From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001
From: Ethan Werner <mail@ethanwerner.com>
Date: Wed, 1 Jul 2026 09:42:39 +0400
Subject: 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
---
 lib/average.c | 71 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 71 insertions(+)
 create mode 100644 lib/average.c

(limited to 'lib/average.c')

diff --git a/lib/average.c b/lib/average.c
new file mode 100644
index 0000000..391de93
--- /dev/null
+++ b/lib/average.c
@@ -0,0 +1,71 @@
+// Simple Moving Average
+//
+// average_simple - sma
+//
+// Unweighted mean of previous k data points
+//
+// SMA_k = ( 1 / k ) * SUM[ i = 1, k ] x_i
+//
+// Initial Values
+//
+//   Cumulative moving average to n = k
+//
+// Successive Value
+//
+//   SMA_n = x_n-1 + ( 1 / n )( x_n - x_n-1 )
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+} ts_average_params_t;
+
+ts_parameter_t const ts_average_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_params_t) };
+
+
+uint_t ts_average_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_average_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_average(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_average_p );
+	if ( !c ) return -1;
+	TS_CHECK_INPUT(x, x_n, n);
+	uint_t k = ((ts_average_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	uint_t xi = 0;
+	uint_t yi = k;
+
+	fp_t sum = 0;
+
+	for( ; xi < k; ++xi )
+	{
+		sum += x[0][xi];
+	}
+
+	y[0][k - 1] = sum / k;
+
+	for( ; xi < n; ++xi, ++yi )
+	{
+		y[0][yi] = y[0][yi - 1] + ( x[0][xi] - x[0][xi - k] ) / k;
+	}
+	return 0;
+}
+
+
+
-- 
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