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/lag.c | 54 ++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 54 insertions(+) create mode 100644 lib/lag.c (limited to 'lib/lag.c') diff --git a/lib/lag.c b/lib/lag.c new file mode 100644 index 0000000..1e3f657 --- /dev/null +++ b/lib/lag.c @@ -0,0 +1,54 @@ +// Lag +// +// lag - lag +// +// DESCRIPTION +// +// Inputs: 1 +// Outputs: 1 +// Constants: 2 + + +#include +#include "ts.h" + + +typedef struct { + uint_t k; + fp_t insert; +} ts_lag_params_t; + +ts_parameter_t const ts_lag_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_lag_params_t) }; + + +uint_t ts_lag_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_lag_params_t *)c)->k : 0 ); +} + +int ts_lag( + 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_lag_p ); + if ( !c ) return -1; + uint_t k = ((ts_lag_params_t *)c)->k; + if (k == 0) return -1; + + fp_t insert = ((ts_lag_params_t *)c)->insert; + + if (n <= k) return -1; + + for (uint_t i = 0; i < k; ++i) + y[0][i] = insert; + + for (uint_t i = k; i < n; ++i) + y[0][i] = x[0][i - k]; + return 0; +} + + + -- cgit v1.3.1