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/volume_oscillator.c b/test/volume_oscillator.c
new file mode 100644
index 0000000..daa4bd0
--- /dev/null
+++ b/test/volume_oscillator.c
@@ -0,0 +1,34 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_volume_oscillator( void )
+{
+    fp_t const v[] = { 100, 200, 300, 400, 500 };
+
+    fp_t const * const x[] = { v };
+
+    fp_t fast = 2;
+    fp_t slow = 4;
+    fp_t a_fast = 2.0 / (fast + 1);
+    fp_t a_slow = 2.0 / (slow + 1);
+
+    fp_t ema_f = v[0];
+    fp_t ema_s = v[0];
+    fp_t e[2] = { 0 };
+
+    uint_t idx = 0;
+    for( uint_t i = 1; i < 5; ++i )
+    {
+        ema_f = ema_f + a_fast * ( v[i] - ema_f );
+        ema_s = ema_s + a_slow * ( v[i] - ema_s );
+        if (i >= 3) {
+            e[idx++] = ema_s != 0 ? ( ema_f - ema_s ) / ema_s * 100 : 0;
+        }
+    }
+
+    fp_t const * const e_arr[1] = { e };
+
+    fp_t constants[2] = { fast, slow };
+
+    return ts_test(ts_volume_oscillator, ts_volume_oscillator_offset, x, e_arr, 5, (ts_constant_t *)constants, &ts_volume_oscillator_p);
+}