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/highest_high.c | 67 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 67 insertions(+)
 create mode 100644 lib/highest_high.c

(limited to 'lib/highest_high.c')

diff --git a/lib/highest_high.c b/lib/highest_high.c
new file mode 100644
index 0000000..d3ac753
--- /dev/null
+++ b/lib/highest_high.c
@@ -0,0 +1,67 @@
+// Highest High
+//
+// highest_high
+//
+// Highest high over rolling window
+//
+// HH = max(H[t-k+1..t])
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_highest_high_params_t;
+
+ts_parameter_t const ts_highest_high_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_highest_high_params_t) };
+
+uint_t ts_highest_high_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_highest_high_params_t *)c)->k > 0 ? ((ts_highest_high_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_highest_high(
+	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_highest_high_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_highest_high_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	fp_t max_val = ts_h( x, 0 );
+	for( uint_t j = 1; j < k; ++j )
+	{
+		fp_t val = ts_h( x, j );
+		if( val > max_val )
+			max_val = val;
+	}
+	y[0][k - 1] = max_val;
+
+	for( uint_t i = k; i < n; ++i )
+	{
+		fp_t new_val = ts_h( x, i );
+		fp_t old_val = ts_h( x, i - k );
+		if ( new_val > max_val ) max_val = new_val;
+		if ( old_val == max_val )
+		{
+			max_val = ts_h( x, i - k + 1 );
+			for( uint_t j = i - k + 2; j <= i; ++j )
+			{
+				fp_t val = ts_h( x, j );
+				if( val > max_val ) max_val = val;
+			}
+		}
+		y[0][i] = max_val;
+	}
+	return 0;
+}
+
-- 
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