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, 20 insertions, 0 deletions

diff --git a/test/rank.c b/test/rank.c
new file mode 100644
index 0000000..2c96247
--- /dev/null
+++ b/test/rank.c
@@ -0,0 +1,20 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_rank( void )
+{
+	/* k=3, data: 10, 20, 15, 25, 5, 30 */
+	/* i=2 (window [10,20,15]): current=15, <=: 10,15 => 2/3*100 = 66.667 */
+	/* i=3 (window [20,15,25]): current=25, <=: 20,15,25 => 3/3*100 = 100.0 */
+	/* i=4 (window [15,25,5]): current=5, <=: 5 => 1/3*100 = 33.333 */
+	/* i=5 (window [25,5,30]): current=30, <=: 25,5,30 => 3/3*100 = 100.0 */
+	fp_t const x[] = { 10, 20, 15, 25, 5, 30 };
+
+	fp_t const * const inp[1] = { x };
+	fp_t const e[] = { 66.66667, 100.0, 33.33333, 100.0 };
+	fp_t const * const exp[1] = { e };
+
+	uint_t k = 3;
+	return ts_test(ts_rank, ts_rank_offset, inp, exp, sizeof( x ) / sizeof( *x ), (ts_constant_t *)&k, &ts_rank_p);
+}