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/midpoint.c | 53 +++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 53 insertions(+) create mode 100644 lib/midpoint.c (limited to 'lib/midpoint.c') diff --git a/lib/midpoint.c b/lib/midpoint.c new file mode 100644 index 0000000..c28cdff --- /dev/null +++ b/lib/midpoint.c @@ -0,0 +1,53 @@ +// Midpoint +// +// midpoint +// +// Midpoint over rolling window +// +// (highest_high + lowest_low) / 2 +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include "ts.h" + +typedef struct { + uint_t k; +} ts_midpoint_params_t; + +ts_parameter_t const ts_midpoint_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_midpoint_params_t) }; + +uint_t ts_midpoint_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_midpoint_params_t *)c)->k - 1 : 0 ); +} + +int ts_midpoint( + 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_midpoint_p ); + if ( !c ) return -1; + uint_t k = ((ts_midpoint_params_t *)c)->k; + if (k == 0 || n < k) return -1; + + for( uint_t i = k - 1; i < n; ++i ) + { + fp_t max_val = x[0][i]; + fp_t min_val = x[0][i]; + for( uint_t j = 1; j < k; ++j ) + { + fp_t val = x[0][i - j]; + if( val > max_val ) max_val = val; + if( val < min_val ) min_val = val; + } + y[0][i] = ( max_val + min_val ) / 2; + } + return 0; +} + -- cgit v1.3.1