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/ultimate_oscillator.c | 88 +++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 88 insertions(+)
 create mode 100644 lib/ultimate_oscillator.c

(limited to 'lib/ultimate_oscillator.c')

diff --git a/lib/ultimate_oscillator.c b/lib/ultimate_oscillator.c
new file mode 100644
index 0000000..aec2ef4
--- /dev/null
+++ b/lib/ultimate_oscillator.c
@@ -0,0 +1,88 @@
+// Ultimate Oscillator
+//
+// ultimate_oscillator
+//
+// Ultimate Oscillator
+//
+// 
+//
+// Inputs:    4
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_ultimate_oscillator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_ultimate_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 54 );
+}
+
+int ts_ultimate_oscillator(
+	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_ultimate_oscillator_p );
+	(void)c;
+	for( uint_t i = 54; i < n; ++i )
+	{
+		fp_t bp7 = 0, tr7 = 0;
+		fp_t bp14 = 0, tr14 = 0;
+		fp_t bp28 = 0, tr28 = 0;
+
+		for( uint_t j = 0; j < 7; ++j )
+		{
+			uint_t idx = i - 6 + j;
+			fp_t ll = ts_l( x, idx );
+			fp_t hh = ts_h( x, idx );
+			for( uint_t k = 1; k < 7; ++k )
+			{
+				ll = fmin( ll, ts_l( x, idx - k ) );
+				hh = fmax( hh, ts_h( x, idx - k ) );
+			}
+			bp7 += ts_c( x, idx ) - ll;
+			tr7 += hh - ll;
+		}
+
+		for( uint_t j = 0; j < 14; ++j )
+		{
+			uint_t idx = i - 13 + j;
+			fp_t ll = ts_l( x, idx );
+			fp_t hh = ts_h( x, idx );
+			for( uint_t k = 1; k < 14; ++k )
+			{
+				ll = fmin( ll, ts_l( x, idx - k ) );
+				hh = fmax( hh, ts_h( x, idx - k ) );
+			}
+			bp14 += ts_c( x, idx ) - ll;
+			tr14 += hh - ll;
+		}
+
+		for( uint_t j = 0; j < 28; ++j )
+		{
+			uint_t idx = i - 27 + j;
+			fp_t ll = ts_l( x, idx );
+			fp_t hh = ts_h( x, idx );
+			for( uint_t k = 1; k < 28; ++k )
+			{
+				ll = fmin( ll, ts_l( x, idx - k ) );
+				hh = fmax( hh, ts_h( x, idx - k ) );
+			}
+			bp28 += ts_c( x, idx ) - ll;
+			tr28 += hh - ll;
+		}
+
+		fp_t denom = 7.0 * tr7 + 3.0 * tr14 + tr28;
+		fp_t numer = 7.0 * bp7 + 3.0 * bp14 + bp28;
+		y[0][i] = denom != 0 ? 100.0 * numer / denom : 50.0;
+	}
+	return 0;
+}
+
-- 
cgit v1.3.1