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/volume_oscillator.c | 57 +++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 57 insertions(+)
 create mode 100644 lib/volume_oscillator.c

(limited to 'lib/volume_oscillator.c')

diff --git a/lib/volume_oscillator.c b/lib/volume_oscillator.c
new file mode 100644
index 0000000..6aa59f0
--- /dev/null
+++ b/lib/volume_oscillator.c
@@ -0,0 +1,57 @@
+// Volume Oscillator
+//
+// volume_oscillator
+//
+// Volume Oscillator
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 2
+
+
+#include "ts.h"
+
+typedef struct {
+    fp_t fast_k;
+    fp_t slow_k;
+} ts_volume_oscillator_params_t;
+
+ts_parameter_t const ts_volume_oscillator_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_volume_oscillator_params_t) };
+
+uint_t ts_volume_oscillator_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_volume_oscillator_params_t *)c)->slow_k > 0 ? (uint_t)(((ts_volume_oscillator_params_t *)c)->slow_k - 1) : 0 : 0 );
+}
+
+int ts_volume_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_volume_oscillator_p );
+	if ( !c ) return -1;
+    fp_t fast_k = ((ts_volume_oscillator_params_t *)c)->fast_k;
+    fp_t slow_k = ((ts_volume_oscillator_params_t *)c)->slow_k;
+    if (fast_k == 0 || slow_k == 0) return -1;
+    if (n == 0) return -1;
+
+    fp_t fast_a = 2.0 / (fast_k + 1);
+    fp_t slow_a = 2.0 / (slow_k + 1);
+
+    fp_t fast_ema = x[0][0];
+    fp_t slow_ema = x[0][0];
+    y[0][0] = 0;
+
+    for (uint_t i = 1; i < n; ++i)
+    {
+        fast_ema = fast_ema + fast_a * (x[0][i] - fast_ema);
+        slow_ema = slow_ema + slow_a * (x[0][i] - slow_ema);
+        y[0][i] = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100 : 0;
+    }
+	return 0;
+}
+
-- 
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