From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner 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_exponential.c | 56 +++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 56 insertions(+) create mode 100644 lib/average_exponential.c (limited to 'lib/average_exponential.c') diff --git a/lib/average_exponential.c b/lib/average_exponential.c new file mode 100644 index 0000000..bae9d5f --- /dev/null +++ b/lib/average_exponential.c @@ -0,0 +1,56 @@ +// Exponential Moving Average +// +// average_exponential - ema +// +// Weighted moving average with exponentially decreasing weights determined by +// the constant c +// +// y[0] = x[0] +// y[t] = a * x[t] + ( 1 - a ) * EMA[t - 1] +// a = 1 / k; +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include +#include "ts.h" + + +typedef struct { + fp_t k; +} ts_average_exponential_params_t; + +ts_parameter_t const ts_average_exponential_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_exponential_params_t) }; + + +uint_t ts_average_exponential_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_average_exponential( + 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_exponential_p ); + if ( !c ) return -1; + TS_CHECK_INPUT(x, x_n, n); + fp_t k = ((ts_average_exponential_params_t *)c)->k; + if (k <= 0 || isnan(k)) return -1; + + fp_t a = 1.0 / k; + + y[0][0] = x[0][0]; + + for( uint_t i = 1; i < n; ++i ) + { + y[0][i] = y[0][i - 1] + a * ( x[0][i] - y[0][i - 1] ); + } + return 0; +} + -- cgit v1.3.1