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, 21 insertions, 0 deletions

diff --git a/test/price_channel.c b/test/price_channel.c
new file mode 100644
index 0000000..ba16e69
--- /dev/null
+++ b/test/price_channel.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_price_channel( void )
+{
+    fp_t const x[] = { 10, 12, 11, 14, 13, 15, 16, 14, 17, 18 };
+    fp_t const * const inp[1] = { x };
+
+    /* k=3, offset=2, y_n=8 */
+    /* HH3: 12,14,14,15,16,16,17,18 */
+    /* LL3: 10,11,11,13,13,14,14,14 */
+    /* SMA3: 11,12.333,12.667,14,14.667,15,15.667,16.333 */
+    fp_t const eu[] = { 12, 14, 14, 15, 16, 16, 17, 18 };
+    fp_t const em[] = { 11, 12.33333, 12.66667, 14, 14.66667, 15, 15.66667, 16.33333 };
+    fp_t const el[] = { 10, 11, 11, 13, 13, 14, 14, 14 };
+    fp_t const * const exp[3] = { eu, em, el };
+
+    uint_t k = 3;
+    return ts_test(ts_price_channel, ts_price_channel_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&k, &ts_price_channel_p);
+}