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, 16 insertions, 0 deletions

diff --git a/test/log_return.c b/test/log_return.c
new file mode 100644
index 0000000..691ed88
--- /dev/null
+++ b/test/log_return.c
@@ -0,0 +1,16 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_log_return( void )
+{
+    fp_t const x0[] = { 1, 2, 4, 8, 16, 32, 64, 128 };
+    fp_t const e0[] = { log(8.0 / 1.0), log(16.0 / 2.0), log(32.0 / 4.0), log(64.0 / 8.0), log(128.0 / 16.0) };
+
+    fp_t const * const x[] = { x0 };
+    fp_t const * const e[1] = { e0 };
+
+    uint_t const k = 3;
+
+    return ts_test(ts_log_return, ts_log_return_offset, x, e, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_log_return_p);
+}