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/relative_volatility.c b/test/relative_volatility.c
new file mode 100644
index 0000000..730812b
--- /dev/null
+++ b/test/relative_volatility.c
@@ -0,0 +1,21 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_relative_volatility( void )
+{
+    fp_t const x0[] = { 10, 10, 10, 10, 20, 20, 20 };
+    fp_t const * const x[] = { x0 };
+
+    /* k=3, offset=2, y_n=5 */
+    /* y[2]: [10,10,10] -> 0 (overwritten by xi=3: also [10,10,10] -> 0) */
+    /* y[3]: [10,10,20] mean=13.33, sd=4.71 -> 35.355339 */
+    /* y[4]: [10,20,20] mean=16.67, sd=4.71 -> 28.284271 */
+    /* y[5]: [20,20,20] -> 0 */
+    /* y[6]: not written -> 0 */
+    fp_t const e[] = { 0.0, 35.355339, 28.284271, 0.0, 0.0 };
+    fp_t const * const exp[1] = { e };
+
+    uint_t k = 3;
+    return ts_test(ts_relative_volatility, ts_relative_volatility_offset, x, exp, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_relative_volatility_p);
+}