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, 19 insertions, 0 deletions

diff --git a/test/random_walk_index.c b/test/random_walk_index.c
new file mode 100644
index 0000000..6702fca
--- /dev/null
+++ b/test/random_walk_index.c
@@ -0,0 +1,19 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_random_walk_index( void )
+{
+    fp_t const x0[] = { 10, 12, 11, 13, 12, 14, 13 };
+    fp_t const * const x[] = { x0 };
+
+    uint_t k = 3;
+
+    fp_t sum_abs = 2.0 + 1.0 + 2.0;
+    fp_t sum_net = ( 12 - 10 ) + ( 11 - 12 ) + ( 13 - 11 );
+    fp_t const e0[] = { sum_abs / sum_net, 0, sum_abs / sum_net, 0 };
+
+    fp_t const * const e[1] = { e0 };
+
+    return ts_test(ts_random_walk_index, ts_random_walk_index_offset, x, e, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_random_walk_index_p);
+}