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, 38 insertions, 0 deletions

diff --git a/test/nvi.c b/test/nvi.c
new file mode 100644
index 0000000..87b3ddb
--- /dev/null
+++ b/test/nvi.c
@@ -0,0 +1,38 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_nvi( void )
+{
+    fp_t const o[] = { 10, 11, 12, 11, 12 };
+    fp_t const h[] = { 12, 13, 14, 12, 14 };
+    fp_t const l[] = { 8,  9,  10,  9,  10 };
+    fp_t const c[] = { 11, 12, 10, 11, 11 };
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { o, h, l, c, v };
+
+    fp_t nvi = 1000;
+
+    nvi = 1000;
+    fp_t e[5] = { nvi };
+
+    e[1] = nvi;
+    if( v[1] < v[0] ) { fp_t r = (c[1] - c[0]) / c[0]; nvi = nvi * (1 + r); e[1] = nvi; }
+    else { e[1] = nvi; }
+
+    if( v[2] < v[1] ) { fp_t r = (c[2] - c[1]) / c[1]; nvi = nvi * (1 + r); }
+    else { /* unchanged */ }
+    e[2] = nvi;
+
+    if( v[3] < v[2] ) { fp_t r = (c[3] - c[2]) / c[2]; nvi = nvi * (1 + r); }
+    else { /* unchanged */ }
+    e[3] = nvi;
+
+    if( v[4] < v[3] ) { fp_t r = (c[4] - c[3]) / c[3]; nvi = nvi * (1 + r); }
+    else { /* unchanged */ }
+    e[4] = nvi;
+
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_nvi, ts_nvi_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_nvi_p);
+}