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/true_range.c | 45 +++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 45 insertions(+)
 create mode 100644 lib/true_range.c

(limited to 'lib/true_range.c')

diff --git a/lib/true_range.c b/lib/true_range.c
new file mode 100644
index 0000000..ff1740e
--- /dev/null
+++ b/lib/true_range.c
@@ -0,0 +1,45 @@
+// True Range
+//
+// true_range
+//
+// True Range
+//
+// 
+//
+// Inputs:    4
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+
+
+ts_parameter_t const ts_true_range_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(uint_t) };
+
+
+uint_t ts_true_range_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_true_range(
+	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_true_range_p );
+	(void)c;
+	if (n > 0) y[0][0] = 0;
+	for( uint_t i = 1; i < n; ++i )
+	{
+		y[0][i] = fmax( ( ts_h( x, i ) - ts_l( x, i ) ),
+		                fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ),
+						      fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
+	}
+	return 0;
+}
+
-- 
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