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, 34 insertions, 0 deletions

diff --git a/test/pvi.c b/test/pvi.c
new file mode 100644
index 0000000..51b4e5c
--- /dev/null
+++ b/test/pvi.c
@@ -0,0 +1,34 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_pvi( 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 pvi = 1000;
+    fp_t full[5];
+    full[0] = pvi;
+
+    if( v[1] > v[0] ) { fp_t r = (c[1] - c[0]) / c[0]; pvi = pvi * (1 + r); }
+    full[1] = pvi;
+
+    if( v[2] > v[1] ) { fp_t r = (c[2] - c[1]) / c[1]; pvi = pvi * (1 + r); }
+    full[2] = pvi;
+
+    if( v[3] > v[2] ) { fp_t r = (c[3] - c[2]) / c[2]; pvi = pvi * (1 + r); }
+    full[3] = pvi;
+
+    if( v[4] > v[3] ) { fp_t r = (c[4] - c[3]) / c[3]; pvi = pvi * (1 + r); }
+    full[4] = pvi;
+
+    fp_t const e[] = { full[0], full[1], full[2], full[3], full[4] };
+    fp_t const * const e_arr[1] = { e };
+
+    return ts_test(ts_pvi, ts_pvi_offset, x, e_arr, 5, (ts_constant_t *)NULL, &ts_pvi_p);
+}