2[2] );
+    fp_t e0 = sum_range != 0 ? sum_abs / sum_range : 0;
+
+    fp_t abs_ring[2] = { fabs(x3[1]-x3[0]), fabs(x3[2]-x3[1]) };
+    fp_t range_ring[2] = { x1[1]-x2[1], x1[2]-x2[2] };
+    fp_t e[4] = { e0 };
+
+    for ( uint_t i = 3; i < 6; ++i )
+    {
+        fp_t new_abs = fabs( x3[i] - x3[i-1] );
+        fp_t new_range = x1[i] - x2[i];
+        uint_t idx = ( i - k - 1 ) % k;
+        sum_abs += new_abs - abs_ring[ idx ];
+        sum_range += new_range - range_ring[ idx ];
+        abs_ring[ ( i - 1 ) % k ] = new_abs;
+        range_ring[ ( i - 1 ) % k ] = new_range;
+        e[ i - k ] = sum_range != 0 ? sum_abs / sum_range : 0;
+    }
+
+    fp_t const * const exp[1] = { e };
+
+    return ts_test(ts_gopalakrishnan_range_index, ts_gopalakrishnan_range_index_offset, x, exp, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_gopalakrishnan_range_index_p);
+}